Skip to main content
Log in

Numerical vs. statistical probabilistic model checking

  • Special section on Tools and Algorithms for the Construction and Analysis of Systems
  • Published:
International Journal on Software Tools for Technology Transfer Aims and scope Submit manuscript

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.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Alur, R., Henzinger, T.A.: Reactive modules. Formal Methods Syst. Des. 15(1), 7–48 (1999)

    Article  MathSciNet  Google Scholar 

  2. Aziz, A., Sanwal, K., Singhal, V., Brayton, R.: Verifying continuous time Markov chains. In: Alur, R., Henzinger, T.A. (eds.) Proceedings of the 8th International Conference on Computer-Aided Verification. Lecture Notes in Computer Science, vol. 1102, pp. 269–276. Springer, Berlin Heidelberg New York (1996)

  3. Aziz, A., Sanwal, K., Singhal, V., Brayton, R.: Modelchecking continuous-time Markov chains. ACM Trans. Comput. Logic 1(1), 162–170 (2000)

    Article  MathSciNet  Google Scholar 

  4. Bahar, R.I., Frohm, E.A., Gaona, C.M., Hachtel, G.D., Macii, E., Pardo, A., Somenzi, F.: Algebraic decision diagrams and their applications. In: Proceedings of the IEEE/ACM International Conference on Computer-Aided Design, pp. 188–191. IEEE Press, New York (1993)

  5. Baier, C., Haverkort, B.R., Hermanns, H., Katoen, J.-P.: Model checking continuous-time Markov chains by transient analysis. In: Emerson, E.A., Sistla, A.P. (eds.) Proceedings of the 12th International Conference on Computer-Aided Verification, Lecture Notes in Computer Science, vol. 1855, pp. 358–372. Springer, Berlin Heidelberg New York (2000)

  6. Baier, C., Haverkort, B.R., Hermanns, H., Katoen, J.-P.: Model-checking algorithms for continuous-time Markov chains. IEEE Trans Softw. Eng. 29(6), 524–541 (2003)

    Article  Google Scholar 

  7. Bryant, R.E.: Graph-based algorithms for Boolean function manipulation. IEEE Trans. Comput. C-35(8), 677–691 (1986)

    Google Scholar 

  8. Buchholz, P.: A new approach combining simulation and randomization for the analysis of large continuous time Markov chains. ACM Trans. Model. Comput. Simulat. 8(2), 194–222 (1998)

    Article  MathSciNet  MATH  Google Scholar 

  9. Clarke, E.M., McMillan, K.L., Zhao, X., Fujita, M.: Spectral transforms for large Boolean functions with applications to technology mapping. In: Proceedings of the 30th International Conference on Design Automation, pp. 54–60. ACM Press, New York (1993)

  10. Fox, B.L.: Numerical methods for transient Markov chains. Technical Report No. 810. School of Operations Research and Industrial Engineering, Cornell University, Ithaca, NY (1988)

  11. Fox, B.L., Glynn, P.W.: Computing Poisson probabilities. Commun. ACM 31(4), 440–445 (1988)

    Article  MathSciNet  Google Scholar 

  12. Fujita, M., McGeer, P.C., Yang, J.C.-Y.: Multiterminal binary decision diagrams: an efficient data structure for matrix representation. Formal Methods Syst. Des. 10(2/3), 149–169 (1997)

    Article  Google Scholar 

  13. Hermanns, H., Meyer-Kayser, J., Siegle, M.: Multi terminal binary decision diagrams to represent and analyse continuous time Markov chains. In: Plateau, B., Stewart, W.J., Silva, M. (eds.) Proceedings of the 3rd International Workshop on the Numerical Solution of Markov Chains, pp. 188–207. Prensas Universitarias de Zaragoza (1999)

  14. Hogg, R.V., Craig, A.T.: Introduction to Mathematical Statistics, 4th edn. Macmillan, New York (1978)

    Google Scholar 

  15. Ibe, O.C., Trivedi, K.S.: Stochastic Petri net models of polling systems. IEEE J. Select. Areas Commun. 8(9), 1649–1657 (1990)

    Article  Google Scholar 

  16. Infante López, G.G., Hermanns, H., Katoen, J.-P.: Beyond memoryless distributions: Model checking semi-Markov chains. In: de Alfaro, L., Gilmore, S. (eds.) Proceedings of the 1st Joint International PAPM-PROBMIV Workshop. Lecture Notes in Computer Science, vol. 2165, pp. 57–70. Springer, Berlin Heidelberg New York (2001)

  17. Jensen, A.: Markoff chains as an aid in the study of Markoff processes. Skandinavisk Aktuarietidskrift 36, 87–91 (1953)

    Google Scholar 

  18. Katoen, J.-P., Kwiatkowska, M., Norman, G., Parker, D.: Faster and symbolic CTMC model checking. In: de Alfaro, L., Gilmore, S. (eds.) Proceedings of the 1st Joint International PAPM-PROBMIV Workshop. Lecture Notes in Computer Science, vol. 2165, pp. 23–38. Springer, Berlin Heidelberg New York (2001)

  19. Kwiatkowska, M., Norman, G., Parker, D.: PRISM: Probabilistic symbolic model checker. In: Field, T., Harrison, P.G., Bradley, J., Harder, U. (eds.) Proceedings of the 12th International Conference on Modelling Techniques and Tools for Computer Performance Evaluation. Lecture Notes in Computer Science, vol. 2324, pp. 200–204. Springer, Berlin Heidelberg New York (2002)

  20. Kwiatkowska, M., Norman, G., Parker, D.: Probabilistic symbolic model checking with PRISM: a hybrid approach. Int. J. Softw. Tools Technol. Transfer 6(2), 128–142 (2004)

    Article  Google Scholar 

  21. Kwiatkowska, M., Norman, G., Segala, R., Sproston, J.: Verifying quantitative properties of continuous probabilistic timed automata. In: Palamidessi, C. (ed.) Proceedings of the 11th International Conference on Concurrency Theory. Lecture Notes in Computer Science, vol. 1877, pp. 123–137. Springer, Berlin Heidelberg New York (2000)

  22. Lai, T.L.: Nearly optimal squential tests of composite hypotheses. Ann. Stat. 16(2), 856–886 (1988)

    MATH  Google Scholar 

  23. Lai, T.L.: Sequential analysis: some classical problems and new challenges. Statistica Sinica 11(2), 303–408 (2001)

    MathSciNet  MATH  Google Scholar 

  24. Malhotra, M., Muppala, J.K., Trivedi, K.S.: Stiffnesstolerant methods for transient analysis of stiff Markov chains. Microelectron. Reliabil. 34(11), 1825–1841 (1994)

    Article  Google Scholar 

  25. Parker, D.: Implementation of symbolic model checking for probabilistic systems. PhD Thesis, University of Birmingham (2002)

  26. Reibman, A., Trivedi, K.S.: Numerical transient analysis of Markov models. Comput. Operat. Res. 15(1), 19–36 (1988)

    Article  MATH  Google Scholar 

  27. Schwarz, G.: Asymptotic shapes of Bayes sequential testing regions. Ann. Math. Stat. 33(1), 224–236 (1962)

    MATH  Google Scholar 

  28. Sen, K., Viswanathan, M., Agha, G.: Statistical model checking of black-box probabilistic systems. In: Alur, R., Peled, D.A. (eds.) Proceedings of the 16th International Conference on Computer-Aided Verification. Lecture Notes in Computer Science, vol. 3114, pp. 202–215. Springer, Berlin Heidelberg New York (2004)

  29. Shanthikumar, J.G., Sargent, R.G.: A unifying view of hybrid simulation/analytic models and modeling. Operat. Res. 31(6), 1030–1052 (1983)

    Article  MATH  Google Scholar 

  30. Stewart,W.J.: A comparison of numerical techniques in Markov modeling. Commun. ACM 21(2), 144–152 (1978)

    Article  MATH  Google Scholar 

  31. Teichroew, D., Lubin, J.F.: Computer simulation—Discussion of the techniques and comparison of languages. Commun. ACM 9(10), 723–741 (1966)

    Article  Google Scholar 

  32. Wald, A.: Sequential tests of statistical hypotheses. Ann. Math. Stat. 16(2), 117–186 (1945)

    MathSciNet  MATH  Google Scholar 

  33. Wald, A.: Sequential Analysis. Wiley, New York (1947)

    MATH  Google Scholar 

  34. Wald, A., Wolfowitz, J.: Optimum character of the sequential probability ratio test. Ann. Math. Stat. 19(3), 326–339 (1948)

    MathSciNet  MATH  Google Scholar 

  35. Younes, H.L.S.: Probabilistic verification for “black-box” systems. In: Etessami, K., Rajamani, S. (eds.) Proceedings of the 17th International Conference on Computer-Aided Verification. Springer, Berlin Heidelberg New York (2005)

  36. Younes, H.L.S., Musliner, D.J., Simmons, R.G.: A framework for planning in continuous-time stochastic domains. In: Giunchiglia, E., Muscettola, N., Nau, D.S. (eds.) Proceedings of the 13th International Conference on Automated Planning and Scheduling, pp. 195–204. AAAI Press, Meno Park, CA (2003)

  37. Younes, H.L.S., Simmons, R.G.: Probabilistic verification of discrete event systems using acceptance sampling. In: Brinksma, E., Larsen, K.G. (eds.) Proceedings of the 14th International Conference on Computer-Aided Verification. Lecture Notes in Computer Science, vol. 2404, pp. 223–235. Springer, Berlin Heidelberg New York (2002)

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Håkan L. S. Younes.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Younes, H.L.S., Kwiatkowska, M., Norman, G. et al. Numerical vs. statistical probabilistic model checking. Int J Softw Tools Technol Transfer 8, 216–228 (2006). https://doi.org/10.1007/s10009-005-0187-8

Download citation

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10009-005-0187-8

Keywords

Navigation