Teletraffic Generation of Self-Similar Processes with Arbitrary Marginal Distributions for Simulation: Analysis of Hurst Parameters

Abstract

Simulation studies of telecommunication networks require a mechanism to transform self-similar processes into processes with arbitrary marginal distributions. The problem of generating a self-similar process of a given marginal distribution and an autocorrelation structure is difficult and has not been fully solved. Our results presented in this paper provide clear experimental evidence that the long-range dependent (LRD) self-similarity of the input process is not preserved in the output process generated by the inverse cumulative distribution function (ICDF) transformation, if the output process has an infinite variance.