Quantum simulation — rare event simulation by means of cloning, thinning and distortion
Ron Addie · European Transactions on Telecommunications · 2002
Abstract A method of rare event simulation, termed herequantum simulation, and known also (with some variations) aspopulation Monte Carlo, andSequential Markov Chain simulation, is applied in this paper torare event simulationof communication systems. The technique described in this paper generalizesimportance sampling, importance splittingand die Monte Carlo method which uses a collection (population) of particles. The termquantum simulationis 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.