Abstract

We apply the multicanonical Monte Carlo (MMC) method to compute the probability distribution of the received voltage in a chirped return-to-zero system. When computing the probabilities of very rare events, the MMC technique greatly enhances the efficiency of Monte Carlo simulations by biasing the noise realizations. Our results agree with the covariance matrix method over 20 orders of magnitude. The MMC method can be regarded as iterative importance sampling that automatically converges toward the optimal bias so that it requires less a priori knowledge of the simulated system than importance sampling requires. A second advantage is that the merging of different regions of a probability distribution function to obtain the entire function is not necessary in many cases.

© 2003 Optical Society of America

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