A composite importance sampling technique for digital communication system simulation

A new composite importance sampling technique is presented and investigated. An exact analysis is used to optimize the sample size saving and to investigate its robustness with respect to threshold settings. The composite technique offers a sample size savings of approximately 2.5 compared to the translation technique of D. Lu and K. Yao (1988) for memoryless systems. Applications as well as some questions for further research are discussed.>