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Volumn 2005, Issue , 2005, Pages 519-527

New measures of robustness in rare event simulation

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; ERROR ANALYSIS; MATHEMATICAL MODELS; RELIABILITY;

EID: 33846699600     PISSN: 08917736     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/WSC.2005.1574290     Document Type: Conference Paper
Times cited : (12)

References (12)
  • 3
    • 84976842451 scopus 로고
    • Fast Simulation of Rare Events in Queueing and Reliability Models
    • January
    • Heidelberger, P. 1995, January. Fast Simulation of Rare Events in Queueing and Reliability Models. ACM Transactions on Modeling and Computer Simulation 5 (1): 43-85.
    • (1995) ACM Transactions on Modeling and Computer Simulation , vol.5 , Issue.1 , pp. 43-85
    • Heidelberger, P.1
  • 4
    • 0028405903 scopus 로고
    • Bounded Relative Error in estimating transient Measures of Highly Dependable Non-Markovian Systems
    • April
    • Heidelberger, P., P. Shahabuddin, and V. Nicola. 1994, April. Bounded Relative Error in estimating transient Measures of Highly Dependable Non-Markovian Systems. ACM Transactions on Modeling and Computer Simulation 4 (2): 137-164.
    • (1994) ACM Transactions on Modeling and Computer Simulation , vol.4 , Issue.2 , pp. 137-164
    • Heidelberger, P.1    Shahabuddin, P.2    Nicola, V.3
  • 6
    • 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. Advances in Applied Probability 28:687-727.
    • (1996) Advances in Applied Probability , vol.28 , pp. 687-727
    • Nakayama, M.K.1
  • 7
    • 33846667420 scopus 로고    scopus 로고
    • Network reliability evaluation
    • ed. K. Bagchi and J. Walrand. Gordon and Breach Books
    • Rubino, G. 1998. Network reliability evaluation. In State-of-the art in performance modeling and simulation, ed. K. Bagchi and J. Walrand. Gordon and Breach Books.
    • (1998) State-of-the art in performance modeling and simulation
    • Rubino, G.1
  • 9
    • 0012300525 scopus 로고
    • A coverage function for interval estimators of simulation response
    • Schruben, L. W. 1980. A coverage function for interval estimators of simulation response. Management Science 26 (1): 18-27.
    • (1980) Management Science , vol.26 , Issue.1 , pp. 18-27
    • Schruben, L.W.1
  • 10
    • 0000895730 scopus 로고
    • Importance Sampling for the Simulation of Highly Reliable Markovian Systems
    • March
    • Shahabuddin, P. 1994, March. Importance Sampling for the Simulation of Highly Reliable Markovian Systems. Management Science 40 (3): 333-352.
    • (1994) Management Science , vol.40 , Issue.3 , pp. 333-352
    • Shahabuddin, P.1
  • 11
    • 0033233836 scopus 로고    scopus 로고
    • Bounded Normal Approximation in Simulations of Highly Reliable Markovian Systems
    • Tuffin, B. 1999. Bounded Normal Approximation in Simulations of Highly Reliable Markovian Systems. Journal of Applied Probability 36 (4): 974-986.
    • (1999) Journal of Applied Probability , vol.36 , Issue.4 , pp. 974-986
    • Tuffin, B.1
  • 12
    • 16244375541 scopus 로고    scopus 로고
    • On numerical problems in simulations of Highly Reliable Markovian Systems
    • Sept, University of Twente, Enschede, the Netherlands: IEEE CS Press
    • Tuffin, B. 2004, Sept. On numerical problems in simulations of Highly Reliable Markovian Systems. In 1st International Conference on Quantitative Evaluation of SysTems (QEST). University of Twente, Enschede, the Netherlands: IEEE CS Press.
    • (2004) 1st International Conference on Quantitative Evaluation of SysTems (QEST)
    • Tuffin, B.1


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