Proceedings of 1994 28th Asilomar Conference on Signals, Systems and Computers (1994)
Pacific Grove, CA, USA
Oct. 31, 1994 to Nov. 2, 1994
J.S. Sadowsky , Dept. of Electr. Eng., Arizona State Univ., Tempe, AZ, USA
Error probability is the fundamental performance measure for most communications and detection systems, and many of these can be classified as probabilities of the "large deviation type". Practical examples include very diverse applications, including buffer overflow or cell loss probabilities in queuing systems, near/far bit error rates for a DS-SSMA communications system and ruin probabilities for insurance company investment policy, just to name a few. In this paper we examine the of estimation of very small large deviations probabilities via the Monte Carlo technique commonly known as importance sampling. A new theoretical result on the optimization of the importance sampling technique is presented.<
signal sampling, probability, Monte Carlo methods, signal detection
J. Sadowsky, "Evaluation of large deviation probabilities via importance sampling," Proceedings of 1994 28th Asilomar Conference on Signals, Systems and Computers(ACSSC), Pacific Grove, CA, USA, 1995, pp. 30-34.