Correct Approximation of Stationary Distributions
Abstract
A classical problem for Markov chains is determining their stationary (or steadystate) distribution. This problem has an equally classical solution based on eigenvectors and linear equation systems. However, this approach does not scale to large instances, and iterative solutions are desirable. It turns out that a naive approach, as used by current model checkers, may yield completely wrong results. We present a new approach, which utilizes recent advances in partial exploration and mean payoff computation to obtain a correct, converging approximation.
 Publication:

arXiv eprints
 Pub Date:
 January 2023
 DOI:
 10.48550/arXiv.2301.08137
 arXiv:
 arXiv:2301.08137
 Bibcode:
 2023arXiv230108137M
 Keywords:

 Electrical Engineering and Systems Science  Systems and Control;
 Mathematics  Probability