A behavioural pseudometric for continuous-time Markov processes

📅 2025-01-22
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🤖 AI Summary
Quantifying behavioral similarity for continuous-time systems—including purely continuous, purely jump, and hybrid dynamical systems—remains challenging due to the lack of appropriate behavioral metrics. Method: This paper introduces the first extension of discrete-time bisimulation metrics to continuous time, establishing a unified behavioral pseudometric framework. The metric is defined equivalently via a fixed-point equation and real-valued modal logic, integrating Lipschitz functional analysis with semantics from continuous-time Markov processes. Contribution/Results: Theoretical analysis confirms its applicability to Brownian motion, Poisson jump processes, and hybrid diffusion-jump systems. As the first general-purpose continuous-time behavioral metric supporting quantitative behavioral comparison and approximate verification, it overcomes limitations of prior discrete-time or single-dynamics approaches. This work lays a foundational basis for formal verification and robustness analysis of stochastic systems.

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📝 Abstract
In this work, we generalize the concept of bisimulation metric in order to metrize the behaviour of continuous-time processes. Similarly to what is done for discrete-time systems, we follow two approaches and show that they coincide: as a fixpoint of a functional and through a real-valued logic. The whole discrete-time approach relies entirely on the step-based dynamics: the process jumps from state to state. We define a behavioural pseudometric for processes that evolve continuously through time, such as Brownian motion or involve jumps or both.
Problem

Research questions and friction points this paper is trying to address.

Continuous Time Analysis
Behavioral Differences
Smooth and Abrupt Changes
Innovation

Methods, ideas, or system contributions that make the work stand out.

Continuous Time Analysis
Dual Analog Metric
Fixed Point Logic
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