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MTTF Estimation using importance sampling on Markov models

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  • Cancela Héctor
  • Rubino Gerardo
  • Tuffin Bruno

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  • Cancela Héctor & Rubino Gerardo & Tuffin Bruno, 2002. "MTTF Estimation using importance sampling on Markov models," Monte Carlo Methods and Applications, De Gruyter, vol. 8(4), pages 321-342, December.
    • Handle: RePEc:bpj:mcmeap:v:8:y:2002:i:4:p:321-342:n:1
    DOI: 10.1515/mcma.2002.8.4.321
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    References listed on IDEAS

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    1. Perwez Shahabuddin, 1994. "Importance Sampling for the Simulation of Highly Reliable Markovian Systems," Management Science, INFORMS, vol. 40(3), pages 333-352, March.
    2. Papadopoulos C., 1998. "A New Technique for MTTF Estimation in Highly Reliable Markovian Systems," Monte Carlo Methods and Applications, De Gruyter, vol. 4(2), pages 95-112, December.
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