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
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