Abstract

This paper shows how to estimate errors in multicanonical Monte Carlo (MMC) simulations using a transition-matrix method. MMC is a biasing Monte Carlo technique that allows one to compute the probability of rare events, such as the outage probability in optical-fiber communication systems. Since MMC is a Monte Carlo technique, it is subject to statistical errors, and it is essential to determine their magnitude. Since MMC is a highly nonlinear iterative method, linearized error-propagation techniques and standard error analyses do not work, and a more sophisticated method is needed. The proposed method is based on bootstrap techniques. This method was applied to efficiently estimate the error in the probability density function (pdf) of the differential group delay (DGD) of polarization-mode-dispersion (PMD) emulators that has been calculated using MMC. The method was validated by comparison to the results obtained using a large ensemble of MMC simulations.

© 2005 IEEE

PDF Article

References

You do not have subscription access to this journal. Citation lists with outbound citation links are available to subscribers only. You may subscribe either as an OSA member, or as an authorized user of your institution.

Contact your librarian or system administrator
or
Login to access OSA Member Subscription

Cited By

You do not have subscription access to this journal. Cited by links are available to subscribers only. You may subscribe either as an OSA member, or as an authorized user of your institution.

Contact your librarian or system administrator
or
Login to access OSA Member Subscription