Rare event simulation for highly dependable systems with fast repairs

Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • 7 Citations

Abstract

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.
LanguageUndefined
Title of host publicationProceedings of the Seventh International Conference on Quantitative Evaluation of SysTems (QEST) 2010
Place of PublicationLos Alamitos
PublisherIEEE Press
Pages251-260
Number of pages10
ISBN (Print)978-1-4244-8082-1
DOIs
StatePublished - 2010
Event7th International Conference on Quantitative Evaluation of SysTems, QEST 2010 - College of William & Mary, Williamsburg, United States
Duration: 15 Sep 201018 Sep 2010
Conference number: 7
http://www.qest.org/qest2010/

Publication series

Name
PublisherIEEE Press

Conference

Conference7th International Conference on Quantitative Evaluation of SysTems, QEST 2010
Abbreviated titleQEST
CountryUnited States
CityWilliamsburg
Period15/09/1018/09/10
Internet address

Keywords

  • METIS-270903
  • IR-72371
  • Statistical Model Checking
  • EWI-18122
  • Dependable systems
  • Importance sampling
  • Rare events

Cite this

Reijsbergen, D. P., de Boer, P-T., Scheinhardt, W. R. W., & Haverkort, B. R. H. M. (2010). Rare event simulation for highly dependable systems with fast repairs. In Proceedings of the Seventh International Conference on Quantitative Evaluation of SysTems (QEST) 2010 (pp. 251-260). Los Alamitos: IEEE Press. DOI: 10.1109/QEST.2010.39
Reijsbergen, D.P. ; de Boer, Pieter-Tjerk ; Scheinhardt, Willem R.W. ; Haverkort, Boudewijn R.H.M./ Rare event simulation for highly dependable systems with fast repairs. Proceedings of the Seventh International Conference on Quantitative Evaluation of SysTems (QEST) 2010. Los Alamitos : IEEE Press, 2010. pp. 251-260
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Reijsbergen, DP, de Boer, P-T, Scheinhardt, WRW & Haverkort, BRHM 2010, Rare event simulation for highly dependable systems with fast repairs. in Proceedings of the Seventh International Conference on Quantitative Evaluation of SysTems (QEST) 2010. IEEE Press, Los Alamitos, pp. 251-260, 7th International Conference on Quantitative Evaluation of SysTems, QEST 2010, Williamsburg, United States, 15/09/10. DOI: 10.1109/QEST.2010.39

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 proceedingConference contribution

TY - GEN

T1 - Rare event simulation for highly dependable systems with fast repairs

AU - Reijsbergen,D.P.

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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.

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KW - EWI-18122

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Reijsbergen DP, de Boer P-T, Scheinhardt WRW, Haverkort BRHM. Rare event simulation for highly dependable systems with fast repairs. In Proceedings of the Seventh International Conference on Quantitative Evaluation of SysTems (QEST) 2010. Los Alamitos: IEEE Press. 2010. p. 251-260. Available from, DOI: 10.1109/QEST.2010.39