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The compositional construction of Markov processes

Published 16 Jan 2009 in cs.LO, math.CT, and math.PR | (0901.2434v1)

Abstract: 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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