An Experiment in Ping-Pong Protocol Verification by Nondeterministic Pushdown Automata

An experiment is described that confirms the security of a well-studied class of cryptographic protocols (Dolev-Yao intruder model) can be verified by two-way nondeterministic pushdown automata (2NPDA). A nondeterministic pushdown program checks whether the intersection of a regular language (the protocol to verify) and a given Dyck language containing all canceling words is empty. If it is not, an intruder can reveal secret messages sent between trusted users. The verification is guaranteed to terminate in cubic time at most on a 2NPDA-simulator. The interpretive approach used in this experiment simplifies the verification, by separating the nondeterministic pushdown logic and program control, and makes it more predictable. We describe the interpretive approach and the known transformational solutions, and show they share interesting features. Also noteworthy is how abstract results from automata theory can solve practical problems by programming language means.Comment: In Proceedings MARS/VPT 2018, arXiv:1803.0866

Quasi-Linear Cellular Automata

Simulating a cellular automaton (CA) for t time-steps into the future requires t^2 serial computation steps or t parallel ones. However, certain CAs based on an Abelian group, such as addition mod 2, are termed ``linear'' because they obey a principle of superposition. This allows them to be predicted efficiently, in serial time O(t) or O(log t) in parallel. In this paper, we generalize this by looking at CAs with a variety of algebraic structures, including quasigroups, non-Abelian groups, Steiner systems, and others. We show that in many cases, an efficient algorithm exists even though these CAs are not linear in the previous sense; we term them ``quasilinear.'' We find examples which can be predicted in serial time proportional to t, t log t, t log^2 t, and t^a for a < 2, and parallel time log t, log t log log t and log^2 t. We also discuss what algebraic properties are required or implied by the existence of scaling relations and principles of superposition, and exhibit several novel ``vector-valued'' CAs.Comment: 41 pages with figures, To appear in Physica

A probabilistic numerical method for optimal multiple switching problem and application to investments in electricity generation

In this paper, we present a probabilistic numerical algorithm combining dynamic programming, Monte Carlo simulations and local basis regressions to solve non-stationary optimal multiple switching problems in infinite horizon. We provide the rate of convergence of the method in terms of the time step used to discretize the problem, of the size of the local hypercubes involved in the regressions, and of the truncating time horizon. To make the method viable for problems in high dimension and long time horizon, we extend a memory reduction method to the general Euler scheme, so that, when performing the numerical resolution, the storage of the Monte Carlo simulation paths is not needed. Then, we apply this algorithm to a model of optimal investment in power plants. This model takes into account electricity demand, cointegrated fuel prices, carbon price and random outages of power plants. It computes the optimal level of investment in each generation technology, considered as a whole, w.r.t. the electricity spot price. This electricity price is itself built according to a new extended structural model. In particular, it is a function of several factors, among which the installed capacities. The evolution of the optimal generation mix is illustrated on a realistic numerical problem in dimension eight, i.e. with two different technologies and six random factors

Random Forests and Networks Analysis

D. Wilson~\cite{[Wi]} in the 1990's described a simple and efficient algorithm based on loop-erased random walks to sample uniform spanning trees and more generally weighted trees or forests spanning a given graph. This algorithm provides a powerful tool in analyzing structures on networks and along this line of thinking, in recent works~\cite{AG1,AG2,ACGM1,ACGM2} we focused on applications of spanning rooted forests on finite graphs. The resulting main conclusions are reviewed in this paper by collecting related theorems, algorithms, heuristics and numerical experiments. A first foundational part on determinantal structures and efficient sampling procedures is followed by four main applications: 1) a random-walk-based notion of well-distributed points in a graph 2) how to describe metastable dynamics in finite settings by means of Markov intertwining dualities 3) coarse graining schemes for networks and associated processes 4) wavelets-like pyramidal algorithms for graph signals.Comment: Survey pape

Finite Dimensional Statistical Inference

In this paper, we derive the explicit series expansion of the eigenvalue distribution of various models, namely the case of non-central Wishart distributions, as well as correlated zero mean Wishart distributions. The tools used extend those of the free probability framework, which have been quite successful for high dimensional statistical inference (when the size of the matrices tends to infinity), also known as free deconvolution. This contribution focuses on the finite Gaussian case and proposes algorithmic methods to compute the moments. Cases where asymptotic results fail to apply are also discussed.Comment: 14 pages, 13 figures. Submitted to IEEE Transactions on Information Theor