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Poisson Process — Live Event Arrivals

Watch a continuous-time Poisson process generate random event arrivals: exponential interarrival times, a live counting-function staircase N(t), and a thinning-algorithm mode for time-varying rates.

Probability & Statistics3DAdvanced60 FPS📱 Mobile-adapted⇄ 2D version
stochastic-processes-mathematics ↗ Open standalone

This simulator runs a genuine continuous-time Poisson counting process: events arrive one at a time with exponentially-distributed gaps, and every accepted arrival is drawn as a marker sliding along a scrolling timeline while a live staircase traces the counting function N(t) above it. Switch to time-varying mode to watch the same process driven by a sinusoidal rate λ(t), sampled correctly with the thinning (Lewis–Shedler) rejection algorithm rather than a fixed-interval approximation, and compare the live estimated rate λ̂ = N(t)/t against the target λ as it converges.

⚙ Under the hood

A live continuous-time Poisson process: events arrive with exponentially-distributed gaps along a scrolling timeline while a staircase traces the counting function N(t), with a thinning-algorithm mode for time-varying rates.

stochastic processespoisson processprobabilityrandom arrivalsqueueing theorymarkov

3D · Three.js / WebGL renderer · 60 FPS target · runs fully client-side, no install

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