The (True) Concurrent Markov Property and Some Applications to Markov Nets
نویسنده
چکیده
We study probabilistic safe Petri nets, a probabilistic extension of safe Petri nets interpreted under the true-concurrent semantics. In particular, the likelihood of processes is defined on partial orders, not on firing sequences. We focus on memoryless probabilistic nets: we give a definition for such systems, that we call Markov nets, and we study their properties. We show that several tools from Markov chains theory can be adapted to this true-concurrent framework. In particular, we introduce stopping operators that generalize stopping times, in a more convenient fashion than other extensions previously proposed. A Strong Markov Property holds in the concurrency framework. We show that the Concurrent Strong Markov property is the key ingredient for studying the dynamics of Markov nets. In particular we introduce some elements of a recurrence theory for nets, through the study of renewal operators. Due to the concurrency properties of Petri nets, Markov nets have global and local renewal operators, whereas both coincide for sequential systems.
منابع مشابه
Branching Cells as Local States for Event Structures and Nets: Probabilistic Applications
We study the concept of choice for true concurrency models such as prime event structures and safe Petri nets. We propose a dynamic variation of the notion of cluster previously introduced for nets. This new object is defined for event structures, it is called a branching cell. Our aim is to bring an interpretation of branching cells as a right notion of “local state”, for concurrent systems. W...
متن کاملTrue-concurrency Probabilistic Models: Markov Nets and a Law of Large Numbers Samy Abbes and Albert Benveniste
We introduce the model of Markov nets, a probabilistic extension of safe Petri nets under the true-concurrency semantics. This model builds upon our previous work on probabilistic event structures. We use the notion of branching cell for event structures and show that the latter provides the adequate notion of local state, for nets. We prove a Law of Large Numbers (LLN) for Markov nets—this con...
متن کاملON THE INFINITE ORDER MARKOV PROCESSES
The notion of infinite order Markov process is introduced and the Markov property of the flow of information is established.
متن کاملFinancial Risk Modeling with Markova Chain
Investors use different approaches to select optimal portfolio. so, Optimal investment choices according to return can be interpreted in different models. The traditional approach to allocate portfolio selection called a mean - variance explains. Another approach is Markov chain. Markov chain is a random process without memory. This means that the conditional probability distribution of the nex...
متن کاملProbabilistic Cluster Unfoldings
This article introduces probabilistic cluster branching processes, a probabilistic unfolding semantics for untimed Petri nets, with no structural or safety assumptions, giving probability measures for concurrent runs. The unfolding is constructed by local choices on each cluster (conflict closed subnet), while the authorization for cluster actions is governed by a stochastic trace, the policy, ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2005