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Combinatorics of reliability Monte Carlo
Authors:Michael Lomonosov  Yoseph Shpungin
Abstract:
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
Keywords:closure  Monte Carlo  rare event  reliability  trajectory
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