Splitting in the simulation of the network creation process
Resumen:
Splitting is a variance reduction technique, widely used to improve the efficiency of markovian systems simulations. In this report Splitting is successfully adapted to the reliability network estimation problem by means of a well-known model based on the so called Creation Process. A network model based on the Creation Process is revisited, a brief review of Splitting in a general setting is introduced and afterwards Splitting is applied to the estimation of the source terminal network unreliability by means of the Creation Process Model. Finally a set of experiments to assess the performance of Splitting in this task, are shown.
| 2008 | |
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Network reliability Monte Carlo simulation Splitting |
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| Universidad de la República | |
| COLIBRI | |
| http://hdl.handle.net/20.500.12008/3564 | |
| Acceso abierto | |
| Licencia Creative Commons Atribución – No Comercial – Sin Derivadas (CC BY-NC-ND 4.0) |
