Process Algebra and Markov Chains

Hendrik Brinksma, H. Hermanns

    Research output: Chapter in Book/Report/Conference proceedingChapterAcademic

    42 Citations (Scopus)

    Abstract

    This paper surveys and relates the basic concepts of process algebra and the modelling of continuous time Markov chains. It provides basic introductions to both fields, where we also study the Markov chains from an algebraic perspective, viz. that of Markov chain algebra. We then proceed to study the interrelation of reactive processes and Markov chains in this setting, and introduce the algebra of Interactive Markov Chains as an orthogonal extension of both process and Markov chain algebra. We conclude with comparing this approach to related (Markovian) stochastic process algebras by analysing the algebraic principles that they support.
    Original languageEnglish
    Title of host publicationLectures on Formal Methods and Performance Analysis
    EditorsHendrik Brinksma, H. Hermanns, Joost P. Katoen
    Place of PublicationBerlin
    PublisherSpringer
    Pages183-231
    Number of pages49
    ISBN (Electronic)978-3-540-44667-5
    ISBN (Print)978-3-540-42479-6
    DOIs
    Publication statusPublished - Jul 2001

    Publication series

    NameLecture Notes in Computer Science
    PublisherSpringer Verlag
    Volume2090

    Keywords

    • FMT-PM: PROBABILISTIC METHODS
    • EWI-6419
    • FMT-PA: PROCESS ALGEBRAS
    • IR-63273
    • FMT-FMPA: FORMAL METHODS FOR PERFORMANCE ANALYSIS

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  • Cite this

    Brinksma, H., & Hermanns, H. (2001). Process Algebra and Markov Chains. In H. Brinksma, H. Hermanns, & J. P. Katoen (Eds.), Lectures on Formal Methods and Performance Analysis (pp. 183-231). (Lecture Notes in Computer Science; Vol. 2090). Berlin: Springer. https://doi.org/10.1007/3-540-44667-2_5