On Derivative Estimation of the Mean Time to Failure in Simulations of Highly Reliable Markovian Systems (Q2770088)

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On Derivative Estimation of the Mean Time to Failure in Simulations of Highly Reliable Markovian Systems
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    On Derivative Estimation of the Mean Time to Failure in Simulations of Highly Reliable Markovian Systems (English)
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    7 February 2002
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    mean time to failure
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    Markovian system
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    importance-sampling methods
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