4 papers
Rare-Event Simulation of Outage Probability in GSC/MRC Systems under Rician Fading
Mahmoud Ghazal, Nadhir Ben Rached, Tareq Al-Naffouri
This paper studies the estimation of outage probability in GSC/MRC SIMO systems under Rician fading in the rare-event regime. The difficulty arises from the evaluation of the CDF o…
Hierarchical Importance Sampling for Estimating Occupation Time for SDE Solutions
Eya Ben Amar, Nadhir Ben Rached, Raul Tempone
This study considers the estimation of the complementary cumulative distribution function of the occupation time (i.e., the time spent below a threshold) for a process governed by…
Multi-index importance sampling for McKean--Vlasov stochastic differential equations
Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai +1
This work addresses the estimation of rare-event quantities expressed as expectations of smooth observables of solutions to a broad class of McKean--Vlasov stochastic differential…
Optimal power procurement for green cellular wireless networks under uncertainty and chance constraints
Nadhir Ben Rached, Shyam Mohan Subbiah Pillai, Raúl Tempone
Given the increasing global emphasis on sustainable energy usage and the rising energy demands of cellular wireless networks, this work seeks an optimal short-term, continuous-time…