Title :
The recursive variance-reduction simulation algorithm for network reliability evaluation
Author :
Cancela, Héctor ; El Khadiri, Mohamed
Author_Institution :
Fac. de Ingenieria, Investigacion Operativa In.Co, Montevideo, Uruguay
fDate :
6/1/2003 12:00:00 AM
Abstract :
This paper proposes a new formulation of the recursive variance-reduction Monte Carlo estimator of the κ terminal unreliability parameter of communication systems. This formulation allows significant reduction in the simulation execution time, as demonstrated by experimental results.
Keywords :
Monte Carlo methods; failure analysis; recursive estimation; telecommunication network reliability; K terminal unreliability parameter; Monte Carlo estimator; communication systems; network reliability evaluation; recursive variance-reduction simulation algorithm; simulation execution time; Computer networks; Length measurement; Monte Carlo methods; Probability; Recursive estimation; Size measurement; State estimation; Telecommunication network reliability; Time measurement; Velocity measurement;
Journal_Title :
Reliability, IEEE Transactions on
DOI :
10.1109/TR.2003.809653
