Cybernetics and Systems Analysis

, Volume 41, Issue 1, pp 104–111 | Cite as

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

  • N. Yu. Kuznetsov
  • A. A. Shumskaya


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.


monotone failure accelerated simulation relative standard error ranking of paths 


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Copyright information

© Springer Science+Business Media, Inc. 2005

Authors and Affiliations

  • N. Yu. Kuznetsov
    • 1
  • A. A. Shumskaya
    • 2
  1. 1.Cybernetics InstituteNational Academy of Sciences of UkraineKievUkraine
  2. 2.Physicotechnical InstituteNational Technical University of Ukraine “Kiev Polytechnic Institute”KievUkraine

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