Accelerated simulation of failure probability of a system consisting of elements with considerably differing reliability
type: Item
instance of: scholarly article
title: Accelerated simulation of failure probability of a system consisting of elements with considerably differing reliability
zbMATH Open document ID: 0967.93034
DOI: 10.1007/BF02742279
author: N. Yu. Kuznetsov
published in: Cybernetics and Systems Analysis
publication date: 2000-10-16T00:00:00Z
review text: If a system consists of elements of various types that differ considerably in reliability, then the accuracy of the estimates of the failure probability is worsened. In order to eliminate these disadvantages, a method of accelerated simulation is considered which yields unbiased estimators of this probability having the RMSE property. The method is based on weighted simulation, the principle of monotone failures and an analytical-statistical method. A numerical example is given.
reviewed by: Kurt Marti
Mathematics Subject Classification ID: 93B51
Mathematics Subject Classification ID: 62N05
Mathematics Subject Classification ID: 90B25
zbMATH DE Number: 1517616
zbMATH Keywords: reliability
zbMATH Keywords: failure probability
zbMATH Keywords: accelerated simulation
zbMATH Keywords: RMSE property
zbMATH Keywords: weighted simulation
zbMATH Keywords: principle of monotone failures
MaRDI profile type: Publication
cites work: Q3742562
cites work: Q3993248
cites work: Q3497086
cites work: Q4382158
cites work: Bounded relative error in estimating transient measures of highly dependable non-Markovian systems
cites work: Estimating the failure probability of a Markovian system during regeneration period by the essential sampling method
full work available at URL: https://doi.org/10.1007/bf02742279
OpenAlex ID: W2041550326
description: scientific article; zbMATH DE number 1517616