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We present an analysis of the Proof-of-Work consensus algorithm, used on the Bitcoin blockchain, using a Mean Field Game framework. Using a master equation, we provide an equilibrium characterization of the total computational power devoted…

理论经济学 · 经济学 2020-04-21 Charles Bertucci , Louis Bertucci , Jean-Michel Lasry , Pierre-Louis Lions

Mining blocks on a blockchain equipped with a proof of work consensus protocol is well-known to be resource-consuming. A miner bears the operational cost, mainly electricity consumption and IT gear, of mining, and is compensated by a…

密码学与安全 · 计算机科学 2020-10-27 Hansjoerg Albrecher , Pierre-Olivier Goffard

A decade long thrive of cryptocurrency has shown its potential as a source of alternative-finance and the security and the robustness of the underpinning blockchain technology. However, most cryptocurrencies fail to show inimitability and…

密码学与安全 · 计算机科学 2020-03-24 Yibin Xu , Yangyu Huang , Jianhua Shao

As the cornerstone of blockchain, block synchronization plays a vital role in maintaining the security. Without full blockchain synchronization, unexpected forks will emerge and thus providing a breeding ground for various malicious…

新兴技术 · 计算机科学 2022-06-14 Qin Hu , Minghui Xu , Shengling Wang , Shaoyong Guo

In this paper we discuss Bitcoin, the leader among the existing cryptocurrencies, to analyse its trends, success factors, current challenges and probable solutions to make it even better. In the introduction section, we discuss the history…

密码学与安全 · 计算机科学 2014-12-24 Siddharth Prakash Rao

Cryptocurrencies such as Bitcoin are realized using distributed systems and hence critically rely on the performance and security of the interconnecting network. The requirements on these networks and their usage, however can differ…

网络与互联网体系结构 · 计算机科学 2020-08-20 Maya Dotan , Yvonne-Anne Pignolet , Stefan Schmid , Saar Tochner , Aviv Zohar

Cryptocurrency, the most controversial and simultaneously the most interesting asset, has attracted many investors and speculators in recent years. The visibly significant market capitalization of cryptos also motivates modern financial…

风险管理 · 定量金融 2021-12-10 Junjie Hu , Wolfgang Karl Härdle , Weiyu Kuo

In a PoW-based blockchain network, mining pools (the solo miner could be regarded as a mining pool containing one miner) compete to successfully mine blocks to pursue rewards. Generally, the rewards include the fixed block subsidies and…

计算机科学与博弈论 · 计算机科学 2021-10-20 Jinmian Chen , Yukun Cheng , Zhiqi Xu , Yan Cao

Over the past decade, the blockchain technology and its Bitcoin cryptocurrency have received considerable attention. Bitcoin has experienced significant price swings in daily and long-term valuations. In this paper, we propose a partial…

证券定价 · 定量金融 2020-08-26 Yufang Wang , Haiyan Wang

Bitcoin has emerged as a fascinating phenomenon of the financial markets. Without any central authority issuing the currency, it has been associated with controversy ever since its popularity and public interest reached high levels. Here,…

计算金融 · 定量金融 2018-10-30 Ladislav Kristoufek

Bitcoin derives a verifiable temporal order from probabilistic block discovery and cumulative proof-of-work rather than from a trusted global clock. We show that block arrivals exhibit stable exponential behavior across difficulty epochs,…

信息论 · 计算机科学 2026-02-11 Bin Chen , Pan Feng

The world economy is experiencing the novel adoption of distributed currencies that are free from the control of central banks. Distributed currencies suffer from extreme volatility, and this can lead to catastrophic implications during…

密码学与安全 · 计算机科学 2022-06-22 Jacques Bou Abdo , Shuvalaxmi Dass , Basheer Qolomany , Liaquat Hossain

We make several contributions that quantify the real-time hash rate and therefore the consensus of a blockchain. We show that by using only the hash value of blocks, we can estimate and measure the hash rate of all miners or individual…

密码学与安全 · 计算机科学 2017-07-04 A. Pinar Ozisik , George Bissias , Brian Levine

Bitcoin constructs temporal order internally rather than synchronizing to any external clock. Empirical evidence shows that its time evolution is non-continuous, probabilistic, and self-regulated. Block discovery follows a stochastic…

密码学与安全 · 计算机科学 2025-11-20 Bin Chen

The security of blockchain systems is fundamentally based on the decentralized consensus in which the majority of parties behave honestly, and the content verification process is essential to maintaining the robustness of blockchain…

密码学与安全 · 计算机科学 2025-08-21 Zishuo Zhao , Xi Chen , Yuan Zhou

We investigate the relationship between underlying blockchain mechanism of cryptocurrencies and its distributional characteristics. In addition to price, we emphasise on using actual block size and block time as the operational features of…

密码学与安全 · 计算机科学 2021-08-25 Min-Bin Lin , Kainat Khowaja , Cathy Yi-Hsuan Chen , Wolfgang Karl Härdle

Smart contracts are stateful programs deployed on blockchains; they secure over a trillion dollars in transaction value per year. High-stakes smart contracts often rely on timely alerts about external events, but prior work has not analyzed…

密码学与安全 · 计算机科学 2026-04-14 Marwa Mouallem , Lorenz Breidenbach , Ittay Eyal , Ari Juels

The aim of this paper is to analyse the Bitcoin in order to shed some light on its nature and behaviour. We select 9 cryptocurrencies that account for almost 75\% of total market capitalisation and compare their evolution with that of a…

统计金融 · 定量金融 2023-09-08 Esther Cabezas-Rivas , Felipe Sánchez-Coll , Isaac Tormo-Xaixo

We study financial transaction confirmation finality in Bitcoin as a function of transaction amount and user risk tolerance. A transaction is recorded in a block on a blockchain. However, a transaction may be revoked due to a fork in the…

分布式、并行与集群计算 · 计算机科学 2025-11-20 Ethan Hicks , Joseph Oglio , Mikhail Nesterenko , Gokarna Sharma

Open-access blockchains based on proof-of-work protocols have gained tremendous popularity for their capabilities of providing decentralized tamper-proof ledgers and platforms for data-driven autonomous organization. Nevertheless, the…

密码学与安全 · 计算机科学 2019-05-14 Shaohan Feng , Wenbo Wang , Zehui Xiong , Dusit Niyato , Ping Wang , Shaun Shuxun Wang