The term "doubly stochastic" has a couple of contexts. I am assuming you are interested in something like a doubly stochastic Poisson process. You have to proceed in two steps. First, generate a realization of an intensity function over some interval. For each value of the intensity, generate a Poisson process having that value as its mean. In other words, the process conditional on the intensity is a Poisson process.
Try a web search for "doubly stochastic poisson process" and "splus". You may find some more help, since this kind of process is not unusual; someone may already have an algorithm in S-plus/R for it.
If you mean something else, search for "doubly stochastic matrix", which is a horse of a different color. This has to do with things related to Markov processes.
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