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- Title
A SIMULATION METHOD FOR LOG-FRACTIONAL STABLE MOTION.
- Authors
MOHAMMADI, MOHAMMAD; MOHAMMADPOUR, ADEL
- 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.
- Subjects
SIMULATION methods &; models; FOURIER transforms; APPROXIMATION theory; TELECOMMUNICATION; PARAMETER estimation; MATHEMATICAL models
- Publication
Fractals, 2009, Vol 17, Issue 2, p217
- ISSN
0218-348X
- Publication type
Article
- DOI
10.1142/S0218348X09004399