Abstract. We present a new algorithm for the statistical model checking of Markov chains with respect to unbounded temporal properties, including full linear temporal logic. The main idea is that we monitor each simulation run on the fly, in order to detect quickly if a bottom strongly connected component is entered with high probability, in which case the simulation run can be terminated early. As a result, our simulation runs are often much shorter than required by termination bounds that are computed a priori for a desired level of confidence on a large state space. In comparison to previous algorithms for statistical model checking our method is not only faster in many cases but also requires less information about the system, namely, only the minimum transition probability that occurs in the Markov chain. In addition, our method can be generalised to unbounded quantitative properties such as mean-payoff bounds.
IntroductionTraditional numerical algorithms for the verification of Markov chains may be computationally intense or inapplicable, when facing a large state space or limited knowledge about the chain. To this end, statistical algorithms are used as a powerful alternative. Statistical model checking (SMC) typically refers to approaches where (i) finite paths of the Markov chain are sampled a finite number of times, (ii) the property of interest is verified for each sampled path (e.g. state r is reached), and (iii) hypothesis testing or statistical estimation is used to infer conclusions (e.g. state r is reached with probability at most 0.5) and give statistical guarantees (e.g. the conclusion is valid with 99% confidence). SMC approaches differ in (a) the class of properties they can verify (e.g. bounded or unbounded properties), (b) the strength of statistical guarantees they provide ⋆