Name
Abstract | ||
|---|---|---|
We describe two variance reduction methods for estimating the mean time to failure (MTTF) in Markovian models of highly reliable systems. The first method is based on a ratio representation of the MTTF and employs importance sampling. The second method is based on a hybrid simulation/analytic technique where the number of simulated transitions are reduced by computing partial results analytically. Experiments with a large example show the effectiveness of both techniques for highly reliable systems. |
Year | DOI | Venue |
|---|---|---|
1988 | 10.1145/318123.318239 | Winter Simulation Conference |
DocType | ISBN | Citations |
Conference | 0-911801-42-1 | 18 |
PageRank | References | Authors |
4.28 | 4 | 5 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Perwez Shahabuddin | 1 | 1364 | 181.65 |
| Victor F. Nicola | 2 | 468 | 84.45 |
| Philip Heidelberger | 3 | 2331 | 346.59 |
| Ambuj Goyal | 4 | 206 | 38.09 |
| Peter W. Glynn | 5 | 1527 | 293.76 |