The Road from Stochastic Automata to the Simulation of Rare Events

TitleThe Road from Stochastic Automata to the Simulation of Rare Events
Publication TypeBook Chapter
Year of Publication2017
AuthorsD'Argenio, PR, Budde, CE, Lee, MD, Monti, RE, Rodríguez, L, Wolovick, N
EditorKatoen, J-P, Langerak, R, Rensink, A
Book TitleModelEd, TestEd, TrustEd. Essays Dedicated to Ed Brinksma on the Occasion of His 60th Birthday
Series TitleLecture Notes in Computer Science
Volume10500
Pagination276-294
PublisherSpringer
ISBN Number978-3-319-68269-3
AbstractWe report in the advances on stochastic automata and its use on rare event simulation. We review and introduce an extension of IOSA, an input/output variant of stochastic automata that under mild constraints can be ensured to contain non-determinism only in a spurious manner. That is, the model can be regarded as fully probabilistic and hence amenable for simulation. We also report on our latest work on fully automatizing the technique of rare event simulation. Using the structure of the model given in terms a network of IOSAs allows us to automatically derive the importance function, which is crucial for the importance splitting technique of rare event simulation. We conclude with experimental results that show how promising our technique is.
URLhttps://doi.org/10.1007/978-3-319-68270-9_14
DOI10.1007/978-3-319-68270-9_14
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