Combinatorics of reliability Monte Carlo

Michael Lomonosov; Yoseph Shpungin

doi:10.1002/(SICI)1098-2418(199907)14:4<329::AID-RSA3>3.0.CO;2-X

Combinatorics of reliability Monte Carlo

Michael Lomonosov, Yoseph Shpungin

Department of Mathematics

Research output: Contribution to journal › Article › peer-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 language	English
Pages (from-to)	329-343
Number of pages	15
Journal	Random Structures and Algorithms
Volume	14
Issue number	4
DOIs	https://doi.org/10.1002/(SICI)1098-2418(199907)14:4<329::AID-RSA3>3.0.CO;2-X
State	Published - 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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10.1002/(SICI)1098-2418(199907)14:4<329::AID-RSA3>3.0.CO;2-X

Cite this

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AB - 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.

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KW - Monte Carlo

KW - Rare event

KW - Reliability

KW - Trajectory

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Combinatorics of reliability Monte Carlo

Abstract

Keywords

ASJC Scopus subject areas

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