Noin-Ula burial site
Many immigrants lived in the Xiongnu pasturelands, but at first they did not mix with the Xiongnu. To be a Xiongnu, one had to be a member of a clan, born of Xiongnu parents. The newcomers were well off, but were outsiders, and could marry only among themselves, not the Xiongnu. Only later did they intermix, increase in numbers, even created a state that existed from 318 to 350 AD.
History of Mongolia
The founder of the Xiongnu empire was Toumen. He was succeeded violently by his son Modu Shanyu, who then conquered and unified various tribes. At the peak of its power, the Xiongnu confederacy stretched from Lake Baikal in the north to the Great Wall in the south and from the Tian Shan mountains in the west to the Greater Khingan ranges in the east. In the 2nd century BC the Xiongnu turned their attention westward to the region of the Altai Mountains and Lake Balkash, inhabited by Indo-European-speaking nomadic peoples, including Yuezhi (Yüeh-chih in Wade–Giles), who had relocated from China's present-day Gansu Province as a result of their earlier defeat by the Xiongnu. Endemic warfare between these two nomadic peoples reached a climax in the latter part of the 3rd century and the early decades of the 2nd century BC; the Xiongnu were triumphant. The Yuezhi then migrated to the southwest where, early in the 2nd century, they began to appear in the Oxus (the modern Amu Darya) Valley, to change the course of history in Bactria, Iran, and eventually India.