Skip to main content

Input/Output Stochastic Automata

Compositionality and Determinism

  • Conference paper
  • First Online:

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 9884))

Abstract

Stochastic automata provide a way to symbolically model systems in which the occurrence time of events may respond to any continuous random variable. We introduce here an input/output variant of stochastic automata that, once the model is closed —i.e., all synchronizations are resolved—, the resulting automaton does not contain non-deterministic choices. This is important since fully probabilistic models are amenable to simulation in the general case and to much more efficient analysis if restricted to Markov models. We present here a theoretical introduction to input/output stochastic automata (IOSA) for which we (i) provide a concrete semantics in terms of non-deterministic labeled Markov processes (NLMP), (ii) prove that bisimulation is a congruence for parallel composition both in NLMP and IOSA, (iii) show that parallel composition commutes in the symbolic and concrete level, and (iv) provide a proof that a closed IOSA is indeed deterministic.

Supported by ANPCyT PICT-2012-1823 and SeCyT-UNC 05/BP12 and 05/B497.

This is a preview of subscription content, log in via an institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   39.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Notes

  1. 1.

    Strictly speaking, \(\mathcal {P}(\mathcal {I}_1)||\mathcal {P}(\mathcal {I}_2)\) should also contain states of the form \((s,\vec {v}_1)||(\mathsf {init},\vec {v}_2)\) and \((\mathsf {init},\vec {v}_1)||(s,\vec {v}_2)\) with \(s\ne \mathsf {init}\). Nonetheless, these states are not reachable. Thus, we do not consider them since otherwise the result would not be strictly an isomorphism and it would only add irrelevant technical problems to the proof.

  2. 2.

    Note that the domain and image of \(H\!f\) appear apparently inverted. This is necessary in [12] since they only deal with morphisms, and we are following their definitions. In our case, we could have also defined a direct map from \(\varDelta (\mathscr {B}(\mathbf S ))\) to \(\varDelta (\mathscr {B}(\mathbf S '))\) since \(\varDelta f\) is bimeasurable, namely \(H(f^{-1})=(\varDelta (f^{-1}))^{-1}\).

References

  1. Ash, R., Doléans-Dade, C.: Probability and Measure Theory. Academic Press, Cambridge (2000)

    MATH  Google Scholar 

  2. Bogdoll, J., Ferrer Fioriti, L.M., Hartmanns, A., Hermanns, H.: Partial order methods for statistical model checking and simulation. In: Bruni, R., Dingel, J. (eds.) FORTE 2011 and FMOODS 2011. LNCS, vol. 6722, pp. 59–74. Springer, Heidelberg (2011)

    Chapter  Google Scholar 

  3. Bohnenkamp, H.C., D’Argenio, P.R., Hermanns, H., Katoen, J.: MODEST: a compositional modeling formalism for hard and softly timed systems. IEEE Trans. Softw. Eng. 32(10), 812–830 (2006)

    Article  Google Scholar 

  4. Bravetti, M., D’Argenio, P.R.: Tutte le algebre insieme: concepts, discussions and relations of stochastic process algebras with general distributions. In: Baier, C., Haverkort, B.R., Hermanns, H., Katoen, J.-P., Siegle, M. (eds.) Validation of Stochastic Systems. LNCS, vol. 2925, pp. 44–88. Springer, Heidelberg (2004)

    Chapter  Google Scholar 

  5. Budde, C.E., D’Argenio, P.R., Hermanns, H.: Rare event simulation with fully automated importance splitting. In: Beltrán, M., Knottenbelt, W.J., Bradley, J.T. (eds.) Computer Performance Engineering. LNCS, vol. 9272, pp. 275–290. Springer International Publishing, Switzerland (2015)

    Chapter  Google Scholar 

  6. Crouzen, P.: Modularity and Determinism in Compositional Markov Models. Ph.D. thesis, Universität des Saarlandes, Saarbrücken (2014)

    Google Scholar 

  7. D’Argenio, P.R.: Algebras and Automata for Timed and Stochastic Systems. Ph.D. thesis, University of Twente, Enschede (1999)

    Google Scholar 

  8. D’Argenio, P.R., Katoen, J.P.: A theory of stochastic systems part I: stochastic automata. Inf. Comput. 203(1), 1–38 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  9. D’Argenio, P.R., Legay, A., Sedwards, S., Traonouez, L.: Smart sampling for lightweight verification of Markov decision processes. STTT 17(4), 469–484 (2015)

    Article  Google Scholar 

  10. D’Argenio, P.R., Sánchez Terraf, P., Wolovick, N.: Bisimulations for non-deterministic labelled Markov processes. Math. Struct. Comput. Sci. 22(1), 43–68 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  11. Desharnais, J., Edalat, A., Panangaden, P.: Bisimulation for labelled Markov processes. Inf. Comput. 179(2), 163–193 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  12. Doberkat, E.E., Sánchez Terraf, P.: Stochastic non-determinism and effectivity functions. J. Logic Comput. (2015, to appear). doi:10.1093/logcom/exv049

    Google Scholar 

  13. Gburek, D., Baier, C., Klüppelholz, S.: Composition of stochastic transition systems based on spans and couplings. In: ICALP 2016. LIPICS (2016, to appear)

    Google Scholar 

  14. Giry, M.: A categorical approach to probability theory. In: Banaschewski, B. (ed.) Categorical Aspects of Topology and Analysis. Lecture Notes in Mathematics, vol. 915, pp. 68–85. Springer, Heidelberg (1982)

    Chapter  Google Scholar 

  15. van Glabbeek, R.J., Smolka, S.A., Steffen, B.: Reactive, generative and stratified models of probabilistic processes. Inf. Comput. 121(1), 59–80 (1995)

    Article  MathSciNet  MATH  Google Scholar 

  16. Hartmanns, A., Timmer, M.: Sound statistical model checking for MDP using partial order and confluence reduction. STTT 17(4), 429–456 (2015)

    Article  Google Scholar 

  17. Hermanns, H.: Interactive Markov Chains: and the Quest for Quantified Quality. Springer, Heidelberg (2002)

    Book  MATH  Google Scholar 

  18. Larsen, K.G., Skou, A.: Bisimulation through probabilistic testing. Inf. Comput. 94(1), 1–28 (1991)

    Article  MathSciNet  MATH  Google Scholar 

  19. Milner, R.: Communication and Concurrency. Prentice-Hall Inc., Upper Saddle River (1989)

    MATH  Google Scholar 

  20. Viglizzo, I.: Coalgebras on Measurable Spaces. Ph.D. thesis, Indiana University, Argentina (2005)

    Google Scholar 

  21. Wolovick, N.: Continuous Probability and Nondeterminism in Labeled Transition Systems. Ph.D. thesis, Universidad Nacional de Córdoba, Argentina (2012)

    Google Scholar 

  22. Wu, S., Smolka, S.A., Stark, E.W.: Composition and behaviors of probabilistic I/O automata. Theor. Comput. Sci. 176(1–2), 1–38 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  23. Yi, W.: Real-time behaviour of asynchronous agents. In: Baeten, J.C.M., Klop, J.W. (eds.) CONCUR ’90 Theories of Concurrency: Unification and Extension. LNCS, vol. 458, pp. 502–520. Springer, Heidelberg (1990)

    Google Scholar 

Download references

Acknowledgments

We thank Pedro Sánchez Terraf for the help provided in measure theory, and Carlos E. Budde for early discussions on IOSAs.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Raúl E. Monti .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2016 Springer International Publishing Switzerland

About this paper

Cite this paper

D’Argenio, P.R., Lee, M.D., Monti, R.E. (2016). Input/Output Stochastic Automata. In: Fränzle, M., Markey, N. (eds) Formal Modeling and Analysis of Timed Systems. FORMATS 2016. Lecture Notes in Computer Science(), vol 9884. Springer, Cham. https://doi.org/10.1007/978-3-319-44878-7_4

Download citation

  • DOI: https://doi.org/10.1007/978-3-319-44878-7_4

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-44877-0

  • Online ISBN: 978-3-319-44878-7

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics