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Efficiency and reliability of deep-penetration Monte Carlo calculations

โœ Scribed by Klaus Noack


Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
30 KB
Volume
24
Category
Article
ISSN
0149-1970

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We study one class of unbiased Monte Carlo estimators for system reliability, avoiding the rare event difficulty. This class is closely related to the system combinatorics and contains unique ''extreme'' members, having the minimum and maximum relative error. Some known Monte Carlo heuristics for ne