Conceptual Framework of Integrated Variance Reduction Techniques for Performance Evaluation of Communication Systems

A. Bohdanowicz and J.H. Weber (The Netherlands)

Keywords

BER estimation, Monte Carlo methods, variance reduction techniques, modeling and simulation

Abstract

In this paper, we present and discuss schemes of integrated variance reduction techniques and their application to performance evaluation of (digital) communication systems. An inventory of basic variance reduction techniques (VRTs), commonly used to improve ef´Čüciency of standard Monte Carlo simulations, is presented to provide a back ground for such an integration. Several integrated VRTs (IVRTs) are then developed by combining the considered basic techniques, and their applicability to performance evaluation of communication systems is studied. We conclude by analyzing several examples of such integrated techniques. We note that IVRTs can lead to an additional gain in terms of variance reduction. Moreover, we point out the fact that the application of IVRTs allows to tackle problems, which cannot be solved easily by an application of a single basic technique (such as the dimensionality problem reported in [1]).

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