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

Addie, R. G. (2002) Quantum simulation - rare event simulation by means of cloning, thinning and distortion. European Transactions on Telecommunications, 13 (4). pp. 387-397. ISSN 1124-318X

Abstract

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 this model to a degree not previously achievable. Furthermore, this approximation was originally developed as a consequence of the investigation of this model by means of quantum simulation.


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Item Type: Article (Commonwealth Reporting Category C)
Refereed: Yes
Item Status: Live Archive
Additional Information: Deposited in accordance with the copyright policy of the publisher.
Depositing User: Dr Ron Addie
Faculty / Department / School: Historic - Faculty of Sciences - Department of Maths and Computing
Date Deposited: 26 Oct 2007 00:20
Last Modified: 11 Jun 2014 05:27
Uncontrolled Keywords: rare event simulation; Pareto distribution; Poisson-Pareto process
Fields of Research (FOR2008): 01 Mathematical Sciences > 0104 Statistics > 010406 Stochastic Analysis and Modelling
01 Mathematical Sciences > 0105 Mathematical Physics > 010503 Mathematical Aspects of Classical Mechanics, Quantum Mechanics and Quantum Information Theory
10 Technology > 1005 Communications Technologies > 100503 Computer Communications Networks
Socio-Economic Objective (SEO2008): E Expanding Knowledge > 97 Expanding Knowledge > 970101 Expanding Knowledge in the Mathematical Sciences
Identification Number or DOI: doi: 10.1002/ett.4460130410
URI: http://eprints.usq.edu.au/id/eprint/3416

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