Correct approximation of stationary distributions

Meggendorfer T. 2023. Correct approximation of stationary distributions. TACAS 2023: Tools and Algorithms for the Construction and Analysis of Systems. TACAS: Tools and Algorithms for the Construction and Analysis of Systems, LNCS, vol. 13993, 489–507.

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Department
Series Title
LNCS
Abstract
A classical problem for Markov chains is determining their stationary (or steady-state) distribution. This problem has an equally classical solution based on eigenvectors and linear equation systems. However, this approach does not scale to large instances, and iterative solutions are desirable. It turns out that a naive approach, as used by current model checkers, may yield completely wrong results. We present a new approach, which utilizes recent advances in partial exploration and mean payoff computation to obtain a correct, converging approximation.
Publishing Year
Date Published
2023-04-22
Proceedings Title
TACAS 2023: Tools and Algorithms for the Construction and Analysis of Systems
Publisher
Springer Nature
Volume
13993
Page
489-507
Conference
TACAS: Tools and Algorithms for the Construction and Analysis of Systems
Conference Location
Paris, France
Conference Date
2023-04-22 – 2023-04-27
ISSN
eISSN
IST-REx-ID

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Meggendorfer T. Correct approximation of stationary distributions. In: TACAS 2023: Tools and Algorithms for the Construction and Analysis of Systems. Vol 13993. Springer Nature; 2023:489-507. doi:10.1007/978-3-031-30823-9_25
Meggendorfer, T. (2023). Correct approximation of stationary distributions. In TACAS 2023: Tools and Algorithms for the Construction and Analysis of Systems (Vol. 13993, pp. 489–507). Paris, France: Springer Nature. https://doi.org/10.1007/978-3-031-30823-9_25
Meggendorfer, Tobias. “Correct Approximation of Stationary Distributions.” In TACAS 2023: Tools and Algorithms for the Construction and Analysis of Systems, 13993:489–507. Springer Nature, 2023. https://doi.org/10.1007/978-3-031-30823-9_25.
T. Meggendorfer, “Correct approximation of stationary distributions,” in TACAS 2023: Tools and Algorithms for the Construction and Analysis of Systems, Paris, France, 2023, vol. 13993, pp. 489–507.
Meggendorfer T. 2023. Correct approximation of stationary distributions. TACAS 2023: Tools and Algorithms for the Construction and Analysis of Systems. TACAS: Tools and Algorithms for the Construction and Analysis of Systems, LNCS, vol. 13993, 489–507.
Meggendorfer, Tobias. “Correct Approximation of Stationary Distributions.” TACAS 2023: Tools and Algorithms for the Construction and Analysis of Systems, vol. 13993, Springer Nature, 2023, pp. 489–507, doi:10.1007/978-3-031-30823-9_25.
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