Abstract
The work is devoted to the problem of estimating the probability
of failure which is regarded as a rare event in the system with gradual and
instantaneous failures. Also consider a regenerative degradation process whose
characteristics must be obtained by simulation as well. The main intention of
this work is to apply the modification of special speed-up technique (adaptive
splitting method) to obtain the required point and interval estimates.
| Original language | English |
|---|---|
| Title of host publication | Proceedings: Analytical and computational methods in probability theory and its applications |
| Place of Publication | Moscow |
| Publisher | RUDN |
| Pages | 538-541 |
| Number of pages | 4 |
| ISBN (Print) | 978-5-209-08291-0 |
| Publication status | Published - 2017 |
Fields of science
- 101 Mathematics
- 101014 Numerical mathematics
- 101018 Statistics
- 101019 Stochastics
- 101024 Probability theory
JKU Focus areas
- Computation in Informatics and Mathematics
- Engineering and Natural Sciences (in general)