Importance sampling for stochastic simulations
Management Science
Bounded relative error in estimating transient measures of highly dependable non-Markovian systems
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Rare-event simulation for multistage production-inventory systems
Management Science
Cybernetics and Systems Analysis
Fast Simulation of Markov Chains with Small Transition Probabilities
Management Science
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A new fast simulatiom method for evaluation of unavailability of a repairable system is proposed. Failure-free operation time and repair time have distribution functions of a general type. It is proved that for components with significantly different reliabilities, this method provides unbiased estimates with a bounded relative error. Two numerical examples are considered.