Correct Approximation of Stationary Distributions
Systems and Control
2023-01-20 v1 Systems and Control
Probability
Abstract
A classical problem for Markov chains is determining their stationary (or steady-state) distribution. This problem has an equally classical solution based on eigenvectors and linear equation systems. However, this approach does not scale to large instances, and iterative solutions are desirable. It turns out that a naive approach, as used by current model checkers, may yield completely wrong results. We present a new approach, which utilizes recent advances in partial exploration and mean payoff computation to obtain a correct, converging approximation.
Cite
@article{arxiv.2301.08137,
title = {Correct Approximation of Stationary Distributions},
author = {Tobias Meggendorfer},
journal= {arXiv preprint arXiv:2301.08137},
year = {2023}
}