Model Checking of Continuous-Time Markov Chains Against Timed Automata Specifications

We study the verification of a finite continuous-time Markov chain (CTMC) C against a linear real-time specification given as a deterministic timed automaton (DTA) A with finite or Muller acceptance conditions. The central question that we address is: what is the probability of the set of paths of C...

Full description

Bibliographic Details
Main Authors: Taolue Chen, Tingting Han, Joost-Pieter Katoen, Alexandru Mereacre
Format: Article
Language:English
Published: Logical Methods in Computer Science e.V. 2011-03-01
Series:Logical Methods in Computer Science
Subjects:
Online Access:https://lmcs.episciences.org/697/pdf
_version_ 1797268752157376512
author Taolue Chen
Tingting Han
Joost-Pieter Katoen
Alexandru Mereacre
author_facet Taolue Chen
Tingting Han
Joost-Pieter Katoen
Alexandru Mereacre
author_sort Taolue Chen
collection DOAJ
description We study the verification of a finite continuous-time Markov chain (CTMC) C against a linear real-time specification given as a deterministic timed automaton (DTA) A with finite or Muller acceptance conditions. The central question that we address is: what is the probability of the set of paths of C that are accepted by A, i.e., the likelihood that C satisfies A? It is shown that under finite acceptance criteria this equals the reachability probability in a finite piecewise deterministic Markov process (PDP), whereas for Muller acceptance criteria it coincides with the reachability probability of terminal strongly connected components in such a PDP. Qualitative verification is shown to amount to a graph analysis of the PDP. Reachability probabilities in our PDPs are then characterized as the least solution of a system of Volterra integral equations of the second type and are shown to be approximated by the solution of a system of partial differential equations. For single-clock DTA, this integral equation system can be transformed into a system of linear equations where the coefficients are solutions of ordinary differential equations. As the coefficients are in fact transient probabilities in CTMCs, this result implies that standard algorithms for CTMC analysis suffice to verify single-clock DTA specifications.
first_indexed 2024-04-25T01:37:28Z
format Article
id doaj.art-308863269a364332b2c4f17995430fce
institution Directory Open Access Journal
issn 1860-5974
language English
last_indexed 2024-04-25T01:37:28Z
publishDate 2011-03-01
publisher Logical Methods in Computer Science e.V.
record_format Article
series Logical Methods in Computer Science
spelling doaj.art-308863269a364332b2c4f17995430fce2024-03-08T09:14:52ZengLogical Methods in Computer Science e.V.Logical Methods in Computer Science1860-59742011-03-01Volume 7, Issue 110.2168/LMCS-7(1:12)2011697Model Checking of Continuous-Time Markov Chains Against Timed Automata SpecificationsTaolue ChenTingting HanJoost-Pieter Katoenhttps://orcid.org/0000-0002-6143-1926Alexandru MereacreWe study the verification of a finite continuous-time Markov chain (CTMC) C against a linear real-time specification given as a deterministic timed automaton (DTA) A with finite or Muller acceptance conditions. The central question that we address is: what is the probability of the set of paths of C that are accepted by A, i.e., the likelihood that C satisfies A? It is shown that under finite acceptance criteria this equals the reachability probability in a finite piecewise deterministic Markov process (PDP), whereas for Muller acceptance criteria it coincides with the reachability probability of terminal strongly connected components in such a PDP. Qualitative verification is shown to amount to a graph analysis of the PDP. Reachability probabilities in our PDPs are then characterized as the least solution of a system of Volterra integral equations of the second type and are shown to be approximated by the solution of a system of partial differential equations. For single-clock DTA, this integral equation system can be transformed into a system of linear equations where the coefficients are solutions of ordinary differential equations. As the coefficients are in fact transient probabilities in CTMCs, this result implies that standard algorithms for CTMC analysis suffice to verify single-clock DTA specifications.https://lmcs.episciences.org/697/pdfcomputer science - logic in computer scienced.2.4
spellingShingle Taolue Chen
Tingting Han
Joost-Pieter Katoen
Alexandru Mereacre
Model Checking of Continuous-Time Markov Chains Against Timed Automata Specifications
Logical Methods in Computer Science
computer science - logic in computer science
d.2.4
title Model Checking of Continuous-Time Markov Chains Against Timed Automata Specifications
title_full Model Checking of Continuous-Time Markov Chains Against Timed Automata Specifications
title_fullStr Model Checking of Continuous-Time Markov Chains Against Timed Automata Specifications
title_full_unstemmed Model Checking of Continuous-Time Markov Chains Against Timed Automata Specifications
title_short Model Checking of Continuous-Time Markov Chains Against Timed Automata Specifications
title_sort model checking of continuous time markov chains against timed automata specifications
topic computer science - logic in computer science
d.2.4
url https://lmcs.episciences.org/697/pdf
work_keys_str_mv AT taoluechen modelcheckingofcontinuoustimemarkovchainsagainsttimedautomataspecifications
AT tingtinghan modelcheckingofcontinuoustimemarkovchainsagainsttimedautomataspecifications
AT joostpieterkatoen modelcheckingofcontinuoustimemarkovchainsagainsttimedautomataspecifications
AT alexandrumereacre modelcheckingofcontinuoustimemarkovchainsagainsttimedautomataspecifications