Getting live updates to your site

Now, though I code in ColdFusion, I’m asking a general question independent of the application server language.

But what technology is used to provide live updating to a website. For example, if I detect that a user sent another user (who is logged in) on my website a message, that user who is the recipient would be given a message live (rather than having to wait to load the next page)

What technology is this? Web Sockets?

After doing some more research it seems like XHR (XMLHTTPRequests) seems to be the solution. I will need to see if I can find out how to setup triggers with them now…