Signature-based Symbolic Algorithm for Optimal Markov Chain Lumping

  • Authors:
  • Salem Derisavi

  • Affiliations:
  • Carleton University, Canada

  • Venue:
  • QEST '07 Proceedings of the Fourth International Conference on Quantitative Evaluation of Systems
  • Year:
  • 2007

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Abstract

Many approaches to tackle the state-space explosion problem ofMarkov chains are based on the notion of lumpa- bility (a.k.a. probabilistic bisimulation), which allows com- putation of measures using the quotient Markov chain, which, in some cases, has much smaller state space than the original one. We present a new signature-based algorithm for computing the optimal (i.e., smallest possible) quotient Markov chain, prove its correctness, and implement it sym- bolically for Markov chains represented as Multi-Terminal BDDs (MTBDDs). The algorithm is very time-efficient be- cause we translate the core operation of the algorithm, i.e., the computation of the signatures, into symbolic operations. Our experiments on various configurations of three example models with different levels of lumpability show that the al- gorithm (1) handles significantly larger state spaces than an explicit algorithm, (2) outperforms a very efficient explicit algorithm for significantly lumpableMarkov chains while it is not prohibitively slower in the worst case, and (3) out- performs our previous optimal symbolic algorithm [10] in terms of running time although it has higher space require- ment for most of the configurations.