Estimation Variance Bounds of Importance Sampling Simulations in Digital Communication Systems

IEEE Transactions on Communications

Volumn 39, Issue 10, 1991, Pages 1413-1417

  Yao, K ^b  

^a EEsof Inc   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL STATISTICS - MONTE CARLO METHODS; MATHEMATICAL TECHNIQUES - VECTORS; NOISE, SPURIOUS SIGNAL;

BIT ERROR RATE; ESTIMATION VARIANCE BOUNDS; IMPORTANCE SAMPLING SIMULATION; MONTE CARLO SIMULATIONS; MULTIDIMENSIONAL GAUSSIAN NOISE;

DIGITAL COMMUNICATION SYSTEMS;

EID: 0026240644     PISSN: 00906778     EISSN: None     Source Type: Journal    
DOI: 10.1109/26.103032     Document Type: Article

References (8)

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3. P. M. Hahn and M.C. Jeruchim, “Developments in the theory and application of importance sampling,” IEEE Trans. Commun., vol. COM-35, pp. 706–714, July 1987.
4. D. Lu and K. Yao, “Improved importance sampling technique for efficient simulation of digital communication systems,” IEEE J. Select. Areas Commun., vol. 6, pp. 67–75, Jan. 1988.
5. J. S. Sadowsky and J. A. Bucklew, “On large deviation theory and asymptotically efficient Monte-Carlo estimation,” IEEE Trans. Inform. Theory, vol. 36, pp. 579–588, May 1990.
6. K. Yao and E. M. Biglieri, “Multidimensional moment error bounds for digital communication systems, IEEE Trans. Inform. Theory, vol. IT-26, pp. 454–464, July 1980.
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8. K. Yao and L. B. Milstein, “The use of moment space bounds for evaluating the performance of a nonlinear digital communication system,” IEEE Trans. Commun., vol. COM-31, pp. 677–683, May 1983.