1,087 research outputs found
First exit times of solutions of stochastic differential equations driven by multiplicative Levy noise with heavy tails
In this paper we study first exit times from a bounded domain of a gradient
dynamical system perturbed by a small multiplicative
L\'evy noise with heavy tails. A special attention is paid to the way the
multiplicative noise is introduced. In particular we determine the asymptotics
of the first exit time of solutions of It\^o, Stratonovich and Marcus canonical
SDEs.Comment: 19 pages, 2 figure
Harnack Inequality and Regularity for a Product of Symmetric Stable Process and Brownian Motion
In this paper, we consider a product of a symmetric stable process in
and a one-dimensional Brownian motion in . Then we
define a class of harmonic functions with respect to this product process. We
show that bounded non-negative harmonic functions in the upper-half space
satisfy Harnack inequality and prove that they are locally H\"older continuous.
We also argue a result on Littlewood-Paley functions which are obtained by the
-harmonic extension of an function.Comment: 23 page
Dimension dependent hypercontractivity for Gaussian kernels
We derive sharp, local and dimension dependent hypercontractive bounds on the
Markov kernel of a large class of diffusion semigroups. Unlike the dimension
free ones, they capture refined properties of Markov kernels, such as trace
estimates. They imply classical bounds on the Ornstein-Uhlenbeck semigroup and
a dimensional and refined (transportation) Talagrand inequality when applied to
the Hamilton-Jacobi equation. Hypercontractive bounds on the Ornstein-Uhlenbeck
semigroup driven by a non-diffusive L\'evy semigroup are also investigated.
Curvature-dimension criteria are the main tool in the analysis.Comment: 24 page
Metric for Security Activities assisted by Argumentative Logic
International audienceRecent security concerns related to future embedded systems make enforcement of security requirements one of the most critical phases when designing such systems. This paper introduces an approach for efficient enforcement of security requirements based on argumentative logic, especially reasoning about activation or deactivation of different security mechanisms under certain functional and non-functional requirements. In this paper, the argumentative logic is used to reason about the rationale behind dynamic enforcement of security policies
Stochastic Calculus for a Time-changed Semimartingale and the Associated Stochastic Differential Equations
It is shown that under a certain condition on a semimartingale and a
time-change, any stochastic integral driven by the time-changed semimartingale
is a time-changed stochastic integral driven by the original semimartingale. As
a direct consequence, a specialized form of the Ito formula is derived. When a
standard Brownian motion is the original semimartingale, classical Ito
stochastic differential equations driven by the Brownian motion with drift
extend to a larger class of stochastic differential equations involving a
time-change with continuous paths. A form of the general solution of linear
equations in this new class is established, followed by consideration of some
examples analogous to the classical equations. Through these examples, each
coefficient of the stochastic differential equations in the new class is given
meaning. The new feature is the coexistence of a usual drift term along with a
term related to the time-change.Comment: 27 pages; typos correcte
Delegating Quantum Computation in the Quantum Random Oracle Model
A delegation scheme allows a computationally weak client to use a server's
resources to help it evaluate a complex circuit without leaking any information
about the input (other than its length) to the server. In this paper, we
consider delegation schemes for quantum circuits, where we try to minimize the
quantum operations needed by the client. We construct a new scheme for
delegating a large circuit family, which we call "C+P circuits". "C+P" circuits
are the circuits composed of Toffoli gates and diagonal gates. Our scheme is
non-interactive, requires very little quantum computation from the client
(proportional to input length but independent of the circuit size), and can be
proved secure in the quantum random oracle model, without relying on additional
assumptions, such as the existence of fully homomorphic encryption. In practice
the random oracle can be replaced by an appropriate hash function or block
cipher, for example, SHA-3, AES.
This protocol allows a client to delegate the most expensive part of some
quantum algorithms, for example, Shor's algorithm. The previous protocols that
are powerful enough to delegate Shor's algorithm require either many rounds of
interactions or the existence of FHE. The protocol requires asymptotically
fewer quantum gates on the client side compared to running Shor's algorithm
locally.
To hide the inputs, our scheme uses an encoding that maps one input qubit to
multiple qubits. We then provide a novel generalization of classical garbled
circuits ("reversible garbled circuits") to allow the computation of Toffoli
circuits on this encoding. We also give a technique that can support the
computation of phase gates on this encoding.
To prove the security of this protocol, we study key dependent message(KDM)
security in the quantum random oracle model. KDM security was not previously
studied in quantum settings.Comment: 41 pages, 1 figures. Update to be consistent with the proceeding
versio
Stochastic Loewner evolution driven by Levy processes
Standard stochastic Loewner evolution (SLE) is driven by a continuous
Brownian motion, which then produces a continuous fractal trace. If jumps are
added to the driving function, the trace branches. We consider a generalized
SLE driven by a superposition of a Brownian motion and a stable Levy process.
The situation is defined by the usual SLE parameter, , as well as
which defines the shape of the stable Levy distribution. The resulting
behavior is characterized by two descriptors: , the probability that the
trace self-intersects, and , the probability that it will approach
arbitrarily close to doing so. Using Dynkin's formula, these descriptors are
shown to change qualitatively and singularly at critical values of and
. It is reasonable to call such changes ``phase transitions''. These
transitions occur as passes through four (a well-known result) and as
passes through one (a new result). Numerical simulations are then used
to explore the associated touching and near-touching events.Comment: Published version, minor typos corrected, added reference
A Feynman-Kac Formula for Anticommuting Brownian Motion
Motivated by application to quantum physics, anticommuting analogues of
Wiener measure and Brownian motion are constructed. The corresponding Ito
integrals are defined and the existence and uniqueness of solutions to a class
of stochastic differential equations is established. This machinery is used to
provide a Feynman-Kac formula for a class of Hamiltonians. Several specific
examples are considered.Comment: 21 page
Lognormal scale invariant random measures
In this article, we consider the continuous analog of the celebrated
Mandelbrot star equation with lognormal weights. Mandelbrot introduced this
equation to characterize the law of multiplicative cascades. We show existence
and uniqueness of measures satisfying the aforementioned continuous equation;
these measures fall under the scope of the Gaussian multiplicative chaos theory
developed by J.P. Kahane in 1985 (or possibly extensions of this theory). As a
by product, we also obtain an explicit characterization of the covariance
structure of these measures. We also prove that qualitative properties such as
long-range independence or isotropy can be read off the equation.Comment: 31 pages; Probability Theory and Related Fields (2012) electronic
versio
The weakly coupled fractional one-dimensional Schr\"{o}dinger operator with index
We study fundamental properties of the fractional, one-dimensional Weyl
operator densely defined on the Hilbert space
and determine the asymptotic behaviour of
both the free Green's function and its variation with respect to energy for
bound states. In the sequel we specify the Birman-Schwinger representation for
the Schr\"{o}dinger operator
and extract the finite-rank portion which is essential for the asymptotic
expansion of the ground state. Finally, we determine necessary and sufficient
conditions for there to be a bound state for small coupling constant .Comment: 16 pages, 1 figur
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