Rate-based Transition Systems for Stochastic Process Calculi FULL VERSION

A variant of Rate Transition Systems (RTS), proposed by Klin and Sassone, is introduced and used as the basic model for defining stochastic behaviour of processes. The transition relation used in our variant associates to each process, for each action, the set of possible futures paired with a measure indicating their rates. We show how RTS can be used for providing the operational semantics of stochastic extensions of three classical formalisms, namely CSP, CCS and π-calculus. It is also shown that, in contrast with the original definition by Priami, our semantics for stochastic π-calculus guarantees associativity of parallel composition.