Simulation of transient performance measures for stiff Markov chains
Simulation of high available fault-tolerant systems by simulating stiff and large Markov chains.
Monte Carlo simulation of Markov chain steady-state distribution.
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 reliability, R(t), of the system at time t. Some variance reduction techniques are used to reduce the simulation time. We will combine two of these techniques: Importance Sampling and Conditioning...
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