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Chapter 3
Probabilistic Bisimulation
Abstract
We introduce the operational model of probabilistic labelled transition
systems, where a state evolves into a distribution after performing some action. To
define relations between distributions, we need to lift a relation on states to be a
relation on distributions of states. There is a natural lifting operation that nicely cor-
responds to the Kantorovich metric, a fundamental concept used in mathematics to
lift a metric on states to a metric on distributions of states, which is also related to
the maximum flow problem in optimisation theory.
The lifting operation yields a neat notion of probabilistic bisimulation, for which
we provide logical, metric and algorithmic characterisations. Specifically, we ex-
tend the Hennessy-Milner logic and the modal mu-calculus with a new modality,
resulting in an adequate and an expressive logic for probabilistic bisimilarity. The
correspondence of the lifting operation and the Kantorovich metric leads to a charac-
terisation of bisimulations as pseudometrics that are postfixed points of a monotone
function. Probabilistic bisimilarity also admits both partition refinement and “on-
the-fly” decision algorithms; the latter exploits the close relationship between the
lifting operation and the maximum flow problem.
Keywords
Probabilistic labelled transition system
·
Lifting operation
·
Probabilistic
bisimulation
·
Modal logic
·
Algorithm
3.1
Introduction
In recent years, probabilistic constructs have been proven useful for giving quantita-
tive specifications of system behaviour. The first papers on probabilistic concurrency
theory [
1
-
3
] proceed by
replacing
nondeterministic with probabilistic constructs.
The reconciliation of nondeterministic and probabilistic constructs starts with [
4
]
and has received a lot of attention in the literature [
5
-
22
]. It could be argued that it
is one of the central problems of the area.
Also we shall work in a framework that features the coexistence of probability
and nondeterminism. More specifically, we deal with
probabilistic labelled transition
systems (pLTSs)
[
19
] that are an extension of the usual
labelled transition systems
(LTSs)
so that a step of transition is in the form
s
a
−ₒ
ʔ
, meaning that state
s
can
perform action
a
and evolve into a distribution
ʔ
over some successor states. In this
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