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Bisimulation and Metrics for Labelled Markov Processes Prakash Panangaden 1 1 School of Computer Science McGill University 13th June 2012, University of Aalborg Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 1 / 46

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Page 1: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Bisimulation and Metrics for Labelled MarkovProcesses

Prakash Panangaden1

1School of Computer ScienceMcGill University

13th June 2012, University of Aalborg

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 1 / 46

Page 2: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Outline

1 Introduction

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 2 / 46

Page 3: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Outline

1 Introduction

2 Labelled transition systems

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 2 / 46

Page 4: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Outline

1 Introduction

2 Labelled transition systems

3 Ordinary bisimulation

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 2 / 46

Page 5: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Outline

1 Introduction

2 Labelled transition systems

3 Ordinary bisimulation

4 Discrete probabilistic transition systems

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 2 / 46

Page 6: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Outline

1 Introduction

2 Labelled transition systems

3 Ordinary bisimulation

4 Discrete probabilistic transition systems

5 Labelled Markov processes

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 2 / 46

Page 7: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Outline

1 Introduction

2 Labelled transition systems

3 Ordinary bisimulation

4 Discrete probabilistic transition systems

5 Labelled Markov processes

6 Probabilistic bisimulation

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 2 / 46

Page 8: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Outline

1 Introduction

2 Labelled transition systems

3 Ordinary bisimulation

4 Discrete probabilistic transition systems

5 Labelled Markov processes

6 Probabilistic bisimulation

7 * Proof of the logical characterization theorem

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 2 / 46

Page 9: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Outline

1 Introduction

2 Labelled transition systems

3 Ordinary bisimulation

4 Discrete probabilistic transition systems

5 Labelled Markov processes

6 Probabilistic bisimulation

7 * Proof of the logical characterization theorem

8 Metrics

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 2 / 46

Page 10: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Outline

1 Introduction

2 Labelled transition systems

3 Ordinary bisimulation

4 Discrete probabilistic transition systems

5 Labelled Markov processes

6 Probabilistic bisimulation

7 * Proof of the logical characterization theorem

8 Metrics

9 Continuous-state systems

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 2 / 46

Page 11: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Outline

1 Introduction

2 Labelled transition systems

3 Ordinary bisimulation

4 Discrete probabilistic transition systems

5 Labelled Markov processes

6 Probabilistic bisimulation

7 * Proof of the logical characterization theorem

8 Metrics

9 Continuous-state systems

10 Conclusions

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 2 / 46

Page 12: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Introduction

Summary of Results

Probabilistic bisimulation can be defined for continuousstate-space systems. [LICS97]

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 3 / 46

Page 13: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Introduction

Summary of Results

Probabilistic bisimulation can be defined for continuousstate-space systems. [LICS97]

Logical characterization. [LICS98,Info and Comp 2002]

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 3 / 46

Page 14: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Introduction

Summary of Results

Probabilistic bisimulation can be defined for continuousstate-space systems. [LICS97]

Logical characterization. [LICS98,Info and Comp 2002]

Metric analogue of bisimulation. [CONCUR99, TCS2004]

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 3 / 46

Page 15: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Introduction

Summary of Results

Probabilistic bisimulation can be defined for continuousstate-space systems. [LICS97]

Logical characterization. [LICS98,Info and Comp 2002]

Metric analogue of bisimulation. [CONCUR99, TCS2004]

Approximation of LMPs. [LICS00,Info and Comp 2003, CONCUR2005]

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 3 / 46

Page 16: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Introduction

Summary of Results

Probabilistic bisimulation can be defined for continuousstate-space systems. [LICS97]

Logical characterization. [LICS98,Info and Comp 2002]

Metric analogue of bisimulation. [CONCUR99, TCS2004]

Approximation of LMPs. [LICS00,Info and Comp 2003, CONCUR2005]

Weak bisimulation. [LICS02,CONCUR02]

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 3 / 46

Page 17: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Introduction

Summary of Results

Probabilistic bisimulation can be defined for continuousstate-space systems. [LICS97]

Logical characterization. [LICS98,Info and Comp 2002]

Metric analogue of bisimulation. [CONCUR99, TCS2004]

Approximation of LMPs. [LICS00,Info and Comp 2003, CONCUR2005]

Weak bisimulation. [LICS02,CONCUR02]

Real time. [QEST 2004, JLAP 2003,LMCS 2006]

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 3 / 46

Page 18: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Introduction

Summary of Results

Probabilistic bisimulation can be defined for continuousstate-space systems. [LICS97]

Logical characterization. [LICS98,Info and Comp 2002]

Metric analogue of bisimulation. [CONCUR99, TCS2004]

Approximation of LMPs. [LICS00,Info and Comp 2003, CONCUR2005]

Weak bisimulation. [LICS02,CONCUR02]

Real time. [QEST 2004, JLAP 2003,LMCS 2006]

Event Bisimulation [I and C, 2006]

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 3 / 46

Page 19: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Introduction

Summary of Results

Probabilistic bisimulation can be defined for continuousstate-space systems. [LICS97]

Logical characterization. [LICS98,Info and Comp 2002]

Metric analogue of bisimulation. [CONCUR99, TCS2004]

Approximation of LMPs. [LICS00,Info and Comp 2003, CONCUR2005]

Weak bisimulation. [LICS02,CONCUR02]

Real time. [QEST 2004, JLAP 2003,LMCS 2006]

Event Bisimulation [I and C, 2006]

Abstract MPs [ICALP 2009]

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 3 / 46

Page 20: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Introduction

Collaborators

Josée Desharnais

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 4 / 46

Page 21: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Introduction

Collaborators

Josée DesharnaisGheorghe Comanici

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 4 / 46

Page 22: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Introduction

Collaborators

Josée DesharnaisGheorghe ComaniciAlexandre Bouchard-Côté

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 4 / 46

Page 23: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Introduction

Collaborators

Josée DesharnaisGheorghe ComaniciAlexandre Bouchard-CôtéPhilippe Chaput

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 4 / 46

Page 24: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Introduction

Collaborators

Josée DesharnaisGheorghe ComaniciAlexandre Bouchard-CôtéPhilippe ChaputVincent Danos

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 4 / 46

Page 25: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Introduction

Collaborators

Josée DesharnaisGheorghe ComaniciAlexandre Bouchard-CôtéPhilippe ChaputVincent DanosAbbas Edalat

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 4 / 46

Page 26: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Introduction

Collaborators

Josée DesharnaisGheorghe ComaniciAlexandre Bouchard-CôtéPhilippe ChaputVincent DanosAbbas EdalatNorm Ferns

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 4 / 46

Page 27: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Introduction

Collaborators

Josée DesharnaisGheorghe ComaniciAlexandre Bouchard-CôtéPhilippe ChaputVincent DanosAbbas EdalatNorm FernsVineet Gupta

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 4 / 46

Page 28: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Introduction

Collaborators

Josée DesharnaisGheorghe ComaniciAlexandre Bouchard-CôtéPhilippe ChaputVincent DanosAbbas EdalatNorm FernsVineet GuptaRadha Jagadeesan

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 4 / 46

Page 29: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Introduction

Collaborators

Josée DesharnaisGheorghe ComaniciAlexandre Bouchard-CôtéPhilippe ChaputVincent DanosAbbas EdalatNorm FernsVineet GuptaRadha JagadeesanKim Larsen

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 4 / 46

Page 30: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Introduction

Collaborators

Josée DesharnaisGheorghe ComaniciAlexandre Bouchard-CôtéPhilippe ChaputVincent DanosAbbas EdalatNorm FernsVineet GuptaRadha JagadeesanKim LarsenFrancois Laviolette

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 4 / 46

Page 31: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Introduction

Collaborators

Josée DesharnaisGheorghe ComaniciAlexandre Bouchard-CôtéPhilippe ChaputVincent DanosAbbas EdalatNorm FernsVineet GuptaRadha JagadeesanKim LarsenFrancois LavioletteRadu Mardare

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 4 / 46

Page 32: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Introduction

Collaborators

Josée DesharnaisGheorghe ComaniciAlexandre Bouchard-CôtéPhilippe ChaputVincent DanosAbbas EdalatNorm FernsVineet GuptaRadha JagadeesanKim LarsenFrancois LavioletteRadu MardareGordon Plotkin

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 4 / 46

Page 33: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Introduction

Collaborators

Josée DesharnaisGheorghe ComaniciAlexandre Bouchard-CôtéPhilippe ChaputVincent DanosAbbas EdalatNorm FernsVineet GuptaRadha JagadeesanKim LarsenFrancois LavioletteRadu MardareGordon PlotkinDoina Precup

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 4 / 46

Page 34: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Labelled transition systems

The definition

A set of states S,

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 5 / 46

Page 35: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Labelled transition systems

The definition

A set of states S,

a set of labels or actions, L or A and

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 5 / 46

Page 36: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Labelled transition systems

The definition

A set of states S,

a set of labels or actions, L or A and

a transition relation ⊆ S ×A× S, usually written

→a⊆ S × S.

The transitions could be indeterminate (nondeterministic).

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 5 / 46

Page 37: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Labelled transition systems

The definition

A set of states S,

a set of labels or actions, L or A and

a transition relation ⊆ S ×A× S, usually written

→a⊆ S × S.

The transitions could be indeterminate (nondeterministic).

We write s a−−→ s′ for (s, s′) ∈→a.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 5 / 46

Page 38: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Ordinary bisimulation

Bisimulation

s and t are states of a labelled transition system. We say s is bisimilarto t – written s ∼ t – if

s a−−→ s′ ⇒ ∃t ′ such that t a

−−→ t ′ and s′ ∼ t ′

andt a−−→ t ′ ⇒ ∃s′ such that s a

−−→ s′ and s′ ∼ t ′.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 6 / 46

Page 39: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Ordinary bisimulation

Bisimulation relations

Define a (note the indefinite article) bisimulation relation R to bean equivalence relation on S such that

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 7 / 46

Page 40: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Ordinary bisimulation

Bisimulation relations

Define a (note the indefinite article) bisimulation relation R to bean equivalence relation on S such that

sRt means ∀a, s a−−→ s′ ⇒ ∃t ′, t a

−−→ t ′ with s′Rt ′

and vice versa.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 7 / 46

Page 41: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Ordinary bisimulation

Bisimulation relations

Define a (note the indefinite article) bisimulation relation R to bean equivalence relation on S such that

sRt means ∀a, s a−−→ s′ ⇒ ∃t ′, t a

−−→ t ′ with s′Rt ′

and vice versa.

We define s ∼ t if there is some bisimulation relation R with sRt .

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 7 / 46

Page 42: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Ordinary bisimulation

Bisimulation relations

Define a (note the indefinite article) bisimulation relation R to bean equivalence relation on S such that

sRt means ∀a, s a−−→ s′ ⇒ ∃t ′, t a

−−→ t ′ with s′Rt ′

and vice versa.

We define s ∼ t if there is some bisimulation relation R with sRt .

This is the version that is used most often.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 7 / 46

Page 43: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Ordinary bisimulation

An example

s0

a

a

a

;;

;;;;

;

s1

b

s2

b

c

;;

;;;;

;s3

c

s4 s5

t0

a

t2b

c

88

8888

8

t4 t5P1 P2

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 8 / 46

Page 44: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Ordinary bisimulation

An example

s0

a

a

a

;;

;;;;

;

s1

b

s2

b

c

;;

;;;;

;s3

c

s4 s5

t0

a

t2b

c

88

8888

8

t4 t5P1 P2

Here s0 and t0 are not bisimilar.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 8 / 46

Page 45: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Ordinary bisimulation

An example

s0

a

a

a

;;

;;;;

;

s1

b

s2

b

c

;;

;;;;

;s3

c

s4 s5

t0

a

t2b

c

88

8888

8

t4 t5P1 P2

Here s0 and t0 are not bisimilar.

However s0 and t0 can simulate each other!

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 8 / 46

Page 46: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Ordinary bisimulation

How do we know that two processes are not bisimilar?

Define a logic as follows:

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 9 / 46

Page 47: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Ordinary bisimulation

How do we know that two processes are not bisimilar?

Define a logic as follows:

φ ::== T|¬φ|φ1 ∧ φ2|〈a〉φ

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 9 / 46

Page 48: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Ordinary bisimulation

How do we know that two processes are not bisimilar?

Define a logic as follows:

φ ::== T|¬φ|φ1 ∧ φ2|〈a〉φ

s |= 〈a〉φ means that s a−−→ s′ and t |= φ.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 9 / 46

Page 49: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Ordinary bisimulation

How do we know that two processes are not bisimilar?

Define a logic as follows:

φ ::== T|¬φ|φ1 ∧ φ2|〈a〉φ

s |= 〈a〉φ means that s a−−→ s′ and t |= φ.

We can define a dual to 〈〉 (written []) by using negation.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 9 / 46

Page 50: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Ordinary bisimulation

How do we know that two processes are not bisimilar?

Define a logic as follows:

φ ::== T|¬φ|φ1 ∧ φ2|〈a〉φ

s |= 〈a〉φ means that s a−−→ s′ and t |= φ.

We can define a dual to 〈〉 (written []) by using negation.

s |= [a]φ means that if s can do an a the resulting state mustsatisfy φ.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 9 / 46

Page 51: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Ordinary bisimulation

Examples of HM Logic

T is satisfied by any process, F is not satisfied by any process.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 10 / 46

Page 52: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Ordinary bisimulation

Examples of HM Logic

T is satisfied by any process, F is not satisfied by any process.

s |= 〈a〉T means s can do an a action.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 10 / 46

Page 53: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Ordinary bisimulation

Examples of HM Logic

T is satisfied by any process, F is not satisfied by any process.

s |= 〈a〉T means s can do an a action.

s |= ¬〈a〉T or s |= [a]F means s cannot do an a action.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 10 / 46

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Ordinary bisimulation

Examples of HM Logic

T is satisfied by any process, F is not satisfied by any process.

s |= 〈a〉T means s can do an a action.

s |= ¬〈a〉T or s |= [a]F means s cannot do an a action.

s |= 〈a〉(〈b〉T ) means that s can do an a and then do a b.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 10 / 46

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Ordinary bisimulation

The logical characterization theorem

Two processes are bisimilar if and only if they satisfy the sameformulas of HM logic.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 11 / 46

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Ordinary bisimulation

The logical characterization theorem

Two processes are bisimilar if and only if they satisfy the sameformulas of HM logic.

Basic assumption: the processes are finitely-branching (otherwiseyou need infinitary conjunctions).

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 11 / 46

Page 57: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Ordinary bisimulation

The logical characterization theorem

Two processes are bisimilar if and only if they satisfy the sameformulas of HM logic.

Basic assumption: the processes are finitely-branching (otherwiseyou need infinitary conjunctions).

To show that two processes are not bisimilar find a formula onwhich they disagree.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 11 / 46

Page 58: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Ordinary bisimulation

The role of negation

Consider the processes below:

s0

a

a

;;

;;;;

;

s1 s2

b

s3

t0

a

t2

b

t3

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 12 / 46

Page 59: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Ordinary bisimulation

The role of negation

Consider the processes below:

s0

a

a

;;

;;;;

;

s1 s2

b

s3

t0

a

t2

b

t3

s0 |= 〈a〉¬〈b〉T but t0 does not.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 12 / 46

Page 60: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Ordinary bisimulation

The role of negation

Consider the processes below:

s0

a

a

;;

;;;;

;

s1 s2

b

s3

t0

a

t2

b

t3

s0 |= 〈a〉¬〈b〉T but t0 does not.

s0 and t0 agree on all formulas without negation.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 12 / 46

Page 61: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Ordinary bisimulation

The role of negation

Consider the processes below:

s0

a

a

;;

;;;;

;

s1 s2

b

s3

t0

a

t2

b

t3

s0 |= 〈a〉¬〈b〉T but t0 does not.

s0 and t0 agree on all formulas without negation.

Note that [a] has an implicit negation.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 12 / 46

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Discrete probabilistic transition systems

Discrete probabilistic transition systems

Just like a labelled transition system with probabilities associatedwith the transitions.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 13 / 46

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Discrete probabilistic transition systems

Discrete probabilistic transition systems

Just like a labelled transition system with probabilities associatedwith the transitions.

(S,L,∀a ∈ L Ta : S × S −→ [0,1])

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 13 / 46

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Discrete probabilistic transition systems

Discrete probabilistic transition systems

Just like a labelled transition system with probabilities associatedwith the transitions.

(S,L,∀a ∈ L Ta : S × S −→ [0,1])

The model is reactive: All probabilistic data is internal - noprobabilities associated with environment behaviour.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 13 / 46

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Discrete probabilistic transition systems

Bisimulation for PTS: Larsen and Skou

Consider

t0a[ 1

3 ]

a[ 2

3 ]

88

8888

8

t1 t2

b[1]

t3

s0a[ 1

3 ]

a[ 13 ]

a[ 13 ]

;;

;;;;

;

s1 s2

b[1]

s3

b[1]

s4

P1 P2

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 14 / 46

Page 66: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Discrete probabilistic transition systems

Bisimulation for PTS: Larsen and Skou

Consider

t0a[ 1

3 ]

a[ 2

3 ]

88

8888

8

t1 t2

b[1]

t3

s0a[ 1

3 ]

a[ 13 ]

a[ 13 ]

;;

;;;;

;

s1 s2

b[1]

s3

b[1]

s4

P1 P2

Should s0 and t0 be bisimilar?

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 14 / 46

Page 67: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Discrete probabilistic transition systems

Bisimulation for PTS: Larsen and Skou

Consider

t0a[ 1

3 ]

a[ 2

3 ]

88

8888

8

t1 t2

b[1]

t3

s0a[ 1

3 ]

a[ 13 ]

a[ 13 ]

;;

;;;;

;

s1 s2

b[1]

s3

b[1]

s4

P1 P2

Should s0 and t0 be bisimilar?

Yes, but we need to add the probabilities.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 14 / 46

Page 68: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Discrete probabilistic transition systems

The Official Definition

Let S = (S,L,Ta) be a PTS. An equivalence relation R on S is abisimulation if whenever sRs′, with s, s′ ∈ S, we have that for alla ∈ A and every R-equivalence class, A, Ta(s,A) = Ta(s′,A).

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 15 / 46

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Discrete probabilistic transition systems

The Official Definition

Let S = (S,L,Ta) be a PTS. An equivalence relation R on S is abisimulation if whenever sRs′, with s, s′ ∈ S, we have that for alla ∈ A and every R-equivalence class, A, Ta(s,A) = Ta(s′,A).

The notation Ta(s,A) means “the probability of starting from s andjumping to a state in the set A.”

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 15 / 46

Page 70: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Discrete probabilistic transition systems

The Official Definition

Let S = (S,L,Ta) be a PTS. An equivalence relation R on S is abisimulation if whenever sRs′, with s, s′ ∈ S, we have that for alla ∈ A and every R-equivalence class, A, Ta(s,A) = Ta(s′,A).

The notation Ta(s,A) means “the probability of starting from s andjumping to a state in the set A.”

Two states are bisimilar if there is some bisimulation relation Rrelating them.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 15 / 46

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Labelled Markov processes

What are labelled Markov processes?

Reactive systems: Larsen and Skou

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 16 / 46

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Labelled Markov processes

What are labelled Markov processes?

Reactive systems: Larsen and Skou

Labelled Markov processes are probabilistic versions of labelledtransition systems. Labelled transition systems where the finalstate is governed by a probability distribution - no otherindeterminacy.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 16 / 46

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Labelled Markov processes

What are labelled Markov processes?

Reactive systems: Larsen and Skou

Labelled Markov processes are probabilistic versions of labelledtransition systems. Labelled transition systems where the finalstate is governed by a probability distribution - no otherindeterminacy.

All probabilistic data is internal - no probabilities associated withenvironment behaviour.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 16 / 46

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Labelled Markov processes

What are labelled Markov processes?

Reactive systems: Larsen and Skou

Labelled Markov processes are probabilistic versions of labelledtransition systems. Labelled transition systems where the finalstate is governed by a probability distribution - no otherindeterminacy.

All probabilistic data is internal - no probabilities associated withenvironment behaviour.

We observe the interactions - not the internal states.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 16 / 46

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Labelled Markov processes

What are labelled Markov processes?

Reactive systems: Larsen and Skou

Labelled Markov processes are probabilistic versions of labelledtransition systems. Labelled transition systems where the finalstate is governed by a probability distribution - no otherindeterminacy.

All probabilistic data is internal - no probabilities associated withenvironment behaviour.

We observe the interactions - not the internal states.

In general, the state space of a labelled Markov process maybe a continuum.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 16 / 46

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Labelled Markov processes

Motivation

Model and reason about systems with continuous state spaces orcontinuous time evolution or both.

hybrid control systems; e.g. flight management systems.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 17 / 46

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Labelled Markov processes

Motivation

Model and reason about systems with continuous state spaces orcontinuous time evolution or both.

hybrid control systems; e.g. flight management systems.

telecommunication systems with spatial variation; e.g. cell phones

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 17 / 46

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Labelled Markov processes

Motivation

Model and reason about systems with continuous state spaces orcontinuous time evolution or both.

hybrid control systems; e.g. flight management systems.

telecommunication systems with spatial variation; e.g. cell phones

performance modelling,

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 17 / 46

Page 79: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Labelled Markov processes

Motivation

Model and reason about systems with continuous state spaces orcontinuous time evolution or both.

hybrid control systems; e.g. flight management systems.

telecommunication systems with spatial variation; e.g. cell phones

performance modelling,

continuous time systems,

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 17 / 46

Page 80: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Labelled Markov processes

Motivation

Model and reason about systems with continuous state spaces orcontinuous time evolution or both.

hybrid control systems; e.g. flight management systems.

telecommunication systems with spatial variation; e.g. cell phones

performance modelling,

continuous time systems,

probabilistic process algebra with recursion.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 17 / 46

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Labelled Markov processes

The Need for Measure Theory

Basic fact: There are subsets of R for which no sensible notion ofsize can be defined.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 18 / 46

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Labelled Markov processes

The Need for Measure Theory

Basic fact: There are subsets of R for which no sensible notion ofsize can be defined.

More precisely, there is no translation-invariant measure definedon all the subsets of the reals.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 18 / 46

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Labelled Markov processes

The Need for Measure Theory

Basic fact: There are subsets of R for which no sensible notion ofsize can be defined.

More precisely, there is no translation-invariant measure definedon all the subsets of the reals.

Actually there is if you only require finite additivity.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 18 / 46

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Labelled Markov processes

Stochastic Kernels

A stochastic kernel (Markov kernel) is a function h : S × Σ−→ [0,1] with (a) h(s, ·) : Σ −→ [0,1] a (sub)probability measureand (b) h(·,A) : X −→ [0,1] a measurable function.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 19 / 46

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Labelled Markov processes

Stochastic Kernels

A stochastic kernel (Markov kernel) is a function h : S × Σ−→ [0,1] with (a) h(s, ·) : Σ −→ [0,1] a (sub)probability measureand (b) h(·,A) : X −→ [0,1] a measurable function.

Though apparantly asymmetric, these are the stochasticanalogues of binary relations

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 19 / 46

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Labelled Markov processes

Stochastic Kernels

A stochastic kernel (Markov kernel) is a function h : S × Σ−→ [0,1] with (a) h(s, ·) : Σ −→ [0,1] a (sub)probability measureand (b) h(·,A) : X −→ [0,1] a measurable function.

Though apparantly asymmetric, these are the stochasticanalogues of binary relations

and the uncountable generalization of a matrix.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 19 / 46

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Labelled Markov processes

Formal Definition of LMPs

An LMP is a tuple (S,Σ,L,∀α ∈ L.τα) where τα : S × Σ −→ [0,1] isa transition probability function such that

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 20 / 46

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Labelled Markov processes

Formal Definition of LMPs

An LMP is a tuple (S,Σ,L,∀α ∈ L.τα) where τα : S × Σ −→ [0,1] isa transition probability function such that

∀s : S.λA : Σ.τα(s,A) is a subprobability measureand∀A : Σ.λs : S.τα(s,A) is a measurable function.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 20 / 46

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Probabilistic bisimulation

Larsen-Skou Bisimulation

Let S = (S, i ,Σ, τ) be a labelled Markov process. An equivalencerelation R on S is a bisimulation if whenever sRs′, with s, s′ ∈ S,we have that for all a ∈ A and every R-closed measurable setA ∈ Σ, τa(s,A) = τa(s′,A).Two states are bisimilar if they are related by a bisimulationrelation.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 21 / 46

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Probabilistic bisimulation

Larsen-Skou Bisimulation

Let S = (S, i ,Σ, τ) be a labelled Markov process. An equivalencerelation R on S is a bisimulation if whenever sRs′, with s, s′ ∈ S,we have that for all a ∈ A and every R-closed measurable setA ∈ Σ, τa(s,A) = τa(s′,A).Two states are bisimilar if they are related by a bisimulationrelation.

Can be extended to bisimulation between two different LMPs.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 21 / 46

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Probabilistic bisimulation

Logical Characterization

L ::== T|φ1 ∧ φ2|〈a〉qφ

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 22 / 46

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Probabilistic bisimulation

Logical Characterization

L ::== T|φ1 ∧ φ2|〈a〉qφ

We say s |= 〈a〉qφ iff

∃A ∈ Σ.(∀s′ ∈ A.s′ |= φ) ∧ (τa(s,A) > q).

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 22 / 46

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Probabilistic bisimulation

Logical Characterization

L ::== T|φ1 ∧ φ2|〈a〉qφ

We say s |= 〈a〉qφ iff

∃A ∈ Σ.(∀s′ ∈ A.s′ |= φ) ∧ (τa(s,A) > q).

Two systems are bisimilar iff they obey the same formulas of L.[DEP 1998 LICS, I and C 2002]

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 22 / 46

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Probabilistic bisimulation

That cannot be right?

s0

a

a

;;

;;;;

;

s1 s2

b

s3

t0

a

t1

b

t2

Two processes that cannot be distinguished without negation.The formula that distinguishes them is 〈a〉(¬〈b〉⊤).

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 23 / 46

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Probabilistic bisimulation

But it is!

s0a[p]

a[q]

;;

;;;;

;

s1 s2

b

s3

t0

a[r ]

t1

b

t2

We add probabilities to the transitions.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 24 / 46

Page 96: Bisimulation and Metrics for Labelled Markov Processesprakash/Talks/aalborg_2012.pdf · The transitions could be indeterminate (nondeterministic). Panangaden (McGill) Bisimulation

Probabilistic bisimulation

But it is!

s0a[p]

a[q]

;;

;;;;

;

s1 s2

b

s3

t0

a[r ]

t1

b

t2

We add probabilities to the transitions.

If p + q < r or p + q > r we can easily distinguish them.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 24 / 46

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Probabilistic bisimulation

But it is!

s0a[p]

a[q]

;;

;;;;

;

s1 s2

b

s3

t0

a[r ]

t1

b

t2

We add probabilities to the transitions.

If p + q < r or p + q > r we can easily distinguish them.

If p + q = r and p > 0 then q < r so 〈a〉r 〈b〉1⊤ distinguishes them.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 24 / 46

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* Proof of the logical characterization theorem

Digression on Analytic Spaces

An analytic set A is the image of a Polish space X (or a Borelsubset of X ) under a continuous (or measurable) function f : X−→ Y , where Y is Polish. If (S,Σ) is a measurable space where Sis an analytic set in some ambient topological space and Σ is theBorel σ-algebra on S.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 25 / 46

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* Proof of the logical characterization theorem

Digression on Analytic Spaces

An analytic set A is the image of a Polish space X (or a Borelsubset of X ) under a continuous (or measurable) function f : X−→ Y , where Y is Polish. If (S,Σ) is a measurable space where Sis an analytic set in some ambient topological space and Σ is theBorel σ-algebra on S.

Analytic sets do not form a σ-algebra but they are in thecompletion of the Borel algebra under any measure. [Universallymeasurable.]

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 25 / 46

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* Proof of the logical characterization theorem

Digression on Analytic Spaces

An analytic set A is the image of a Polish space X (or a Borelsubset of X ) under a continuous (or measurable) function f : X−→ Y , where Y is Polish. If (S,Σ) is a measurable space where Sis an analytic set in some ambient topological space and Σ is theBorel σ-algebra on S.

Analytic sets do not form a σ-algebra but they are in thecompletion of the Borel algebra under any measure. [Universallymeasurable.]

Regular conditional probability densities can be defined onanalytic spaces.

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* Proof of the logical characterization theorem

Amazing Facts about Analytic Spaces

Given A an analytic space and ∼ an equivalence relation suchthat there is a countable family of real-valued measurablefunctions fi : S −→ R such that

∀s, s′ ∈ S.s ∼ s′ ⇐⇒ ∀fi .fi(s) = fi(s′)

then the quotient space (Q,Ω) - where Q = S/ ∼ and Ω is thefinest σ-algebra making the canonical surjection q : S −→ Qmeasurable - is also analytic.

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* Proof of the logical characterization theorem

Amazing Facts about Analytic Spaces

Given A an analytic space and ∼ an equivalence relation suchthat there is a countable family of real-valued measurablefunctions fi : S −→ R such that

∀s, s′ ∈ S.s ∼ s′ ⇐⇒ ∀fi .fi(s) = fi(s′)

then the quotient space (Q,Ω) - where Q = S/ ∼ and Ω is thefinest σ-algebra making the canonical surjection q : S −→ Qmeasurable - is also analytic.

If an analytic space (S,Σ) has a sub-σ-algebra Σ0 of Σ whichseparates points and is countably generated then Σ0 is Σ! TheUnique Structure Theorem (UST).

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* Proof of the logical characterization theorem

The Quotient

Given (S,Σ, τa) an LMP, we define s ≃ s′ if s and s′ obey exactlythe same formulas of L0.

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* Proof of the logical characterization theorem

The Quotient

Given (S,Σ, τa) an LMP, we define s ≃ s′ if s and s′ obey exactlythe same formulas of L0.

The functions I[[φ]] : S −→ R defined by I[[φ]](s) = 1 if s |= φ and 0otherwise are a countable family of measurable functions suchthat s ≃ s′ if and only if all the functions agree on s and s′. Thusthe quotient space (Q,Ω) is analytic.

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* Proof of the logical characterization theorem

The Quotient

Given (S,Σ, τa) an LMP, we define s ≃ s′ if s and s′ obey exactlythe same formulas of L0.

The functions I[[φ]] : S −→ R defined by I[[φ]](s) = 1 if s |= φ and 0otherwise are a countable family of measurable functions suchthat s ≃ s′ if and only if all the functions agree on s and s′. Thusthe quotient space (Q,Ω) is analytic.

We define an LMP (Q,Ω, ρa) where ρa(t ,U) := τa(s,q−1(U));s ∈ q−1(t).

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* Proof of the logical characterization theorem

ρ is well defined - I

Easy to check that q−1(q([[φ]])) = [[φ]]:s ∈ q−1(q([[φ]])) implies that q(s) ∈ q([[φ]]), i.e. ∃s′ ∈ [[φ]].s ≃ s′, so s |= φ so s ∈ [[φ]].

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* Proof of the logical characterization theorem

ρ is well defined - I

Easy to check that q−1(q([[φ]])) = [[φ]]:s ∈ q−1(q([[φ]])) implies that q(s) ∈ q([[φ]]), i.e. ∃s′ ∈ [[φ]].s ≃ s′, so s |= φ so s ∈ [[φ]].

Thus q([[φ]]) is measurable.

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* Proof of the logical characterization theorem

ρ is well defined - I

Easy to check that q−1(q([[φ]])) = [[φ]]:s ∈ q−1(q([[φ]])) implies that q(s) ∈ q([[φ]]), i.e. ∃s′ ∈ [[φ]].s ≃ s′, so s |= φ so s ∈ [[φ]].

Thus q([[φ]]) is measurable.

Thus the σ-algebra generated -say, Λ - by q([[φ]]) is asub-σ-algebra of Ω.

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* Proof of the logical characterization theorem

ρ is well defined - I

Easy to check that q−1(q([[φ]])) = [[φ]]:s ∈ q−1(q([[φ]])) implies that q(s) ∈ q([[φ]]), i.e. ∃s′ ∈ [[φ]].s ≃ s′, so s |= φ so s ∈ [[φ]].

Thus q([[φ]]) is measurable.

Thus the σ-algebra generated -say, Λ - by q([[φ]]) is asub-σ-algebra of Ω.

Λ is countably generated and separates points so by UST it is Ω.Thus q([[φ]]) generates Ω.

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* Proof of the logical characterization theorem

ρ is well defined - II

The collection q([[φ]]) is a π-system (because L0 has conjunction)and it generates Ω; thus if we can show that two measures agreeon these sets they agree on all of Ω.

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* Proof of the logical characterization theorem

ρ is well defined - II

The collection q([[φ]]) is a π-system (because L0 has conjunction)and it generates Ω; thus if we can show that two measures agreeon these sets they agree on all of Ω.

If q(s) = q(s′) = t then τa(s, [[φ]]) = τa(s′, [[φ]]) (simpleinterpolation).

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* Proof of the logical characterization theorem

ρ is well defined - II

The collection q([[φ]]) is a π-system (because L0 has conjunction)and it generates Ω; thus if we can show that two measures agreeon these sets they agree on all of Ω.

If q(s) = q(s′) = t then τa(s, [[φ]]) = τa(s′, [[φ]]) (simpleinterpolation).

Thus τa(s,q−1(q([[φ]]))) = τa(s′,q−1(q([[φ]]))) and hence ρ is welldefined. We have ρa(q(s),B) = τa(s,q−1(B)).

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* Proof of the logical characterization theorem

Finishing the Argument

Let X be any ≃-closed subset of S.

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* Proof of the logical characterization theorem

Finishing the Argument

Let X be any ≃-closed subset of S.

Then q−1(q(X )) = X and q(X ) ∈ Ω.

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* Proof of the logical characterization theorem

Finishing the Argument

Let X be any ≃-closed subset of S.

Then q−1(q(X )) = X and q(X ) ∈ Ω.

If s ≃ s′ then q(s) = q(s′) and

τa(s,X ) = τa(s,q−1(q(X ))) = ρa(q(s),q(X )) =

ρa(q(s′),q(X )) = τa(s′,q−1(q(X ))) = τa(s′,X ).

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Metrics

A metric-based approximate viewpoint

Move from equality between processes to distances betweenprocesses (Jou and Smolka 1990).

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Metrics

A metric-based approximate viewpoint

Move from equality between processes to distances betweenprocesses (Jou and Smolka 1990).

Formalize distance as a metric:

d(s, s) = 0,d(s, t) = d(t , s),d(s,u) ≤ d(s, t) + d(t ,u).

Quantitative analogue of an equivalence relation.

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Metrics

A metric-based approximate viewpoint

Move from equality between processes to distances betweenprocesses (Jou and Smolka 1990).

Formalize distance as a metric:

d(s, s) = 0,d(s, t) = d(t , s),d(s,u) ≤ d(s, t) + d(t ,u).

Quantitative analogue of an equivalence relation.

Quantitative measurement of the distinction between processes.

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Metrics

Criteria on Metrics

Soundness:d(s, t) = 0 ⇔ s, t are bisimilar

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Metrics

Criteria on Metrics

Soundness:d(s, t) = 0 ⇔ s, t are bisimilar

Stability of distance under temporal evolution:“Nearby states stayclose forever.”

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Metrics

Criteria on Metrics

Soundness:d(s, t) = 0 ⇔ s, t are bisimilar

Stability of distance under temporal evolution:“Nearby states stayclose forever.”

Metrics should be computable (efficiently?).

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Metrics

Bisimulation Recalled

Let R be an equivalence relation. R is a bisimulation if: s R t if:

(s −→ P) ⇒ [t −→ Q,P =R Q]

(t −→ Q) ⇒ [s −→ P,P =R Q]

where P =R Q if

(∀R − closed E) P(E) = Q(E)

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Metrics

A putative definition of a metric analogue ofbisimulation

m is a metric-bisimulation if: m(s, t) < ǫ ⇒:

s −→ P ⇒ t −→ Q, m(P,Q) < ǫ

t −→ Q ⇒ s −→ P, m(P,Q) < ǫ

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Metrics

A putative definition of a metric analogue ofbisimulation

m is a metric-bisimulation if: m(s, t) < ǫ ⇒:

s −→ P ⇒ t −→ Q, m(P,Q) < ǫ

t −→ Q ⇒ s −→ P, m(P,Q) < ǫ

Problem: what is m(P,Q)? — Type mismatch!!

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Metrics

A putative definition of a metric analogue ofbisimulation

m is a metric-bisimulation if: m(s, t) < ǫ ⇒:

s −→ P ⇒ t −→ Q, m(P,Q) < ǫ

t −→ Q ⇒ s −→ P, m(P,Q) < ǫ

Problem: what is m(P,Q)? — Type mismatch!!

Need a way to lift distances from states to a distances ondistributions of states.

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Metrics

A detour: Kantorovich metric

Metrics on probability measures on metric spaces.

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Metrics

A detour: Kantorovich metric

Metrics on probability measures on metric spaces.

M: 1-bounded pseudometrics on states.

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Metrics

A detour: Kantorovich metric

Metrics on probability measures on metric spaces.

M: 1-bounded pseudometrics on states.

d(µ, ν) = supf

|

fdµ−

fdν|, f 1-Lipschitz

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Metrics

A detour: Kantorovich metric

Metrics on probability measures on metric spaces.

M: 1-bounded pseudometrics on states.

d(µ, ν) = supf

|

fdµ−

fdν|, f 1-Lipschitz

Arises in the solution of an LP problem: transshipment.

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Metrics

An LP version for Finite-State Spaces

When state space is finite: Let P,Q be probability distributions. Then:

m(P,Q) = max∑

i

(P(si)− Q(si))ai

subject to:∀i .0 ≤ ai ≤ 1∀i , j . ai − aj ≤ m(si , sj).

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Metrics

The Dual Form

Dual form from Worrell and van Breugel:

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Metrics

The Dual Form

Dual form from Worrell and van Breugel:

min∑

i ,j

lijm(si , sj ) +∑

i

xi +∑

j

yj

subject to:∀i .

j lij + xi = P(si)

∀j .∑

i lij + yj = Q(sj )∀i , j . lij , xi , yj ≥ 0.

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Metrics

The Dual Form

Dual form from Worrell and van Breugel:

min∑

i ,j

lijm(si , sj ) +∑

i

xi +∑

j

yj

subject to:∀i .

j lij + xi = P(si)

∀j .∑

i lij + yj = Q(sj )∀i , j . lij , xi , yj ≥ 0.

We prove many equations by using the primal form to show onedirection and the dual to show the other.

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Metrics

Example

Let m(s, t) = r < 1. Let δs(δt) be the probability measureconcentrated at s(t). Then,

m(δs, δt) = r

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Metrics

Example

Let m(s, t) = r < 1. Let δs(δt) be the probability measureconcentrated at s(t). Then,

m(δs, δt) = r

Upper bound from dual: Choose lst = 1 all other lij = 0. Then

ij

lijm(si , sj ) = m(s, t) = r .

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Metrics

Example

Let m(s, t) = r < 1. Let δs(δt) be the probability measureconcentrated at s(t). Then,

m(δs, δt) = r

Upper bound from dual: Choose lst = 1 all other lij = 0. Then

ij

lijm(si , sj ) = m(s, t) = r .

Lower bound from primal: Choose as = 0,at = r , all others tomatch the constraints. Then

i

(δt (si)− δs(si ))ai = r .

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Metrics

The Importance of the Example

We can isometrically embed the original space in the metric space ofdistributions.

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Metrics

Return from Detour

Summary of detour: Given a metric on states in a metric space, can liftto a metric on probability distributions on states.

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Metrics

Metric “Bisimulation”

m is a metric-bisimulation if: m(s, t) < ǫ ⇒:

s −→ P ⇒ t −→ Q, m(P,Q) < ǫ

t −→ Q ⇒ s −→ P, m(P,Q) < ǫ

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Metrics

Metric “Bisimulation”

m is a metric-bisimulation if: m(s, t) < ǫ ⇒:

s −→ P ⇒ t −→ Q, m(P,Q) < ǫ

t −→ Q ⇒ s −→ P, m(P,Q) < ǫ

The required canonical metric on processes is the least such: ie.the distances are the least possible.

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Metrics

Metric “Bisimulation”

m is a metric-bisimulation if: m(s, t) < ǫ ⇒:

s −→ P ⇒ t −→ Q, m(P,Q) < ǫ

t −→ Q ⇒ s −→ P, m(P,Q) < ǫ

The required canonical metric on processes is the least such: ie.the distances are the least possible.

Thm: Canonical least metric exists. Usual fixed-point theoryarguments.

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Continuous-state systems

What about Continuous-State Systems?

Develop a real-valued “modal logic” based on the analogy:Program Logic Probabilistic LogicState s Distribution µFormula φ Random Variable fSatisfaction s |= φ

f dµ

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Continuous-state systems

What about Continuous-State Systems?

Develop a real-valued “modal logic” based on the analogy:Program Logic Probabilistic LogicState s Distribution µFormula φ Random Variable fSatisfaction s |= φ

f dµ

Define a metric based on how closely the random variables agree.

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Continuous-state systems

What about Continuous-State Systems?

Develop a real-valued “modal logic” based on the analogy:Program Logic Probabilistic LogicState s Distribution µFormula φ Random Variable fSatisfaction s |= φ

f dµ

Define a metric based on how closely the random variables agree.

We did this before the LP based techniques became available.

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Continuous-state systems

Real-valued Modal Logic

f ::= 1 | max(f , f ) | h f | 〈a〉.f

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Continuous-state systems

Real-valued Modal Logic

f ::= 1 | max(f , f ) | h f | 〈a〉.f

1(s) = 1 Truemax(f1, f2)(s) = max(f1(s), f2(s)) Conjunctionh f (s) = h(f (s)) Lipschitz〈a〉.f (s) = γ

s′∈S f (s′)τa(s, ds′) a-transition

where h 1-Lipschitz : [0,1] → [0,1] and γ ∈ (0,1].

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Continuous-state systems

Real-valued Modal Logic

f ::= 1 | max(f , f ) | h f | 〈a〉.f

1(s) = 1 Truemax(f1, f2)(s) = max(f1(s), f2(s)) Conjunctionh f (s) = h(f (s)) Lipschitz〈a〉.f (s) = γ

s′∈S f (s′)τa(s, ds′) a-transition

where h 1-Lipschitz : [0,1] → [0,1] and γ ∈ (0,1].

d(s, t) = supf |f (s)− f (t)|

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Continuous-state systems

Real-valued Modal Logic

f ::= 1 | max(f , f ) | h f | 〈a〉.f

1(s) = 1 Truemax(f1, f2)(s) = max(f1(s), f2(s)) Conjunctionh f (s) = h(f (s)) Lipschitz〈a〉.f (s) = γ

s′∈S f (s′)τa(s, ds′) a-transition

where h 1-Lipschitz : [0,1] → [0,1] and γ ∈ (0,1].

d(s, t) = supf |f (s)− f (t)|

Thm: d coincides with the canonical metric-bisimulation.

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Continuous-state systems

Finitary syntax for Real-valued modal logic

1(s) = 1 Truemax(f1, f2)(s) = max(f1(s), f2(s)) Conjunction(1 − f )(s) = 1 − f (s) Negation

⌊fq(s)⌋ =

q , f (s) ≥ qf (s) , f (s) < q

Cutoffs

〈a〉.f (s) = γ∫

s′∈S f (s′)τa(s, ds′) a-transition

q is a rational.

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Conclusions

Recent results and related work

Markov Decision Processes with continuous state spaces. [Ferns,P., Precup]

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Conclusions

Recent results and related work

Markov Decision Processes with continuous state spaces. [Ferns,P., Precup]Sampling based techniques for approximating the metric.

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 45 / 46

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Conclusions

Recent results and related work

Markov Decision Processes with continuous state spaces. [Ferns,P., Precup]Sampling based techniques for approximating the metric.Logical characterization for simulation via domain theory, but weneed disjunction. [DGJP]

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 45 / 46

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Conclusions

Recent results and related work

Markov Decision Processes with continuous state spaces. [Ferns,P., Precup]Sampling based techniques for approximating the metric.Logical characterization for simulation via domain theory, but weneed disjunction. [DGJP]Approximation theory for continuous space LMPs. [DGJP, BFPP,DD, DDP]

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 45 / 46

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Conclusions

Recent results and related work

Markov Decision Processes with continuous state spaces. [Ferns,P., Precup]Sampling based techniques for approximating the metric.Logical characterization for simulation via domain theory, but weneed disjunction. [DGJP]Approximation theory for continuous space LMPs. [DGJP, BFPP,DD, DDP]Domains of LMPs, universal LMP [DGJP]

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 45 / 46

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Conclusions

Recent results and related work

Markov Decision Processes with continuous state spaces. [Ferns,P., Precup]Sampling based techniques for approximating the metric.Logical characterization for simulation via domain theory, but weneed disjunction. [DGJP]Approximation theory for continuous space LMPs. [DGJP, BFPP,DD, DDP]Domains of LMPs, universal LMP [DGJP]Metrics [van Breugel, Worrel]

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 45 / 46

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Conclusions

Recent results and related work

Markov Decision Processes with continuous state spaces. [Ferns,P., Precup]Sampling based techniques for approximating the metric.Logical characterization for simulation via domain theory, but weneed disjunction. [DGJP]Approximation theory for continuous space LMPs. [DGJP, BFPP,DD, DDP]Domains of LMPs, universal LMP [DGJP]Metrics [van Breugel, Worrel]Weak bisimulation and metric analogue [DGJP]

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 45 / 46

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Conclusions

Recent results and related work

Markov Decision Processes with continuous state spaces. [Ferns,P., Precup]Sampling based techniques for approximating the metric.Logical characterization for simulation via domain theory, but weneed disjunction. [DGJP]Approximation theory for continuous space LMPs. [DGJP, BFPP,DD, DDP]Domains of LMPs, universal LMP [DGJP]Metrics [van Breugel, Worrel]Weak bisimulation and metric analogue [DGJP]Duality theory for LMPs. [Worrell et al.]

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 45 / 46

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Conclusions

Recent results and related work

Markov Decision Processes with continuous state spaces. [Ferns,P., Precup]Sampling based techniques for approximating the metric.Logical characterization for simulation via domain theory, but weneed disjunction. [DGJP]Approximation theory for continuous space LMPs. [DGJP, BFPP,DD, DDP]Domains of LMPs, universal LMP [DGJP]Metrics [van Breugel, Worrel]Weak bisimulation and metric analogue [DGJP]Duality theory for LMPs. [Worrell et al.]Decision procedure for metric without discount. [van Breugel et al.]

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 45 / 46

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Conclusions

Recent results and related work

Markov Decision Processes with continuous state spaces. [Ferns,P., Precup]Sampling based techniques for approximating the metric.Logical characterization for simulation via domain theory, but weneed disjunction. [DGJP]Approximation theory for continuous space LMPs. [DGJP, BFPP,DD, DDP]Domains of LMPs, universal LMP [DGJP]Metrics [van Breugel, Worrel]Weak bisimulation and metric analogue [DGJP]Duality theory for LMPs. [Worrell et al.]Decision procedure for metric without discount. [van Breugel et al.]Beautiful coinduction principle for stochastic processes due toKozen.

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Conclusions

Recent results and related work

Markov Decision Processes with continuous state spaces. [Ferns,P., Precup]Sampling based techniques for approximating the metric.Logical characterization for simulation via domain theory, but weneed disjunction. [DGJP]Approximation theory for continuous space LMPs. [DGJP, BFPP,DD, DDP]Domains of LMPs, universal LMP [DGJP]Metrics [van Breugel, Worrel]Weak bisimulation and metric analogue [DGJP]Duality theory for LMPs. [Worrell et al.]Decision procedure for metric without discount. [van Breugel et al.]Beautiful coinduction principle for stochastic processes due toKozen.New completeness theorems: Cardelli, Larsen, Mardare [ICALP2011]Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 45 / 46

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Conclusions

Work in Progress

New approach to approximation based on averaging [Chaput,Danos, P., Plotkin, ICALP 2009]

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 46 / 46

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Conclusions

Work in Progress

New approach to approximation based on averaging [Chaput,Danos, P., Plotkin, ICALP 2009]

Approximations of the logic and convergence properties [Larsen,Mardare, P.]

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 46 / 46

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Conclusions

Work in Progress

New approach to approximation based on averaging [Chaput,Danos, P., Plotkin, ICALP 2009]

Approximations of the logic and convergence properties [Larsen,Mardare, P.]

New Stone-type duality theory [Larsen, Mardare, P.]

Panangaden (McGill) Bisimulation and Metrics for Labelled Markov Processes 13th June 2012 46 / 46