Estimating the failure probability of a Markovian system during regeneration period by the essential sampling method

DOI10.1007/BF02742070zbMath0922.60080OpenAlexW2021543933MaRDI QIDQ1280942

N. Yu. Kuznetsov

Publication date: 14 October 1999

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02742070

zbMATH Keywords

repairable systemsimulation estimator

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (2)

Accelerated simulation of the failure probability of a system on the busy period for nonexponential distributions defining the processes of failure and restoration of elements ⋮ Accelerated simulation of failure probability of a system consisting of elements with considerably differing reliability

Cites Work

• Analytical-statistical estimates for some reliability and efficiency measures of semi-Markov systems
• General conditions for bounded relative error in simulations of highly reliable Markovian systems
• Fast simulation of rare events in queueing and reliability models
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