Accelerated simulation of the failure probability of a system on the busy period for nonexponential distributions defining the processes of failure and restoration of elements (Q1974316)
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scientific article; zbMATH DE number 1439545
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| English | Accelerated simulation of the failure probability of a system on the busy period for nonexponential distributions defining the processes of failure and restoration of elements |
scientific article; zbMATH DE number 1439545 |
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Accelerated simulation of the failure probability of a system on the busy period for nonexponential distributions defining the processes of failure and restoration of elements (English)
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27 June 2000
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The new methods of accelerated simulation of the time to the failure distribution demand that the estimate of the variance is less than that in the traditional simulation. It is a rule that for an unbiased estimate \((E\widehat q=q)\), the boundedness of the relative root mean square error \(\sqrt{E\widehat q^2/q^2- 1}\) assures an accuracy of the estimate. The paper describes an algorithm for estimating the probability that the failure of a non-Markovian, renewal system will occurs on the busy period. The algorithm, to complicate to be presented here in details, is based on the so-called importance sampling technique.
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accelerated simulation
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process of failure and restoration of elements
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relative root mean square error
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algorithm
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non-Markovian, renewal system
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importance sampling technique
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0.8064427971839905
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0.8056219816207886
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0.7993443012237549
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0.7877343893051147
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