Bounded Relative Error in Estimating Transient Measures of Highly Dependable Non-Markovian Systems

ACM Transactions on Modeling and Computer Simulation (TOMACS)

Volumn 4, Issue 2, 1994, Pages 137-164

  Heidelberger, Philip ^a   Shahabuddin, Perwez ^a   Nicola, Victor F ^b  

^a IBM T J WATSON RESEARCH CENTER   (United States)

^b UNIVERSITY OF TWENTE   (Netherlands)

Author keywords

highly dependable systems; importance sampling; non Markovian systems; transient measures; uniformization based simulation; variance reduction

Indexed keywords

ALGORITHMS; COMPUTER SYSTEMS; ERROR ANALYSIS; ERROR STATISTICS; FAILURE ANALYSIS; MATHEMATICAL MODELS; MONTE CARLO METHODS; PROBABILITY; RELIABILITY; RELIABILITY THEORY; SAMPLING;

BOUNDED RELATIVE ERROR; EXPONENTIAL TRANSFORMATION; HIGHLY DEPENDABLE SYSTEMS; IMPORTANCE SAMPLING; NON-MARKOVIAN SYSTEMS; SIMULATION THEORY; TRANSIENT MEASURES; UNIFORMIZATION BASED SIMULATION; VARIANCE REDUCTION;

SYSTEMS ANALYSIS;

EID: 0028405903     PISSN: 10493301     EISSN: 15581195     Source Type: Journal    
DOI: 10.1145/175007.175008     Document Type: Article

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