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. On the basis of our results we formulate the following hypothesis:

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.