Transition Matrix Monte Carlo technique for outage probability estimation in MIMO channels

We propose an algorithm for fast estimation of capacity and outage probability of multiple-input multiple-output (MIMO) fading Channels. The algorithm is based on a biased Monte Carlo method known as Transition Matrix Monte Carlo (TMMC) technique, which is a derivative of Multicanonical Monte Carlo (MMC) methods. The proposed algorithm can estimate probabilities in the order of 10^-12 using a sample size of 4 × 10⁵, in a MIMO system operating over Rayleigh fading channels. This elaborates the potential of the MMC family of simulation techniques for efficient simulation of fading communication systems.