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Adapting RVR Simulation Techniques for Residual Connectedness Network Reliability Models
April 2002 (vol. 51 no. 4)
pp. 439-443

The RVR (recursive variance reduction) simulation technique has been used with success for the evaluation of the terminal reliability measure of networks where only links can fail. In this paper, we show how this technique can be adapted for computing the terminal residual connectedness reliability measure in the case of networks where nodes can fail. We prove that RVR simulation of residual connectedness reliability has a lower variance than standard Monte Carlo simulation, leading to better estimates. We study the worst case computational complexity of the RVR method, and we discuss the influence of the nodes failure probability in the algorithm performance, which makes it more efficient and specially suited for very reliable networks.

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Index Terms:
simulation, Monte Carlo methods, residual connectedness network reliability, recursive variance reduction
Citation:
H. Cancela, M.E. Urquhart, "Adapting RVR Simulation Techniques for Residual Connectedness Network Reliability Models," IEEE Transactions on Computers, vol. 51, no. 4, pp. 439-443, April 2002, doi:10.1109/12.995453
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