An applet that draws a Gamma process, a stochastic process with independent
increments: X(s + t) - X(s) is Gamma(t).
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.
The vertical axis is continuously rescaled so that the portion
of the process visible in the window fills the window. This
is arguably wrong, because it makes the zooming look funny,
but also arguably right, because it works for
stochastic processes that are non-self-similar, like this one.
Eventually the discreteness of computer floating-point arithmetic
wrecks the simulation. When the total variation of the process
in the display window is smaller than the smallest representable
positive number, we get a flat line.
For some statistical Java applets by other people, see
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