Simulation of transient performance measures for stiff Markov chains

DOI10.1051/RO:2000120MaRDI QIDQ2713140zbMATH OpenOpenAlexFDO

Authors Abdelaziz Nasroallah

Publication date 4 October 2001

Published in RAIRO. Operations Research (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=RO_2000__34_4_385_0/, https://eudml.org/doc/197812

zbMATH Keywords

simulationconfidence intervalsreliabilityvariance reductionperformance measuresmean time to failurebirth and death processesstiff Markovian models

Mathematics Subject Classification ID

Reliability and life testing (62N05) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Computer system organization (68M99)

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• MTTF Estimation using importance sampling on Markov models

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