Efficient estimation of mean time to failure
نویسندگان
چکیده
منابع مشابه
On Derivative Estimation of the Mean Time to Failure in Simulations of Highly Reliable Markovian Systems
The mean time to failure (MTTF) of a Markovian system can be expressed as a ratio of two expectations. For highly reliable Markovian systems, the resulting ratio formula consists of one expectation that cannot be estimated with bounded relative error when using standard simulation, while the other, which we call a non-rare expectation, can be estimated with bounded relative error. We show that ...
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ژورنال
عنوان ژورنال: Dependability
سال: 2016
ISSN: 2500-3909,1729-2646
DOI: 10.21683/1729-2646-2016-16-4-40-42