Periodic orbits of the ensemble of Sinai-Arnold cat maps and pseudorandom number generation

We propose methods for constructing high-quality pseudorandom number generators (RNGs) based on an ensemble of hyperbolic automorphisms of the unit two-dimensional torus (Sinai-Arnold map or cat map) while keeping a part of the information hidden. The single cat map provides the random properties expected from a good RNG and is hence an appropriate building block for an RNG, although unnecessary correlations are always present in practice. We show that introducing hidden variables and introducing rotation in the RNG output, accompanied with the proper initialization, dramatically suppress these correlations. We analyze the mechanisms of the single-cat-map correlations analytically and show how to diminish them. We generalize the Percival-Vivaldi theory in the case of the ensemble of maps, find the period of the proposed RNG analytically, and also analyze its properties. We present efficient practical realizations for the RNGs and check our predictions numerically. We also test our RNGs using the known stringent batteries of statistical tests and find that the statistical properties of our best generators are not worse than those of other best modern generators.Comment: 18 pages, 3 figures, 9 table

Applying dissipative dynamical systems to pseudorandom number generation: Equidistribution property and statistical independence of bits at distances up to logarithm of mesh size

The behavior of a family of dissipative dynamical systems representing transformations of two-dimensional torus is studied on a discrete lattice and compared with that of conservative hyperbolic automorphisms of the torus. Applying dissipative dynamical systems to generation of pseudorandom numbers is shown to be advantageous and equidistribution of probabilities for the sequences of bits can be achieved. A new algorithm for generating uniform pseudorandom numbers is proposed. The theory of the generator, which includes proofs of periodic properties and of statistical independence of bits at distances up to logarithm of mesh size, is presented. Extensive statistical testing using available test packages demonstrates excellent results, while the speed of the generator is comparable to other modern generators.Comment: 6 pages, 3 figures, 3 table

Multidimensional Quasi-Monte Carlo Malliavin Greeks

We investigate the use of Malliavin calculus in order to calculate the Greeks of multidimensional complex path-dependent options by simulation. For this purpose, we extend the formulas employed by Montero and Kohatsu-Higa to the multidimensional case. The multidimensional setting shows the convenience of the Malliavin Calculus approach over different techniques that have been previously proposed. Indeed, these techniques may be computationally expensive and do not provide flexibility for variance reduction. In contrast, the Malliavin approach exhibits a higher flexibility by providing a class of functions that return the same expected value (the Greek) with different accuracies. This versatility for variance reduction is not possible without the use of the generalized integral by part formula of Malliavin Calculus. In the multidimensional context, we find convenient formulas that permit to improve the localization technique, introduced in Fourni\'e et al and reduce both the computational cost and the variance. Moreover, we show that the parameters employed for variance reduction can be obtained \textit{on the flight} in the simulation. We illustrate the efficiency of the proposed procedures, coupled with the enhanced version of Quasi-Monte Carlo simulations as discussed in Sabino, for the numerical estimation of the Deltas of call, digital Asian-style and Exotic basket options with a fixed and a floating strike price in a multidimensional Black-Scholes market.Comment: 22 pages, 6 figure

Advances in delimiting the Hilbert-Schmidt separability probability of real two-qubit systems

We seek to derive the probability--expressed in terms of the Hilbert-Schmidt (Euclidean or flat) metric--that a generic (nine-dimensional) real two-qubit system is separable, by implementing the well-known Peres-Horodecki test on the partial transposes (PT's) of the associated 4 x 4 density matrices). But the full implementation of the test--requiring that the determinant of the PT be nonnegative for separability to hold--appears to be, at least presently, computationally intractable. So, we have previously implemented--using the auxiliary concept of a diagonal-entry-parameterized separability function (DESF)--the weaker implied test of nonnegativity of the six 2 x 2 principal minors of the PT. This yielded an exact upper bound on the separability probability of 1024/{135 pi^2} =0.76854$. Here, we piece together (reflection-symmetric) results obtained by requiring that each of the four 3 x 3 principal minors of the PT, in turn, be nonnegative, giving an improved/reduced upper bound of 22/35 = 0.628571. Then, we conclude that a still further improved upper bound of 1129/2100 = 0.537619 can be found by similarly piecing together the (reflection-symmetric) results of enforcing the simultaneous nonnegativity of certain pairs of the four 3 x 3 principal minors. In deriving our improved upper bounds, we rely repeatedly upon the use of certain integrals over cubes that arise. Finally, we apply an independence assumption to a pair of DESF's that comes close to reproducing our numerical estimate of the true separability function.Comment: 16 pages, 9 figures, a few inadvertent misstatements made near the end are correcte

Shuffling cards, factoring numbers, and the quantum baker's map

It is pointed out that an exactly solvable permutation operator, viewed as the quantization of cyclic shifts, is useful in constructing a basis in which to study the quantum baker's map, a paradigm system of quantum chaos. In the basis of this operator the eigenfunctions of the quantum baker's map are compressed by factors of around five or more. We show explicitly its connection to an operator that is closely related to the usual quantum baker's map. This permutation operator has interesting connections to the art of shuffling cards as well as to the quantum factoring algorithm of Shor via the quantum order finding one. Hence we point out that this well-known quantum algorithm makes crucial use of a quantum chaotic operator, or at least one that is close to the quantization of the left-shift, a closeness that we also explore quantitatively.Comment: 12 pgs. Substantially elaborated version, including a new route to the quantum bakers map. To appear in J. Phys.

Analysis of reaction and timing attacks against cryptosystems based on sparse parity-check codes

In this paper we study reaction and timing attacks against cryptosystems based on sparse parity-check codes, which encompass low-density parity-check (LDPC) codes and moderate-density parity-check (MDPC) codes. We show that the feasibility of these attacks is not strictly associated to the quasi-cyclic (QC) structure of the code but is related to the intrinsically probabilistic decoding of any sparse parity-check code. So, these attacks not only work against QC codes, but can be generalized to broader classes of codes. We provide a novel algorithm that, in the case of a QC code, allows recovering a larger amount of information than that retrievable through existing attacks and we use this algorithm to characterize new side-channel information leakages. We devise a theoretical model for the decoder that describes and justifies our results. Numerical simulations are provided that confirm the effectiveness of our approach

Quasi-Monte Carlo, Discrepancies and Error Estimates

We discuss the problem of defining an estimate for the error in quasi-Monte Carlo integration. The key issue is the definition of an ensemble of quasi-random point sets that, on the one hand, includes a sufficiency of equivalent point sets, and on the other hand uses information on the degree of uniformity of the point set actually used, in the form of a discrepancy or diaphony. A few examples of such discrepancies are given. We derive the distribution of our error estimate in the limit of large number of points. In many cases, Gaussian central limits are obtained. We also present numerical results for the quadratic star-discrepancy for a number of quasi-random sequences

Good Random Matrices over Finite Fields

The random matrix uniformly distributed over the set of all m-by-n matrices over a finite field plays an important role in many branches of information theory. In this paper a generalization of this random matrix, called k-good random matrices, is studied. It is shown that a k-good random m-by-n matrix with a distribution of minimum support size is uniformly distributed over a maximum-rank-distance (MRD) code of minimum rank distance min{m,n}-k+1, and vice versa. Further examples of k-good random matrices are derived from homogeneous weights on matrix modules. Several applications of k-good random matrices are given, establishing links with some well-known combinatorial problems. Finally, the related combinatorial concept of a k-dense set of m-by-n matrices is studied, identifying such sets as blocking sets with respect to (m-k)-dimensional flats in a certain m-by-n matrix geometry and determining their minimum size in special cases.Comment: 25 pages, publishe