QUICK SIMULATION METHODS FOR ESTIMATING THE UNRELIABILITY OF REGENERATIVE MODELS OF LARGE, HIGHLY RELIABLE SYSTEMS

@article{Nakayama2004QUICKSM,
  title={QUICK SIMULATION METHODS FOR ESTIMATING THE UNRELIABILITY OF REGENERATIVE MODELS OF LARGE, HIGHLY RELIABLE SYSTEMS},
  author={M. Nakayama and P. Shahabuddin},
  journal={Probability in the Engineering and Informational Sciences},
  year={2004},
  volume={18},
  pages={339 - 368}
}
We investigate fast simulation techniques for estimating the unreliability in large Markovian models of highly reliable systems for which analytical/numerical techniques are difficult to apply. We first show mathematically that for “small” time horizons, the relative simulation error, when using the importance sampling techniques of failure biasing and forcing, remains bounded as component failure rates tend to zero. This is in contrast to naive simulation where the relative error tends to… Expand
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