Please use this identifier to cite or link to this item: http://localhost/handle/Hannan/139787
Title: On the Efficient Simulation of Outage Probability in a Log-Normal Fading Environment
Authors: Nadhir Ben Rached;Abla Kammoun;Mohamed-Slim Alouini;Raul Tempone
Year: 2017
Publisher: IEEE
Abstract: The outage probability (OP) of the signal-to-interference-plus-noise ratio (SINR) is an important metric that is used to evaluate the performance of wireless systems. One difficulty toward assessing the OP is that, in realistic scenarios, closed-form expressions cannot be derived. This is, for instance, the case of the Log-normal environment, in which evaluating the OP of the SINR amounts to computing the probability that a sum of correlated Log-normal variates exceeds a given threshold. Since such a probability does not admit a closed-form expression, it has thus far been evaluated by several approximation techniques, the accuracies of which are not guaranteed in the region of small OPs. For these regions, simulation techniques based on variance reduction algorithms are a good alternative, being quick and highly accurate for estimating rare event probabilities. This constitutes the major motivation behind this paper. More specifically, we propose a generalized hybrid importance sampling scheme, based on a combination of a mean shifting and a covariance matrix scaling, to evaluate the OP of the SINR in a Log-normal environment. We further our analysis by providing a detailed study of two particular cases. Finally, the performance of these techniques is performed both theoretically and through various simulation results.
URI: http://localhost/handle/Hannan/139787
volume: 65
issue: 6
More Information: 2583,
2593
Appears in Collections:2017

Files in This Item:
File SizeFormat 
7857009.pdf984.9 kBAdobe PDF
Title: On the Efficient Simulation of Outage Probability in a Log-Normal Fading Environment
Authors: Nadhir Ben Rached;Abla Kammoun;Mohamed-Slim Alouini;Raul Tempone
Year: 2017
Publisher: IEEE
Abstract: The outage probability (OP) of the signal-to-interference-plus-noise ratio (SINR) is an important metric that is used to evaluate the performance of wireless systems. One difficulty toward assessing the OP is that, in realistic scenarios, closed-form expressions cannot be derived. This is, for instance, the case of the Log-normal environment, in which evaluating the OP of the SINR amounts to computing the probability that a sum of correlated Log-normal variates exceeds a given threshold. Since such a probability does not admit a closed-form expression, it has thus far been evaluated by several approximation techniques, the accuracies of which are not guaranteed in the region of small OPs. For these regions, simulation techniques based on variance reduction algorithms are a good alternative, being quick and highly accurate for estimating rare event probabilities. This constitutes the major motivation behind this paper. More specifically, we propose a generalized hybrid importance sampling scheme, based on a combination of a mean shifting and a covariance matrix scaling, to evaluate the OP of the SINR in a Log-normal environment. We further our analysis by providing a detailed study of two particular cases. Finally, the performance of these techniques is performed both theoretically and through various simulation results.
URI: http://localhost/handle/Hannan/139787
volume: 65
issue: 6
More Information: 2583,
2593
Appears in Collections:2017

Files in This Item:
File SizeFormat 
7857009.pdf984.9 kBAdobe PDF
Title: On the Efficient Simulation of Outage Probability in a Log-Normal Fading Environment
Authors: Nadhir Ben Rached;Abla Kammoun;Mohamed-Slim Alouini;Raul Tempone
Year: 2017
Publisher: IEEE
Abstract: The outage probability (OP) of the signal-to-interference-plus-noise ratio (SINR) is an important metric that is used to evaluate the performance of wireless systems. One difficulty toward assessing the OP is that, in realistic scenarios, closed-form expressions cannot be derived. This is, for instance, the case of the Log-normal environment, in which evaluating the OP of the SINR amounts to computing the probability that a sum of correlated Log-normal variates exceeds a given threshold. Since such a probability does not admit a closed-form expression, it has thus far been evaluated by several approximation techniques, the accuracies of which are not guaranteed in the region of small OPs. For these regions, simulation techniques based on variance reduction algorithms are a good alternative, being quick and highly accurate for estimating rare event probabilities. This constitutes the major motivation behind this paper. More specifically, we propose a generalized hybrid importance sampling scheme, based on a combination of a mean shifting and a covariance matrix scaling, to evaluate the OP of the SINR in a Log-normal environment. We further our analysis by providing a detailed study of two particular cases. Finally, the performance of these techniques is performed both theoretically and through various simulation results.
URI: http://localhost/handle/Hannan/139787
volume: 65
issue: 6
More Information: 2583,
2593
Appears in Collections:2017

Files in This Item:
File SizeFormat 
7857009.pdf984.9 kBAdobe PDF