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The analysis of parametrised systems is a growing field in verification, but the analysis of parametrised probabilistic systems is still in its infancy. This is partly because it is much harder: while there are beautiful cut-off results for…

Logic in Computer Science · Computer Science 2018-04-06 Paul Gainer , Ernst Moritz Hahn , Sven Schewe

Arguing about the equilibrium distribution of continuous-time Markov chains can be vital for showing properties about the underlying systems. For example in biological systems, bistability of a chemical reaction network can hint at its…

Probability · Mathematics 2010-07-20 Tugrul Dayar , Holger Hermanns , David Spieler , Verena Wolf

Based on the theory of stochastic chemical kinetics, the inherent randomness and stochasticity of biochemical reaction networks can be accurately described by discrete-state continuous-time Markov chains. The analysis of such processes is,…

Numerical Analysis · Mathematics 2014-10-14 Andreychenko Alexander , Mikeev Linar , Wolf Verena

Since gene regulatory systems contain sometimes only a small number of molecules, these systems are not described well by macroscopic rate equations; a master equation approach is needed for such cases. We develop an approximation scheme…

Biological Physics · Physics 2015-05-20 Jun Ohkubo

Electricity systems are experiencing increased effects of randomness and variability due to emerging stochastic assets. The increased effects introduce new uncertainties into power systems that can impact system operability and reliability.…

Systems and Control · Electrical Eng. & Systems 2022-11-10 Naeem Turner-Bandele , Amritanshu Pandey , Larry Pileggi

Parametric Markov chains have been introduced as a model for families of stochastic systems that rely on the same graph structure, but differ in the concrete transition probabilities. The latter are specified by polynomial constraints for…

Logic in Computer Science · Computer Science 2017-09-08 Lisa Hutschenreiter , Christel Baier , Joachim Klein

We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Saber Jafarpour , Zishun Liu , Yongxin Chen

In this paper, we present a novel iterative Monte Carlo method for approximating the stationary probability of a single state of a positive recurrent Markov chain. We utilize the characterization that the stationary probability of a state…

Data Structures and Algorithms · Computer Science 2015-12-11 Christina E. Lee , Asuman Ozdaglar , Devavrat Shah

Probabilistic circuits (PCs) are a powerful modeling framework for representing tractable probability distributions over combinatorial spaces. In machine learning and probabilistic programming, one is often interested in understanding…

Data Structures and Algorithms · Computer Science 2021-12-10 Yash Pote , Kuldeep S. Meel

In this paper we study the semi-global (approximate) state feedback stabilization of an infinite dimensional quantum stochastic system towards a target state. A discrete-time Markov chain on an infinite-dimensional Hilbert space is used to…

Optimization and Control · Mathematics 2011-03-22 Ram Somaraju , Mazyar Mirrahimi , Pierre Rouchon

Autonomous systems with machine learning-based perception can exhibit unpredictable behaviors that are difficult to quantify, let alone verify. Such behaviors are convenient to capture in probabilistic models, but probabilistic model…

Logic in Computer Science · Computer Science 2022-03-17 Matthew Cleaveland , Ivan Ruchkin , Oleg Sokolsky , Insup Lee

Stochastic dynamics of chemical reactions in a mutually repressing two-gene circuit is numerically simulated. The circuit has a rich variety of different states when the kinetic change of DNA status is slow. The stochastic switching…

Disordered Systems and Neural Networks · Physics 2009-11-11 Tomohiro Ushikubo , Wataru Inoue , Mitsumasa Yoda , Masaki Sasai

In the design of probabilistic timed systems, bounded requirements concerning behaviour that occurs within a given time, energy, or more generally cost budget are of central importance. Traditionally, such requirements have been…

Logic in Computer Science · Computer Science 2016-05-19 Ernst Moritz Hahn , Arnd Hartmanns

Particle Markov Chain Monte Carlo methods are used to carry out inference in non-linear and non-Gaussian state space models, where the posterior density of the states is approximated using particles. Current approaches usually perform…

Computation · Statistics 2019-09-30 Eduardo F. Mendes , Christopher K. Carter , David Gunawan , Robert Kohn

We study black-box testing for stochastic systems and arbitrary $\omega$-regular specifications, explicitly including liveness properties. We are given a finite-state probabilistic system that we can only execute from the initial state. We…

Formal Languages and Automata Theory · Computer Science 2024-06-05 Javier Esparza , Vincent Grande

The aim of this paper is to approximate a finite-state Markov process by another process with fewer states, called herein the approximating process. The approximation problem is formulated using two different methods. The first method,…

We use large deviation methods to calculate rates of noise-induced transitions between states in multistable genetic networks. We analyze a synthetic biochemical circuit, the toggle switch, and compare the results to those obtained from a…

Molecular Networks · Quantitative Biology 2013-05-29 David Marin Roma , Ruadhan A. O'Flanagan , Andrei E. Ruckenstein , Anirvan M. Sengupta , Ranjan Mukhopadhyay

The simulation of complex stochastic network dynamics arising, for instance, from models of coupled biomolecular processes remains computationally challenging. Often, the necessity to scan a models' dynamics over a large parameter space…

Quantitative Methods · Quantitative Biology 2013-03-14 Tiago Ramalho , Marco Selig , Ulrich Gerland , Torsten A. Enßlin

Approximating the stationary probability of a state in a Markov chain through Markov chain Monte Carlo techniques is, in general, inefficient. Standard random walk approaches require $\tilde{O}(\tau/\pi(v))$ operations to approximate the…

Discrete Mathematics · Computer Science 2018-01-03 Marco Bressan , Enoch Peserico , Luca Pretto

Probabilistic Cellular Automata are a generalization of Cellular Automata. Despite their simple definition, they exhibit fascinating and complex behaviours. The stationary behaviour of these models changes when model parameters are varied,…

Cellular Automata and Lattice Gases · Physics 2024-08-20 E. N. M. Cirillo , G. Lancia , C. Spitoni