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Simulation of Monotone Failures of a System with Different Orders of Smallness of Random Variables That Determine Its Functioning

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Abstract

The probability of monotone failure of a system in a given time interval is investigated. A method of accelerated simulation based on the small parameter method and stratified sampling is proposed. Conditions are established under which estimates have a bounded mean-square error. A numerical example is considered.

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Authors and Affiliations

  1. Cybernetics Institute, National Academy of Sciences of Ukraine, Kiev, Ukraine

    N. Yu. Kuznetsov

  2. Physicotechnical Institute, National Technical University of Ukraine “Kiev Polytechnic Institute”, Kiev, Ukraine

    A. A. Shumskaya

Authors
  1. N. Yu. Kuznetsov
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  2. A. A. Shumskaya
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Translated from Kibernetika i Sistemnyi Analiz, No. 1, pp. 128–137, January–February 2005.

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Kuznetsov, N.Y., Shumskaya, A.A. Simulation of Monotone Failures of a System with Different Orders of Smallness of Random Variables That Determine Its Functioning. Cybern Syst Anal 41, 104–111 (2005). https://doi.org/10.1007/s10559-005-0045-4

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  • DOI: https://doi.org/10.1007/s10559-005-0045-4

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