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

Article

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. https://doi.org/10.1002/ett.4460130410
Article Title

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

ERA Journal ID39729
Article CategoryArticle
Authors
AuthorAddie, R. G.
Journal TitleEuropean Transactions on Telecommunications
Journal Citation13 (4), pp. 387-397
Number of Pages11
Year2002
PublisherJohn Wiley & Sons
Place of PublicationOxford, United Kingdom
Digital Object Identifier (DOI)https://doi.org/10.1002/ett.4460130410
Web Address (URL)http://www3.interscience.wiley.com/cgi-bin/jtoc/104087069/
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.

Keywordsrare event simulation; Pareto distribution; Poisson-Pareto process
ANZSRC Field of Research 2020490510. Stochastic analysis and modelling
490203. Mathematical aspects of classical mechanics, quantum mechanics and quantum information theory
400604. Network engineering
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Byline AffiliationsDepartment of Mathematics and Computing
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