Statistical Model Checking of Black-Box Probabilistic Systems

We propose a new statistical approach to analyzing stochastic systems against specifications given in a sublogic of continuous stochastic logic (CSL). Unlike past numerical and statistical analysis methods, we assume that the system under investigation is an unknown, deployed black-box that can be passively observed to obtain sample traces, but cannot be controlled. Given a set of executions (obtained by Monte Carlo simulation) and a property, our algorithm checks, based on statistical hypothesis testing, whether the sample provides evidence to conclude the satisfaction or violation of a property, and computes a quantitative measure (p-value of the tests) of confidence in its answer; if the sample does not provide statistical evidence to conclude the satisfaction or violation of the property, the algorithm may respond with a “don’t know” answer. We implemented our algorithm in a Java-based prototype tool called VeStA, and experimented with the tool using case studies analyzed in [15]. Our empirical results show that our approach may, at least in some cases, be faster than previous analysis methods.

[1]  Andrea Bianco,et al.  Model Checking of Probabalistic and Nondeterministic Systems , 1995, FSTTCS.

[2]  Jane Hillston,et al.  A compositional approach to performance modelling , 1996 .

[3]  Håkan L. S. Younes,et al.  Numerical vs. Statistical Probabilistic Model Checking: An Empirical Study , 2004, TACAS.

[4]  Håkan L. S. Younes,et al.  Probabilistic Verification of Discrete Event Systems Using Acceptance Sampling , 2002, CAV.

[5]  M. Siegle,et al.  Multi Terminal Binary Decision Diagrams to Represent and Analyse Continuous Time Markov Chains , 1999 .

[6]  Robert K. Brayton,et al.  Verifying Continuous Time Markov Chains , 1996, CAV.

[7]  Holger Hermanns,et al.  A Markov Chain Model Checker , 2000, TACAS.

[8]  Marta Z. Kwiatkowska,et al.  Verifying Quantitative Properties of Continuous Probabilistic Timed Automata , 2000, CONCUR.

[9]  Thomas Hérault,et al.  Approximate Probabilistic Model Checking , 2004, VMCAI.

[10]  DAVID G. KENDALL,et al.  Introduction to Mathematical Statistics , 1947, Nature.

[11]  Robert K. Brayton,et al.  Model-checking continuous-time Markov chains , 2000, TOCL.

[12]  Rajeev Alur,et al.  Model-Checking for Probabilistic Real-Time Systems (Extended Abstract) , 1991, ICALP.

[13]  Kishor S. Trivedi,et al.  Stochastic Petri Net Models of Polling Systems , 1990, IEEE J. Sel. Areas Commun..

[14]  Christel Baier,et al.  Symbolic Model Checking for Probabilistic Processes , 1997, ICALP.

[15]  Marta Z. Kwiatkowska,et al.  PRISM: Probabilistic Symbolic Model Checker , 2002, Computer Performance Evaluation / TOOLS.

[16]  Christel Baier,et al.  Approximate Symbolic Model Checking of Continuous-Time Markov Chains , 1999, CONCUR.