Probabilistic modal {\mu}-calculus with independent product

The probabilistic modal {\mu}-calculus is a fixed-point logic designed for expressing properties of probabilistic labeled transition systems (PLTS's). Two equivalent semantics have been studied for this logic, both assigning to each state a value in the interval [0,1] representing the probability that the property expressed by the formula holds at the state. One semantics is denotational and the other is a game semantics, specified in terms of two-player stochastic parity games. A shortcoming of the probabilistic modal {\mu}-calculus is the lack of expressiveness required to encode other important temporal logics for PLTS's such as Probabilistic Computation Tree Logic (PCTL). To address this limitation we extend the logic with a new pair of operators: independent product and coproduct. The resulting logic, called probabilistic modal {\mu}-calculus with independent product, can encode many properties of interest and subsumes the qualitative fragment of PCTL. The main contribution of this paper is the definition of an appropriate game semantics for this extended probabilistic {\mu}-calculus. This relies on the definition of a new class of games which generalize standard two-player stochastic (parity) games by allowing a play to be split into concurrent subplays, each continuing their evolution independently. Our main technical result is the equivalence of the two semantics. The proof is carried out in ZFC set theory extended with Martin's Axiom at an uncountable cardinal

Lukasiewicz mu-Calculus

We consider state-based systems modelled as coalgebras whose type incorporates branching, and show that by suitably adapting the definition of coalgebraic bisimulation, one obtains a general and uniform account of the linear-time behaviour of a state in such a coalgebra. By moving away from a boolean universe of truth values, our approach can measure the extent to which a state in a system with branching is able to exhibit a particular linear-time behaviour. This instantiates to measuring the probability of a specific behaviour occurring in a probabilistic system, or measuring the minimal cost of exhibiting a specific behaviour in the case of weighted computations

Proceedings of International Workshop "Global Computing: Programming Environments, Languages, Security and Analysis of Systems"

According to the IST/ FET proactive initiative on GLOBAL COMPUTING, the goal is to obtain techniques (models, frameworks, methods, algorithms) for constructing systems that are flexible, dependable, secure, robust and efficient. The dominant concerns are not those of representing and manipulating data efficiently but rather those of handling the co-ordination and interaction, security, reliability, robustness, failure modes, and control of risk of the entities in the system and the overall design, description and performance of the system itself. Completely different paradigms of computer science may have to be developed to tackle these issues effectively. The research should concentrate on systems having the following characteristics: • The systems are composed of autonomous computational entities where activity is not centrally controlled, either because global control is impossible or impractical, or because the entities are created or controlled by different owners. • The computational entities are mobile, due to the movement of the physical platforms or by movement of the entity from one platform to another. • The configuration varies over time. For instance, the system is open to the introduction of new computational entities and likewise their deletion. The behaviour of the entities may vary over time. • The systems operate with incomplete information about the environment. For instance, information becomes rapidly out of date and mobility requires information about the environment to be discovered. The ultimate goal of the research action is to provide a solid scientific foundation for the design of such systems, and to lay the groundwork for achieving effective principles for building and analysing such systems. This workshop covers the aspects related to languages and programming environments as well as analysis of systems and resources involving 9 projects (AGILE , DART, DEGAS , MIKADO, MRG, MYTHS, PEPITO, PROFUNDIS, SECURE) out of the 13 founded under the initiative. After an year from the start of the projects, the goal of the workshop is to fix the state of the art on the topics covered by the two clusters related to programming environments and analysis of systems as well as to devise strategies and new ideas to profitably continue the research effort towards the overall objective of the initiative. We acknowledge the Dipartimento di Informatica and Tlc of the University of Trento, the Comune di Rovereto, the project DEGAS for partially funding the event and the Events and Meetings Office of the University of Trento for the valuable collaboration

A Nonlinear Super-Exponential Rational Model of Speculative Financial Bubbles

Keeping a basic tenet of economic theory, rational expectations, we model the nonlinear positive feedback between agents in the stock market as an interplay between nonlinearity and multiplicative noise. The derived hyperbolic stochastic finite-time singularity formula transforms a Gaussian white noise into a rich time series possessing all the stylized facts of empirical prices, as well as accelerated speculative bubbles preceding crashes. We use the formula to invert the two years of price history prior to the recent crash on the Nasdaq (april 2000) and prior to the crash in the Hong Kong market associated with the Asian crisis in early 1994. These complex price dynamics are captured using only one exponent controlling the explosion, the variance and mean of the underlying random walk. This offers a new and powerful detection tool of speculative bubbles and herding behavior.Comment: Latex document of 24 pages including 5 eps figure

Finite-State Abstractions for Probabilistic Computation Tree Logic

Probabilistic Computation Tree Logic (PCTL) is the established temporal logic for probabilistic verification of discrete-time Markov chains. Probabilistic model checking is a technique that verifies or refutes whether a property specified in this logic holds in a Markov chain. But Markov chains are often infinite or too large for this technique to apply. A standard solution to this problem is to convert the Markov chain to an abstract model and to model check that abstract model. The problem this thesis therefore studies is whether or when such finite abstractions of Markov chains for model checking PCTL exist. This thesis makes the following contributions. We identify a sizeable fragment of PCTL for which 3-valued Markov chains can serve as finite abstractions; this fragment is maximal for those abstractions and subsumes many practically relevant specifications including, e.g., reachability. We also develop game-theoretic foundations for the semantics of PCTL over Markov chains by capturing the standard PCTL semantics via a two-player games. These games, finally, inspire a notion of p-automata, which accept entire Markov chains. We show that p-automata subsume PCTL and Markov chains; that their languages of Markov chains have pleasant closure properties; and that the complexity of deciding acceptance matches that of probabilistic model checking for p-automata representing PCTL formulae. In addition, we offer a simulation between p-automata that under-approximates language containment. These results then allow us to show that p-automata comprise a solution to the problem studied in this thesis

Probabilistic Bisimulation: Naturally on Distributions

In contrast to the usual understanding of probabilistic systems as stochastic processes, recently these systems have also been regarded as transformers of probabilities. In this paper, we give a natural definition of strong bisimulation for probabilistic systems corresponding to this view that treats probability distributions as first-class citizens. Our definition applies in the same way to discrete systems as well as to systems with uncountable state and action spaces. Several examples demonstrate that our definition refines the understanding of behavioural equivalences of probabilistic systems. In particular, it solves a long-standing open problem concerning the representation of memoryless continuous time by memory-full continuous time. Finally, we give algorithms for computing this bisimulation not only for finite but also for classes of uncountably infinite systems

FICS 2010

International audienceInformal proceedings of the 7th workshop on Fixed Points in Computer Science (FICS 2010), held in Brno, 21-22 August 201