Articles
A Generalisation of Stationary Distributions, and Probabilistic Program Algebra

https://doi.org/10.1016/S1571-0661(04)80967-8Get rights and content
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Abstract

We generalise the classical notion of stationary distributions of Markov processes to a model of probabilistic programs which includes demonic nondeterminism. As well as removing some of the conditions normally required for stationarity, our generalisation allows the development of a complete theory linking stationary behaviour to long-term average behaviour — the latter being an important property that lies outside the expressive range of standard logics for probabilistic programs.

Keywords

Probabilistic program semantics
probability
demonic nondeterminism
Markov process
stationary distribution
Markov decision processes

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This work was done at Oxford University, UK, and was funded by the EPSRC.