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Central Limit Model Checking

Published: 16 July 2019 Publication History

Abstract

We consider probabilistic model checking for continuous-time Markov chains (CTMCs) induced from Stochastic Reaction Networks against a fragment of Continuous Stochastic Logic (CSL) extended with reward operators. Classical numerical algorithms for CSL model checking based on uniformisation are limited to finite CTMCs and suffer from exponential growth of the state space with respect to the number of species. However, approximate techniques such as mean-field approximations and simulations combined with statistical inference are more scalable but can be time-consuming and do not support the full expressiveness of CSL. In this article, we employ a continuous-space approximation of the CTMC in terms of a Gaussian process based on the Central Limit Approximation, also known as the Linear Noise Approximation, whose solution requires solving a number of differential equations that is quadratic in the number of species and independent of the population size. We then develop efficient and scalable approximate model checking algorithms on the resulting Gaussian process, where we restrict the target regions for probabilistic reachability to convex polytopes. This allows us to derive an abstraction in terms of a time-inhomogeneous discrete-time Markov chain (DTMC), whose dimension is independent of the number of species, on which model checking is performed. Using results from probability theory, we prove the convergence in distribution of our algorithms to the corresponding measures on the original CTMC. We implement the techniques and, on a set of examples, demonstrate that they allow us to overcome the state space explosion problem, while still correctly characterizing the stochastic behaviour of the system. Our methods can be used for formal analysis of a wide range of distributed stochastic systems, including biochemical systems, sensor networks, and population protocols.

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Published In

cover image ACM Transactions on Computational Logic
ACM Transactions on Computational Logic  Volume 20, Issue 4
October 2019
323 pages
ISSN:1529-3785
EISSN:1557-945X
DOI:10.1145/3347091
  • Editor:
  • Orna Kupferman
Issue’s Table of Contents
Permission to make digital or hard copies of part or all of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for third-party components of this work must be honored. For all other uses, contact the Owner/Author.

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Association for Computing Machinery

New York, NY, United States

Publication History

Published: 16 July 2019
Accepted: 01 April 2019
Revised: 01 October 2018
Received: 01 April 2018
Published in TOCL Volume 20, Issue 4

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Author Tags

  1. Chemical reaction networks
  2. Gaussian process
  3. continuous time Markov chain
  4. probabilistic model checking

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  • Refereed

Funding Sources

  • EU-FET project QUANTICOL
  • Royal Society Research Professorship

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  • (2021)Fluid Approximation–based Analysis for Mode-switching Population DynamicsACM Transactions on Modeling and Computer Simulation10.1145/344168031:2(1-26)Online publication date: 10-Feb-2021
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