General conditions for bounded relative error in simulations of highly reliable Markovian systems (Q4715302)

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scientific article; zbMATH DE number 944269
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General conditions for bounded relative error in simulations of highly reliable Markovian systems
scientific article; zbMATH DE number 944269

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    General conditions for bounded relative error in simulations of highly reliable Markovian systems (English)
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    8 June 1997
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    likelihood ratios
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    reliability
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    error bounds
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    Markov chains
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    importance sampling method
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    performance measures
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    failure biasing methods
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