StatisticalProbabilisticModelChecking.ppt

StatisticalProbabilistic Model Checking Håkan L. S. Younes Carnegie Mellon University Introduction Model checking for stochastic processes Stochastic discrete event systems Probabilistic time-bounded properties Model independent approach Discrete event simulation Statistical hypothesis testing Example:Tandem Queuing Network q1 q2 arrive route depart q1 = 0q2 = 0 q1 = 0q2 = 0 q1 = 1q2 = 0 q1 = 1q2 = 1 q1 = 2q2 = 0 q1 = 1q2 = 0 t = 0 t = 1.2 t = 3.7 t = 3.9 t = 5.5 With both queues empty, is the probability less than 0.5that both queues become full within 5 seconds? q1 = 1q2 = 0 q1 = 2q2 = 0 q1 = 1q2 = 1 q1 = 1q2 = 0 Probabilistic Model Checking Given a model M, a state s, and a property , does  hold in s for M? Model: stochastic discrete event system Property: probabilistic temporal logic formula Continuous Stochastic Logic (CSL) State formulas Truth value is determined in a single state Path formulas Truth value is determined over a path Discrete-time analogue: PCTL State Formulas Standard logic operators: , 1  2, … Probabilistic operator: P≥ () Holds in state s iff probability is at least  that  holds over paths starting in s P ()  P≥1– () Path Formulas Until: 1 U ≤T 2 Holds over path  iff 2 becomes true in some state along  before time T, and 1 is true in all prior states CSL Example With both queues empty, is the probability less than 0.5 that both queues become full within 5 seconds? State: q1 = 0  q2 = 0 Property: P0.5(true U ≤5 q1 = 2  q2 = 2) Model Checking Probabilistic Time-Bounded Properties Numerical Methods Provide highly accurate results Expensive for systems with many states Statistical Methods Low memory requirements Adapt to difficulty of problem (sequential) Expensive if high accuracy is required Statistical Solution Method [Younes Simmons 2002] Use discrete event simulation to generate sample paths Use acceptance sampling to verify probabilistic properties Hypothesis: P≥ () Observation: verify  over a samp