KFS : le systeme de fichiers de Kitlog

Projet SORCe rapport decrit la conception de KFS (Kitlog File System). KFS est un systeme de fichiers entierement journalise, bati sur le service de journalisation d'usage general Kitlog. Ce travail valide le modele de Kitlog en montrant l'adequation des services offerts par un outil de journalisation generique aux besoins specifiques du systeme de fichiers. L'architecture du systeme de fichiers KFS est simplifiee par le fait qu'une grande part des mecanismes necessaires (gestion des espaces libres, recherche de donnees, etc.) sont deja assures par le service de journalisation Kitlog

Additive-multiplicative stochastic models of financial mean-reverting processes

We investigate a generalized stochastic model with the property known as mean reversion, that is, the tendency to relax towards a historical reference level. Besides this property, the dynamics is driven by multiplicative and additive Wiener processes. While the former is modulated by the internal behavior of the system, the latter is purely exogenous. We focus on the stochastic dynamics of volatilities, but our model may also be suitable for other financial random variables exhibiting the mean reversion property. The generalized model contains, as particular cases, many early approaches in the literature of volatilities or, more generally, of mean-reverting financial processes. We analyze the long-time probability density function associated to the model defined through a It\^o-Langevin equation. We obtain a rich spectrum of shapes for the probability function according to the model parameters. We show that additive-multiplicative processes provide realistic models to describe empirical distributions, for the whole range of data.Comment: 8 pages, 3 figure

Interstellar extinction towards the inner Galactic Bulge

DENIS observations in the J (1.2 micron) and K_S (2.15 micron) bands together with isochrones calculated for the RGB and AGB phase are used to draw an extinction map of the inner Galactic Bulge. The uncertainty in this method is mainly limited by the optical depth of the Bulge itself. A comparison with fields of known extinction shows a very good agreement. We present an extinction map for the inner Galactic Bulge (approx. 20 sq. deg.)Comment: 4 pages, 4 figures, accepted for publication in A&A as a letter, see also http://www-denis.iap.fr/articles/extinction

Gas Rich Dwarf Spheroidals

We present evidence that nearly half of the dwarf spheroidal galaxies (dSph and dSph/dIrr) in the Local Group are associated with large reservoirs of atomic gas, in some cases larger than the stellar mass. The gas is sometimes found at large distance (~10 kpc) from the center of a galaxy and is not necessarily centered on it. Similarly large quantities of ionized gas could be hidden in these systems as well. The properties of some of the gas reservoirs are similar to the median properties of the High-Velocity Clouds (HVCs); two of the HI reservoirs are catalogued HVCs. The association of the HI with the dwarf spheroidals might thus provide a link between the HVCs and stars. We show that the HI content of the Local Group dSphs and dIrrs exhibits a sharp decline if the galaxy is within 250 kpc of either the Milky Way or M31. This can be explained if both galaxies have a sufficiently massive x-ray emitting halo that produces ram-pressure stripping if a dwarf ventures too close to either giant spiral. We also investigate tidal stripping of the dwarf galaxies and find that although it may play a role, it cannot explain the apparent total absence of neutral gas in most dSph galaxies at distances less than 250 kpc. For the derived mean density of the hot gas, n_0 = 2.5e-5 cm^-2, ram-pressure stripping is found to be more than an order of magnitude more effective in removing the gas from the dSph galaxies. The hot halo, with an inferred mass of 1e10 solar masses, may represent a reservoir of ~1000 destroyed dwarf systems, either HVCs or true dwarf galaxies similar to those we observe now.Comment: AASTex preprint style, 27 pages including 12 figures. Submitted to ApJ. See also http://astro.berkeley.edu/~robisha

Option pricing under stochastic volatility: the exponential Ornstein-Uhlenbeck model

We study the pricing problem for a European call option when the volatility of the underlying asset is random and follows the exponential Ornstein-Uhlenbeck model. The random diffusion model proposed is a two-dimensional market process that takes a log-Brownian motion to describe price dynamics and an Ornstein-Uhlenbeck subordinated process describing the randomness of the log-volatility. We derive an approximate option price that is valid when (i) the fluctuations of the volatility are larger than its normal level, (ii) the volatility presents a slow driving force toward its normal level and, finally, (iii) the market price of risk is a linear function of the log-volatility. We study the resulting European call price and its implied volatility for a range of parameters consistent with daily Dow Jones Index data.Comment: 26 pages, 6 colored figure

Theoretical Models for Classical Cepheids: IV. Mean Magnitudes and Colors and the Evaluation of Distance, Reddening and Metallicity

We discuss the metallicity effect on the theoretical visual and near-infrared PL and PLC relations of classical Cepheids, as based on nonlinear, nonlocal and time--dependent convective pulsating models at varying chemical composition. In view of the two usual methods of averaging (magnitude-weighted and intensity-weighted) observed magnitudes and colors over the full pulsation cycle, we briefly discuss the differences between static and mean quantities. We show that the behavior of the synthetic mean magnitudes and colors fully reproduces the observed trend of Galactic Cepheids, supporting the validity of the model predictions. In the second part of the paper we show how the estimate of the mean reddening and true distance modulus of a galaxy from Cepheid VK photometry depend on the adopted metal content, in the sense that larger metallicities drive the host galaxy to lower extinctions and distances. Conversely, self-consistent estimates of the Cepheid mean reddening, distance and metallicity may be derived if three-filter data are taken into account. By applying the theoretical PL and PLC relations to available BVK data of Cepheids in the Magellanic Clouds we eventually obtain Z \sim 0.008, E(B-V) \sim 0.02 mag, DM \sim 18.63 mag for LMC and Z \sim 0.004, E(B-V) \sim 0.01 mag., DM \sim 19.16 mag. for SMC. The discrepancy between such reddenings and the current values based on BVI data is briefly discussed.Comment: 16 pages, 11 postscript figures, accepted for publication on Ap

Content delivery over TLS: a cryptographic analysis of keyless SSL

The Transport Layer Security (TLS) protocol is designed to allow two parties, a client and a server, to communicate securely over an insecure network. However, when TLS connections are proxied through an intermediate middlebox, like a Content Delivery Network (CDN), the standard endto- end security guarantees of the protocol no longer apply. In this paper, we investigate the security guarantees provided by Keyless SSL, a CDN architecture currently deployed by CloudFlare that composes two TLS 1.2 handshakes to obtain a proxied TLS connection. We demonstrate new attacks that show that Keyless SSL does not meet its intended security goals. These attacks have been reported to CloudFlare and we are in the process of discussing fixes. We argue that proxied TLS handshakes require a new, stronger, 3-party security definition. We present 3(S)ACCEsecurity, a generalization of the 2-party ACCE security definition that has been used in several previous proofs for TLS. We modify Keyless SSL and prove that our modifications guarantee 3(S)ACCE-security, assuming ACCE-security for the individual TLS 1.2 connections. We also propose a new design for Keyless TLS 1.3 and prove that it achieves 3(S)ACCEsecurity, assuming that the TLS 1.3 handshake implements an authenticated 2-party key exchange. Notably, we show that secure proxying in Keyless TLS 1.3 is computationally lighter and requires simpler assumptions on the certificate infrastructure than our proposed fix for Keyless SSL. Our results indicate that proxied TLS architectures, as currently used by a number of CDNs, may be vulnerable to subtle attacks and deserve close attention

Cepheid Period-Radius and Period-Luminosity Relations and the Distance to the LMC

We have used the infrared Barnes-Evans surface brightness technique to derive the radii and distances of 34 Galactic Cepheid variables. Radius and distance results obtained from both versions of the technique are in excellent agreement. The radii of 28 variables are used to determine the period-radius relation. This relation is found to have a smaller dispersion than in previous studies, and is identical to the period-radius relation found by Laney & Stobie from a completely independent method, a fact which provides persuasive evidence that the Cepheid period-radius relation is now determined at a very high confidence level. We use the accurate infrared distances to determine period-luminosity relations in the V, I, J, H and K passbands from the Galactic sample of Cepheids. We derive improved slopes of these relations from updated LMC Cepheid samples and adopt these slopes to obtain accurate absolute calibrations of the PL relation. By comparing these relations to the ones defined by the LMC Cepheids, we derive strikingly consistent and precise values for the LMC distance modulus in each of the passbands which yield a mean value of DM (LMC) = 18.46 +- 0.02. Our results show that the infrared Barnes-Evans technique is very insensitive to both Cepheid metallicity and adopted reddening, and therefore a very powerful tool to derive accurate distances to nearby galaxies by a direct application of the technique to their Cepheid variables, rather than by comparing PL relations of different galaxies, which introduces much more sensitivity to metallicity and absorption corrections which are usually difficult to determine.Comment: LaTeX, AASTeX style, 9 Figures, 10 Tables, The Astrophysical Journal in press (accepted Oct. 14, 1997). Fig. 3 replace

A Number-Theoretic Error-Correcting Code

In this paper we describe a new error-correcting code (ECC) inspired by the Naccache-Stern cryptosystem. While by far less efficient than Turbo codes, the proposed ECC happens to be more efficient than some established ECCs for certain sets of parameters. The new ECC adds an appendix to the message. The appendix is the modular product of small primes representing the message bits. The receiver recomputes the product and detects transmission errors using modular division and lattice reduction