Accelerated simulation method for estimating the probability of functional failure in high-reliability systems

We consider a class of systems whose required performance is described by a stochastic process (t), t 0. An accelerated simulation method is proposed for estimating the probability that at some time instant t 0, T] the required performance exceeds the available performance. A numerical example is considered.Translated from Kibernetika i Sistemnyi Analiz, No. 4, pp. 30–41, July–August, 1991.