Continuous-time Markov chains (CTMCs) have been widely used to determine system performance and dependability characteristics. Their analysis most often concerns the computation of steady-state and transient-state probabilities. This paper introduces a branching temporal logic for expressing real-time probabilistic properties on CTMCs and presents approximate model checking algorithms for this logic. The logic, an extension of the continuous stochastic logic CSL of Aziz et al., contains a time-bounded until operator to express probabilistic timing properties over paths as well as an operator to express steady-state probabilities. We show that the model checking problem for this logic reduces to a system of linear equations (for unbounded until and the steady-state operator) and a Volterra integral equation system (for time-bounded until). We then show that the problem of model-checking timebounded until properties can be reduced to the problem of computing transient state probabilities for CTMCs. This allows the verification of probabilistic timing properties by efficient techniques for transient analysis for CTMCs such as uniformization. Finally, we show that a variant of lumping equivalence (bisimulation), a well-known notion for aggregating CTMCs, preserves the validity of all formulas in the logic.

This paper presents a retrospective view on probabilistic model checking. We focus on Markov decision processes (MDPs, for short). We survey the basic ingredients of MDP model checking and discuss its enormous developments since the seminal works by Courcoubetis and Yannakakis in the early 1990s. We discuss in particular the manifold facets of this field of research by surveying the verification of various MDP extensions, rich classes of properties, and their applications.

This paper presents a symbolic model checking algorithm for continuous-time Markov chains for an extension of the continuous stochastic logic CSL of Aziz et al [1]. The considered logic contains a time-bounded until-operator and a novel operator to express steadystate probabilities. We show that the model checking problem for this logic reduces to a system of linear equations (for unbounded until and the steady state-operator) and a Volterra integral equation system for timebounded until. We propose a symbolic approximate method for solving the integrals using MTDDs (multi-terminal decision diagrams), a generalisation of MTBDDs. These new structures are suitable for numerical integration using quadrature formulas based on equally-spaced abscissas, like trapezoidal, Simpson and Romberg integration schemes.

Abstract. We develop a compositional behavioural model that integrates a variation of probabilistic automata into a conservative extension of interactive Markov chains. The model is rich enough to embody the semantics of generalised stochastic Petri nets. We define strong and weak bisimulations and discuss their compositionality properties. Weak bisimulation is partly oblivious to the probabilistic branching structure, in order to reflect some natural equalities in this spectrum of models. As a result, the standard way to associate a stochastic process to a generalised stochastic Petri net can be proven sound with respect to weak bisimulation.

Abstract. Given a parametric Markov model, we consider the problem of computing the rational function expressing the probability of reaching a given set of states. To attack this principal problem, Daws has suggested to first convert the Markov chain into a finite automaton, from which a regular expression is computed. Afterwards, this expression is evaluated to a closed form function representing the reachability probability. This paper investigates how this idea can be turned into an effective procedure. It turns out that the bottleneck lies in the growth of the regular expression relative to the number of states (n Θ(log n) ). We therefore proceed differently, by tightly intertwining the regular expression computation with its evaluation. This allows us to arrive at an effective method that avoids this blow up in most practical cases. We give a detailed account of the approach, also extending to parametric models with rewards and with non-determinism. Experimental evidence is provided, illustrating that our implementation provides meaningful insights on non-trivial models.