Rare event simulation for highly dependable systems with fast repairs
conference paper
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.
Topics
Dependable systemsFailure ProbabilityHigh speedImportance samplingMarkovian modelModel checking toolsNumerical techniquesRare event simulationSimulation processSpeed-upsState-space explosionStatistical modelsComputer simulationMarkov processesNumerical methodsPrismsRepairStochastic modelsModel checking
TNO Identifier
954131
ISBN
9780769541884
Publisher
IEEE
Article nr.
5600382
Source title
Proceedings - 7th International Conference on the Quantitative Evaluation of Systems, QEST 2010, 7th International Conference on the Quantitative Evaluation of Systems, QEST 2010, 15 September 2010 through 18 September 2010
Pages
251-260
Files
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