Simulation of transient performance measures for stiff Markov chains

We consider the simulation of transient performance measures of high reliab le fault-tolerant computer systems. The most widely used mathematical tools to model the behavior of these systems are Markov processes. Here, we deal basically with the simulation of the mean time to failure (MTTF) and the r eliability, R(t), of the system at time t. Some variance reduction techniqu es are used to reduce the simulation time. We will combine two of these tec hniques: Importance Sampling and Conditioning Technique. The resulting hybr id algorithm performs significant reduction of simulation rime and gives st ables estimations.