Abstract
This paper introduces the statistical model checker FIGV, that estimates transient and steady-state reachability properties in stochastic automata. This software tool specialises in Rare Event Simulation via importance splitting, and implements the algorithms RESTART and Fixed Effort. FIG is push-button automatic since the user need not define an importance function: this function is derived from the model specification plus the property query. The tool operates with Input/Output Stochastic Automata with Urgency, aka IOSA models, described either in the native syntax or in the JANI exchange format. The theory backing FIG has demonstrated good efficiency, comparable to optimal importance splitting implemented ad hoc for specific models. Written in C++, FIG can outperform other state-of-the-art tools for Rare Event Simulation.
Highlights
In formal analysis of stochastic systems, statistical model checkingemerges as an alternative to numerical techniques such as probabilistic model checking
Given that the study of non-Markovian systems is a chief reason to use smc, FIG, a statistical model checker specialised in res, implements isplit
The novelty of FIG lies on its automatic derivation of the importance function required by isplit
Summary
Emerges as an alternative to numerical techniques such as (exhaustive) probabilistic model checking. Given that the study of non-Markovian systems is a chief reason to use smc, FIG, a statistical model checker specialised in res, implements isplit. The novelty of FIG lies on its automatic derivation of the importance function (and thresholds and splitting values) required by isplit This derivation exploits the model and property under study, resulting in a push-button application of res for smc. All these tools can operate directly on Markovian models, and none offers fully automated isplit. The smc tool modes [5] supports non-Markovian probability distributions and is much closer to the capabilities of FIG, offering a similar degree of automation. On the other hand, using the batch means method, FIG can estimate steady-state properties, which modes cannot currently do. Previous versions of FIG have been used for scientific experimentation and research: the theory of [6] was first implemented and exercised with FIG 1.0; and FIG 1.1 was presented in [2], and last used in an extended journal version of [5]
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