Approximating Markov Processes by Averaging

Abstract

Normally, one thinks of probabilistic transition systems as taking an initial probability distribution over the state space into a new probability distribution representing the system after a transition. We, however, take a dual view of Markov processes as transformers of bounded measurable functions. This is very much in the same spirit as a “predicate-transformer” view, which is dual to the state-transformer view of transition systems. We redevelop the theory of labelled Markov processes from this viewpoint; in particular, we explore approximation theory. We obtain three main results.

Document Details

Document Type
Pub Defense Publication
Publication Date
Jan 01, 2014
Source ID
10.1145/2537948

Entities

People

  • Gordon Plotkin
  • Philippe Chaput
  • Prakash Panangaden
  • Vincent Danos

Organizations

  • McGill University
  • Natural Sciences and Engineering Research Council
  • Office of Naval Research
  • University of Edinburgh

Tags

Fields of Study

  • Computer science

Readers

  • Enterprise Information Systems Architecture and Joint Command Capability Interoperability Support.
  • Mathematical Modeling and Probability Theory.

Technology Areas

  • Space