Network Performability, Rare Events and Standard Monte Carlo
Résumé
In this talk, we underline the interest in moving from the typical reliability binary world where components and systems are either up or down, to a multi-variate one, where the up state is decomposed into several performance levels. This is also called a performability view of the system. After discussing a very representative metric in this class, called resilience in the area, we briefly describe a Monte Carlo approach where instead of trying to reduce the variance of the estimators, we focus on reducing their time complexities. This view allows a first straightforward way of exploring resilience and related metrics. It also allows performing a sensitivity analysis of them with respect to the individual reliabilities of the components, without a significant overhead of the procedure that estimates the resilience metric alone. We limit the development to a static context. Numerical examples illustrate these procedures.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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Licence |
Domaine public
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