Simulation of transient performance measures for stiff markov chains
نویسنده
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.
منابع مشابه
Stiffness-tolerant Methods for Transient Analysis of Stiff Markov Chains
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ورودعنوان ژورنال:
- RAIRO - Operations Research
دوره 34 شماره
صفحات -
تاریخ انتشار 2000