Poisson Process

by sebadiaz

HTML

<body>
  <div id="graph">
      
    </div>
</body>

JavaScript

function ln(val){
    return Math.log(val) / Math.log(Math.E);
}


function poissonProcess(lambda,T)
{
    var t=0;
    var k=0;
    var S=new Array();
    while(t<=T)
    {
        var r=Math.random();
        t=t-ln(r)/lambda
        if (t>T) return S;
        S[k]=t;
        k=k+1;
    }
    return S;
}
var str='<svg xmlns="http://www.w3.org/2000/svg" version="1.1">';
var Liste=poissonProcess(0.5,50);
var previousvalue=0.0;
for (var i = 0; i < Liste.length; i++) {
    Liste[i];
    str+='<line x1="'+i*10+'" y1="'+previousvalue+'" x2="'+(i+1)*10+'" y2="'+Liste[i]*10+'" style="stroke:rgb(255,0,0);stroke-width:2" />';
    previousvalue=Liste[i]*10;
    
}
$("#graph").append(str+'</svg>' );