Simulation of transient performance measures for stiff Markov chains
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Simulation of transient performance measures for stiff markov chains
Abdelaziz Nasroallah (2010)
RAIRO - Operations Research
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...
Single-use reliability computation of a semi-Markovian system
Guglielmo D'Amico (2014)
Applications of Mathematics
Markov chain usage models were successfully used to model systems and software. The most prominent approaches are the so-called failure state models Whittaker and Thomason (1994) and the arc-based Bayesian models Sayre and Poore (2000). In this paper we propose arc-based semi-Markov usage models to test systems. We extend previous studies that rely on the Markov chain assumption to the more general semi-Markovian setting. Among the obtained results we give a closed form representation of the first...
Sufficient conditions for torpid mixing of parallel and simulated tempering.
Woodard, Dawn B., Schmidler, Scott C., Huber, Mark (2009)
Electronic Journal of Probability [electronic only]
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