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8.17.4 Observations on <strong>the</strong> Long-Range Dependent Tra c<br />

Generation Technique<br />

The long-range dependent generation technique described <strong>in</strong> [71] can result <strong>in</strong><br />

negative values and values greater than <strong>the</strong> maximum possible rate value. This oc-<br />

curs especially when <strong>the</strong> variation of <strong>the</strong> distribution is high (of <strong>the</strong> order of <strong>the</strong><br />

mean itself). Fortunately, <strong>the</strong>re are a few approaches <strong>in</strong> avoid<strong>in</strong>g negative values<br />

and bound<strong>in</strong>g values with<strong>in</strong> a maximum <strong>in</strong> such sequences. We considered <strong>the</strong>se<br />

approaches carefully be<strong>for</strong>e mak<strong>in</strong>g a choice.<br />

The rst approach is to generate a long-range dependent sequence x 1�x2� :::� xn<br />

and <strong>the</strong>n use <strong>the</strong> sequence e x1 �e x2 �:::�e xn <strong>in</strong> our simulation. The values e xi is rounded<br />

o to <strong>the</strong> nearest <strong>in</strong>teger. This method always gives zero or positivenumbers. The new<br />

distribution still exhibits long-range dependence, though it is no longer a fractional<br />

gaussian noise (FGN) (like <strong>the</strong> orig<strong>in</strong>ally generated sequence) [71]. Ano<strong>the</strong>r problem<br />

is that all signi cant negative values are truncated to zero lead<strong>in</strong>g to an impulse at<br />

zero <strong>in</strong> <strong>the</strong> new probability density function (pdf). Fur<strong>the</strong>r, <strong>the</strong> mean of <strong>the</strong> new<br />

sequence is not <strong>the</strong> exponentiated value of <strong>the</strong> old mean. This makes it di cult to<br />

obta<strong>in</strong> a sequence hav<strong>in</strong>g a desired mean.<br />

A second technique is to avoid exponentiation, but simply truncate negative num-<br />

bers to zero. This approach aga<strong>in</strong> has <strong>the</strong> problem of <strong>the</strong> pdf impulse at zero. Also<br />

<strong>the</strong> mean of <strong>the</strong> entire distribution has <strong>in</strong>creased.<br />

The third technique is a variation of <strong>the</strong> second, which truncates <strong>the</strong> negative<br />

numbers to zero, but subtracts a negative value from <strong>the</strong> subsequent positive value.<br />

320

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