2015 · 21 citations · 15 references
ComputingComputer ScienceMathematicsAlgorithmsReal-time SystemsTheory Of ComputationAlgorithm AnalysisEquivalence CheckingMetric GeometryTiming AnalysisTiming ModelingEquivalence Of Timed AutomataSkorokhod ProblemTiming Performance MetricsTrace Distance
The Skorokhod distance is a natural metric on traces of continuous and hybrid systems. It measures the best match between two traces, each mapping a time interval [0, T] to a metric space O, when continuous bijective timing distortions are allowed. Formally, it computes the infimum, over all timing distortions, of the maximum of two components: the first component quantifies the timing discrepancy of the timing distortion, and the second quantifies the mismatch (in the metric space O) of the values after the timing distortion. Skorokhod distances appear in various fundamental hybrid systems analysis concerns: from definitions of hybrid systems semantics and notions of equivalence, to practical problems such as checking the closeness of models or the quality of simulations. Despite its extensive use in semantics, the computation problem for the Skorokhod distance between two finite sampled-time hybrid traces remained open.
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Limit Theorems for Stochastic Processes
A. V. Skorokhod · Theory of Probability and Its Applications · 1956 · 901 citations