10,001 research outputs found
Stability of Zeno Equilibria in Lagrangian Hybrid Systems
This paper presents both necessary and sufficient
conditions for the stability of Zeno equilibria in Lagrangian hybrid systems, i.e., hybrid systems modeling mechanical systems undergoing impacts. These conditions for stability are motivated by the sufficient conditions for Zeno behavior in Lagrangian hybrid systems obtained in [11]—we show that the same conditions that imply the existence of Zeno behavior near Zeno equilibria imply the stability of the Zeno equilibria. This paper, therefore, not only presents conditions for the stability of Zeno equilibria, but directly relates the stability of Zeno equilibria to the existence of Zeno behavior
Statistics of the Island-Around-Island Hierarchy in Hamiltonian Phase Space
The phase space of a typical Hamiltonian system contains both chaotic and
regular orbits, mixed in a complex, fractal pattern. One oft-studied phenomenon
is the algebraic decay of correlations and recurrence time distributions. For
area-preserving maps, this has been attributed to the stickiness of boundary
circles, which separate chaotic and regular components. Though such dynamics
has been extensively studied, a full understanding depends on many fine details
that typically are beyond experimental and numerical resolution. This calls for
a statistical approach, the subject of the present work. We calculate the
statistics of the boundary circle winding numbers, contrasting the distribution
of the elements of their continued fractions to that for uniformly selected
irrationals. Since phase space transport is of great interest for dynamics, we
compute the distributions of fluxes through island chains. Analytical fits show
that the "level" and "class" distributions are distinct, and evidence for their
universality is given.Comment: 31 pages, 13 figure
Dilemma that cannot be resolved by biased quantum coin flipping
We show that a biased quantum coin flip (QCF) cannot provide the performance
of a black-boxed biased coin flip, if it satisfies some fidelity conditions.
Although such a QCF satisfies the security conditions of a biased coin flip, it
does not realize the ideal functionality, and therefore, does not fulfill the
demands for universally composable security. Moreover, through a comparison
within a small restricted bias range, we show that an arbitrary QCF is
distinguishable from a black-boxed coin flip unless it is unbiased on both
sides of parties against insensitive cheating. We also point out the difficulty
in developing cheat-sensitive quantum bit commitment in terms of the
uncomposability of a QCF.Comment: 5 pages and 1 figure. Accepted versio
Co-detection of acoustic emissions during failure of heterogeneous media: new perspectives for natural hazard early warning
A promising method for real time early warning of gravity driven rupture that
considers both the heterogeneity of natural media and characteristics of
acoustic emissions attenuation is proposed. The method capitalizes on
co-detection of elastic waves emanating from micro-cracks by multiple and
spatially separated sensors. Event co-detection is considered as surrogate for
large event size with more frequent co-detected events marking imminence of
catastrophic failure. Using a spatially explicit fiber bundle numerical model
with spatially correlated mechanical strength and two load redistribution
rules, we constructed a range of mechanical failure scenarios and associated
failure events (mapped into AE) in space and time. Analysis considering
hypothetical arrays of sensors and consideration of signal attenuation
demonstrate the potential of the co-detection principles even for insensitive
sensors to provide early warning for imminent global failure
Back testing multi asset value at risk : Norwegian data
This paper attempts to
e
stimate Value At Risk (VaR) for a multi asset Norwegian
portfolio,
using some of the most popular estimation methods
, Variance Covariance Method,
Historical Simulation and Monte Carlo Simulation
.
The Variance Covariance Method is
applied with both time varying and constant
volatility
.
Each VaR estimation
method
’
s accurac
y is tested
,
using
Kupiec’s
univariate test
ing
framework
,
for multiple single points in the left tail of the portfolio’s return distribution, and
Pérignon and Smith
’s
multivariate
framework
for a larger subset of the left tail.
It compares
each
method
’s ov
erall results
for the Norwegian portfolio
with those found
by Wu et al. (2012)
on a similar Taiwanese portfolio
.
And finally
,
based on the empirical testing
, it attempts
to
draw a conclusion on
which
method is best suited
for Norwegian data
Optimal ratio between phase basis and bit basis in QKD
In the original BB84 protocol, the bit basis and the phase basis are used
with equal probability. Lo et al (J. of Cryptology, 18, 133-165 (2005))
proposed to modify the ratio between the two bases by increasing the final key
generation rate. However, the optimum ratio has not been derived. In this
letter, in order to examine this problem, the ratio between the two bases is
optimized for exponential constraints given Eve's information
distinguishability and the final error probability
Unconditional Security of Single-Photon Differential Phase Shift Quantum Key Distribution
In this Letter, we prove the unconditional security of single-photon
differential phase shift quantum key distribution (DPS-QKD) protocol, based on
the conversion to an equivalent entanglement-based protocol. We estimate the
upper bound of the phase error rate from the bit error rate, and show that
DPS-QKD can generate unconditionally secure key when the bit error rate is not
greater than 4.12%. This proof is the first step to the unconditional security
proof of coherent state DPS-QKD.Comment: 5 pages, 2 figures; shorten the length, improve clarity, and correct
typos; accepted for publication in Physical Review Letter
Anonymous quantum communication
We present the first protocol for the anonymous transmission of a quantum
state that is information-theoretically secure against an active adversary,
without any assumption on the number of corrupt participants. The anonymity of
the sender and receiver is perfectly preserved, and the privacy of the quantum
state is protected except with exponentially small probability. Even though a
single corrupt participant can cause the protocol to abort, the quantum state
can only be destroyed with exponentially small probability: if the protocol
succeeds, the state is transferred to the receiver and otherwise it remains in
the hands of the sender (provided the receiver is honest).Comment: 11 pages, to appear in Proceedings of ASIACRYPT, 200
A simple proof of the unconditional security of quantum key distribution
Quantum key distribution is the most well-known application of quantum
cryptography. Previous proposed proofs of security of quantum key distribution
contain various technical subtleties. Here, a conceptually simpler proof of
security of quantum key distribution is presented. The new insight is the
invariance of the error rate of a teleportation channel: We show that the error
rate of a teleportation channel is independent of the signals being
transmitted. This is because the non-trivial error patterns are permuted under
teleportation. This new insight is combined with the recently proposed quantum
to classical reduction theorem. Our result shows that assuming that Alice and
Bob have fault-tolerant quantum computers, quantum key distribution can be made
unconditionally secure over arbitrarily long distances even against the most
general type of eavesdropping attacks and in the presence of all types of
noises.Comment: 13 pages, extended abstract. Comments will be appreciate
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