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 | |
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