A random walk procedure for evaluating probability distribution functions in communication systems

We demonstrate that probability distribution functions (pdfs) such as those of interest in communication theory can be efficiently calculated through a random walk algorithm. To illustrate the procedure, we determine the pdf of polarization-mode dispersion in optical fibers. We find that the techniq...

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Veröffentlicht in:	IEEE photonics technology letters 2004-01, Vol.16 (1), p.108-110
Hauptverfasser:	Yevick, D., Bardyszewski, W.
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Bit error rate Communication systems Histograms Mathematical analysis Monte Carlo methods Optical fiber communication Optical fiber polarization Optical fibers Physics Polarization mode dispersion Probability density functions Probability distribution Probability distribution functions Random walk Sampling methods
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Zusammenfassung:	We demonstrate that probability distribution functions (pdfs) such as those of interest in communication theory can be efficiently calculated through a random walk algorithm. To illustrate the procedure, we determine the pdf of polarization-mode dispersion in optical fibers. We find that the technique efficiently samples configurations with extremely low probability for which it converges far more rapidly than the multicanonical procedure.
ISSN:	1041-1135 1941-0174
DOI:	10.1109/LPT.2003.818895