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

Handle URI:
http://hdl.handle.net/10754/622924
Title:
On the Efficient Simulation of Outage Probability in a Log-normal Fading Environment
Authors:
Rached, Nadhir B.; Kammoun, Abla ( 0000-0002-0195-3159 ) ; Alouini, Mohamed-Slim ( 0000-0003-4827-1793 ) ; Tempone, Raul ( 0000-0003-1967-4446 )
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 is a good alternative, being quick and highly accurate for estimating rare event probabilities. This constitutes the major motivation behind our work. 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.
KAUST Department:
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division; Center for Uncertainty Quantification in Computational Science and Engineering (SRI-UQ)
Citation:
Ben Rached N, Kammoun A, Alouini M-S, Tempone R (2017) On the Efficient Simulation of Outage Probability in a Log-normal Fading Environment. IEEE Transactions on Communications: 1–1. Available: http://dx.doi.org/10.1109/TCOMM.2017.2669979.
Publisher:
Institute of Electrical and Electronics Engineers (IEEE)
Journal:
IEEE Transactions on Communications
Issue Date:
15-Feb-2017
DOI:
10.1109/TCOMM.2017.2669979
Type:
Article
ISSN:
0090-6778
Additional Links:
http://ieeexplore.ieee.org/document/7857009/
Appears in Collections:
Articles; Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division

Full metadata record

DC FieldValue Language
dc.contributor.authorRached, Nadhir B.en
dc.contributor.authorKammoun, Ablaen
dc.contributor.authorAlouini, Mohamed-Slimen
dc.contributor.authorTempone, Raulen
dc.date.accessioned2017-02-26T06:34:21Z-
dc.date.available2017-02-26T06:34:21Z-
dc.date.issued2017-02-15en
dc.identifier.citationBen Rached N, Kammoun A, Alouini M-S, Tempone R (2017) On the Efficient Simulation of Outage Probability in a Log-normal Fading Environment. IEEE Transactions on Communications: 1–1. Available: http://dx.doi.org/10.1109/TCOMM.2017.2669979.en
dc.identifier.issn0090-6778en
dc.identifier.doi10.1109/TCOMM.2017.2669979en
dc.identifier.urihttp://hdl.handle.net/10754/622924-
dc.description.abstractThe 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 is a good alternative, being quick and highly accurate for estimating rare event probabilities. This constitutes the major motivation behind our work. 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.en
dc.publisherInstitute of Electrical and Electronics Engineers (IEEE)en
dc.relation.urlhttp://ieeexplore.ieee.org/document/7857009/en
dc.rights(c) 2017 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, 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 components of this work in other works.en
dc.subjectcovariance matrix scalingen
dc.subjectoutage probabilityen
dc.subjectsum of correlated Log-normalen
dc.subjectimportance samplingen
dc.subjectmean shiftingen
dc.titleOn the Efficient Simulation of Outage Probability in a Log-normal Fading Environmenten
dc.typeArticleen
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Divisionen
dc.contributor.departmentCenter for Uncertainty Quantification in Computational Science and Engineering (SRI-UQ)en
dc.identifier.journalIEEE Transactions on Communicationsen
dc.eprint.versionPost-printen
kaust.authorRached, Nadhir B.en
kaust.authorKammoun, Ablaen
kaust.authorAlouini, Mohamed-Slimen
kaust.authorTempone, Raulen
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