QUICK SIMULATION METHODS FOR ESTIMATING THE UNRELIABILITY OF REGENERATIVE MODELS OF LARGE, HIGHLY RELIABLE SYSTEMS

DOI10.1017/S0269964804183058zbMath1068.65025OpenAlexW2126448639MaRDI QIDQ4659711

Perwez Shahabuddin, Marvin K. Nakayama

Publication date: 21 March 2005

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964804183058

zbMATH Keywords

estimationfailure rateMarkovian modelimportance sampling techniquelarge time horizonshighly reliable system

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (1)

Approximating zero-variance importance sampling in a reliability setting

Cites Work

• Error bounds for exponential approximations of geometric convolutions
• Fast Simulation of Markov Chains with Small Transition Probabilities
• Asymptotic methods in reliability theory: a review
• Importance sampling for markov chains: asymptotics for the variance
• General conditions for bounded relative error in simulations of highly reliable Markovian systems
• Fast simulation of rare events in queueing and reliability models
• Bounded relative error in estimating transient measures of highly dependable non-Markovian systems
• A characterization of the simple failure-biasing method for simulations of highly reliable Markovian Systems

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