Stochastic Equivalence of Cpdp-automata and Piecewise Deterministic Markov Processes

نویسندگان

  • Stefan Strubbe
  • Arjan van der Schaft
چکیده

CPDP is a class of automata designed for compositional specification/analysis of certain stochastic hybrid processes. We prove equivalence of the stochastic behaviors of CPDPs (newly defined here) and PDPs. With this result we obtain a clear stochastic processes semantics for CPDPs and we obtain the opportunity to use the powerful PDP analysis techniques in the context of the compositional framework CPDP. Copyright c ©2005 IFAC

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Bisimulation for Communicating Piecewise Deterministic Markov Processes (CPDPs)

CPDPs (Communicating Piecewise Deterministic Markov Processes) can be used for compositional specification of systems from the class of stochastic hybrid processes formed by PDPs (Piecewise Deterministic Markov Processes). We define CPDPs and the composition of CPDPs, and prove that the class of CPDPs is closed under composition. Then we introduce a notion of bisimulation for PDPs and CPDPs and...

متن کامل

Stochastic HYPE: Flow-based modelling of stochastic hybrid systems

Stochastic HYPE is a novel process algebra that models stochastic, instantaneous and continuous behaviour. It develops the flow-based approach of the hybrid process algebra HYPE by replacing non-urgent events with events with exponentially-distributed durations and also introduces random resets. The random resets allow for general stochasticity, and in particular allow for the use of event dura...

متن کامل

Piecewise deterministic Markov processes in biological models

We present a short introduction into the framework of piecewise deterministic Markov processes. We illustrate the abstract mathematical setting with a series of examples related to dispersal of biological systems, cell cycle models, gene expression, physiologically structured populations, as well as neural activity. General results concerning asymptotic properties of stochastic semigroups induc...

متن کامل

Moment Closure and Finite-Time Blowup for Piecewise Deterministic Markov Processes

We present a variety of results analyzing the behavior of a class of stochastic processes — referred to as Piecewise Deterministic Markov Processes (PDMPs) — on the infinite time interval, and determine general conditions on when the moments of such processes will, or will not, be wellbehaved. We also characterize the types of finite-time blowups that are possible for these processes, and obtai...

متن کامل

Dynamics and density evolution in piecewise deterministic growth processes

A new sufficient condition is proved for the existence of stochastic semigroups generated by the sum of two unbounded operators. It is applied to one-dimensional piecewise deterministic Markov processes, where we also discuss the existence of a unique stationary density and give sufficient conditions for asymptotic stability.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2005