The compositional construction of Markov processes
Logic in Computer Science
2009-01-19 v1 Category Theory
Probability
Abstract
We describe an algebra for composing automata in which the actions have probabilities. We illustrate by showing how to calculate the probability of reaching deadlock in k steps in a model of the classical Dining Philosopher problem, and show, using the Perron-Frobenius Theorem, that this probability tends to 1 as k tends to infinity.
Cite
@article{arxiv.0901.2434,
title = {The compositional construction of Markov processes},
author = {L. de Francesco Albasini and N. Sabadini and R. F. C. Walters},
journal= {arXiv preprint arXiv:0901.2434},
year = {2009}
}