On L\'evy's Brownian motion indexed by the elements of compact groups

We investigate positive definiteness of the Brownian kernel K(x,y)=1/2(d(x,x_0) + d(y,x_0) - d(x,y)) on a compact group G and in particular for G=SO(n).Comment: Accepted for publication. 10 page

Representation of Gaussian Isotropic Spin Random Fields

We develop a technique for the construction of random fields on algebraic structures. We deal with two general situations: random fields on homogeneous spaces of a compact group and in the spin-line bundles of the 2-sphere. In particular, every spin Gaussian isotropic field can be obtained with this construction. Our construction extends P. L\'evy's original idea for the spherical Brownian Motion.Comment: 27 pages. Accepted for publication on Stoch. Processes App

Cryptanalysis of a One-Time Code-Based Digital Signature Scheme

We consider a one-time digital signature scheme recently proposed by Persichetti and show that a successful key recovery attack can be mounted with limited complexity. The attack we propose exploits a single signature intercepted by the attacker, and relies on a statistical analysis performed over such a signature, followed by information set decoding. We assess the attack complexity and show that a full recovery of the secret key can be performed with a work factor that is far below the claimed security level. The efficiency of the attack is motivated by the sparsity of the signature, which leads to a significant information leakage about the secret key.Comment: 5 pages, 1 figur

Large Deviation asymptotics for the exit from a domain of the bridge of a general Diffusion

We provide Large Deviation estimates for the bridge of a $d$-dimensional general diffusion process as the conditioning time tends to $0$ and apply these results to the evaluation of the asymptotics of its exit time probabilities. We are motivated by applications to numerical simulation, especially in connection with stochastic volatility models.Comment: 15 pages, 2 figure

High Frequency Asymptotics for Wavelet-Based Tests for Gaussianity and Isotropy on the Torus

We prove a CLT for skewness and kurtosis of the wavelets coefficients of a stationary field on the torus. The results are in the framework of the fixed-domain asymptotics, i.e. we refer to observations of a single field which is sampled at higher and higher frequencies. We consider also studentized statistics for the case of an unknown correlation structure. The results are motivated by the analysis of cosmological data or high-frequency financial data sets, with a particular interest towards testing for Gaussianity and isotropyComment: 33 pages, 3 figure

Leaderless synchronization of heterogeneous oscillators by adaptively learning the group model

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