A characterization of the simple failure-biasing method for simulations of highly reliable Markovian Systems

DOI10.1145/174619.174621MaRDI QIDQ4876048zbMATH OpenOpenAlexFDO

Authors Marvin K. Nakayama

Publication date 14 July 1996

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL http://www.acm.org/pubs/contents/journals/tomacs/

zbMATH Keywords

simple failure biasing

Mathematics Subject Classification ID

Markov processes (60J99)

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(8)

• Counterexamples in importance sampling for large deviations probabilities
• Optimal importance sampling for Markovian systems with applications to tandem queues
• Importance sampling simulations of Markovian reliability systems using cross-entropy
• On derivative estimation of the mean time to failure in simulations of highly reliable Markovian systems
• Importance Sampling for the Simulation of Highly Reliable Markovian Systems
• QUICK SIMULATION METHODS FOR ESTIMATING THE UNRELIABILITY OF REGENERATIVE MODELS OF LARGE, HIGHLY RELIABLE SYSTEMS
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• Asymptotics of Likelihood Ratio Derivative Estimators in Simulations of Highly Reliable Markovian Systems

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