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We devise efficient algorithms to construct, evaluate, and approximate a Markovian dependability system with cascading failures. The model, which was previously considered by Iyer et al., represents a cascading failure as a tree of components that instantaneously and probabilistically fail. Constructing the Markov chain presents significant computational challenges because it requires generating and...
Latin hypercube sampling (LHS) is a variance-reduction technique (VRT) that can be thought of as an extension of stratified sampling in higher dimensions. It can also be considered a generalization of antithetic variates, another VRT. This paper develops asymptotically valid confidence intervals for quantiles that are estimated via simulation using LHS.
Some media faults occur at random. To lessen the overhead of backup processing, the operation of a incremental backup with small overhead is adopted between the operations of a full backup. The mean time to full backup and the expected cost of these schemes are derived, using the theory of stochastic processes. The total expected cost of backup operation is obtained and an optimal full backup interval...
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