Rare Event Simulation for Highly Dependable Systems with Fast Repairs

  • Authors:
  • Daniel Reijsbergen;Pieter-Tjerk de Boer;Werner Scheinhardt;Boudewijn Haverkort

  • Affiliations:
  • -;-;-;-

  • Venue:
  • QEST '10 Proceedings of the 2010 Seventh International Conference on the Quantitative Evaluation of Systems
  • Year:
  • 2010

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Abstract

Stochastic model checking has been used recently to assess, among others, dependability measures for a variety of systems. However, the employed numerical methods, as, e.g., supported by model checking tools such as PRISM and MRMC, suffer from the state-space explosion problem. The main alternative is statistical model checking, which uses standard simulation, but this performs poorly when small probabilities need to be estimated. Therefore, we propose a method based on importance sampling to speed up the simulation process in cases where the failure probabilities are small due to the high speed of the system’s repair units. This setting arises naturally in Markovian models of highly dependable systems. We show that our method compares favourably to standard simulation, to existing importance sampling techniques and to the numerical techniques of PRISM.