TABLE OF CONTENTS The stochastic simulation or the Monte Carlo method is the first technique employed for obtaining, not only the probability of the top event, but also the cut sets of the fault trees. Even though the analytical methods presently developed respond suitably to the calculation requirements of the FTs, it would be of interest to include "stochastic simulation", because simulation offers the advantage of being capable of carrying out the calculations of FTs with less software support. In general, for the problems of the engineer concerning the simulation, the reader can consult for example [BOU 86]. A good description of the FTs is given in [LIE 75]. [HEN 81] and [KUM 77] also treat the simulation of the reliability of the systems modeled by their minimal cut sets.
The theoretical elements necessary for the comprehension of this chapter are included in Appendix C.
In order to be in a position to simulate an FT, we have to be able to generate realizations of given r.v.s.
The generation of the random variables through methods such as a game of dice, drawing of cards or the stopping of a rotating wheel are already outdated. The generation of a uniform random variable over [0, 1] is presently carried out using a computer in a deterministic procedure; because of this, we call them pseudo random variables.
The method that is most often used is based on the congruent sequences. For example,...
