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Efficient estimation of the mean time between failures in non-regenerative dependability models

Published: 01 December 1993 Publication History
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References

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Glynn, P.W. and D.L. Iglehart. 1989. Importance sampling for stochastic simulations. Management Science 35: 1367- 1392.
[2]
Goyal, A. and S.S. Lavenberg. 1987. Modeling and analysis of computer system availability. IBM journal of Research and Development 31: 651-664.
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Goyal, A., P. Shahabuddin, P. Heidelberger, V.F. Nicola and P.W. Glynn. 1992. A unified framework for simulating Markovian models of highly reliable systems. IEEE Transactions on Computers C-41: 36-51.
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Hammersley, :I.M. and D.C. Handscomb. 1964. Monte Carlo Methods. London: Methuen.
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Heidelberger, P. 1993. Fast simulation of rare events in queueing and reliability models. IBM Research Report RC 19028, Yorktown Heights, New York. Preliminary version to appear in Models and Techniques for Performance Evaluation of Computer and Communications Systems, Lecture Notes in Computer Science, Springer Verlag.
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Heidelberger, P., Nicola, V.F., and Shahabuddin, P. 1992. Simultaneous and efficient simulation of highly dependable systems with different underlying distributions. In Proceedings of the 1992 Winter Simulation Conference, 458-465, IEEE Press.
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Heidelberger, P, P. Shahabuddin, and V.F. Nicola. 1993. Bounded relative error in estimating transient measures of highly dependable non- Markovian systems. IBM Research Report RC 18794, Yorktown Heights, New York.
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Lewis, E.E., and F. Bohm. 1984. Monte Carlo simulation of Markov unreliability models. Nuclear Engineering and Design 77: 49-62.
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Nicola, V.F., P. Heidelberger and P. Shahabuddin. 1992. Uniformization and exponential transformation" techniques for fast simulation of highly dependable non-Markovian systems. In Proceedings of the Twenty-Second International Symposium on Fault-Tolerant Computing, 130-139, IEEE Computer Society Press.
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Nicola, V.F., M.K. Nakayama, P. Heidelberger, and A. Goyal. 1991. Fast simulation of highly dependable systems with general failure and repair processes. IBM Research Report RC 16993. Yorktown Heights, New York. To appear in IEEE Transactions on Computers.
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Nicola, V.F., P. Shahabuddin and P. Heidelberger. 1993. Techniques for fast simulation of highly dependable systems. In Proceedings of the Second International Workshop on Performability Modelling of Computer and Communication Systems.
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Nicola, V.F., P. Shahabuddin, P. Heidelberger and P.W. Glynn. 1993. Fast simulation of steadystate availability in non-Markovian high}{y dependable systems. In Proceedings of the Twenty-Third International Symposium on Fault-Tolerant Computing, 38-47, IEEE Computer Society Press.
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Shahabuddin, P. 1990. Simulation and Analysis of Highly Reliable Systems. Ph.D. Thesis, Department of Operations Research, Stanford University, California.
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Shahabuddin, P. 1991. Importance sarapling for the simulation of highly reliable Markovian systems. IBM Research Report RC 16729, Yorktown Heights, New York. To appear in Management Science.

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cover image ACM Conferences
WSC '93: Proceedings of the 25th conference on Winter simulation
December 1993
1429 pages
ISBN:078031381X
DOI:10.1145/256563
Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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Published: 01 December 1993

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WSC93: 1993 Winter Simulation Conference
December 12 - 15, 1993
California, Los Angeles, USA

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  • (2016)Extensions of the regenerative method to new functionals2016 Winter Simulation Conference (WSC)10.1109/WSC.2016.7822097(289-301)Online publication date: Dec-2016
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  • (2001)Techniques for fast simulation of models of highly dependable systemsIEEE Transactions on Reliability10.1109/24.97412250:3(246-264)Online publication date: Jan-2001
  • (2001)Splitting-based importance-sampling algorithm for fast simulation of Markov reliability models with general repair-policiesIEEE Transactions on Reliability10.1109/24.97412150:3(235-245)Online publication date: Jan-2001
  • (1998)Approximations for steady-state measures in highly dependable systems with generally distributed component failure and repair timesProceedings. IEEE International Computer Performance and Dependability Symposium. IPDS'98 (Cat. No.98TB100248)10.1109/IPDS.1998.707726(238-248)Online publication date: 1998
  • (1995)Rare event simulation in stochastic modelsProceedings of the 27th conference on Winter simulation10.1145/224401.224460(178-185)Online publication date: 1-Dec-1995
  • (1995)Rare event simulation in stochastic modelsWinter Simulation Conference Proceedings, 1995.10.1109/WSC.1995.478721(178-185)Online publication date: 1995
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