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Volumn 36, Issue 4, 1999, Pages 974-986

Bounded normal approximation in simulations of highly reliable Markovian systems

Author keywords

Highly reliable systems; Markov chains; Normal approximation; Simulation

Indexed keywords


EID: 0033233836     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0021900200017794     Document Type: Article
Times cited : (17)

References (13)
  • 1
    • 0038877700 scopus 로고    scopus 로고
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    • BENTKUS, V. AND GÖTZE, F. (1996). The Berry-Eséen bound for Student's statistic. Ann. Prob. 24, 491-503.
    • (1996) Ann. Prob. , vol.24 , pp. 491-503
    • Bentkus, V.1    Götze, F.2
  • 4
    • 0000227758 scopus 로고
    • Probabilistic modeling of computer system availability
    • GOYAL, A., LAVENBERG, L. AND TRIVEDI, K. (1987). Probabilistic modeling of computer system availability. Ann. Operat. Res. 8, 285-306.
    • (1987) Ann. Operat. Res. , vol.8 , pp. 285-306
    • Goyal, A.1    Lavenberg, L.2    Trivedi, K.3
  • 6
    • 0000658406 scopus 로고
    • Edgeworth expansion for student's t statistic under minimal moment conditions
    • HALL, P. (1987). Edgeworth expansion for Student's t statistic under minimal moment conditions. Ann. Prob. 15, 920-931.
    • (1987) Ann. Prob. , vol.15 , pp. 920-931
    • Hall, P.1
  • 9
    • 0021197357 scopus 로고
    • Monte Carlo simulation of Markov unreliability models
    • LEWIS, E. E. AND BÖHM, F. (1984). Monte Carlo simulation of Markov unreliability models. Nuclear Engineering and Design 77, 49-62.
    • (1984) Nuclear Engineering and Design , vol.77 , pp. 49-62
    • Lewis, E.E.1    Böhm, F.2
  • 10
    • 0024928611 scopus 로고
    • Bounding availability of repairable computer systems
    • MUNTZ, R. R., DE SOUZA E SILVA, E. AND GOYAL, A. (1989). Bounding availability of repairable computer systems. IEEE Trans. Comput. 38, 1714-1723.
    • (1989) IEEE Trans. Comput. , vol.38 , pp. 1714-1723
    • Muntz, R.R.1    De Souza E Silva, E.2    Goyal, A.3
  • 11
    • 0001297492 scopus 로고
    • Asymptotics of likelihood ratio derivatives estimators in simulations of highly reliable Markovian systems
    • NAKAYAMA, M. K. (1995). Asymptotics of likelihood ratio derivatives estimators in simulations of highly reliable Markovian systems. Management Sci. 41, 524-554.
    • (1995) Management Sci. , vol.41 , pp. 524-554
    • Nakayama, M.K.1
  • 12
    • 0000709660 scopus 로고    scopus 로고
    • General conditions for bounded relative error in simulations of highly reliable Markovian systems
    • NAKAYAMA, M. K. (1996). General conditions for bounded relative error in simulations of highly reliable Markovian systems. Adv. Appl. Prob. 28, 687-727.
    • (1996) Adv. Appl. Prob. , vol.28 , pp. 687-727
    • Nakayama, M.K.1
  • 13
    • 0000895730 scopus 로고
    • Importance sampling for the simulation of highly reliable Markovian systems
    • SHAHABUDDIN, P. (1994). Importance sampling for the simulation of highly reliable Markovian systems. Management Sci. 40, 333-352.
    • (1994) Management Sci. , vol.40 , pp. 333-352
    • Shahabuddin, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.