The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Network performance analysis relies mainly on two models: a workload model and a performance model. This paper proposes to use histograms for characterising the arrival workloads ...
The paradigm of the proxel ("probability element") was recently introduced in order to provide a new algorithmic approach to analysing discrete-state stochastic models s...
We develop a framework for automated optimization of stochastic simulation models using Response Surface Methodology. The framework is especially intended for simulation models wh...
H. Gonda Neddermeijer, Gerrit J. van Oortmarssen, ...
—Failure mode and effects analysis (FMEA) is a technique to reason about possible system hazards that result from system or system component failures. Traditionally, FMEA does no...
Husain Aljazzar, Manuel Fischer, Lars Grunske, Mat...