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Estimation of reliability and its derivatives for large time horizons in Markovian systems
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Source Winter Simulation Conference archive
Proceedings of the 25th conference on Winter simulation table of contents
Los Angeles, California, United States
Pages: 422 - 429  
Year of Publication: 1993
ISBN:0-7803-1381-X
Authors
Perwez Shahabuddin  IBM T.J. Watson Research Center, P.O. Box 704, Yorktown Heights, New York
Marvin K. Nakayama  IBM T.J. Watson Research Center, P.O. Box 704, Yorktown Heights, New York
Sponsors
IEEE-CS : Computer Society
IEEE-SMCS : Systems, Man & Cybernetics Society
ACM: Association for Computing Machinery
ORSA : Operations Research Society of America
SIGSIM: ACM Special Interest Group on Simulation and Modeling
IIE : Institute of Industrial Engineers
SCS : Society for Computer Simulation
ASA : American Statistical Association
NIST : National Institue of Standards & Technology
TIMS/CSG :
Publisher
ACM  New York, NY, USA
Bibliometrics
Downloads (6 Weeks): 0,   Downloads (12 Months): 7,   Citation Count: 5
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REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

 
1
Brown, M. 1990. Error bounds for exponential approximations of geometric convolutions. The Annals of Probability 18:1388-1402.
 
2
Carrasco~ J. A. 1991. Et~clent ~ran~icn~ simulation of failure/repair Markovian models. In Proceedings of She Tenth Symposium on Reliable Distributed Systems, IEEE Press, 152-161.
 
3
Glynn, P. 1992. Importance sampling for Markov chains: asymptotics for the variance. Technical Report, Department of Operations Research, Stanford University, California.
 
4
Ambuj Goyal , Stephen S. Lavenberg, Modeling and analysis of computer system availability, IBM Journal of Research and Development, v.31 n.6, p.651-664, Dec. 1987
 
5
Ambuj Goyal , Perwez Shahabuddin , Philip Heidelberger , Victor F. Nicola , Peter W. Glynn, A Unified Framework for Simulating Markovian Models of Highly Dependable Systems, IEEE Transactions on Computers, v.41 n.1, p.36-51, January 1992  [doi>10.1109/12.123381]
 
6
V. V. Kalashnikov, Analytical and simulation estimates of reliability for regenerative models, Systems Analysis Modelling Simulation, v.6 n.11-12, p.833-851, 1989
 
7
Lewis, E. E. and F. Bohm. 1984. Monte Carlo simulation of Markov unreliability models. Nuclear Engineering and Design 77:49-62.
 
8
Nakayama, M. K. 1991. Asymptotics for likelihood ratio derivative estimators in simulations of highly reliable Markovian systems. Research Report RC 17357, IBM T. J. Watson Research Center, Yorktown Heights, New York. Submitted for publication.
 
9
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 Annual International Symposium on Fault Tolerant Computing, IEEE Computer Society Press, 130-139.
 
10
Victor F. Nicola , Marvin K. Nakayama , Philip Heidelberger , Ambuj Goyal, Fast Simulation of Highly Dependable Systems with General Failure and Repair Processes, IEEE Transactions on Computers, v.42 n.12, p.1440-1452, December 1993  [doi>10.1109/12.260634]
 
11
Perwez Shahabuddin , Peter W. Glynn, Simulation and analysis of highly reliable systems, 1990
 
12
Perwez Shahabuddin, Importance sampling for the simulation of highly reliable Markovian systems, Management Science, v.40 n.3, p.333-352, March 1994  [doi>10.1287/mnsc.40.3.333]
 
13
Perwez Shahabuddin, Fast transient simulation of Markovian models of highly dependable systems, Proceedings of the 16th IFIP Working Group 7.3 international symposium on Computer performance modeling measurement and evaluation, p.267-286, May 1994, Rome, Italy
 
14
Shahabuddin, P., and M. K. Nakayama. 1993. Fast simulation of transient measures and their derivatives in highly reliable Markovian systems. In preparation.

CITED BY  5
 
Marvin K. Nakayama, Fast simulation methods for highly dependable systems, Proceedings of the 26th conference on Winter simulation, p.221-228, December 11-14, 1994, Orlando, Florida, United States
Philip Heidelberger , Perwez Shahabuddin , Victor F. Nicola, Bounded relative error in estimating transient measures of highly dependable non-Markovian systems, ACM Transactions on Modeling and Computer Simulation (TOMACS), v.4 n.2, p.137-164, April 1994
 
Marvin K. Nakayama , Perwez Shahabuddin, Quick Simulation Methods For Estimating The Unreliability Of Regenerative Models Of Large, Highly Reliable Systems, Probability in the Engineering and Informational Sciences, v.18 n.3, p.339-368, July 2004
 
Perwez Shahabuddin, Rare event simulation in stochastic models, Proceedings of the 27th conference on Winter simulation, p.178-185, December 03-06, 1995, Arlington, Virginia, United States
Philip Heidelberger, Fast simulation of rare events in queueing and reliability models, ACM Transactions on Modeling and Computer Simulation (TOMACS), v.5 n.1, p.43-85, Jan. 1995
Collaborative Colleagues:
Perwez Shahabuddin: colleagues
Marvin K. Nakayama: colleagues

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