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

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2 Author(s)
Yevick, D. ; Dept. of Phys., Univ. of Waterloo, Ont., Canada ; Bardyszewski, W.

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.

Published in:

Photonics Technology Letters, IEEE  (Volume:16 ,  Issue: 1 )