Precisely deciding CSL formulas through approximate model checking for CTMCs

Abstract The model checking problem of continuous-time Markov chains with respect to continuous-time stochastic logic was introduced and shown to be decidable by Aziz et al. [1] , [2] in 1996. Unfortunately, their proof is only constructive, but highly unpractical. Later in 2000, an efficient approximate algorithm was proposed by Baier et al. [3] , [5] for a sublogic with binary until. In this paper, we apply transcendental number theory and classical linear algebra to bridge the gap between the precise but unpractical algorithm, and the imprecise but efficient approximate algorithm. We prove that the approximate algorithm in [3] , [5] can be used as an off-the-shell tool for a precise model checking algorithm for binary until formulas. Further, we discuss extensions of our results to nested until and continuous-time Markov decision processes.

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

[2]  Marta Z. Kwiatkowska,et al.  PRISM 4.0: Verification of Probabilistic Real-Time Systems , 2011, CAV.

[3]  Christel Baier,et al.  On the Logical Characterisation of Performability Properties , 2000, ICALP.

[4]  Charles R. Johnson,et al.  Matrix analysis , 1985, Statistical Inference for Engineers and Data Scientists.

[5]  Winfried K. Grassmann Transient solutions in markovian queueing systems , 1977, Comput. Oper. Res..

[6]  Christel Baier,et al.  Model-Checking Algorithms for Continuous-Time Markov Chains , 2002, IEEE Trans. Software Eng..

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

[8]  Flemming Nielson,et al.  Automata-Based CSL Model Checking , 2011, ICALP.

[9]  Valerie Isham,et al.  Non‐Negative Matrices and Markov Chains , 1983 .

[10]  Joost-Pieter Katoen,et al.  The Ins and Outs of the Probabilistic Model Checker MRMC , 2009, 2009 Sixth International Conference on the Quantitative Evaluation of Systems.

[11]  Jan Kretínský,et al.  Continuous-Time Stochastic Games with Time-Bounded Reachability , 2009, FSTTCS.

[12]  Gunter Bolch,et al.  Queueing Networks and Markov Chains - Modeling and Performance Evaluation with Computer Science Applications, Second Edition , 1998 .

[13]  Lijun Zhang,et al.  Time-Bounded Model Checking of Infinite-State Continuous-Time Markov Chains , 2009, Fundam. Informaticae.

[14]  Lijun Zhang,et al.  From Concurrency Models to Numbers - Performance and Dependability , 2011, Software and Systems Safety - Specification and Verification.

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

[16]  B. L. Miller Finite State Continuous Time Markov Decision Processes with a Finite Planning Horizon , 1968 .

[17]  Christel Baier,et al.  Efficient computation of time-bounded reachability probabilities in uniform continuous-time Markov decision processes , 2005, Theor. Comput. Sci..

[18]  Flemming Nielson,et al.  Efficient CSL Model Checking Using Stratification , 2011, 1104.4983.

[19]  William J. Stewart,et al.  Introduction to the numerical solution of Markov Chains , 1994 .

[20]  A. Jensen,et al.  Markoff chains as an aid in the study of Markoff processes , 1953 .

[21]  Prakash Panangaden,et al.  Labelled Markov Processes , 2009 .

[22]  Christel Baier,et al.  Model Checking Continuous-Time Markov Chains by Transient Analysis , 2000, CAV.

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

[24]  Sven Schewe,et al.  Optimal Time-Abstract Schedulers for CTMDPs and Markov Games , 2010, QAPL.

[25]  Joost-Pieter Katoen,et al.  Formal correctness, safety, dependability, and performance analysis of a satellite , 2012, 2012 34th International Conference on Software Engineering (ICSE).