Markov Models

 

Title: Markov Models
Authors: Johannes Hölzl and Tobias Nipkow
Submission date: 2012-01-03
Abstract: This is a formalization of Markov models in Isabelle/HOL. It builds on Isabelle's probability theory. The available models are currently Discrete-Time Markov Chains and a extensions of them with rewards.

As application of these models we formalize probabilistic model checking of pCTL formulas, analysis of IPv4 address allocation in ZeroConf and an analysis of the anonymity of the Crowds protocol. See here for the corresponding paper.

BibTeX:
@article{Markov_Models-AFP,
  author  = {Johannes Hölzl and Tobias Nipkow},
  title   = {Markov Models},
  journal = {Archive of Formal Proofs},
  month   = jan,
  year    = 2012,
  note    = {\url{http://isa-afp.org/entries/Markov_Models.html},
            Formal proof development},
  ISSN    = {2150-914x},
}
License: BSD License
Depends on: Coinductive, Gauss-Jordan-Elim-Fun
Used by: Hidden_Markov_Models, Probabilistic_Noninterference, Probabilistic_Timed_Automata, Stochastic_Matrices
Status: [ok] This is a development version of this entry. It might change over time and is not stable. Please refer to release versions for citations.