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

DOI10.1145/174619.174621zbMATH Open0842.68115OpenAlexW1972716520MaRDI QIDQ4876048FDOQ4876048

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/

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zbMATH Keywords

simple failure biasing

Mathematics Subject Classification ID

Markov processes (60J99)

Cited In (6)

• Counterexamples in importance sampling for large deviations probabilities
• Optimal importance sampling for Markovian systems with applications to tandem queues
• On derivative estimation of the mean time to failure in simulations of highly reliable Markovian systems
• QUICK SIMULATION METHODS FOR ESTIMATING THE UNRELIABILITY OF REGENERATIVE MODELS OF LARGE, HIGHLY RELIABLE SYSTEMS
• General conditions for bounded relative error in simulations of highly reliable Markovian systems
• Importance sampling simulations of Markovian reliability systems using cross-entropy

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