Hopf algebras and Markov chains: Two examples and a theory

The operation of squaring (coproduct followed by product) in a combinatorial Hopf algebra is shown to induce a Markov chain in natural bases. Chains constructed in this way include widely studied methods of card shuffling, a natural "rock-breaking" process, and Markov chains on simplicial complexes. Many of these chains can be explictly diagonalized using the primitive elements of the algebra and the combinatorics of the free Lie algebra. For card shuffling, this gives an explicit description of the eigenvectors. For rock-breaking, an explicit description of the quasi-stationary distribution and sharp rates to absorption follow.Comment: 51 pages, 17 figures. (Typographical errors corrected. Further fixes will only appear on the version on Amy Pang's website, the arXiv version will not be updated.

Derivation of passage-time densities in PEPA models using ipc: the imperial PEPA compiler

We present a technique for defining and extracting passage-time densities from high-level stochastic process algebra models. Our high-level formalism is PEPA, a popular Markovian process algebra for expressing compositional performance models. We introduce ipc, a tool which can process PEPA-specified passage-time densities and models by compiling the PEPA model and passage specification into the DNAmaca formalism. DNAmaca is an established modelling language for the low-level specification of very large Markov and semi-Markov chains. We provide performance results for ipc/DNAmaca and comparisons with another tool which supports PEPA, PRISM. Finally, we generate passage-time densities and quantiles for a case study of a high-availability web server. 1

Lie Markov models with purine/pyrimidine symmetry

Continuous-time Markov chains are a standard tool in phylogenetic inference. If homogeneity is assumed, the chain is formulated by specifying time-independent rates of substitutions between states in the chain. In applications, there are usually extra constraints on the rates, depending on the situation. If a model is formulated in this way, it is possible to generalise it and allow for an inhomogeneous process, with time-dependent rates satisfying the same constraints. It is then useful to require that there exists a homogeneous average of this inhomogeneous process within the same model. This leads to the definition of "Lie Markov models", which are precisely the class of models where such an average exists. These models form Lie algebras and hence concepts from Lie group theory are central to their derivation. In this paper, we concentrate on applications to phylogenetics and nucleotide evolution, and derive the complete hierarchy of Lie Markov models that respect the grouping of nucleotides into purines and pyrimidines -- that is, models with purine/pyrimidine symmetry. We also discuss how to handle the subtleties of applying Lie group methods, most naturally defined over the complex field, to the stochastic case of a Markov process, where parameter values are restricted to be real and positive. In particular, we explore the geometric embedding of the cone of stochastic rate matrices within the ambient space of the associated complex Lie algebra. The whole list of Lie Markov models with purine/pyrimidine symmetry is available at http://www.pagines.ma1.upc.edu/~jfernandez/LMNR.pdf.Comment: 32 page

Stochastic simulation of event structures

Currently the semantics of stochastic process algebras are defined using (an extension) of labelled transition systems. This usually results in a semantics based on the interleaving of causally independent actions. The advantage is that the structure of transition systems closely resembles that of Markov chains, enabling the use of standard solution techniques for analytical and numerical performance assessment of formal specifications. The main drawback is that distributions are restricted to be exponential. In [2] we proposed to use a partial-order semantics for stochastic process algebras. This allows the support of non-exponential distributions in the process algebra in a perspicuous way, but the direct resemblance with Markov chains is lost. This paper proposes to exploit discrete-event simulation techniques for analyzing our partial-order model, called stochastic event structures. The key idea is to obtain from event structures so-called (time-homogeneous) generalized semiMarkov ..

Construction and Verification of Performance and Reliability Models

Over the last two decades formal methods have been extended towards performance and reliability evaluation. This paper tries to provide a rather intuitive explanation of the basic concepts and features in this area. Instead of striving for mathematical rigour, the intention is to give an illustrative introduction to the basics of stochastic models, to stochastic modelling using process algebra, and to model checking as a technique to analyse stochastic models