Efficient online generation of the correlation structure of the fGn process

Detailed observations of communications networks have revealed singular statistical properties of the measurements, such as self‐similarity, long‐range dependence and heavy tails, which cannot be overlooked in modelling Internet traffic. The use of stochastic processes consistent with these properties has opened new research fields in network performance analysis and particularly in simulation studies, where the efficient synthetic generation of samples is one of the main topics. In this paper, we describe an efficient and online generator of the correlation structure of the fractional Gaussian noise process.