Rare event simulation for highly dependable systems with fast repairs

D.P. Reijsbergen, Pieter-Tjerk de Boer, Willem R.W. Scheinhardt, Boudewijn R.H.M. Haverkort

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8 Citations (Scopus)
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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.
Original languageUndefined
Title of host publicationProceedings of the Seventh International Conference on Quantitative Evaluation of SysTems (QEST) 2010
Place of PublicationLos Alamitos
Number of pages10
ISBN (Print)978-1-4244-8082-1
Publication statusPublished - 2010
Event7th International Conference on Quantitative Evaluation of SysTems, QEST 2010 - College of William & Mary, Williamsburg, United States
Duration: 15 Sept 201018 Sept 2010
Conference number: 7

Publication series

PublisherIEEE Press


Conference7th International Conference on Quantitative Evaluation of SysTems, QEST 2010
Abbreviated titleQEST
Country/TerritoryUnited States
Internet address


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

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