Central Limit Model Checking

Central Limit Theorem for the Edwards Model

The Edwards model in one dimension is a transformed path measure for standard Brownian motion discouraging self-intersections. We prove a central limit theorem for the endpoint of the path, extending a law of large numbers proved by Westwater (1984). The scaled variance is characterized in terms of the largest eigenvalue of a one-parameter family of differential operators, introduced and analyz...

Adaptive Limit-checking for Spacecraft Using Relevance Vector Autoregressive Model

Development of advanced anomaly detection and failure diagnosis technologies for spacecraft is a quite significant issue in the space industry, because the space environment is harsh, distant and uncertain. While several modern approaches based on qualitative reasoning, expert systems, and probabilistic reasoning have been developed recently for this purpose, any of them has a common difficulty...

MoChiBA: Probabilistic LTL Model Checking Using Limit-Deterministic Büchi Automata

The limiting factor for quantitative analysis of Markov decision processes (MDP) against specifications given in linear temporal logic (LTL) is the size of the generated product. As recently shown, a special subclass of limit-deterministic Büchi automata (LDBA) can replace deterministic Rabin automata in quantitative probabilistic model checking algorithms. We present an extension of PRISM for ...

Central Limit Theorem in Multitype Branching Random Walk

A discrete time multitype (p-type) branching random walk on the real line R is considered. The positions of the j-type individuals in the n-th generation form a point process. The asymptotic behavior of these point processes, when the generation size tends to infinity, is studied. The central limit theorem is proved.

Central and Local Limit Theories in Markov Dependent Random Variables