Ben Rached, N, Kammoun, A, Alouini, M-S et al. (1 more author) (2017) On the Efficient Simulation of Outage Probability in a Log-Normal Fading Environment. IEEE Transactions on Communications, 65 (6). pp. 2583-2593. ISSN 0090-6778
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.
Metadata
Item Type: | Article |
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Authors/Creators: |
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Copyright, Publisher and Additional Information: | © 2017 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works. |
Keywords: | covariance matrix scaling; importance sampling; mean shifting; Outage probability; sum of correlated log-normal |
Dates: |
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Institution: | The University of Leeds |
Academic Units: | The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds) |
Depositing User: | Symplectic Publications |
Date Deposited: | 27 Nov 2023 15:50 |
Last Modified: | 27 Nov 2023 15:50 |
Published Version: | http://dx.doi.org/10.1109/tcomm.2017.2669979 |
Status: | Published |
Publisher: | IEEE |
Identification Number: | 10.1109/tcomm.2017.2669979 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:195472 |