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Future cognitive radio broadband wireless networks are expected to support a variety of communication services with diverse quality-of-service (QoS) requirements. Multimedia applications such as broadband voice transmission and real-time video streaming are very delay-sensitive and need guaranteed throughput. On the other hand, applications like file transfer and email services are relatively delay tolerant so variable-rate transmission is acceptable. This paper is different from most existing work on adaptive resource allocation. In this paper, we investigate the resource allocation problem in a heterogeneous cognitive multi-user OFDM system with both delay-sensitive (DS) and delay-tolerant (DT) services. To cope with this heterogeneous problem we combine the rate adaptive (RA) and margin adaptive (MA) principle. The purpose is to maximize the total rate of all DT services while maintaining guaranteed throughput of DS services under the constraint of primary user in cognitive radio network (CRN). For DS users a low complexity bit allocation algorithm based on geometric progression is proposed and for DT users a linear water-filling algorithm is used. Numerical results are executed to evaluate the performance of the proposed algorithms in terms of service outage probability, achievable transmission rate for DT users.