. 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...

Abstract. This paper serves as a companion or extension to the “Inside PageRank” paper by Bianchini et al. [Bianchini et al. 03]. It is a comprehensive survey of all issues associated with PageRank, covering the basic PageRank model, available and recommended solution methods, storage issues, existence, uniqueness, and convergence properties, possible alterations to the basic model, suggested alternatives to the traditional solution methods, sensitivity and conditioning, and finally the updating problem. We introduce a few new results, provide an extensive reference list, and speculate about exciting areas of future research. 1.

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.

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Abstract. This paper examines the influence of the Raf Kinase Inhibitor Protein (RKIP) on the Extracellular signal Regulated Kinase (ERK) signalling pathway [5] through modelling in a Markovian process algebra, PEPA [11]. Two models of the system are presented, a reagentcentric view and a pathway-centric view. The models capture functionality at the level of subpathway, rather than at a molecular level. Each model affords a different perspective of the pathway and analysis. We demonstrate the two models to be formally equivalent using the timingaware bisimulation defined over PEPA models and discuss the biological significance. 1

Inspired by the PageRank and HITS (hubs and authorities) algorithms for Web search, we propose a structural re-ranking approach to ad hoc information retrieval: we reorder the documents in an initially retrieved set by exploiting asymmetric relationships between them. Specifically, we consider generation links, which indicate that the language model induced from one document assigns high probability to the text of another; in doing so, we take care to prevent bias against long documents. We study a number of re-ranking criteria based on measures of centrality in the graphs formed by generation links, and show that integrating centrality into standard language-model-based retrieval is quite effective at improving precision at top ranks.

. 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,...

The numerical analysis of various modeling formalisms profits from a structured representation for the generator matrix Q of the underlying continuous time Markov chain, where Q is described by a sum of tensor (Kronecker) products of much smaller matrices. In this paper we describe such a representation for the class of superposed generalized stochastic Petri nets (SGSPNs), which is less restrictive than in previous work. Furthermore a new iterative analysis algorithm is proposed. It pays special attention to a memory efficient representation of iteration vectors as well as to a memory efficient structured representation of Q. In consequence the new algorithm is able to solve models which have state spaces with several millions of states, where other exact numerical methods become impracticable on a common workstation.

We present new algorithms for the solution of large structured Markov models whose infinitesimal generator can be expressed as a Kronecker expression of sparse matrices. We then compare them with the shuffle-based method commonly used in this context and show how our new algorithms can be advantageous in dealing with very sparse matrices and in supporting both Jacobi-style and Gauss-Seidel-style methods with appropriate multiplication algorithms. Our main contribution is to show how solution algorithms based on Kronecker expression can be modified to consider probability vectors of size equal to the "actual" state space instead of the "potential" state space, thus providing space and time savings. The complexity of our algorithms is compared under different sparsity assumptions. A nontrivial example is studied to illustrate the complexity of the implemented algorithms. Continuous time Markov chains (CTMCs) are an established technique to analyze the performance, reliability, or performability of dynamic systems from a wide range of application areas. CTMCs are usually specied in a high-level modeling formalism, then a software tool is employed to generate the state space and generator matrix of the underlying CTMC and compute the stationary

Despite the development of many modeling formalisms and model solution methods, most tool implementations support only a single formalism. Furthermore, models expressed in the chosen formalism cannot be combined with models expressed in other formalisms. This monolithic approach both limits the usefulness of such tools to practitioners, and hampers new and existing formalisms and solvers. This paper describes the method that a new modeling tool, cal led Mobius, uses to eliminate these limitations. Mobius provides an infrastructure to support multiple interacting formalisms and solvers, and is extensible in that new formalisms and solvers can be added to the tool without changing those already implemented. Mobius provides this capability through the use of an abstract functional interface, which provides a formalism-independent interface to models. This allows models expressed in multiple formalisms to interact with each other, and with multiple solvers.