You can do it if the browser supports HTML5 web sockets. You will also
have to write server code to go with it. See if there is a web socket
library for PHP.
Otherwise, no. You have to poll.
There are lots of tutorials out there on web sockets. It's a
"hot topic".
As with many new technologies, there is not a "jQuery
solution". jQuery might be some small part of the overall solution.
You have a second problem, which is actually following the
database "live". That is, how will you know if the
database has changed? That depends a lot on how you have architected
your server software. But that is a server programming topic, and
jQuery can't help you there in any way.
In any case, once you know that the database has changed, you can
use web sockets to get it to the browser without polling. But only new
browsers that support it, so it is not a general solution for a
website. If you need to support browsers that don't have web
sockets, then you'll need to provide some sort of fall-back.