Conditional probability Markov chain simulation based reliability analysis method for nonnormal variables

DOI10.1007/s11431-010-0138-9zbMath1213.65019MaRDI QIDQ617111

Xiukai Yuan, Hongwei Qiao, Zhen-Zhou Lü

Publication date: 21 January 2011

Published in: Science China. Technological Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11431-010-0138-9

zbMATH Keywords

algorithm; reliability; Monte Carlo; numerical examples; Markov chain; failure probability

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

65C05: Monte Carlo methods

65C40: Numerical analysis or methods applied to Markov chains