MTTF Estimation using importance sampling on Markov models

DOI10.1515/MCMA.2002.8.4.321zbMath1007.62083OpenAlexW1981918347MaRDI QIDQ4796471

Gerardo Rubino, Héctor Cancela, Bruno Tuffin

Publication date: 26 March 2003

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/inria-00073000/file/RR-3672.pdf

zbMATH Keywords

surveyimportance samplingmean time to failurevariance reduction Monte Carlo techniques

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Reliability and life testing (62N05)

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