POISSON_SIMULATION
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.

Licensing:

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

Languages:

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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Source Code:

• 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.

Examples and Tests:

• 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.