Poisson Simulation

• If your computer simulation is being updated with a very small time step, what probability do you assign a Poisson distributed event?

• Assume two or more events in the same very small time step improbable

• At 20 events per second and ΔT = 1 ms, Prob ( K >= 1 ) = 1 - Prob ( K = 0 ) = 1 - e-λ*ΔT = 1 - e-0.020 = 1 - 0.9801 = 0.0198 ~= 0.020

• NB: Prob ( K >= 1 ) ~= λ*ΔT for small λ*ΔT