102,679 research outputs found
Representing Probability Measures using Probabilistic Processes
In the Type-2 Theory of Effectivity, one considers representations of topological spaces in which infinite words are used as “names ” for the elements they represent. Given such a representation, we show that probabilistic processes on infinite words generate Borel probability measures on the represented space. Conversely, for several well-behaved types of space, every Borel probability measure is represented by a corresponding probabilistic process. Accordingly, we consider probabilistic processes as providing “probabilistic names ” for Borel probability measures. We show that integration is computable with respect to the induced representation of measures.
Mathematical models of games of chance: Epistemological taxonomy and potential in problem-gambling research
Games of chance are developed in their physical consumer-ready form on the basis of mathematical models, which stand as the premises of their existence and represent their physical processes. There is a prevalence of statistical and probabilistic models in the interest of all parties involved in the study of gambling – researchers, game producers and operators, and players – while functional models are of interest more to math-inclined players than problem-gambling researchers. In this paper I present a structural analysis of the knowledge attached to mathematical models of games of chance and the act of modeling, arguing that such knowledge holds potential in the prevention and cognitive treatment of excessive gambling, and I propose further research in this direction
Computable de Finetti measures
We prove a computable version of de Finetti's theorem on exchangeable
sequences of real random variables. As a consequence, exchangeable stochastic
processes expressed in probabilistic functional programming languages can be
automatically rewritten as procedures that do not modify non-local state. Along
the way, we prove that a distribution on the unit interval is computable if and
only if its moments are uniformly computable.Comment: 32 pages. Final journal version; expanded somewhat, with minor
corrections. To appear in Annals of Pure and Applied Logic. Extended abstract
appeared in Proceedings of CiE '09, LNCS 5635, pp. 218-23
Probabilistic model checking of complex biological pathways
Probabilistic model checking is a formal verification technique that has been successfully applied to the analysis of systems from a broad range of domains, including security and communication protocols, distributed algorithms and power management. In this paper we illustrate its applicability to a complex biological system: the FGF (Fibroblast Growth Factor) signalling pathway. We give a detailed description of how this case study can be modelled in the probabilistic model checker PRISM, discussing some of the issues that arise in doing so, and show how we can thus examine a rich selection of quantitative properties of this model. We present experimental results for the case study under several different scenarios and provide a detailed analysis, illustrating how this approach can be used to yield a better understanding of the dynamics of the pathway
Asymptotic equivalence of probability measures and stochastic processes
Let and be two probability measures representing two different
probabilistic models of some system (e.g., an -particle equilibrium system,
a set of random graphs with vertices, or a stochastic process evolving over
a time ) and let be a random variable representing a 'macrostate' or
'global observable' of that system. We provide sufficient conditions, based on
the Radon-Nikodym derivative of and , for the set of typical values
of obtained relative to to be the same as the set of typical values
obtained relative to in the limit . This extends to
general probability measures and stochastic processes the well-known
thermodynamic-limit equivalence of the microcanonical and canonical ensembles,
related mathematically to the asymptotic equivalence of conditional and
exponentially-tilted measures. In this more general sense, two probability
measures that are asymptotically equivalent predict the same typical or
macroscopic properties of the system they are meant to model.Comment: v1: 16 pages. v2: 17 pages, precisions, examples and references
added. v3: Minor typos corrected. Close to published versio
Quantifying Timing Leaks and Cost Optimisation
We develop a new notion of security against timing attacks where the attacker
is able to simultaneously observe the execution time of a program and the
probability of the values of low variables. We then show how to measure the
security of a program with respect to this notion via a computable estimate of
the timing leakage and use this estimate for cost optimisation.Comment: 16 pages, 2 figures, 4 tables. A shorter version is included in the
proceedings of ICICS'08 - 10th International Conference on Information and
Communications Security, 20-22 October, 2008 Birmingham, U
Practical applications of probabilistic model checking to communication protocols
Probabilistic model checking is a formal verification technique for the analysis of systems that exhibit stochastic behaviour. It has been successfully employed in an extremely wide array of application domains including, for example, communication and multimedia protocols, security and power management. In this chapter we focus on the applicability of these techniques to the analysis of communication protocols. An analysis of the performance of such systems must successfully incorporate several crucial aspects, including concurrency between multiple components, real-time constraints and randomisation. Probabilistic model checking, in particular using probabilistic timed automata, is well suited to such an analysis. We provide an overview of this area, with emphasis on an industrially relevant case study: the IEEE 802.3 (CSMA/CD) protocol. We also discuss two contrasting approaches to the implementation of probabilistic model checking, namely those based on numerical computation and those based on discrete-event simulation. Using results from the two tools PRISM and APMC, we summarise the advantages, disadvantages and trade-offs associated with these techniques
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