Simulation of Fractional Brownian Motion and Estimation of Hurst Parameter

Network traffic of modern telecommunication networks has the properties of self-similarity. Models of self-similar traffic and the process of telecommunication networks loading are based on modeling methods for fractional Brownian motion (FBM). Self-similarity of fractional Brownian motion is characterized by the Hurst index. The article discusses the method of modeling FBM and methods for estimating the Hurst index. Estimates of the Hurst index are used to assess the quality of the resulting models.