Verifying proofs in constant depth

In this paper we initiate the study of proof systems where verification of proofs proceeds by NC circuits. We investigate the question which languages admit proof systems in this very restricted model. Formulated alternatively, we ask which languages can be enumerated by NC functions. Our results show that the answer to this problem is not determined by the complexity of the language. On the one hand, we construct NC proof systems for a variety of languages ranging from regular to NP-complete. On the other hand, we show by combinatorial methods that even easy regular languages such as Exact-OR do not admit NC proof systems. We also present a general construction of proof systems for regular languages with strongly connected NFA's

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 $\dot Y_t=-\nabla U(Y_t)$ 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

Controlled Data Sharing for Collaborative Predictive Blacklisting

Although sharing data across organizations is often advocated as a promising way to enhance cybersecurity, collaborative initiatives are rarely put into practice owing to confidentiality, trust, and liability challenges. In this paper, we investigate whether collaborative threat mitigation can be realized via a controlled data sharing approach, whereby organizations make informed decisions as to whether or not, and how much, to share. Using appropriate cryptographic tools, entities can estimate the benefits of collaboration and agree on what to share in a privacy-preserving way, without having to disclose their datasets. We focus on collaborative predictive blacklisting, i.e., forecasting attack sources based on one's logs and those contributed by other organizations. We study the impact of different sharing strategies by experimenting on a real-world dataset of two billion suspicious IP addresses collected from Dshield over two months. We find that controlled data sharing yields up to 105% accuracy improvement on average, while also reducing the false positive rate.Comment: A preliminary version of this paper appears in DIMVA 2015. This is the full version. arXiv admin note: substantial text overlap with arXiv:1403.212

L\'evy-Schr\"odinger wave packets

We analyze the time--dependent solutions of the pseudo--differential L\'evy--Schr\"odinger wave equation in the free case, and we compare them with the associated L\'evy processes. We list the principal laws used to describe the time evolutions of both the L\'evy process densities, and the L\'evy--Schr\"odinger wave packets. To have self--adjoint generators and unitary evolutions we will consider only absolutely continuous, infinitely divisible L\'evy noises with laws symmetric under change of sign of the independent variable. We then show several examples of the characteristic behavior of the L\'evy--Schr\"odinger wave packets, and in particular of the bi-modality arising in their evolutions: a feature at variance with the typical diffusive uni--modality of both the L\'evy process densities, and the usual Schr\"odinger wave functions.Comment: 41 pages, 13 figures; paper substantially shortened, while keeping intact examples and results; changed format from "report" to "article"; eliminated Appendices B, C, F (old names); shifted Chapters 4 and 5 (old numbers) from text to Appendices C, D (new names); introduced connection between Relativistic q.m. laws and Generalized Hyperbolic law

Mixtures in non stable Levy processes

We analyze the Levy processes produced by means of two interconnected classes of non stable, infinitely divisible distribution: the Variance Gamma and the Student laws. While the Variance Gamma family is closed under convolution, the Student one is not: this makes its time evolution more complicated. We prove that -- at least for one particular type of Student processes suggested by recent empirical results, and for integral times -- the distribution of the process is a mixture of other types of Student distributions, randomized by means of a new probability distribution. The mixture is such that along the time the asymptotic behavior of the probability density functions always coincide with that of the generating Student law. We put forward the conjecture that this can be a general feature of the Student processes. We finally analyze the Ornstein--Uhlenbeck process driven by our Levy noises and show a few simulation of it.Comment: 28 pages, 3 figures, to be published in J. Phys. A: Math. Ge

The weakly coupled fractional one-dimensional Schr\"{o}dinger operator with index 1<α≤2\bf 1<\alpha \leq 2

We study fundamental properties of the fractional, one-dimensional Weyl operator $\hat{\mathcal{P}}^{\alpha}$ densely defined on the Hilbert space $\mathcal{H}=L^2({\mathbb R},dx)$ 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 $K_{\alpha}\hat{\mathcal{P}}^{\alpha}-g|\hat{V}|$ 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 $g$.Comment: 16 pages, 1 figur

Regularity of Ornstein-Uhlenbeck processes driven by a L{\'e}vy white noise

The paper is concerned with spatial and time regularity of solutions to linear stochastic evolution equation perturbed by L\'evy white noise "obtained by subordination of a Gaussian white noise". Sufficient conditions for spatial continuity are derived. It is also shown that solutions do not have in general \cadlag modifications. General results are applied to equations with fractional Laplacian. Applications to Burgers stochastic equations are considered as well.Comment: This is an updated version of the same paper. In fact, it has already been publishe

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

Stochastic Reaction-diffusion Equations Driven by Jump Processes

We establish the existence of weak martingale solutions to a class of second order parabolic stochastic partial differential equations. The equations are driven by multiplicative jump type noise, with a non-Lipschitz multiplicative functional. The drift in the equations contains a dissipative nonlinearity of polynomial growth.Comment: See journal reference for teh final published 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, $\kappa$, as well as $\alpha$ which defines the shape of the stable Levy distribution. The resulting behavior is characterized by two descriptors: $p$, the probability that the trace self-intersects, and $\tilde{p}$, 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 $\kappa$ and $\alpha$. It is reasonable to call such changes ``phase transitions''. These transitions occur as $\kappa$ passes through four (a well-known result) and as $\alpha$ 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