International Journal on Software Tools for Technology Transfer

, Volume 8, Issue 3, pp 216–228

Numerical vs. statistical probabilistic model checking

Authors

    • Computer Science DepartmentCarnegie Mellon University
  • Marta Kwiatkowska
    • School of Computer ScienceUniversity of Birmingham
  • Gethin Norman
    • School of Computer ScienceUniversity of Birmingham
  • David Parker
    • School of Computer ScienceUniversity of Birmingham
Special section on Tools and Algorithms for the Construction and Analysis of Systems

DOI: 10.1007/s10009-005-0187-8

Cite this article as:
Younes, H.L.S., Kwiatkowska, M., Norman, G. et al. Int J Softw Tools Technol Transfer (2006) 8: 216. doi:10.1007/s10009-005-0187-8

Abstract

Numerical analysis based on uniformisation and statistical techniques based on sampling and simulation are two distinct approaches for transient analysis of stochastic systems. We compare the two solution techniques when applied to the verification of time-bounded until formulae in the temporal stochastic logic CSL, both theoretically and through empirical evaluation on a set of case studies. Our study differs from most previous comparisons of numerical and statistical approaches in that CSL model checking is a hypothesis-testing problem rather than a parameter-estimation problem. We can therefore rely on highly efficient sequential acceptance sampling tests, which enables statistical solution techniques to quickly return a result with some uncertainty. We also propose a novel combination of the two solution techniques for verifying CSL queries with nested probabilistic operators.

Keywords

Markov chainsTemporal logicTransient analysisUniformisationHypothesis testing

Copyright information

© Springer-Verlag 2006