Computational Indistinguishability between Quantum States and Its Cryptographic Application

We introduce a computational problem of distinguishing between two specific quantum states as a new cryptographic problem to design a quantum cryptographic scheme that is "secure" against any polynomial-time quantum adversary. Our problem, QSCDff, is to distinguish between two types of random coset states with a hidden permutation over the symmetric group of finite degree. This naturally generalizes the commonly-used distinction problem between two probability distributions in computational cryptography. As our major contribution, we show that QSCDff has three properties of cryptographic interest: (i) QSCDff has a trapdoor; (ii) the average-case hardness of QSCDff coincides with its worst-case hardness; and (iii) QSCDff is computationally at least as hard as the graph automorphism problem in the worst case. These cryptographic properties enable us to construct a quantum public-key cryptosystem, which is likely to withstand any chosen plaintext attack of a polynomial-time quantum adversary. We further discuss a generalization of QSCDff, called QSCDcyc, and introduce a multi-bit encryption scheme that relies on similar cryptographic properties of QSCDcyc.Comment: 24 pages, 2 figures. We improved presentation, and added more detail proofs and follow-up of recent wor

Sampling from Archimedean copulas

We develop sampling algorithms for multivariate Archimedean copulas. For exchangeable copulas, where there is only one generating function, we first analyse the distribution of the copula itself, deriving a number of integral representations and a generating function representation. One of the integral representations is related, by a form of convolution, to the distribution whose Laplace transform yields the copula generating function. In the infinite-dimensional limit there is a direct connection between the distribution of the copula value and the inverse Laplace transform. Armed with these results, we present three sampling algorithms, all of which entail drawing from a one-dimensional distribution and then scaling the result to create random deviates distributed according to the copula. We implement and compare the various methods. For more general cases, in which an N-dimensional Archimedean copula is given by N-1 nested generating functions, we present algorithms in which each new variate is drawn conditional only on the value of the copula of the previously drawn variates. We also discuss the use of composite nested and exchangeable copulas for modelling random variates with a natural hierarchical structure, such as ratings and sectors for obligors in credit baskets.

A copula-VAR-X approach for industrial production modelling and forecasting

World economies, and especially European ones, have become strongly interconnected in the last decade and a joint modelling is required. We propose here the use of copulae to build flexible multivariate distributions, since they allow for a rich dependence structure and more flexible marginal distributions that better fit the features of empirical data, such as leptokurtosis. We use our approach to forecast industrial production series in the core European Monetary Union (EMU) countries and we provide evidence that the copula-Vector Autoregression (VAR) model outperforms or at worst compares similarly to normal VAR models, keeping the same computational tractability of the latter approach