Title :
Model Checking Multivariate State Rewards
Author :
Nielsen, Bo Friis ; Nielson, Flemming ; Nielson, Hanne Riis
Author_Institution :
DTU Inf., Tech. Univ. of Denmark, Lyngby, Denmark
Abstract :
We consider continuous stochastic logics with state rewards that are interpreted over continuous time Markov chains. We show how results from multivariate phase type distributions can be used to obtain higher-order moments for multivariate state rewards (including covariance). We also generalise the treatment of eventuality to unbounded path formulae. For all extensions we show how to obtain closed form definitions that are straightforward to implement and we illustrate our development on a small example.
Keywords :
Markov processes; formal specification; formal verification; continuous time Markov chain; model checking; multivariate state reward; stochastic logic; unbounded path formula; Correlation; Energy consumption; Markov processes; Memory management; Random variables; Semantics;
Conference_Titel :
Quantitative Evaluation of Systems (QEST), 2010 Seventh International Conference on the
Conference_Location :
Williamsburg, VA
Print_ISBN :
978-1-4244-8082-1
DOI :
10.1109/QEST.2010.10