Abstract. In this paper we describe PRISM, a tool being developed at the University of Birmingham for the analysis of probabilistic systems. PRISM supports two probabilistic models: continuous-time Markov chains and Markov decision processes. Analysis is performed through model checking such systems against specifications written in the probabilistic temporal logics PCTL and CSL. The tool features three model checking engines: one symbolic, using BDDs (binary decision diagrams) and MTBDDs (multi-terminal BDDs); one based on sparse matrices; and one which combines both symbolic and sparse matrix methods. PRISM has been successfully used to analyse probabilistic termination, performance, dependability and quality of service properties for a range of systems, including randomized distributed algorithms, polling systems, workstation cluster and wireless cell communication. 1

In this paper we introduce PRISM, a probabilistic model checker, and describe the ecient symbolic techniques we have developed during its implementation. PRISM is a tool for analysing probabilistic systems. It supports three models: discrete-time Markov chains, continuous-time Markov chains and Markov decision processes. Analysis is performed through model checking speci cations in the probabilistic temporal logics PCTL and CSL. Motivated by the success of model checkers such as SMV, which use BDDs (binary decision diagrams), we have developed an implementation of PCTL and CSL model checking based on MTBDDs (multi-terminal BDDs) and BDDs. Existing work in this direction has been hindered by the generally poor performance of MTBDD-based numerical computation, which is often substantially slower than explicit methods using sparse matrices. We present a novel hybrid technique which combines aspects of symbolic and explicit approaches to overcome these performance problems. For typical examples, we achieve orders of magnitude speed-up compared to MTBDDs and are able to almost match the speed of sparse matrices whilst maintaining considerable space savings.

. This paper presents a symbolic model checking algorithm for continuous-time Markov chains for an extension of the continuous stochastic logic CSL of Aziz et al [1]. The considered logic contains a time-bounded until-operator and a novel operator to express steadystate probabilities. We show that the model checking problem for this logic reduces to a system of linear equations (for unbounded until and the steady state-operator) and a Volterra integral equation system for timebounded until. We propose a symbolic approximate method for solving the integrals using MTDDs (multi-terminal decision diagrams), a generalisation of MTBDDs. These new structures are suitable for numerical integration using quadrature formulas based on equally-spaced abscissas, like trapezoidal, Simpson and Romberg integration schemes. 1 Introduction The mechanised verification of a given (usually) finite-state model against a property expressed in some temporal logic is known as model checking. For probabilistic...

Continuous-time Markov chains (CTMCs) have been widely used to determine system performance and dependability characteristics. Their analysis most often concerns the computation of steady-state and transient-state probabilities. This paper introduces a branching temporal logic for expressing real-time probabilistic properties on CTMCs and presents approximate model checking algorithms for this logic. The logic, an extension of the continuous stochastic logic CSL of Aziz et al., contains a time-bounded until operator to express probabilistic timing properties over paths as well as an operator to express steady-state probabilities. We show that the model checking problem for this logic reduces to a system of linear equations (for unbounded until and the steady-state operator) and a Volterra integral equation system (for time-bounded until). We then show that the problem of model-checking timebounded until properties can be reduced to the problem of computing transient state probabilities for CTMCs. This allows the verification of probabilistic timing properties by efficient techniques for transient analysis for CTMCs such as uniformization. Finally, we show that a variant of lumping equivalence (bisimulation), a well-known notion for aggregating CTMCs, preserves the validity of all formulas in the logic.

. The verification of continuous-time Markov chains (CTMCs) against continuous stochastic logic (CSL) [3, 6], a stochastic branchingtime temporal logic, is considered. CSL facilitates among others the specification of steady-state properties and the specification of probabilistic timing properties of the form P# #p(#1 U I #2 ), for state formulas #1 and #2 , comparison operator ##, probability p, and real interval I. The main result of this paper is that model checking probabilistic timing properties can be reduced to the problem of computing transient state probabilities for CTMCs. This allows us to verify such properties by using e#cient techniques for transient analysis of CTMCs such as uniformisation. A second result is that a variant of ordinary lumping equivalence (i.e., bisimulation), a well-known notion for aggregating CTMCs, preserves the validity of all CSL-formulas. In 12th Annual Symposium on Computer Aided Verification, CAV 2000, c # Springer-Verlag 2000 Chicago,...

INTRODUCTION Classic process, algebras such as CCS, CSP and ACP, are well-established techniques for modelling and reasoning about functional aspects of concurrent processes. The motivation for studying probabilistic extensions of process algebras is to develop techniques dealing with non-functional aspects of process behavior, such as performance and reliability. We may want to investigate, e.g., the average response time of a system, or the ? This chapter is dedicated to the fond memory of Linda Christoff. probability that a certain failure occurs. An analysis of these and similar properties requires that some form of information about the stochastic distribution over the occurrence of relevant events is put into the model. For instance, performance evaluation is often based on modeling a system as a continuous-time Markov process, in which distributions over delays between actions and over the choice between different actions are specified. Similar

Abstract. We consider the timed automata model of [3], which allows the analysis of real-time systems expressed in terms of quantitative timing constraints. Traditional approaches to real-time system description express the model purely in terms of nondeterminism; however, we may wish to express the likelihood of the system making certain transitions. In this paper, we present a model for real-time systems augmented with discrete probability distributions. Furthermore, using the algorithm of [5] with fairness, we develop a model checking method for such models against temporal logic properties which can refer both to timing properties and probabilities, such as, “with probability 0.6 or greater, the clock x remains below 5 until clock y exceeds 2”. 1

Bisimulations that abstract from internal computation have proven to be useful for verification of compositionally defined transition systems. In the literature of probabilistic extensions of such transition systems, similar bisimulations are rare. In this paper, we introduce weak and branching bisimulation for fully probabilistic systems, transition systems where nondeterministic branching is replaced by probabilistic branching. In contrast to the nondeterministic case, both relations coincide. We give an algorithm to decide weak (and branching) bisimulation with a time complexity cubic in the number of states of the fully probabilistic system. This meets the worst case complexity for deciding branching bisimulation in the nondeterministic case. In addition, the relation is shown to be a congruence with respect to the operators of PLSCCS , a lazy synchronous probabilistic variant of CCS. We illustrate that due to these properties, weak bisimulation provides all the crucial ingredients...

. Markov chains are widely used in the context of performance and reliability evaluation of systems of various nature. Model checking of such chains with respect to a given (branching) temporal logic formula has been proposed for both the discrete [17, 6] and the continuous time setting [4, 8]. In this paper, we describe a prototype model checker for discrete and continuous-time Markov chains, the Erlangen--Twente Markov Chain Checker (E MC 2 ), where properties are expressed in appropriate extensions of CTL. We illustrate the general benefits of this approach and discuss the structure of the tool. Furthermore we report on first successful applications of the tool to non-trivial examples, highlighting lessons learned during development and application of E T MC 2 . 1 Introduction Markov chains are widely used as simple yet adequate models in diverse areas, ranging from mathematics and computer science to other disciplines such as operations research, industrial engine...

In this thesis, we present ecient implementation techniques for probabilistic model checking, a method which can be used to analyse probabilistic systems such as randomised distributed algorithms, fault-tolerant processes and communication networks. A probabilistic model checker inputs a probabilistic model and a speci cation, such as \the message will be delivered with probability 1", \the probability of shutdown occurring is at most 0.02" or \the probability of a leader being elected within 5 rounds is at least 0.98", and can automatically verify if the speci cation is true in the model.