کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
10348821 | 722800 | 2011 | 12 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A simple and efficient importance sampling scheme for stochastic network unreliability estimation
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
علوم کامپیوتر (عمومی)
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
Direct simulation for estimating unreliability of a highly reliable stochastic network often requires huge sample size to obtain statistically significant results. In this paper, a simple and efficient importance sampling estimator, based on the capacity of the minimum cut, for estimating network unreliability is proposed. Under mild conditions, the proposed estimator guarantees the variance reduction and an upperbound on the relative error of the proposed estimator is derived for the case when the network edges have common functioning probabilities. Empirical results show that the proposed importance sampling estimator achieves significant variance reduction, especially for highly reliable networks.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Simulation Modelling Practice and Theory - Volume 19, Issue 3, March 2011, Pages 924-935
Journal: Simulation Modelling Practice and Theory - Volume 19, Issue 3, March 2011, Pages 924-935
نویسندگان
Chien-Hsiung Lin, Wei-Ning Yang,