Detailed Information on Publication Record
2015
On the Existence and Computability of Long-Run Average Properties in Probabilistic VASS
KUČERA, AntonínBasic information
Original name
On the Existence and Computability of Long-Run Average Properties in Probabilistic VASS
Authors
KUČERA, Antonín (203 Czech Republic, guarantor, belonging to the institution)
Edition
Heidelberg, Fundamentals of Computation Theory - 20th International Symposium, FCT 2015, Gdańsk, Poland, August 17-19, 2015, Proceedings. p. 12-24, 13 pp. 2015
Publisher
Springer
Other information
Language
English
Type of outcome
Stať ve sborníku
Field of Study
10201 Computer sciences, information science, bioinformatics
Country of publisher
Germany
Confidentiality degree
není předmětem státního či obchodního tajemství
Publication form
printed version "print"
Impact factor
Impact factor: 0.402 in 2005
RIV identification code
RIV/00216224:14330/15:00081424
Organization unit
Faculty of Informatics
ISBN
978-3-319-22176-2
ISSN
Keywords in English
Vector Addition Systems; Markov chains
Tags
International impact, Reviewed
Změněno: 28/4/2016 15:34, RNDr. Pavel Šmerk, Ph.D.
Abstract
V originále
We present recent results about the long-run average properties of probabilistic vector additions systems with states (pVASS). Interestingly, for probabilistic pVASS with two or more counters, long-run average properties may take several different values with positive probability even if the underlying state space is strongly connected. This contradics the previous results about stochastic Petri nets established in 80s. For pVASS with three or more counters, it may even happen that the long-run average properties are undefined (i.e., the corresponding limits do not exist) for almost all runs, and this phenomenon is stable under small perturbations in transition probabilities. On the other hand, one can effectively approximate eligible values of long-run average properties and the corresponding probabilities for some sublasses of pVASS. These results are based on new exponential tail bounds achieved by designing and analyzing appropriate martingales. The paper focuses on explaining the main underlying ideas.
Links
GA15-17564S, research and development project |
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