Rare event simulation with fully automated Importance splitting

Probabilistic model checking is a powerful tool for analysing probabilistic systems but it can only be efficiently applied to Markov models. Monte Carlo simulation provides an alternative for the generality of stochastic processes, but becomes infeasible if the value to estimate depends on the occur...

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Autores principales: Budde, Carlos Esteban, D'Argenio, Pedro Ruben, Hermanns, Holger
Formato: article
Lenguaje:Inglés
Publicado: 2022
Materias:
Rare event
Goal state
Importance sampling
Importance function
Tandem queue
Acceso en línea:http://hdl.handle.net/11086/27279
https://doi.org/10.1007/978-3-319-23267-6_18
https://doi.org/10.1007/978-3-319-23267-6_18
Aporte de:
Repositorio Digital Universitario (UNC) de Universidad Nacional de Córdoba

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