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Weak Stochastic Bisimulation for Non-markovian Processes

  • Natalia López
  • Manuel Núñez
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 3722)

Abstract

In this paper we introduce a novel notion of bisimulation to properly capture the behavior of stochastic systems with general distributions. The key idea consists in the identification of different sequences of random variables if the additions of the random variables of each sequence are identically distributed. That is, we will not only identify sequences of internal actions with one of them (as it is usually done in weak bisimulations) but we will also reduce (in some conditions) sequences of stochastic transitions to only one transition. Therefore, we will identify processes that are considered non-equivalent in previous notions of bisimulation for this kind of languages.

Keywords

Equivalence Class Equivalence Relation Probability Distribution Function Internal Transition Label Transition System 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2005

Authors and Affiliations

  • Natalia López
    • 1
  • Manuel Núñez
    • 1
  1. 1.Dpt. Sistemas Informáticos y ProgramaciónUniversidad Complutense de Madrid 

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