General conditions for bounded relative error in simulations of highly reliable Markovian systems
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Publication:4715302
DOI10.2307/1428177zbMath0863.65095MaRDI QIDQ4715302
Publication date: 8 June 1997
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/22d90c030b21d7ee244b0faf22676db9763b68a4
reliability; Markov chains; error bounds; performance measures; likelihood ratios; importance sampling method; failure biasing methods
65K10: Numerical optimization and variational techniques
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
65C99: Probabilistic methods, stochastic differential equations
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