On Importance Sampling in Digital Communications—Part I: Fundamentals

IEEE Journal on Selected Areas in Communications

Volumn 11, Issue 3, 1993, Pages 289-299

  Chen, Jyun Cheng ^a   Lu, Dingqing ^b   Sadowsky, John S ^c   Yao, Kung ^d  

^a ERICSSON RESEARCH   (United States)

^b EEsof Inc   (United States)

^c PURDUE UNIVERSITY   (United States)

^d UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; OPTIMIZATION;

DOWNLINK NOISE SOURCES; GAUSSIAN NOISE INPUTS; GENERAL MEAN TRANSLATION OPTIMIZATION; IMPORTANCE SAMPLING; SIMULATION ALGORITHM DESIGN STRATEGIES; UPLINK NOISE SOURCES; VARIANCE SCALING BIASING SCHEMES;

DIGITAL COMMUNICATION SYSTEMS;

EID: 0027579767     PISSN: 07338716     EISSN: None     Source Type: Journal    
DOI: 10.1109/49.219542     Document Type: Article

References (9)

1. V. K. Bhargava, D. Haccoun, R. Matyas, and P. P. Nuspl, Digital Communications by Satellite. New York: Wiley, 1981.
2. B. R. Davis, “An improved importance sampling method for digital communication system simulations,” IEEE Trans. Commun., vol. COM-34, 715–719, July 1986.
3. A. Erdélyi Asymptotic Expansions. New York: Dover, 1956.
4. P. W. Glynn and W. Whitt, “The asymptotic validity of sequential stopping rules for stochastic simulation,” Ann. Appl. Probab., vol. 2, pp. 180–198, 1992.
5. M. C. Jeruchim, P. Balaban, and K. Sam Shanmugan, Simulation of Communication Systems. New York: Plenum, 1992.
6. D. Lu and K. Yao, “Improved importance sampling technique for efficient simulation of digital communication systems,” IEEE J. Select. Areas Commun., vol. 6, 67–75, Jan. 1988.
7. D. Lu and K. Yao, “Estimation variance bounds of importance sampling simulations in digital communication systems,” IEEE Trans. Commun., vol. 39, pp. 1413–1417, Oct. 1991.
8. J. S. Sadowsky and J. A. Bucklew, “On large deviations theory and asymptotically efficient Monte Carlo estimation,” IEEE Trans. Inform. Theory, vol. 36, pp. 579–588, May 1990.
9. H. J. Schlebusch, “On the asymptotical efficiency of importance sampling techniques,” IEEE Trans. Inform. Theory, to appear.