Rate-based Transition Systems for Stochastic Process Calculi

A variant of Rate Transition Systems (RTS) is introduced and used as the basic model for defining stochastic behaviour of processes and for associating Continuous Time Markov Chains to process terms. 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 classical formalisms, namely CSP and CCS. We also show that our semantics for stochastic CCS guarantees associativity of parallel composition. Similarly, in contrast with the original definition by Priami, we argue that a similar approach for defining the semantics of stochastic pi-calculus guarantees associativity of parallel composition.