Memorias de investigación
Ponencias en congresos:
Asymptotic Analysis of RESTART Estimators in Highly Dependable Systems.
Año:2012

Áreas de investigación
  • Física química y matemáticas

Datos
Descripción
Estimating dependability measures for a highly-dependable multi-component system is a problem of great interest in different areas of applications such as computer systems, telecommunications, aircraft design, power utilities, and many others. Increasing demand for system?s reliability cannot be satisfied with increasing reliability of components due to technological restrictions. The alternative is a fault-tolerant system which, through the use of redundancy, has the capability to sustain correct operation in the presence of faults. A system failure should be a rare event. Even with the assumption of exponential laws for failures and repairs of components, analytical or numerical solution methods are impractical due to the excessive number of states of the continuous time Markov chain (CTMC), and simulation becomes the only viable technique of analysis. However, the estimation of rare event probabilities with the ?crude? Monte Carlo technique requires a prohibitively large number of trials in most interesting cases and fast simulation methods for rare events are required. The two main acceleration techniques are importance sampling (IS) and Splitting/RESTART. The advantages of RESTART are that the extension to non-Markovian models is almost straightforward and that it is not so dependent as IS on particular features of the system.
Internacional
Si
Nombre congreso
9th Workshop on Rare Event Simulation, RESIM?12
Tipo de participación
960
Lugar del congreso
Trondheim (Noruega)
Revisores
Si
ISBN o ISSN
DOI
Fecha inicio congreso
25/06/2012
Fecha fin congreso
27/06/2012
Desde la página
16
Hasta la página
27
Título de las actas
Proceedings of the 9th International Workshop on Rare Event Simulation

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Participantes

Grupos de investigación, Departamentos, Centros e Institutos de I+D+i relacionados
  • Creador: Grupo de Investigación: Grupo de análisis de decisiones y estadística
  • Departamento: Matemática Aplicada (E.U. Informática)