Simulation of a Poisson Process

**POISSON_SIMULATION**
is a MATLAB program which
simulates a Poisson process in which events occur uniformly at random,
with an average waiting time of Lambda.

Note that the Poisson distribution therefore also describes the distribution of distances from one point to the next, assuming the points are distributed uniformly at random along a line, with average density Lambda per unit length.

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

**POISSON_SIMULATION** is available in
a C version and
a C++ version and
a FORTRAN77 version and
a FORTRAN90 version and
a MATLAB version.

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FAIR_DICE_SIMULATION, a MATLAB program which simulates N tosses of 2 dice, making a histogram of the results.

GAMBLERS_RUIN_SIMULATION, a MATLAB program which simulates the game of gambler's ruin.

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RANDOM_WALK_1D_SIMULATION, a MATLAB program which simulates a random walk in a 1-dimensional region.

RANDOM_WALK_2D_AVOID_SIMULATION, a MATLAB program which simulates a self-avoiding random walk in a 2-dimensional region.

RANDOM_WALK_2D_SIMULATION, a MATLAB program which simulates a random walk in a 2-dimensional region.

RANDOM_WALK_3D_SIMULATION, a MATLAB program which simulates a random walk in a 3-dimensional region.

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ROULETTE_SIMULATION, a MATLAB program which simulates the spinning of a roulette wheel and the evaluation of certain common roulette bets.

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THREE_BODY_SIMULATION, a MATLAB program which simulates the behavior of three planets, constrained to lie in a plane, and moving under the influence of gravity, by Walter Gander and Jiri Hrebicek.

TRAFFIC_SIMULATION, a MATLAB program which simulates the cars waiting to get through a traffic light.

TRUEL_SIMULATION, a MATLAB program which simulates N repetitions of a duel between three players, each of whom has a known firing accuracy.

- poisson_fixed_events.m, simulates the Poisson process until a fixed number of events have occurred.
- poisson_fixed_time.m, simulates the Poisson process until a fixed amount of time has passed.
- timestamp.m, prints the YMDHMS date as a timestamp.

- poisson_simulation_test.m, calls all the tests.
- poisson_simulation_test_output.txt, the output file.
- poisson_simulation_test01.m, tests POISSON_FIXED_EVENTS.
- poisson_simulation_test02.m, tests POISSON_FIXED_TIME.
- poisson_timeline.png, a plot of the event count over time.
- poisson_times.png, a histogram of the waiting time for a fixed number of events.
- poisson_events.png, a histogram of the even count over a fixed time.

You can go up one level to the MATLAB source codes.