Static Network Reliability Estimation under the Marshall-Olkin Copula

DOI10.1145/2775106zbMath1369.90057OpenAlexW2237934651WikidataQ57258932 ScholiaQ57258932MaRDI QIDQ5270667

Bruno Tuffin, Zdravko I. Botev, Pierre L'Ecuyer, Richard Simard

Publication date: 30 June 2017

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/2775106

zbMATH Keywords

splittingMarshall-Olkin copuladependent componentsconditional Monte Carlopermutation Monte Carlostatic network reliabilityturnip

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic network models in operations research (90B15) Reliability, availability, maintenance, inspection in operations research (90B25) Reliability and life testing (62N05)

Related Items

Exact reliability optimization for series‐parallel graphs using convex envelopes ⋮ On the reliability estimation of stochastic binary systems ⋮ A stochastic gradient descent algorithm to maximize power utility of large credit portfolios under Marshall-Olkin dependence ⋮ Faster estimates of the mean of bounded random variables ⋮ Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution

Uses Software

• MATLAB expm

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An adaptive zero-variance importance sampling approximation for static network dependability evaluation
• Efficient Monte Carlo simulation via the generalized splitting method
• An introduction to copulas.
• Stochastic simulation: Algorithms and analysis
• Multistate Systems Reliability Theory with Applications
• Rare Event Simulation using Monte Carlo Methods
• The Scaling and Squaring Method for the Matrix Exponential Revisited
• Estimation of network reliability using graph evolution models
• A Markovian Dependability Model with Cascading Failures
• Balanced and Approximate Zero-Variance Recursive Estimators for the Network Reliability Problem
• A Multivariate Exponential Distribution