The full replica symmetry breaking in the Ising spin glass on random regular graph

In this paper, we extend the full replica symmetry breaking scheme to the Ising spin glass on a random regular graph. We propose a new martingale approach, that overcomes the limits of the Parisi-M\'ezard cavity method, providing a well-defined formulation of the full replica symmetry breaking problem in random regular graphs. Finally, we define the order parameters of the system and get a set of self-consistency equations for the order parameters and the free energy. We face up the problem only from a technical point of view: the physical meaning of this approach and the quantitative evaluation of the solution of the self-consistency equations will be discussed in next works.Comment: 23 page

Byzantine Fault Tolerance for Nondeterministic Applications

All practical applications contain some degree of nondeterminism. When such applications are replicated to achieve Byzantine fault tolerance (BFT), their nondeterministic operations must be controlled to ensure replica consistency. To the best of our knowledge, only the most simplistic types of replica nondeterminism have been dealt with. Furthermore, there lacks a systematic approach to handling common types of nondeterminism. In this paper, we propose a classification of common types of replica nondeterminism with respect to the requirement of achieving Byzantine fault tolerance, and describe the design and implementation of the core mechanisms necessary to handle such nondeterminism within a Byzantine fault tolerance framework.Comment: To appear in the proceedings of the 3rd IEEE International Symposium on Dependable, Autonomic and Secure Computing, 200

Belief Propagation Algorithm for Portfolio Optimization Problems

The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was pioneeringly estimated by S. Ciliberti and M. M\'ezard [Eur. Phys. B. 57, 175 (2007)]; however, they have not yet developed an approximate derivation method for finding the optimal portfolio with respect to a given return set. In this study, an approximation algorithm based on belief propagation for the portfolio optimization problem is presented using the Bethe free energy formalism, and the consistency of the numerical experimental results of the proposed algorithm with those of replica analysis is confirmed. Furthermore, the conjecture of H. Konno and H. Yamazaki, that the optimal solutions with the absolute deviation model and with the mean-variance model have the same typical behavior, is verified using replica analysis and the belief propagation algorithm.Comment: 5 pages, 2 figures, to submit to EP