According to wiki http://en.wikipedia.org/wiki/Extensible_Messaging_and_Presence_Protocol , xmpp is using http binding (rather an http pooling) to push message to client.
Can anybody explain to me how it works?
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XMPP pushes message to client over TCP connection. What you are referring to (http polling) is a solution to make XMPP work over HTTP. Get a book on XMPP or visit http://xmpp.org and read related RFC’s for more detail.
Base RFC’s gives you more detail into XMPP base spec, how it works over TCP and pushes messages to client. To make it work over HTTP, you will have to understand and implement XEP-0124 and XEP-0206. Hope it helps you in ur quest.