TY - GEN
T1 - Computing least fixed points of probabilistic systems of polynomials
AU - Esparza, Javier
AU - Gaiser, Andreas
AU - Kiefer, Stefan
PY - 2010
Y1 - 2010
N2 - We study systems of equations of the form X1 = f 1(X1,⋯, Xn),⋯, Xn = fn(X1,⋯, Xn) where each fi is a polynomial with nonnegative coefficients that add up to 1. The least nonnegative solution, say μ, of such equation systems is central to problems from various areas, like physics, biology, computational linguistics and probabilistic program verification. We give a simple and strongly polynomial algorithm to decide whether μ = (1,⋯, 1) holds. Furthermore, we present an algorithm that computes reliable sequences of lower and upper bounds on μ, converging linearly to μ. Our algorithm has these features despite using inexact arithmetic for efficiency. We report on experiments that show the performance of our algorithms.
AB - We study systems of equations of the form X1 = f 1(X1,⋯, Xn),⋯, Xn = fn(X1,⋯, Xn) where each fi is a polynomial with nonnegative coefficients that add up to 1. The least nonnegative solution, say μ, of such equation systems is central to problems from various areas, like physics, biology, computational linguistics and probabilistic program verification. We give a simple and strongly polynomial algorithm to decide whether μ = (1,⋯, 1) holds. Furthermore, we present an algorithm that computes reliable sequences of lower and upper bounds on μ, converging linearly to μ. Our algorithm has these features despite using inexact arithmetic for efficiency. We report on experiments that show the performance of our algorithms.
KW - Branching processes
KW - Computing fixed points
KW - Numerical approximation
KW - Stochastic models
UR - http://www.scopus.com/inward/record.url?scp=84880290652&partnerID=8YFLogxK
U2 - 10.4230/LIPIcs.STACS.2010.2468
DO - 10.4230/LIPIcs.STACS.2010.2468
M3 - Conference contribution
AN - SCOPUS:84880290652
SN - 9783939897163
T3 - Leibniz International Proceedings in Informatics, LIPIcs
SP - 359
EP - 370
BT - STACS 2010 - 27th International Symposium on Theoretical Aspects of Computer Science
T2 - 27th International Symposium on Theoretical Aspects of Computer Science, STACS 2010
Y2 - 4 March 2010 through 6 March 2010
ER -