• 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