Abstract
| Language | Undefined |
|---|---|
| Title of host publication | Proceedings of the Seventh International Conference on Quantitative Evaluation of SysTems (QEST) 2010 |
| Place of Publication | Los Alamitos |
| Publisher | IEEE Press |
| Pages | 251-260 |
| Number of pages | 10 |
| ISBN (Print) | 978-1-4244-8082-1 |
| DOIs | |
| State | Published - 2010 |
| Event | 7th International Conference on Quantitative Evaluation of SysTems, QEST 2010 - College of William & Mary, Williamsburg, United States Duration: 15 Sep 2010 → 18 Sep 2010 Conference number: 7 http://www.qest.org/qest2010/ |
Publication series
| Name | |
|---|---|
| Publisher | IEEE Press |
Conference
| Conference | 7th International Conference on Quantitative Evaluation of SysTems, QEST 2010 |
|---|---|
| Abbreviated title | QEST |
| Country | United States |
| City | Williamsburg |
| Period | 15/09/10 → 18/09/10 |
| Internet address |
Keywords
- METIS-270903
- IR-72371
- Statistical Model Checking
- EWI-18122
- Dependable systems
- Importance sampling
- Rare events
Cite this
}
Rare event simulation for highly dependable systems with fast repairs. / Reijsbergen, D.P.; de Boer, Pieter-Tjerk; Scheinhardt, Willem R.W.; Haverkort, Boudewijn R.H.M.
Proceedings of the Seventh International Conference on Quantitative Evaluation of SysTems (QEST) 2010. Los Alamitos : IEEE Press, 2010. p. 251-260.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
TY - GEN
T1 - Rare event simulation for highly dependable systems with fast repairs
AU - Reijsbergen,D.P.
AU - de Boer,Pieter-Tjerk
AU - Scheinhardt,Willem R.W.
AU - Haverkort,Boudewijn R.H.M.
PY - 2010
Y1 - 2010
N2 - Stochastic model checking has been used recently to assess, among others, dependability measures for a variety of systems. However, the employed numerical methods, as, e.g., supported by model checking tools such as PRISM and MRMC, suffer from the state-space explosion problem. The main alternative is statistical model checking, which uses standard simulation, but this performs poorly when small probabilities need to be estimated. Therefore, we propose a method based on importance sampling to speed up the simulation process in cases where the failure probabilities are small due to the high speed of the system's repair units. This setting arises naturally in Markovian models of highly dependable systems. We show that our method compares favourably to standard simulation, to existing importance sampling techniques and to the numerical techniques of PRISM.
AB - Stochastic model checking has been used recently to assess, among others, dependability measures for a variety of systems. However, the employed numerical methods, as, e.g., supported by model checking tools such as PRISM and MRMC, suffer from the state-space explosion problem. The main alternative is statistical model checking, which uses standard simulation, but this performs poorly when small probabilities need to be estimated. Therefore, we propose a method based on importance sampling to speed up the simulation process in cases where the failure probabilities are small due to the high speed of the system's repair units. This setting arises naturally in Markovian models of highly dependable systems. We show that our method compares favourably to standard simulation, to existing importance sampling techniques and to the numerical techniques of PRISM.
KW - METIS-270903
KW - IR-72371
KW - Statistical Model Checking
KW - EWI-18122
KW - Dependable systems
KW - Importance sampling
KW - Rare events
U2 - 10.1109/QEST.2010.39
DO - 10.1109/QEST.2010.39
M3 - Conference contribution
SN - 978-1-4244-8082-1
SP - 251
EP - 260
BT - Proceedings of the Seventh International Conference on Quantitative Evaluation of SysTems (QEST) 2010
PB - IEEE Press
CY - Los Alamitos
ER -