Recursive variance reduction in reliability analysis
Resumen:
Network reliability deals with reliability metrics of large classes of mul- ticomponent systems. Recursive Variance Reduction (RVR) is a powerful pointwise estimation method, widely applied in network reliability anal- ysis. In this paper, RVR is extended to arbitrary Stochastic Binary Sys- tems, with minor requirements. Additionally, its variance is again lower than Crude Monte Carlo (CMC), in this general context.
| 2014 | |
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Stochastic binary system Network reliability Recursive variance reduction Crude Monte Carlo |
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| Inglés | |
| Universidad de la República | |
| COLIBRI | |
| http://hdl.handle.net/20.500.12008/5170 | |
| Acceso abierto | |
| Licencia Creative Commons Atribución – No Comercial – Sin Derivadas (CC BY-NC-ND 4.0) |
| Sumario: | Network reliability deals with reliability metrics of large classes of mul- ticomponent systems. Recursive Variance Reduction (RVR) is a powerful pointwise estimation method, widely applied in network reliability anal- ysis. In this paper, RVR is extended to arbitrary Stochastic Binary Sys- tems, with minor requirements. Additionally, its variance is again lower than Crude Monte Carlo (CMC), in this general context. |
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