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| Title: | Recursive variance reduction in reliability analysis |
| Authors: | Canale, Eduardo Cancela, Héctor Romero, Pablo Robledo, Franco |
| Type: | Reporte técnico |
| Keywords: | Stochastic binary system, Network reliability, Recursive variance reduction, Crude Monte Carlo |
| Issue Date: | 2014 |
| Abstract: | Network reliability deals with reliability metrics of large classes of mul- ticomponent systems. Recursive Variance Reduction (RVR) is a powerful pointwise estimation method, widely applied in network reliability anal- ysis. In this paper, RVR is extended to arbitrary Stochastic Binary Sys- tems, with minor requirements. Additionally, its variance is again lower than Crude Monte Carlo (CMC), in this general context. |
| Publisher: | UR.FI-INCO |
| Series or collection: | Reportes Técnicos 14-15 |
| ISSN: | 0797-6410 |
| Citation: | CANALE, E., CANCELA, H., ROMERO, P., y otros. "Recursive variance reduction in reliability analysis". Montevideo : UR.FI-INCO, 2014. Reportes Técnicos 14-15. |
| License: | Licencia Creative Commons Atribución – No Comercial – Sin Derivadas (CC BY-NC-ND 4.0) |
| Appears in Collections: | Reportes Técnicos - Instituto de Computación |
Files in This Item:
| File | Description | Size | Format | ||
|---|---|---|---|---|---|
| TR1415.pdf | 157,96 kB | Adobe PDF | View/Open |
This item is licensed under a Creative Commons License
