Procedures of Monte Carlo transport simulation for applications in system engineering

Reliability Engineering and System Safety

Volumn 77, Issue 3, 2002, Pages 217-228

  Labeau, P E ^a   Zio, E ^b  

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^b POLITECNICO DI MILANO   (Italy)

Author keywords

Biasing techniques; Monte Carlo simulation; Transition time and transition probability

Indexed keywords

COMPUTER SIMULATION; LARGE SCALE SYSTEMS; MONTE CARLO METHODS; PROBABILITY; SYSTEMS ENGINEERING;

TRANSITION PROBABILITY;

RELIABILITY THEORY;

EID: 0036723528     PISSN: 09518320     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0951-8320(02)00055-8     Document Type: Article

References (14)

1. Monte Carlo simulation of Markov unreliability models
2. Monte Carlo methods in the computation of system reliability
3. Monte Carlo studies of engineering system reliability
4. A note on the analysis of systems with time dependent transition rates
5. Approximate zero-variance Monte Carlo estimation of Markovian unreliability
6. Analytic approach and Monte Carlo methods for realistic systems analysis
7. Biasing the transition probabilities in direct Monte Carlo
8. The mathematics of component-based and system-based Monte Carlo sampling in realistic systems engineering
9. Nonlinear Monte Carlo reliability analysis with biasing towards top event
10. Biasing schemes in component-based and system-based Monte Carlo sampling in realistic systems engineering
11. Biased Monte Carlo unavailability analysis for systems with time-dependent failure rates
12. Partially unbiased estimators for reliability and availability calculations