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We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that normalized moments of…

Probability · Mathematics 2018-12-05 Bernard Bercu , Peggy Cénac , Guy Fayolle

Probabilistic programs extend classical imperative programs with real-valued random variables and random branching. The most basic liveness property for such programs is the termination property. The qualitative (aka almost-sure)…

Programming Languages · Computer Science 2017-09-14 Sheshansh Agrawal , Krishnendu Chatterjee , Petr Novotný

We study the termination problem for probabilistic term rewrite systems. We prove that the interpretation method is sound and complete for a strengthening of positive almost sure termination, when abstract reduction systems and term rewrite…

Symbolic Computation · Computer Science 2018-02-28 Martin Avanzini , Ugo Dal Lago , Akihisa Yamada

The problem of determining whether a probabilistic program terminates almost surely (i.e.~with probability one) is undecidable, and actually $\Pi^0_2$-complete. For this reason, a growing literature has explored classes of programs for…

Logic in Computer Science · Computer Science 2026-05-01 Ugo Dal Lago , Guido Fiorillo , Paolo Pistone

There are many evaluation strategies for term rewrite systems, but proving termination automatically is usually easiest for innermost rewriting. Several syntactic criteria exist when innermost termination implies full termination. We adapt…

Logic in Computer Science · Computer Science 2024-02-13 Jan-Christoph Kassing , Florian Frohn , Jürgen Giesl

In this paper, we introduce a method for approximating the solution to inference and optimization tasks in uncertain and deterministic reasoning. Such tasks are in general intractable for exact algorithms because of the large number of…

Artificial Intelligence · Computer Science 2012-12-12 David Ephraim Larkin

In recent years, numerous techniques were developed to automatically prove termination of different kinds of probabilistic programs. However, there are only few automated methods to disprove their termination. In this paper, we present the…

Logic in Computer Science · Computer Science 2026-05-29 Jan-Christoph Kassing , Henri Nagel , Alexander Schlecht , Jürgen Giesl

We consider nondeterministic probabilistic programs with the most basic liveness property of termination. We present efficient methods for termination analysis of nondeterministic probabilistic programs with polynomial guards and…

Programming Languages · Computer Science 2016-04-26 Krishnendu Chatterjee , Hongfei Fu , Amir Kafshdar Goharshady

We present an algorithm for approximating semidefinite programs with running time that is sublinear in the number of entries in the semidefinite instance. We also present lower bounds that show our algorithm to have a nearly optimal running…

Optimization and Control · Mathematics 2012-08-28 Dan Garber , Elad Hazan

We present a new proof rule for verifying lower bounds on quantities of probabilistic programs. Our proof rule is not confined to almost-surely terminating programs -- as is the case for existing rules -- and can be used to establish…

Logic in Computer Science · Computer Science 2023-02-14 Shenghua Feng , Mingshuai Chen , Han Su , Benjamin Lucien Kaminski , Joost-Pieter Katoen , Naijun Zhan

In this paper we estimate the rest of the approximation of a stationary process by a martingale in terms of the projections of partial sums. Then, based on this estimate, we obtain almost sure approximation of partial sums by a martingale…

Probability · Mathematics 2011-05-05 Florence Merlevède , Costel Peligrad , Magda Peligrad

In this work, we consider the fundamental problem of deriving quantitative bounds on the probability that a given assertion is violated in a probabilistic program. We provide automated algorithms that obtain both lower and upper bounds on…

Programming Languages · Computer Science 2020-12-02 Jinyi Wang , Yican Sun , Hongfei Fu , Krishnendu Chatterjee , Amir Kafshdar Goharshady

Chance constrained program where one seeks to minimize an objective over decisions which satisfy randomly disturbed constraints with a given probability is computationally intractable. This paper proposes an approximate approach to address…

Computation · Statistics 2019-12-23 Xun Shen , Jiancang Zhuang , Xingguo Zhang

We describe the Amber tool for proving and refuting the termination of a class of probabilistic while-programs with polynomial arithmetic, in a fully automated manner. Amber combines martingale theory with properties of asymptotic bounding…

Programming Languages · Computer Science 2021-07-29 Marcel Moosbrugger , Ezio Bartocci , Joost-Pieter Katoen , Laura Kovács

Randomized higher-order computation can be seen as being captured by a lambda calculus endowed with a single algebraic operation, namely a construct for binary probabilistic choice. What matters about such computations is the probability of…

Logic in Computer Science · Computer Science 2020-12-24 Ugo Dal Lago , Claudia Faggian , Simona Ronchi Della Rocca

Almost-sure termination is an important correctness property for probabilistic programs, and a number of program logics have been developed for establishing it. However, these logics have mostly been developed for first-order programs…

Logic in Computer Science · Computer Science 2024-11-12 Simon Oddershede Gregersen , Alejandro Aguirre , Philipp G. Haselwarter , Joseph Tassarotti , Lars Birkedal

We develop two adaptive discretization algorithms for convex semi-infinite optimization, which terminate after finitely many iterations at approximate solutions of arbitrary precision. In particular, they terminate at a feasible point of…

Optimization and Control · Mathematics 2022-01-14 Jochen Schmid , Miltiadis Poursanidis

The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite…

Optimization and Control · Mathematics 2014-08-20 Vladimir Gaitsgory , Sergei Rossomakhine

We consider the optimal control of a PDE with random source term subject to probabilistic or almost sure state constraints. In the main theoretical result, we provide an exact formula for the Clarke subdifferential of the probability…

Optimization and Control · Mathematics 2023-11-28 Caroline Geiersbach , René Henrion , Pedro Pérez-Aros

Probabilistic automata are an extension of nondeterministic finite automata in which transitions are annotated with probabilities. Despite its simplicity, this model is very expressive and many of the associated algorithmic questions are…

Formal Languages and Automata Theory · Computer Science 2022-05-20 Nathanaël Fijalkow , Cristian Riveros , James Worrell