Simulation of transient performance measures for stiff markov chains

We consider the simulation of transient performance measures of high reliable fault-tolerant computer systems. The most widely used mathematical tools to model the behavior of these systems are Markov processes. Here, we deal basically with the simulation of the mean time to failure (MTTF) and the r...

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Veröffentlicht in:	R.A.I.R.O. Recherche opérationnelle 2000-10, Vol.34 (4), p.385-396
1. Verfasser:	Nasroallah, Abdelaziz
Format:	Artikel
Sprache:	eng
Schlagworte:	Monte-Carlo simulation performance measures Reliability stiff Markovian models variance reduction
Online-Zugang:	Volltext
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