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Silent Steps in Markov Chains

Nikola Trcka Eindhoven University of Technology 4pm Monday 19th May 2007 Room 2511, JCMB, King's Buildings

A silent step in a dynamic system is a step that is considered unobservable. In this talk I introduce silent steps to Markov reward chains as steps that have infinite rates and unknown probabilities. I define and compare two methods of aggregation that abstract away from these steps while preserving performance measures. The first method is based on lumping, the second on the elimination of stochastic discontinuity. The results have a direct application since they can serve as a correctness criterion for the bisimulation based reductions of non-determinism in Markovian process algebras.

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