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2002

Quantum simulation - rare event simulation by means of cloning, thinning and distortion

9 years 3 months ago
Quantum simulation - rare event simulation by means of cloning, thinning and distortion
A method of rare event simulation, termed here quantum simulation, and known also (with some variations) as population Monte Carlo, and Sequential Markov Chain simulation, is applied in this paper to rare event simulation of communication systems. The technique described in this paper generalizes importance sampling, importance splitting and the Monte Carlo method which uses a collection (population) of particles. The term quantum simulation is used for the rare-event simulation technique presented in this paper because the entire ensemble of simulations resembles the parallel universes model of quantum mechanics. By using cloning, thinning and distortion it is possible to design simulations with the speed of importance sampling and the flexibility of importance splitting. A particularly difficult system is investigated in this paper by means of quantum simulation, namely a buffer fed by a Poisson-Pareto Burst Process. The simulations are able to confirm an analytic approximation for t...
R. G. Addie
Added 19 Dec 2010
Updated 19 Dec 2010
Type Journal
Year 2002
Where ETT
Authors R. G. Addie
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