Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Efficient Importance Sampling Algorithm Applied to the Performance
  Analysis of Wireless Communication Systems Estimation   When assessing the performance of wireless communication systems operating
over fading channels, one often encounters the problem of computing
expectations of some functional of sums of independent random variables (RVs).
The outage probability (OP) at the output of Equal Gain Combining (EGC) and
Maximum Ratio Combining (MRC) receivers is among the most important performance
metrics that falls within this framework. In general, closed form expressions
of expectations of functionals applied to sums of RVs are out of reach. A naive
Monte Carlo (MC) simulation is of course an alternative approach. However, this
method requires a large number of samples for rare event problems (small OP
values for instance). Therefore, it is of paramount importance to use variance
reduction techniques to develop fast and efficient estimation methods. In this
work, we use importance sampling (IS), being known for its efficiency in
requiring less computations for achieving the same accuracy requirement. In
this line, we propose a state-dependent IS scheme based on a stochastic optimal
control (SOC) formulation to calculate rare events quantities that could be
written in a form of an expectation of some functional of sums of independent
RVs. Our proposed algorithm is generic and can be applicable without any
restriction on the univariate distributions of the different fading
envelops/gains or on the functional that is applied to the sum. We apply our
approach to the Log-Normal distribution to compute the OP at the output of
diversity receivers with and without co-channel interference. For each case, we
show numerically that the proposed state-dependent IS algorithm compares
favorably to most of the well-known estimators dealing with similar problems.

27
The categories of this paper are: comp-gas
34
The categories of this paper are: chem-ph
18
The categories of this paper are: econ
21
The categories of this paper are: adap-org
19
The categories of this paper are: eess
3
The categories of this paper are: physics
0
The categories of this paper are: hep-ph
11
The categories of this paper are: hep-lat
13
The categories of this paper are: quant-ph
4
The categories of this paper are: cond-mat
8
The categories of this paper are: hep-ex
30
The categories of this paper are: q-alg
6
The categories of this paper are: astro-ph
37
The categories of this paper are: supr-con
22
The categories of this paper are: chao-dyn
7
The categories of this paper are: hep-th