Behavioural pseudometrics for continuous-time diffusions
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arXiv
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| Format: | Preprint |
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2023
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| author | Chen, Linan Clerc, Florence Panangaden, Prakash |
| author_facet | Chen, Linan Clerc, Florence Panangaden, Prakash |
| contents | Bisimulation is a concept that captures behavioural equivalence of states in a variety of types of transition systems. It has been widely studied in a discrete-time setting where the notion of a step is fundamental. In our setting we are considering "flow"-processes emphasizing that they evolve in continuous time. In such continuous-time settings, the concepts are not straightforward adaptations of their discrete-time analogues and we restrict our study to diffusions that do not lose mass over time and with additional regularity constraints.
In previous work we proposed different definitions of behavioural equivalences for continuous-time stochastic processes where the evolution is a flow through time. That work only addressed equivalences. In this work, we aim at quantifying how differently processes behave. We present two pseudometrics for diffusion-like processes. These pseudometrics are fixpoints of two different functionals on the space of 1-bounded pseudometrics on the state space. We also characterize these pseudometrics in terms of real-valued modal logics; this is a quantitative analogue of the notion of logical characterization of bisimulation. These real-valued modal logics indicate that the two pseudometrics are different and thus yield different notions of behavioural equivalence. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2312_16729 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Behavioural pseudometrics for continuous-time diffusions Chen, Linan Clerc, Florence Panangaden, Prakash Logic in Computer Science Formal Languages and Automata Theory Probability Bisimulation is a concept that captures behavioural equivalence of states in a variety of types of transition systems. It has been widely studied in a discrete-time setting where the notion of a step is fundamental. In our setting we are considering "flow"-processes emphasizing that they evolve in continuous time. In such continuous-time settings, the concepts are not straightforward adaptations of their discrete-time analogues and we restrict our study to diffusions that do not lose mass over time and with additional regularity constraints. In previous work we proposed different definitions of behavioural equivalences for continuous-time stochastic processes where the evolution is a flow through time. That work only addressed equivalences. In this work, we aim at quantifying how differently processes behave. We present two pseudometrics for diffusion-like processes. These pseudometrics are fixpoints of two different functionals on the space of 1-bounded pseudometrics on the state space. We also characterize these pseudometrics in terms of real-valued modal logics; this is a quantitative analogue of the notion of logical characterization of bisimulation. These real-valued modal logics indicate that the two pseudometrics are different and thus yield different notions of behavioural equivalence. |
| title | Behavioural pseudometrics for continuous-time diffusions |
| topic | Logic in Computer Science Formal Languages and Automata Theory Probability |
| url | https://arxiv.org/abs/2312.16729 |