An Aggregation Technique for the Transient Analysis of Stiff Markov Chains
IEEE Transactions on Computers
Performance and Reliability Analysis Using Directed Acyclic Graphs
IEEE Transactions on Software Engineering
Modeling and analysis of computer system availability
IBM Journal of Research and Development
Survey of software tools for evaluating reliability, availability, and serviceability
ACM Computing Surveys (CSUR)
Efficient and portable combined random number generators
Communications of the ACM
Importance sampling for stochastic simulations
Management Science
Bounding Availability of Repairable Systems
IEEE Transactions on Computers
Bias properties of budget constrained simulations
Operations Research
Discrete-time conversion for simulating finite-horizon Markov processes
SIAM Journal on Applied Mathematics
Variance reduction in mean time to failure simulations
WSC '88 Proceedings of the 20th conference on Winter simulation
Measure specific dynamic importance sampling for availability simulations
WSC '87 Proceedings of the 19th conference on Winter simulation
METASAN: a performability evaluation tool based on stochastic activity networks
ACM '86 Proceedings of 1986 ACM Fall joint computer conference
Reliability modeling techniques for self-repairing computer systems
ACM '69 Proceedings of the 1969 24th national conference
Simulation and analysis of highly reliable systems
Simulation and analysis of highly reliable systems
Big Omicron and big Omega and big Theta
ACM SIGACT News
Efficient estimation of cell blocking probability for ATM systems
IEEE/ACM Transactions on Networking (TON)
IEEE/ACM Transactions on Networking (TON)
MEASURE+: a measurement-based dependability analysis package
SIGMETRICS '93 Proceedings of the 1993 ACM SIGMETRICS conference on Measurement and modeling of computer systems
WSC '92 Proceedings of the 24th conference on Winter simulation
Fast Simulation of Highly Dependable Systems with General Failure and Repair Processes
IEEE Transactions on Computers
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Bounded relative error in estimating transient measures of highly dependable non-Markovian systems
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Efficiency improvement and variance reduction
WSC '94 Proceedings of the 26th conference on Winter simulation
Fast simulation methods for highly dependable systems
WSC '94 Proceedings of the 26th conference on Winter simulation
Fast simulation of the leaky bucket algorithm
WSC '94 Proceedings of the 26th conference on Winter simulation
Fast simulation of rare events in queueing and reliability models
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Rare event simulation in stochastic models
WSC '95 Proceedings of the 27th conference on Winter simulation
Efficient exploration of availability models guided by failure distances
Proceedings of the 1996 ACM SIGMETRICS international conference on Measurement and modeling of computer systems
Approximating dependability measures of computer networks: an FDDI case study
IEEE/ACM Transactions on Networking (TON)
Efficient estimation of the mean time between failures in non-regenerative dependability models
WSC '93 Proceedings of the 25th conference on Winter simulation
Estimation of reliability and its derivatives for large time horizons in Markovian systems
WSC '93 Proceedings of the 25th conference on Winter simulation
Optimal importance sampling for quick simulation of highly reliable Markovian systems
WSC '93 Proceedings of the 25th conference on Winter simulation
Using permutations in regenerative simulations to reduce variance
ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special issue on modeling and analysis of stochastic systems
Fast simulation of networks of queues with effective and decoupling bandwidths
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Gradient estimation for ratios
WSC '91 Proceedings of the 23rd conference on Winter simulation
The theory of direct probability redistribution and its application to rare event simulation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Steady state simulation analysis: importance sampling using the semi-regenerative method
Proceedings of the 33nd conference on Winter simulation
ICATPN '02 Proceedings of the 23rd International Conference on Applications and Theory of Petri Nets
Implementation of Importance Splitting Techniques in Stochastic Petri Net Package
TOOLS '00 Proceedings of the 11th International Conference on Computer Performance Evaluation: Modelling Techniques and Tools
SPNP: Stochastic Petri Nets. Version 6.0
TOOLS '00 Proceedings of the 11th International Conference on Computer Performance Evaluation: Modelling Techniques and Tools
MASCOTS '96 Proceedings of the 4th International Workshop on Modeling, Analysis, and Simulation of Computer and Telecommunications Systems
An Approach to Measuring and Assessing Dependability for Critical Software Systems
ISSRE '97 Proceedings of the Eighth International Symposium on Software Reliability Engineering
Probability in the Engineering and Informational Sciences
ANSS '06 Proceedings of the 39th annual Symposium on Simulation
The semi-regenerative method of simulation output analysis
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Importance sampling in Markovian settings
WSC '05 Proceedings of the 37th conference on Winter simulation
Splitting with weight windows to control the likelihood ratio in importance sampling
valuetools '06 Proceedings of the 1st international conference on Performance evaluation methodolgies and tools
Perwez Shahabuddin, 1962--2005: A professional appreciation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Rare events, splitting, and quasi-Monte Carlo
ACM Transactions on Modeling and Computer Simulation (TOMACS)
An adaptive approach to accelerated evaluation of highly available services
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Importance sampling in rate-sharing networks
Proceedings of the 1st international conference on Simulation tools and techniques for communications, networks and systems & workshops
Asymptotic robustness of estimators in rare-event simulation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Rare event simulation for a slotted time M/G/s model
Queueing Systems: Theory and Applications
FTCS'95 Proceedings of the Twenty-Fifth international conference on Fault-tolerant computing
Fast simulation of service availability in mesh networks with dynamic path restoration
IEEE/ACM Transactions on Networking (TON)
The rare event simulation method RESTART: efficiency analysis and guidelines for its application
Network performance engineering
Rare event simulation for highly dependable systems with fast repairs
Performance Evaluation
Zero-Variance Importance Sampling Estimators for Markov Process Expectations
Mathematics of Operations Research
| Hi-index | 14.98 |
The authors present a unified framework for simulating Markovian models of highly dependable systems. It is shown that a variance reduction technique called importance sampling can be used to speed up the simulation by many orders of magnitude over standard simulation. This technique can be combined very effectively with regenerative simulation to estimate measures such as steady-state availability and mean time to failure. Moveover, it can be combined with conditional Monte Carlo methods to quickly estimate transient measures such as reliability, expected interval availability, and the distribution of interval availability. The authors show the effectiveness of these methods by using them to simulate large dependability models. They discuss how these methods can be implemented in a software package to compute both transient and steady-state measures simultaneously from the same sample run.