Simulation of Monotone Failures of a System with Different Orders of Smallness of Random Variables That Determine Its Functioning
Source: Cybernetics and Systems Analysis, Volume 41, Number 1, January 2005 , pp. 104-111(8)
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.
Document Type: Research Article
Affiliations: 1: Cybernetics Institute, National Academy of Sciences of Ukraine, Kiev, Ukraine, Email: firstname.lastname@example.org 2: Physicotechnical Institute, National Technical University of Ukraine “Kiev Polytechnic Institute”, Kiev, Ukraine, Email: email@example.com
Publication date: 2005-01-01