The Road from Stochastic Automata to the Simulation of Rare Events

Carlos Esteban Budde, Pedro R. D'Argenio, Raúl E. Monti, Matías David Lee, Leonardo Rodríguez, Nicolás Wolovick

    Research output: Chapter in Book/Report/Conference proceedingChapterAcademicpeer-review


    We report in the advances on stochastic automata and its use on rare event simulation. We review and introduce an extension of IOSA, an input/output variant of stochastic automata that under mild constraints can be ensured to contain non-determinism only in a spurious manner. That is, the model can be regarded as fully probabilistic and hence amenable for simulation. We also report on our latest work on fully automatizing the technique of rare event simulation. Using the structure of the model given in terms a network of IOSAs allows us to automatically derive the importance function, which is crucial for the importance splitting technique of rare event simulation. We conclude with experimental results that show how promising our technique is.
    Original languageEnglish
    Title of host publicationModelEd, TestEd, TrustEd
    Subtitle of host publicationEssays Dedicated to Ed Brinksma on the Occasion of His 60th Birthday
    EditorsR. Langerak, J-P. Katoen, A. Rensink
    Number of pages19
    ISBN (Electronic)978-3-319-68270-9
    Publication statusPublished - 2017

    Publication series

    NameLecture Notes in Computer Science
    ISSN (Print)0302-9743
    ISSN (Electronic)1611-3349

    Cite this