Abstraction for Stochastic Systems by Erlang's Method of Stages

  • Authors:
  • Joost-Pieter Katoen;Daniel Klink;Martin Leucker;Verena Wolf

  • Affiliations:
  • RWTH Aachen University,;RWTH Aachen University,;TU Munich,;EPF Lausanne,

  • Venue:
  • CONCUR '08 Proceedings of the 19th international conference on Concurrency Theory
  • Year:
  • 2008

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Abstract

This paper proposes a novel abstraction technique based on Erlang's method of stages for continuous-time Markov chains (CTMCs). As abstract models Erlang-kinterval processesare proposed where state residence times are governed by Poisson processes and transition probabilities are specified by intervals. We provide a three-valued semantics of CSL (Continuous Stochastic Logic) for Erlang-kinterval processes, and show that both affirmative and negative verification results are preserved by our abstraction. The feasibility of our technique is demonstrated by a quantitative analysis of an enzyme-catalyzed substrate conversion, a well-known case study from biochemistry.