Another neat property of Poisson processes is that when raced against one another, they win in proportion to their underlying rates. This property is the basis of a clever random sampling algorithm that works well in SQL:
SELECT *
FROM Population
WHERE weight > 0
ORDER BY -LN(1.0 - RANDOM()) / weight
LIMIT 100 -- Sample size.
Thanks! That was very kind of you to say. Whenever I write stuff like that, I wonder, "Does anyone find this useful?" It helps to hear every once in a while that the answer is sometimes yes.
