Formalization of Discrete-time Markov Chains in HOL

Markov chains are extensively used in the modeling and analysis of engineering and scientific problems which can be expressed as random processes with the memoryless property. Usually, paper-and-pencil proofs, simulation or computer algebra software are used to analyze Markovian models. However, these techniques either are not scalable or do not guarantee accurate results, which are vital in safety-critical systems. To improve the accuracy of the analysis, probabilistic model checking has been recently proposed to formally analyze Markovian systems. However, model checking suffers from the inherent state-explosion problem and thus has a very limited scope in terms of analyzing Markovian models.\newline \indent In order to overcome the above mentioned limitations, this thesis advocates the usage of higher-order-logic theorem proving for conducting the analysis of Markov chains. We present the higher-order-logic formalization of Discrete-time Markov Chains with finite number of discrete states. We also verify some of their most widely used properties using a theorem prover. These foundations allow us to formally express and reason about Markov chains within the sound core of a theorem prover and thus attain precise results. Moreover, by building upon these foundational results, this thesis also presents the formalization of classified discrete-time Markov chains and hidden Markov chains in higher-order logic. These are widely used concepts in the analysis of Markovian models and thus allow us to tackle the formal analysis of a wide range of engineering and scientific systems. For illustration purposes, the thesis also presents some applications including a binary communication channel, the automatic mail quality measurement (AMQM) protocol, a DNA sequence, a least recently used (LRU) stack model and the birth-death process

Formal Reasoning About Finite-State Discrete-Time Markov Chains in HOL

Markov chains are extensively used in modeling different aspects of engineering and scientific systems, such as performance of algorithms and reliability of systems. Different techniques have been developed for analyzing Markovian models, for example, Markov Chain Monte Carlo based simulation, Markov Analyzer, and more recently probabilistic model-checking. However, these techniques either do not guarantee accurate analysis or are not scalable. Higher-order-logic theorem proving is a formal method that has the ability to overcome the above mentioned limitations. However, it is not mature enough to handle all sorts of Markovian models. In this paper, we propose a formalization of Discrete-Time Markov Chain (DTMC) that facilitates formal reasoning about time-homogeneous finite-state discrete-time Markov chain. In particular, we provide a formal verification on some of its important properties, such as joint probabilities, Chapman-Kolmogorov equation, reversibility property, using higher-order logic. To demonstrate the usefulness of our work, we analyze two applications: a simplified binary communication channel and the Automatic Mail Quality Measurement protocol

Computational logic: its origins and applications.

Computational logic is the use of computers to establish facts in a logical formalism. Originating in nineteenth century attempts to understand the nature of mathematical reasoning, the subject now comprises a wide variety of formalisms, techniques and technologies. One strand of work follows the 'logic for computable functions (LCF) approach' pioneered by Robin Milner, where proofs can be constructed interactively or with the help of users' code (which does not compromise correctness). A refinement of LCF, called Isabelle, retains these advantages while providing flexibility in the choice of logical formalism and much stronger automation. The main application of these techniques has been to prove the correctness of hardware and software systems, but increasingly researchers have been applying them to mathematics itself

Quantitative Modeling and Verification of Evolving Software

Mit der steigenden Nachfrage nach Innovationen spielt Software in verschiedenenWirtschaftsbereichen eine wichtige Rolle, wie z.B. in der Automobilindustrie, bei intelligenten Systemen als auch bei Kommunikationssystemen. Daher ist die Qualität für die Softwareentwicklung von großer Bedeutung. Allerdings ändern sich die probabilistische Modelle (die Qualitätsbewertungsmodelle) angesichts der dynamischen Natur moderner Softwaresysteme. Dies führt dazu, dass ihre Übergangswahrscheinlichkeiten im Laufe der Zeit schwanken, welches zu erheblichen Problemen führt. Dahingehend werden probabilistische Modelle im Hinblick auf ihre Laufzeit kontinuierlich aktualisiert. Eine fortdauernde Neubewertung komplexer Wahrscheinlichkeitsmodelle ist jedoch teuer. In letzter Zeit haben sich inkrementelle Ansätze als vielversprechend für die Verifikation von adaptiven Systemen erwiesen. Trotzdem wurden bei der Bewertung struktureller Änderungen im Modell noch keine wesentlichen Verbesserungen erzielt. Wahrscheinlichkeitssysteme werden als Automaten modelliert, wie bei Markov-Modellen. Solche Modelle können in Matrixform dargestellt werden, um die Gleichungen basierend auf Zuständen und Übergangswahrscheinlichkeiten zu lösen. Laufzeitmodelle wie Matrizen sind nicht signifikant, um die Auswirkungen von Modellveränderungen erkennen zu können. In dieser Arbeit wird ein Framework unter Verwendung stochastischer Bäume mit regulären Ausdrücken entwickelt, welches modular aufgebaut ist und eine aktionshaltige sowie probabilistische Logik im Kontext der Modellprüfung aufweist. Ein solches modulares Framework ermöglicht dem Menschen die Entwicklung der Änderungsoperationen für die inkrementelle Berechnung lokaler Änderungen, die im Modell auftreten können. Darüber hinaus werden probabilistische Änderungsmuster beschrieben, um eine effiziente inkrementelle Verifizierung, unter Verwendung von Bäumen mit regulären Ausdrücken, anwenden zu können. Durch die Bewertung der Ergebnisse wird der Vorgang abgeschlossen.Software plays an innovative role in many different domains, such as car industry, autonomous and smart systems, and communication. Hence, the quality of the software is of utmost importance and needs to be properly addressed during software evolution. Several approaches have been developed to evaluate systems’ quality attributes, such as reliability, safety, and performance of software. Due to the dynamic nature of modern software systems, probabilistic models representing the quality of the software and their transition probabilities change over time and fluctuate, leading to a significant problem that needs to be solved to obtain correct evaluation results of quantitative properties. Probabilistic models need to be continually updated at run-time to solve this issue. However, continuous re-evaluation of complex probabilistic models is expensive. Recently, incremental approaches have been found to be promising for the verification of evolving and self-adaptive systems. Nevertheless, substantial improvements have not yet been achieved for evaluating structural changes in the model. Probabilistic systems are usually represented in a matrix form to solve the equations based on states and transition probabilities. On the other side, evolutionary changes can create various effects on theese models and force them to re-verify the whole system. Run-time models, such as matrices or graph representations, lack the expressiveness to identify the change effect on the model. In this thesis, we develop a framework using stochastic regular expression trees, which are modular, with action-based probabilistic logic in the model checking context. Such a modular framework enables us to develop change operations for the incremental computation of local changes that can occur in the model. Furthermore, we describe probabilistic change patterns to apply efficient incremental quantitative verification using stochastic regular expression trees and evaluate our results