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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Bibliographic Details
Published in:IEEE photonics technology letters 2004-01, Vol.16 (1), p.108-110
Main Authors: Yevick, D., Bardyszewski, W.
Format: Article
Language:English
Subjects:
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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Summary: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