MOVES-Seminar, 30 April 2008

 

Abstraction for Stochastic Systems by Erlang's Method of Stages

 

Daniel Klink

 

Abstract:

 

In this talk a novel abstraction technique based on Erlang's
method of stages for continuous-time Markov chains (CTMCs) is proposed.
As abstract models Erlang-k interval processes are introduced where
state residence times are governed by Poisson processes and transition
probabilities are specified by intervals. It will be discussed how to
derive "time-bounded reachability probability" bounds in an Erlang-k
interval processes that are suitable w.r.t. abstraction for CTMCs.
The feasibility of the presented technique is demonstrated by a
quantitative analysis of an enzyme-catalyzed substrate conversion, a
well-known case study from biochemistry.