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Volumn , Issue , 2004, Pages 156-164

On numerical problems in simulations of highly reliable Markovian systems

Author keywords

[No Author keywords available]

Indexed keywords

BOUNDED NORMAL APPROXIMATION; BOUNDED RELATIVE ERROR; CRUDE SIMULATION; DISTANCE FAILURE BIASING;

EID: 16244375541     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/QEST.2004.1348030     Document Type: Conference Paper
Times cited : (18)

References (14)
  • 1
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    • (1996) The Annals of Probability , vol.24 , Issue.1 , pp. 491-503
    • Bentkus, V.1    Götze, F.2
  • 7
    • 84976842451 scopus 로고
    • Fast simulation of rare events in queueing and reliability models
    • January
    • P. Heidelberger. Fast Simulation of Rare Events in Queueing and Reliability Models. ACM Transactions on Modeling and Computer Simulation, 5(1):43-85, January 1995.
    • (1995) ACM Transactions on Modeling and Computer Simulation , vol.5 , Issue.1 , pp. 43-85
    • Heidelberger, P.1
  • 8
    • 0035322354 scopus 로고    scopus 로고
    • Fast simulation of Markov chains with small transition probabilities
    • S. Juneja and P. Shahabuddin. Fast Simulation of Markov Chains with Small Transition Probabilities. Management Science, 47(4):547-562, 2001.
    • (2001) Management Science , vol.47 , Issue.4 , pp. 547-562
    • Juneja, S.1    Shahabuddin, P.2
  • 9
    • 0021197357 scopus 로고
    • Monte Carlo simulation of Markov unreliability models
    • E. E. Lewis and F. Böhm. Monte Carlo Simulation of Markov Unreliability Models. Nuclear Engineering and Design, 77:49-62, 1984.
    • (1984) Nuclear Engineering and Design , vol.77 , pp. 49-62
    • Lewis, E.E.1    Böhm, F.2
  • 10
    • 0001297492 scopus 로고
    • Asymptotics of likelihood ratio derivatives estimators in simulations of highly reliable Markovian systems
    • March
    • M. K. Nakayama. Asymptotics of Likelihood Ratio Derivatives Estimators in Simulations of Highly Reliable Markovian Systems. Management Science, 41(3):524-554, March 1995.
    • (1995) Management Science , vol.41 , Issue.3 , pp. 524-554
    • Nakayama, M.K.1
  • 11
    • 0000709660 scopus 로고    scopus 로고
    • General conditions for bounded relative error in simulations of highly reliable Markovian systems
    • M. K. Nakayama. General Conditions for Bounded Relative Error in Simulations of Highly Reliable Markovian Systems. Advances in Applied Probability, 28:687-727, 1996.
    • (1996) Advances in Applied Probability , vol.28 , pp. 687-727
    • Nakayama, M.K.1
  • 12
    • 3042683131 scopus 로고    scopus 로고
    • Combining importance sampling and temporal difference control variates to simulate markov chains
    • R. Randhawa and S. Juneja. Combining importance sampling and temporal difference control variates to simulate markov chains. ACM Transactions on Modeling and Computer Simulation, 14(1): 1-30, 2004.
    • (2004) ACM Transactions on Modeling and Computer Simulation , vol.14 , Issue.1 , pp. 1-30
    • Randhawa, R.1    Juneja, S.2
  • 13
    • 0000895730 scopus 로고
    • Importance sampling for the simulation of highly reliable Markovian systems
    • March
    • P. Shahabuddin. Importance Sampling for the Simulation of Highly Reliable Markovian Systems. Management Science, 40(3):333-352, March 1994.
    • (1994) Management Science , vol.40 , Issue.3 , pp. 333-352
    • Shahabuddin, P.1
  • 14
    • 0033233836 scopus 로고    scopus 로고
    • Bounded normal approximation in simulations of highly reliable Markovian systems
    • B. Tuffin. Bounded Normal Approximation in Simulations of Highly Reliable Markovian Systems. Journal of Applied Probability, 4(4):974-986, 1999.
    • (1999) Journal of Applied Probability , vol.4 , Issue.4 , pp. 974-986
    • Tuffin, B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.