Splitting-based importance-sampling algorithm for fast simulation of Markov reliability models with general repair-policies

IEEE Transactions on Reliability

Volumn 50, Issue 3, 2001, Pages 235-245

  Juneja, Sandeep ^a   Shahabuddin, Perwez ^b  

^a INDIAN INSTITUTE OF TECHNOLOGY DELHI   (India)

^b Columbia University ^*  (United States)

Author keywords

Continuous time Markov chain; Discrete time Markov chain; Importance sampling; Rare event simulation; Regenerative stochastic process; Reliability models with component repair; Stochastic simulation; Variance reduction

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; MARKOV PROCESSES; MATHEMATICAL MODELS; PROBABILITY; REPAIR; SAMPLING; STATE SPACE METHODS; STATISTICAL METHODS;

CONTINUOUS TIME MARKOV CHAIN; DISCRETE TIME MARKOV CHAIN; IMPORTANCE SAMPLING; RARE EVENT SIMULATION; RELIABILITY MODELS; STOCHASTIC SIMULATION;

RELIABILITY;

EID: 0035466297     PISSN: 00189529     EISSN: None     Source Type: Journal    
DOI: 10.1109/24.974121     Document Type: Article

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