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Combinatorics of reliability Monte Carlo
Author(s) -
Lomonosov Michael,
Shpungin Yoseph
Publication year - 1999
Publication title -
random structures and algorithms
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.314
H-Index - 69
eISSN - 1098-2418
pISSN - 1042-9832
DOI - 10.1002/(sici)1098-2418(199907)14:4<329::aid-rsa3>3.0.co;2-x
Subject(s) - monte carlo method , reliability (semiconductor) , estimator , heuristics , class (philosophy) , mathematics , computer science , statistics , mathematical optimization , artificial intelligence , physics , power (physics) , quantum mechanics
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. ©1999 John Wiley & Sons, Inc. Random Struct. Alg., 14: 329–343, 1999