The compositional construction of Markov processes

Luisa de Francesco Albasini, Nicoletta Sabadini, Robert F. C. Walters · arXiv (Cornell University) · 2009

We describe an algebra for composing automata in which the actions have probabilities. We illustrate by showing how to calculate the probability of reaching deadlock in k steps in a model of the classical Dining Philosopher problem, and show, using the Perron-Frobenius Theorem, that this probability tends to 1 as k tends to infinity.

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