Preface |
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xi | |
Notation and Abbreviations |
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xv | |
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1 What is Monte Carlo Method? |
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1 | (20) |
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1 | (2) |
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1.2 Optimal Location of Components |
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3 | (3) |
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1.3 Reliability of a Binary System |
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6 | (1) |
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1.4 Statistics: a Short Reminder |
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7 | (7) |
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1.4.1 Unbiased estimators |
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7 | (2) |
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1.4.2 Variance behavior of an estimator as sample size increases |
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9 | (2) |
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1.4.3 Variance in a multinomial experiment |
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11 | (1) |
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1.4.4 Confidence interval for population mean based on the normal approximation |
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12 | (1) |
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1.4.5 Confidence interval for the binomial parameter: Pois-son approximation |
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13 | (1) |
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1.5 Problems and Exercises |
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14 | (7) |
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2 What is Network Reliability? |
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21 | (28) |
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21 | (5) |
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2.1.1 General description |
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21 | (1) |
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22 | (2) |
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2.1.3 Networks: Reliability perspective |
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24 | (2) |
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2.2 Spanning Trees and Kruskal's Algorithm |
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26 | (10) |
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2.2.1 Spanning tree: definitions, algorithms |
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26 | (4) |
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2.2.2 DSS - disjoint set structures |
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30 | (6) |
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2.3 Introduction to Network Reliability |
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36 | (4) |
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36 | (4) |
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40 | (1) |
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40 | (2) |
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2.5 Network Reliability Bounds |
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42 | (1) |
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2.6 Problems and Exercises |
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43 | (6) |
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3 Exponentially Distributed Lifetime |
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49 | (10) |
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3.1 Characteristic Property of the Exponential Distribution |
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49 | (1) |
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3.2 Exponential Jump Process |
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50 | (2) |
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52 | (4) |
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3.4 Problems and Exercises |
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56 | (3) |
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4 Static and Dynamic Reliability |
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59 | (16) |
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4.1 System Description. Static Reliability |
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59 | (2) |
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61 | (1) |
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4.3 Stationary Availability |
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62 | (1) |
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4.4 Burtin-Pittel Formula |
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63 | (4) |
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4.5 Pivotal Formula. Reliability Gradient |
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67 | (3) |
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4.6 Problems and Exercises |
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70 | (5) |
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75 | (6) |
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5.1 Definition of Border States |
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75 | (2) |
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5.2 Gradient and Border States |
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77 | (3) |
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5.3 Problems and Exercises |
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80 | (1) |
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6 Order Statistics and D-spectrum |
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81 | (10) |
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6.1 Reminder of Basics in Order Statistics |
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81 | (2) |
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83 | (1) |
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6.3 Destruction Spectrum (D-spectrum) |
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84 | (2) |
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6.4 Number of Minimal size Min-Cuts |
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86 | (2) |
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6.5 Problems and Exercises |
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88 | (3) |
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7 Monte Carlo of Convolutions |
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91 | (10) |
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7.1 CMC for Calculating Convolutions |
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91 | (1) |
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92 | (2) |
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7.3 Conditional Densities and Modified Algorithm |
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94 | (1) |
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95 | (1) |
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7.5 How Large is Variance Reduction Comparing to the CMC? |
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96 | (1) |
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7.6 Importance Sampling in Monte Carlo |
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97 | (1) |
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7.7 Problems and Exercises |
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98 | (3) |
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101 | (18) |
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101 | (1) |
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8.2 Estimation of FN(t) = P(τ ≤t) |
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102 | (4) |
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106 | (1) |
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8.4 Identically Distributed Edge Lifetimes |
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107 | (4) |
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8.5 Examples of Using D-spectra |
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111 | (4) |
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8.6 Problems and Exercises |
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115 | (4) |
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119 | (20) |
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119 | (1) |
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120 | (7) |
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9.2.1 The idea of the turnip |
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120 | (1) |
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9.2.2 Artificial creation process |
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120 | (1) |
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121 | (1) |
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9.2.4 Turnip as evolution process with closure |
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122 | (5) |
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9.3 Applications of Turnip |
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127 | (8) |
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127 | (1) |
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9.3.2 The mean stationary UP and DOWN periods |
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127 | (2) |
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9.3.3 Estimation of φ(N) for all-terminal connectivity |
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129 | (1) |
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9.3.4 Estimation of φ(N) for T-terminal connectivity |
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130 | (2) |
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9.3.5 Monte Carlo algorithm for the gradient |
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132 | (3) |
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135 | (1) |
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9.5 Problems and Exercises |
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135 | (4) |
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10 Importance Measures and Spectrum |
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139 | (14) |
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10.1 Introduction: Birnbaum Importance Measure |
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139 | (1) |
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140 | (2) |
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10.3 BIM and the Cumulative C*-spectrum |
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142 | (3) |
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10.4 BIM and the Invariance Property |
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145 | (2) |
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147 | (3) |
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10.6 Problems and Exercises |
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150 | (3) |
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11 Optimal Network Synthesis |
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153 | (12) |
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11.1 Introduction to Network Synthesis |
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153 | (5) |
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11.2 "Asymptotic" Synthesis |
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158 | (2) |
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11.3 Synthesis Based on Importance Measures |
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160 | (4) |
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11.4 Problems and Exercises |
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164 | (1) |
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165 | (6) |
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12.1 Introduction: Network Exit Time |
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165 | (1) |
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12.2 Bounds on the Network Exit Time |
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166 | (5) |
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13 Examples of Network Reliability |
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171 | (14) |
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13.1 Colbourn & Harms' Ladder Network |
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171 | (3) |
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13.2 Integrated Communication Network (ICN) |
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174 | (11) |
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13.2.1 General description |
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174 | (2) |
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176 | (3) |
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13.2.3 Network reinforcement |
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179 | (6) |
Appendix A O(·e;) and o(·e;) symbols |
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185 | (2) |
Appendix B Convolution of exponentials |
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187 | (2) |
Appendix C Glossary of D-spectra |
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189 | (6) |
References |
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195 | (4) |
Index |
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199 | |