Simulation of Monotone Failures of a System with Different Orders of Smallness of Random Variables That Determine Its Functioning

Authors:
N. Yu. Kuznetsov;A. A. Shumskaya
Affiliations:
Cybernetics Institute, National Academy of Sciences of Ukraine, Kiev, Ukraine;Physicotechnical Institute, National Technical University of Ukraine "Kiev Polytechnic Institute", Kiev, Ukraine
Venue:
Cybernetics and Systems Analysis
Year:
2005

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Abstract

The probability of monotone failure of a system in a given time interval is investigated. A method of accelerated simulation based on the small parameter method and stratified sampling is proposed. Conditions are established under which estimates have a bounded mean-square error. A numerical example is considered.