Simulation of transient performance measures for stiff markov chains

نویسنده

  • Abdelaziz Nasroallah
چکیده

We consider the simulation of transient performance measures of high reliable faulttolerant 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 ofthe mean time tofailure (MTTF) and the reliability, R(t), ofthe system at time t Some variance réduction techniques are used to reduce the simulation time. We will combine two of these techniques: Importance Sampling and Conditioning Technique. The resulting hybrid algorithm performs significant réduction of simulation time and gives stables estimations.

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عنوان ژورنال:
  • RAIRO - Operations Research

دوره 34  شماره 

صفحات  -

تاریخ انتشار 2000