Recent advances in importance sampling for statistical model checking

D.P. Reijsbergen, Pieter-Tjerk de Boer, Willem R.W. Scheinhardt, Boudewijn R.H.M. Haverkort

Research output: Contribution to conferencePaperOther research output

Abstract

In the following work we present an overview of recent advances in rare event simulation for model checking made at the University of Twente. The overview is divided into the several model classes for which we propose algorithms, namely multicomponent systems, Markov chains and stochastic Petri nets, and probabilistic timed automata.
Original languageEnglish
Pages-
Publication statusPublished - 23 Sep 2013
Externally publishedYes

Fingerprint

Importance sampling
Model checking
Petri nets
Markov processes
Statistical Models

Keywords

  • EWI-24112
  • METIS-302570
  • IR-88560

Cite this

Reijsbergen, D. P., de Boer, P-T., Scheinhardt, W. R. W., & Haverkort, B. R. H. M. (2013). Recent advances in importance sampling for statistical model checking. -.
Reijsbergen, D.P. ; de Boer, Pieter-Tjerk ; Scheinhardt, Willem R.W. ; Haverkort, Boudewijn R.H.M. / Recent advances in importance sampling for statistical model checking.
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Reijsbergen, DP, de Boer, P-T, Scheinhardt, WRW & Haverkort, BRHM 2013, 'Recent advances in importance sampling for statistical model checking' pp. -.

Recent advances in importance sampling for statistical model checking. / Reijsbergen, D.P.; de Boer, Pieter-Tjerk; Scheinhardt, Willem R.W.; Haverkort, Boudewijn R.H.M.

2013. -.

Research output: Contribution to conferencePaperOther research output

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AU - de Boer, Pieter-Tjerk

AU - Scheinhardt, Willem R.W.

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AB - In the following work we present an overview of recent advances in rare event simulation for model checking made at the University of Twente. The overview is divided into the several model classes for which we propose algorithms, namely multicomponent systems, Markov chains and stochastic Petri nets, and probabilistic timed automata.

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KW - METIS-302570

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