Gamma Process Applet

This applet draws a Gamma process (a stochastic process with independent increments X(s + t) - X(s).) Click the mouse in the window to start zooming. Click again to stop. The total increase occurs at a countable set of jumps. The simulation gives some idea of this.
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Author Name: 
Charles Geyer
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Source Code Available
Intended User Role: 
Learner, Teacher
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Yes
Cost: 
Free for All

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