DocumentCode :
597355
Title :
Dependent failures in highly reliable static networks
Author :
Botev, Zdravko I. ; L´Ecuyer, Pierre ; Tuffin, Bruno
Author_Institution :
Sch. of Math. & Stat., Univ. of New South Wales, Sydney, NSW, Australia
fYear :
2012
fDate :
9-12 Dec. 2012
Firstpage :
1
Lastpage :
12
Abstract :
Static network reliability models typically assume that the failures of their components are independent. This assumption allows for the design of efficient Monte Carlo algorithms that can estimate the network reliability in settings where it is a rare-event probability. Despite this computational benefit, independent component failures is frequently not a realistic modeling assumption for real-life networks. In this article we show how the splitting methods for rare-event simulation can be used to estimate the reliability of a network model that incorporates a realistic dependence structure via the Marshal-Olkin copula.
Keywords :
Monte Carlo methods; failure analysis; network theory (graphs); probability; reliability theory; Marshal-Olkin copula; Monte Carlo algorithms; independent component failures; rare-event probability; rare-event simulation; realistic dependence failures; splitting methods; static network reliability models; Computational modeling; Electric shock; Estimation; Mathematical model; Monte Carlo methods; Random variables; Reliability;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Simulation Conference (WSC), Proceedings of the 2012 Winter
Conference_Location :
Berlin
ISSN :
0891-7736
Print_ISBN :
978-1-4673-4779-2
Electronic_ISBN :
0891-7736
Type :
conf
DOI :
10.1109/WSC.2012.6465033
Filename :
6465033
Link To Document :
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