Component dependency models in Markov Monte Carlo simulation

Tu Zhuguo, E. E. Lewis*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

13 Scopus citations


The procedures for effective nonanalog Monte Carlo simulation of Markov processes are reviewed. Models for three classes of component dependencies appearing in reliability and availability problems are incorporated into the Markov formulation. They are (1) shared repair crews between components, (2) load sharing between components and (3) standby mode. The models are included in a Markov Monte Carlo simulation code, and results are given for a series of example problems to demonstrate the efficiency of the methods as well as the effects of the dependencies on system unreliability and unavailability.

Original languageEnglish (US)
Pages (from-to)45-61
Number of pages17
JournalReliability Engineering
Issue number1
StatePublished - 1985

ASJC Scopus subject areas

  • Engineering(all)


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