Combinatorics of reliability Monte Carlo

Michael Lomonosov, Yoseph Shpungin

Research output: Contribution to journalArticlepeer-review

12 Scopus citations

Abstract

We study one class of unbiased Monte Carlo estimators for system reliability, avoiding the rare event difficulty. This class is closely related to the system combinatorics and contains unique "extreme" members, having the minimum and maximum relative error. Some known Monte Carlo heuristics for network reliability, including fully polynomial cases, are of this type.

Original languageEnglish
Pages (from-to)329-343
Number of pages15
JournalRandom Structures and Algorithms
Volume14
Issue number4
DOIs
StatePublished - 1 Jan 1999

Keywords

  • Closure
  • Monte Carlo
  • Rare event
  • Reliability
  • Trajectory

ASJC Scopus subject areas

  • Software
  • Mathematics (all)
  • Computer Graphics and Computer-Aided Design
  • Applied Mathematics

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