Fig: The finite improbability generator

Abstract

This paper introduces the statistical model checker FIGV, that estimates transient and steady-state reachability properties in stochastic automata. This software tool specialises in Rare Event Simulation via importance splitting, and implements the algorithms RESTART and Fixed Effort. FIG is push-button automatic since the user need not define an importance function: this function is derived from the model specification plus the property query. The tool operates with Input/Output Stochastic Automata with Urgency, aka IOSA models, described either in the native syntax or in the JANI exchange format. The theory backing FIG has demonstrated good efficiency, comparable to optimal importance splitting implemented ad hoc for specific models. Written in C++, FIG can outperform other state-of-the-art tools for Rare Event Simulation.