Skip to main content

Compositional Markovian Modelling Using a Process Algebra

  • Conference paper

Abstract

We introduce a stochastic process algebra, PEPA, as a high-level modelling paradigm for continuous time Markov chains (CTMC). Process algebras are mathematical theories which model concurrent systems by their algebra and provide apparatus for reasoning about the structure and behaviour of the model. Recent extensions of these algebras, associating random variables with actions, make the models also amenable to Markovian analysis. A compositional structure is inherent in the PEPA language. As well as the clear advantages that this offers for model construction, we demonstrate how this compositionality may be exploited to reduce the state space of the CTMC. This leads to an exact aggregation based on lumpability.

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   129.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD   169.99
Price excludes VAT (USA)
  • Durable hardcover 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

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. M. Ajmone Marsan, G. Conte and G. Balbo, A Class of Generalized Stochastic Petri Nets for the Performance Evaluation of Multiprocessor Systems, ACM Trans. on Computer Systems 2(2), 1984.

    Google Scholar 

  2. M. Bernardo, R. Gorrieri and L. Donatiello, MPA: A Stochastic Process Algebra, Technical Report UBLCS-94–10, University of Bologna, 1994.

    Google Scholar 

  3. P. Buchholz, Hierarchical Markovian Models - Symmetries and Reduction, in Computer Performance Evaluation: Modelling Techniques and Tools, R.J. Pooley and J. Hillston (Eds), EUP, 1993.

    Google Scholar 

  4. P. Buchholz, On a Markovian Process Algebra, Technical Report 500/1994, University of Dortmund, 1994.

    Google Scholar 

  5. G. Ciardo, J. Muppala and K.S. Trivedi, On the Solution of GSPN Reward Models, Performance Evaluation, 12, 1991.

    Google Scholar 

  6. S. Donatelli, Superposed Generalized Stochastic Petri Nets: Definition and Efficient Solution, in Proc. of 15th Int. Conf. on Application and Theory of Petri Nets, M. Silva (Ed), Springer-Verlag, 1994.

    Google Scholar 

  7. H. Hermanns and M. Rettelbach, Markovian Processes go Algebra, Technical Report IMMD7–10–1994, University of Erlangen, 1994.

    Google Scholar 

  8. J. Hillston, A Compositional Approach to Performance Modelling, PhD Thesis (CST-107–94), University of Edinburgh, 1994.

    Google Scholar 

  9. J. Hillston, The Nature of Synchronisation, in Proc. of PAPM’94, U. Herzog and M. Rettelbach (Eds), University of Erlangen, 1994.

    Google Scholar 

  10. R. Howard, Dynamic Probabilistic Systems: Semi-Markov and Decision Systems, Vol.II, Wiley, 1971.

    MATH  Google Scholar 

  11. C-C. Jou and S.A. Smolka, Equivalences, Congruences and Complete Axiomatizations of Probabilistic Processes, in CONCUR’90, J.C.M. Baeten and J.W. Klop (Eds), Springer-Verlag, 1990.

    Google Scholar 

  12. J.G. Kemeny and J.L. Snell, Finite Markov Chains, Van Nostrand, 1960.

    MATH  Google Scholar 

  13. K. Larsen and A. Skou, Bisimulation Through Probabilistic Testing, Information and Computation 94(1), 1991.

    Google Scholar 

  14. V. Nicola, Lumping in Markov Reward Processes, Technical Report RC14719, IBM, Yorktown Heights, NY, 1989.

    Google Scholar 

  15. X. Nicollin and J. Stifakis, An Overview and Synthesis on Timed Process Algebras, in Real-Time: Theory in Practice, J.W. de Bakker et al. (Eds), Springer-Verlag, 1991.

    Google Scholar 

  16. G.D. Plotkin, A Structured Approach to Operational Semantics, Technical Report DAIMI FM-19, Aarhus University, 1981.

    Google Scholar 

  17. W.H. Sanders and J.F. Meyer, Reduced Base Model Construction Methods for Stochastic Activity Networks, IEEE JSAC 9(1), 1991.

    Google Scholar 

  18. W.J. Stewart, K. Atif and B. Plateau, The Numerical Solution of Stochastic Automata Network, Technical Report 6, LMC-IMAG, 1993.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 1995 Springer Science+Business Media New York

About this paper

Cite this paper

Hillston, J. (1995). Compositional Markovian Modelling Using a Process Algebra. In: Stewart, W.J. (eds) Computations with Markov Chains. Springer, Boston, MA. https://doi.org/10.1007/978-1-4615-2241-6_12

Download citation

  • DOI: https://doi.org/10.1007/978-1-4615-2241-6_12

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4613-5943-2

  • Online ISBN: 978-1-4615-2241-6

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics