DocumentCode
2974338
Title
Quasi-Birth-Death Processes, Tree-Like QBDs, Probabilistic 1-Counter Automata, and Pushdown Systems
Author
Etessami, Kousha ; Wojtczak, Dominik ; Yannakakis, Mihalis
Author_Institution
Univ. of Edinburgh, Edinburgh
fYear
2008
fDate
14-17 Sept. 2008
Firstpage
243
Lastpage
253
Abstract
We begin by observing that (discrete-time) Quasi-Birth-Death Processes (QBDs) are equivalent, in a precise sense, to (discrete-time) probabilistic 1-Counter Automata (p1CAs), and both Tree-Like QBDs (TL-QBDs) and Tree-Structured QBDs (TS-QBDs) are equivalent to both probabilistic Pushdown Systems (pPDSs) and Recursive Markov Chains (RMCs). We then proceed to exploit these connections to obtain a number of new algorithmic upper and lower bounds for central computational problems about these models. Our main result is this: for an arbitrary QBD (even a null-recurrent one), we can approximate its termination probabilities (i.e., its G matrix) to within i bits of precision (i.e., within additive error 1/2i), in time polynomial in both the encoding size of the QBD and in i, in the unit-cost rational arithmetic RAM model of computation. Specifically, we show that a decomposed Newton\´s method can be used to achieve this. We emphasize that this bound is very different from the well-known "linear/quadratic convergence" of numerical analysis, known for QBDs and TL-QBDs, which typically gives no constructive bound in terms of the encoding size of the system being solved. In fact, we observe (based on recent results for pPDSs) that for the more general TL-QBDs this bound fails badly. Specifically, in the worst case Newton\´s method "converges linearly" to the termination probabilities for TL-QBDs, but requires exponentially many iterations in the encoding size of the TL-QBD to approximate these probabilities within any non-trivial constant error c < 1. Our upper bound proof for QBDs combines several ingredients: a detailed analysis of the structure of 1-counter automata, an iterative application of a classic condition number bound for errors in linear systems,and a very recent constructive bound on the performance of Newton\´s method for monotone systems of polynomial equations.
Keywords
Markov processes; Newton method; computational complexity; convergence of numerical methods; encoding; probabilistic automata; pushdown automata; trees (mathematics); Newton method; classic condition number bound; encoding; iterative application; linear convergence; linear system; monotone system; numerical analysis; probabilistic 1-counter automata; probabilistic pushdown system; quadratic convergence; recursive Markov chain; time polynomial; tree-like discrete-time quasi birth-death process; unit-cost rational arithmetic RAM model; Arithmetic; Automata; Computational modeling; Convergence of numerical methods; Design for quality; Encoding; Matrix decomposition; Newton method; Numerical analysis; Polynomials; 1-Counter Automata; Quasi-Birth-Death Processes; Recursive Markov Chains; probabilistic Pushdown Systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Quantitative Evaluation of Systems, 2008. QEST '08. Fifth International Conference on
Conference_Location
St. Malo
Print_ISBN
978-0-7695-3360-5
Type
conf
DOI
10.1109/QEST.2008.35
Filename
4634979
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