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

Handle URI:
http://hdl.handle.net/10754/623306
Title:
On the Efficient Simulation of the Distribution of the Sum of Gamma-Gamma Variates with Application to the Outage Probability Evaluation Over Fading Channels
Authors:
Ben Issaid, Chaouki ( 0000-0002-4481-8168 ) ; Rached, Nadhir B.; Kammoun, Abla ( 0000-0002-0195-3159 ) ; Alouini, Mohamed-Slim ( 0000-0003-4827-1793 ) ; Tempone, Raul ( 0000-0003-1967-4446 )
Abstract:
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 the present work. 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 to naive Monte Carlo via some selected numerical simulations.
KAUST Department:
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
Citation:
Ben Issaid C, Ben Rached N, Kammoun A, Alouini M-S, Tempone R (2017) On the Efficient Simulation of the Distribution of the Sum of Gamma–Gamma Variates With Application to the Outage Probability Evaluation Over Fading Channels. IEEE Transactions on Communications 65: 1839–1848. Available: http://dx.doi.org/10.1109/TCOMM.2017.2658575.
Publisher:
Institute of Electrical and Electronics Engineers (IEEE)
Journal:
IEEE Transactions on Communications
Issue Date:
26-Jan-2017
DOI:
10.1109/TCOMM.2017.2658575
Type:
Article
ISSN:
0090-6778
Sponsors:
This work is in part supported by the Qatar National Research Fund (a member of Qatar Foundation) under NPRP Grant NPRP9-077-2-036 and in part by the KAUST-KFUPM initiative.
Additional Links:
http://ieeexplore.ieee.org/document/7835220/
Appears in Collections:
Articles; Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division

Full metadata record

DC FieldValue Language
dc.contributor.authorBen Issaid, Chaoukien
dc.contributor.authorRached, Nadhir B.en
dc.contributor.authorKammoun, Ablaen
dc.contributor.authorAlouini, Mohamed-Slimen
dc.contributor.authorTempone, Raulen
dc.date.accessioned2017-05-01T12:02:40Z-
dc.date.available2017-05-01T12:02:40Z-
dc.date.issued2017-01-26en
dc.identifier.citationBen Issaid C, Ben Rached N, Kammoun A, Alouini M-S, Tempone R (2017) On the Efficient Simulation of the Distribution of the Sum of Gamma–Gamma Variates With Application to the Outage Probability Evaluation Over Fading Channels. IEEE Transactions on Communications 65: 1839–1848. Available: http://dx.doi.org/10.1109/TCOMM.2017.2658575.en
dc.identifier.issn0090-6778en
dc.identifier.doi10.1109/TCOMM.2017.2658575en
dc.identifier.urihttp://hdl.handle.net/10754/623306-
dc.description.abstractThe 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 the present work. 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 to naive Monte Carlo via some selected numerical simulations.en
dc.description.sponsorshipThis work is in part supported by the Qatar National Research Fund (a member of Qatar Foundation) under NPRP Grant NPRP9-077-2-036 and in part by the KAUST-KFUPM initiative.en
dc.publisherInstitute of Electrical and Electronics Engineers (IEEE)en
dc.relation.urlhttp://ieeexplore.ieee.org/document/7835220/en
dc.rights(c) 2016 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.subjectmaximum ratio combiningen
dc.subjectGamma-Gammaen
dc.subjectgeneralized-Ken
dc.subjectimportance samplingen
dc.subjectMonte Carloen
dc.subjectbounded relative erroren
dc.subjectoutage probabilityen
dc.titleOn the Efficient Simulation of the Distribution of the Sum of Gamma-Gamma Variates with Application to the Outage Probability Evaluation Over Fading Channelsen
dc.typeArticleen
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Divisionen
dc.identifier.journalIEEE Transactions on Communicationsen
dc.eprint.versionPost-printen
kaust.authorBen Issaid, Chaoukien
kaust.authorRached, Nadhir B.en
kaust.authorKammoun, Ablaen
kaust.authorAlouini, Mohamed-Slimen
kaust.authorTempone, Raulen
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