José Villén-Altamirano

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RESTART (Repetitive Simulation Trials After Reaching Thresholds) is a widely applicable accelerated simulation technique that allows the evaluation of extremely low probabilities. The focus of this article is on providing guidelines for achieving a high efficiency in a simulation with RESTART. Emphasis is placed on the choice of the importance function,(More)
ARTICLE INFO ABSTRACT Keywords: Dependability Consecutive-k-out-of-n: F repairable system Rare-event simulation RESTART The reliability of consecutive-fc-out-of-n: F repairable systems and (fc-l)-step Markov dependence is studied. The model analyzed in this paper is more general than those of previous studies given that repair time and component lifetimes(More)
RESTART is an accelerated simulation technique that allows the evaluation of low probabilities. In this method a number of simulation retrials are performed when the process enters regions of the state space where the chance of occurrence of the rare event is higher. These regions are defined by means of a function of the system state called the importance(More)
RESTART is an accelerated simulation technique that allows the evaluation of extremely low probabilities. In this method a number of simulation retrials are performed when the process enters regions of the state space where the chance of occurrence of the rare event is higher. These regions are defined by means of a function of the system state called the(More)