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Efficient Monte Carlo simulation of stochastic hybrid systems

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Academic year: 2021

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Figure  1:  The "inverse cdf" technique for drawing a ran- ran-dom number according to a given distribution
Figure 2: Transition between two states in a state machine  A transition in a Modelica 3.3 synchronous state  ma-chine fires, if its source state is “active” and the  tran-sition “condition” becomes true
Figure 3: Two options for the pseudo random generator
Figure 5. Structure of the Modelica model
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