• Publications
  • Influence
General conditions for bounded relative error in simulations of highly reliable Markovian systems
We establish a necessary condition for any importance sampling scheme to give bounded relative error when estimating a performance measure of a highly reliable Markovian system. Also, a class ofExpand
  • 70
  • 10
  • PDF
Fast Simulation of Highly Dependable Systems with General Failure and Repair Processes
TLDR
An approach for simulating models of highly dependable systems with general failure and repair time distribution is described. Expand
  • 49
  • 4
  • PDF
Statistical analysis of simulation output
  • M. Nakayama
  • Computer Science
  • Winter Simulation Conference
  • 7 December 2008
TLDR
We discuss methods for statistically analyzing the output from stochastic discrete-event or Monte Carlo simulations. Expand
  • 34
  • 4
  • PDF
Two-stage multiple-comparison procedures for steady-state simulations
TLDR
We consider the problem of constructing simultaneous confidence intervals for multiple comparisons with the best in the context of steady-state simulation, whereby a number of different systems (stochastic processes) are compared based upon their (asymptotic) means. Expand
  • 37
  • 3
  • PDF
Techniques for fast simulation of models of highly dependable systems
TLDR
This paper reviews some of the importance-sampling techniques that have been developed in recent years to estimate dependability measures efficiently in Markov and nonMarkov models of highly dependable systems. Expand
  • 77
  • 2
A Markovian Dependability Model with Cascading Failures
TLDR
We develop a continuous-time Markov chain model of a dependability system operating in a randomly changing environment and subject to probabilistic cascading failures. Expand
  • 41
  • 2
  • PDF
Modeling and analysis of system dependability using the System Availability Estimator
TLDR
This paper reviews the System Availability Estimator (SAVE) modeling program package. Expand
  • 31
  • 2
Two-stage stopping procedures based on standardized time series
We propose some new two-stage stopping procedures to construct absolute-width and relative-width confidence intervals for a simulation estimator of the steady-state mean of a stochastic process. TheExpand
  • 29
  • 2
  • PDF
Multiple-comparison procedures for steady-state simulations
Suppose that there are k ≥ 2 different systems (i.e., stochastic processes), where each system has an unknown steady-state mean performance and unknown asymptotic variance. We allow for theExpand
  • 34
  • 2
  • PDF
Using permutations in regenerative simulations to reduce variance
TLDR
We propose a new estimator for a large class of performance measures obtained from a regenerative simulation of a system having two distinct sequences of regeneration times. Expand
  • 20
  • 2
  • PDF
...
1
2
3
4
5
...