Abstract

Stoev and Taqqu1 presented a fast simulation method for the linear fractional stable motion (lfsm) process, using the fast Fourier transform. In this paper, we extend this method for fast simulation of the log-fractional stable motion (log-fsm) process. These two heavy-tailed processes, i.e. lfsm and log-fsm, can be used for modeling the modern telecommunication networks. In addition, a necessary and sufficient condition is given for the efficiency of this method. Finally, an upper bound for approximation error is presented.

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