Issue No. 04 - April (2002 vol. 51)
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/12.995453
<p>The RVR (recursive variance reduction) simulation technique has been used with success for the evaluation of the terminal <it>reliability</it> measure of networks where only links can fail. In this paper, we show how this technique can be adapted for computing the terminal <it>residual connectedness reliability</it> 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.</p>
simulation, Monte Carlo methods, residual connectedness network reliability, recursive variance reduction
M. Urquhart and H. Cancela, "Adapting RVR Simulation Techniques for Residual Connectedness Network Reliability Models," in IEEE Transactions on Computers, vol. 51, no. , pp. 439-443, 2002.