Unified Importance Sampling Schemes for Efficient Simulation of Outage Capacity Over Generalized Fading Channels

The outage capacity (OC) is among the most important performance metrics of communication systems operating over fading channels. Of interest in the present paper is the evaluation of the OC at the output of the Equal Gain Combining (EGC) and the Maximum Ratio Combining (MRC) receivers. In this case, it can be seen that this problem turns out to be that of computing the Cumulative Distribution Function (CDF) for the sum of independent random variables. Since finding a closed-form expression for the CDF of the sum distribution is out of reach for a wide class of commonly used distributions, methods based on Monte Carlo (MC) simulations take pride of price. In order to allow for the estimation of the operating range of small outage probabilities, it is of paramount importance to develop fast and efficient estimation methods as naive MC simulations would require high computational complexity. In this line, we propose in this work two unified, yet efficient, hazard rate twisting Importance Sampling (IS) based approaches that efficiently estimate the OC of MRC or EGC diversity techniques over generalized independent fading channels. The first estimator is shown to possess the asymptotic optimality criterion and applies for arbitrary fading models, whereas the second one achieves the well-desired bounded relative error property for the majority of the well-known fading variates. Moreover, the second estimator is shown to achieve the asymptotic optimality property under the particular Log-normal environment. Some selected simulation results are finally provided in order to illustrate the substantial computational gain achieved by the proposed IS schemes over naive MC simulations

A Time-Varied Probabilistic ON/OFF Switching Algorithm for Cellular Networks

In this letter, we develop a time-varied probabilistic on/off switching planning method for cellular networks to reduce their energy consumption. It consists in a risk-aware optimization approach that takes into consideration the randomness of the user profile associated with each base station (BS). The proposed approach jointly determines 1) the instants of time at which the current active BS configuration must be updated due to an increase or decrease of the network traffic load and 2) the set of minimum BSs to be activated to serve the networks’ subscribers. Probabilistic metrics modeling the traffic profile variation are developed to trigger this dynamic on/off switching operation. Selected simulation results are then performed to validate the proposed algorithm for different system parameters

On the Efficient Simulation of Outage Probability in a Log-Normal Fading Environment

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

An Accurate Sample Rejection Estimator of the Outage Probability With Equal Gain Combining

We evaluate the outage probability (OP) for L-branch equal gain combining (EGC) receivers operating over fading channels, i.e., equivalently the cumulative distribution function (CDF) of the sum of the L channel envelopes. In general, closed form expressions of OP values are out of reach. The use of Monte Carlo (MC) simulations is not a good alternative as it requires a large number of samples for small values of OP. In this paper, we use the concept of importance sampling (IS), being known to yield accurate estimates using fewer simulation runs. Our proposed IS scheme is based on sample rejection where the IS density is the truncation of the underlying density over the L dimensional sphere. It assumes the knowledge of the CDF of the sum of the L channel gains in closed-form. Such an assumption is not restrictive since it holds for various challenging fading models. We apply our approach to the case of independent Rayleigh, correlated Rayleigh, and independent and identically distributed Rice fading models. Next, we extend our approach to the interesting scenario of generalised selection combining receivers combined with EGC under the independent Rayleigh environment. For each case, we prove the desired bounded relative error property. Finally, we validate these theoretical results through some selected experiments

A Unified Moment-Based Approach for the Evaluation of the Outage Probability With Noise and Interference

In this paper, we develop a novel moment-based approach for the evaluation of the outage probability (OP) in a generalized fading environment with interference and noise. Our method is based on the derivation of a power series expansion of OP of the signal-to-interference-plus-noise ratio. It does not necessitate stringent requirements, the only major ones being the existence of a power series expansion of the cumulative distribution function of the desired user power and the knowledge of the cross moments of the interferers’ powers. The newly derived formula is shown to be applicable for most of the well-practical fading models of the desired user under some assumptions on the parameters of the powers’ distributions. A further advantage of our method is that it is applicable irrespective of the nature of the fading models of the interfering powers, the only requirement being the perfect knowledge of their cross moments. In order to illustrate the wide scope of applicability of our technique, we present a convergence study of the provided formula for the Generalized Gamma and the Rice fading models. Moreover, we show that our analysis has direct bearing on recent multichannel applications using selection diversity techniques. Finally, we assess by simulations the accuracy of the proposed formula for various fading environments

On the generalization of the hazard rate twisting-based simulation approach

Estimating the probability that a sum of random variables (RVs) exceeds a given threshold is a well-known challenging problem. A naive Monte Carlo simulation is the standard technique for the estimation of this type of probability. However, this approach is computationally expensive, especially when dealing with rare events. An alternative approach is represented by the use of variance reduction techniques, known for their efficiency in requiring less computations for achieving the same accuracy requirement. Most of these methods have thus far been proposed to deal with specific settings under which the RVs belong to particular classes of distributions. In this paper, we propose a generalization of the well-known hazard rate twisting Importance Sampling-based approach that presents the advantage of being logarithmic efficient for arbitrary sums of RVs. The wide scope of applicability of the proposed method is mainly due to our particular way of selecting the twisting parameter. It is worth observing that this interesting feature is rarely satisfied by variance reduction algorithms whose performances were only proven under some restrictive assumptions. It comes along with a good efficiency, illustrated by some selected simulation results comparing the performance of the proposed method with some existing techniques

Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks

The multilevel Monte Carlo (MLMC) method for continuous-time Markov chains, first introduced by Anderson and Higham (SIAM Multiscal Model Simul 10(1):146–179, 2012), is a highly efficient simulation technique that can be used to estimate various statistical quantities for stochastic reaction networks, in particular for stochastic biological systems. Unfortunately, the robustness and performance of the multilevel method can be affected by the high kurtosis, a phenomenon observed at the deep levels of MLMC, which leads to inaccurate estimates of the sample variance. In this work, we address cases where the high-kurtosis phenomenon is due to catastrophic coupling (characteristic of pure jump processes where coupled consecutive paths are identical in most of the simulations, while differences only appear in a tiny proportion) and introduce a pathwise-dependent importance sampling (IS) technique that improves the robustness and efficiency of the multilevel method. Our theoretical results, along with the conducted numerical experiments, demonstrate that our proposed method significantly reduces the kurtosis of the deep levels of MLMC, and also improves the strong convergence rate from β=1 for the standard case (without IS), to β=1+δ, where 0<δ<1 is a user-selected parameter in our IS algorithm. Due to the complexity theorem of MLMC, and given a pre-selected tolerance, TOL, this results in an improvement of the complexity from O(TOL−2log(TOL)2) in the standard case to O(TOL−2), which is the optimal complexity of the MLMC estimator. We achieve all these improvements with a negligible additional cost since our IS algorithm is only applied a few times across each simulated path

On the Efficient Simulation of the Distribution of the Sum of Gamma–Gamma Variates With Application to the Outage Probability Evaluation Over Fading Channels

The Gamma-Gamma distribution has recently emerged in a number of applications ranging from modeling scattering and reverberation in sonar and radar systems to modeling atmospheric turbulence in wireless optical channels. In this respect, assessing the outage probability achieved by some diversity techniques over this kind of channels is of major practical importance. In many circumstances, this is related to the difficult question of analyzing the statistics of a sum of Gamma-Gamma random variables. Answering this question is not a simple matter. This is essentially because outage probabilities encountered in practice are often very small, and hence, the use of classical Monte Carlo methods is not a reasonable choice. This lies behind the main motivation of this paper. In particular, this paper proposes a new approach to estimate the left tail of the sum of Gamma-Gamma variates. More specifically, we propose robust importance sampling schemes that efficiently evaluates the outage probability of diversity receivers over Gamma-Gamma fading channels. The proposed estimators satisfy the well-known bounded relative error criterion for both maximum ratio combining and equal gain combining cases. We show the accuracy and the efficiency of our approach compared with naive Monte Carlo via some selected numerical simulations

A Universal Splitting Estimator for the Performance Evaluation of Wireless Communications Systems

We propose a unified rare-event estimator for the performance evaluation of wireless communication systems. The estimator is derived from the well-known multilevel splitting algorithm. In its original form, the splitting algorithm cannot be applied to the simulation and estimation of time-independent problems, because splitting requires an underlying continuous-time Markov process whose trajectories can be split. We tackle this problem by embedding the static problem of interest within a continuous-time Markov process, so that the target time-independent distribution becomes the distribution of the Markov process at a given time instant. The main feature of the proposed multilevel splitting algorithm is its large scope of applicability. For illustration, we show how the same algorithm can be applied to the problem of estimating the cumulative distribution function (CDF) of sums of random variables (RVs), the CDF of partial sums of ordered RVs, the CDF of ratios of RVs, and the CDF of weighted sums of Poisson RVs. We investigate the computational efficiency of the proposed estimator via a number of simulation studies and find that it compares favorably with existing estimators