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

Chaouki Ben Issaid, Nadhir B. Rached, Abla Kammoun, Mohamed-Slim Alouini, Raul Tempone

Research output: Contribution to journalArticlepeer-review

5 Scopus citations

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.
Original languageEnglish (US)
Pages (from-to)1839-1848
Number of pages10
JournalIEEE Transactions on Communications
Volume65
Issue number4
DOIs
StatePublished - Jan 26 2017

Fingerprint

Dive into the research topics of 'On the Efficient Simulation of the Distribution of the Sum of Gamma-Gamma Variates with Application to the Outage Probability Evaluation Over Fading Channels'. Together they form a unique fingerprint.

Cite this