Electrical and Computer Engineering
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James A. Bucklew

James A. Bucklew

James A. Bucklew
Professor

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  • Contact Information

    3417 Engineering Hall
    1415 Engineering Drive
    Madison, WI 53706
    Tel: 608/262-3760
    Fax:
    E-mail: bucklew@engr.wisc.edu

    Program Affiliations

    Education

    Fields of Interest

    Summary

    In digital communication systems the probability of a bit error is usually on the order of 10-6 or so. To simulate an event in order to find its probability, you need to "hit" that event several times in order to get a good estimate of it. Typically then, for rare events, one might need to generate 108 to 109 independent random variables. This imposes severe if not impossible constraints on the random number generators commonly available. We are studying methodologies whereby the probabilistic systems under consideration are "twisted" into new ones where the events under study are much more likely to occur. One then "retwists" the estimates obtained here to derive the desired estimate for the original system. Orders of magnitude of better performance can be obtained from these twisted simulations.




    Date last modified: 19-Aug-2011
    Content by: bucklew@engr.wisc.edu
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