Static network reliability estimation under the Marshall-Olkin copula

DOI10.1145/2775106MaRDI QIDQ5270667zbMATH OpenOpenAlexDBLPWikidataFDO

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

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

conditional Monte Carlodependent componentsMarshall-Olkin copulapermutation Monte Carlosplittingstatic network reliabilityturnip

Mathematics Subject Classification ID

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

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Cites work

• A Markovian Dependability Model with Cascading Failures
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• Efficient Monte Carlo simulation via the generalized splitting method
• Estimation of network reliability using graph evolution models
• scientific article; zbMATH DE number 3591262 (Why is no real title available?)
• scientific article; zbMATH DE number 1334603 (Why is no real title available?)
• scientific article; zbMATH DE number 1052006 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• Models of network reliability. Analysis, combinatorics, and Monte Carlo.
• Multistate systems reliability theory with applications.
• Rare event analysis by Monte Carlo techniques in static models
• Rare Event Simulation using Monte Carlo Methods
• Stochastic simulation: Algorithms and analysis
• The scaling and squaring method for the matrix exponential revisited

Cited in

(8)

• Faster estimates of the mean of bounded random variables
• Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution
• An adaptive zero-variance importance sampling approximation for static network dependability evaluation
• Statistical Inference for Internal Network Reliability with Spatial Dependence
• 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
• Copulae: an overview and recent developments

Describes a project that uses

Uses Software

• MATLAB expm

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