MTTF Estimation using importance sampling on Markov models

DOI10.1515/MCMA.2002.8.4.321MaRDI QIDQ4796471zbMATH OpenOpenAlexFDO

Authors Héctor Cancela, Gerardo Rubino, Bruno Tuffin

Publication date 26 March 2003

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://hal.inria.fr/inria-00073000/file/RR-3672.pdf

zbMATH Keywords

surveyimportance samplingmean time to failurevariance reduction Monte Carlo techniques

Mathematics Subject Classification ID

Reliability and life testing (62N05) Monte Carlo methods (65C05)

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• A Non-Data-Aided Maximum Likelihood Time Delay Estimator Using Importance Sampling
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• Simulation of transient performance measures for stiff Markov chains

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