D 2016

Faster Statistical Model Checking for Unbounded Temporal Properties

DACA, Przemyslaw, Thomas A. HENZINGER, Jan KŘETÍNSKÝ and Tatjana PETROV

Basic information

Original name

Faster Statistical Model Checking for Unbounded Temporal Properties

Authors

DACA, Przemyslaw (616 Poland), Thomas A. HENZINGER (40 Austria), Jan KŘETÍNSKÝ (203 Czech Republic, guarantor, belonging to the institution) and Tatjana PETROV (688 Serbia)

Edition

Berlin Heidelberg, Tools and Algorithms for the Construction and Analysis of Systems - 22nd International Conference, TACAS 2016, p. 112-129, 18 pp. 2016

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/00216224:14330/16:00088469

Organization unit

Faculty of Informatics

ISBN

978-3-662-49673-2

ISSN

UT WoS

000406428000007

Keywords in English

statistical model checking; verification; temporal logic

Tags

International impact, Reviewed
Změněno: 1/6/2022 12:34, RNDr. Pavel Šmerk, Ph.D.

Abstract

V originále

We present a new algorithm for the statistical model checking of Markov chains with respect to unbounded temporal properties, including full linear temporal logic. The main idea is that we monitor each simulation run on the fly, in order to detect quickly if a bottom strongly connected component is entered with high probability, in which case the simulation run can be terminated early. As a result, our simulation runs are often much shorter than required by termination bounds that are computed a priori for a desired level of confidence on a large state space. In comparison to previous algorithms for statistical model checking our method is not only faster in many cases but also requires less information about the system, namely, only the minimum transition probability that occurs in the Markov chain. In addition, our method can be generalised to unbounded quantitative properties such as mean-payoff bounds.

Links

GBP202/12/G061, research and development project
Name: Centrum excelence - Institut teoretické informatiky (CE-ITI) (Acronym: CE-ITI)
Investor: Czech Science Foundation