相关论文: Stochastic Properties of EIP-1559 Basefees

This paper proposes a method for the stochastic estimation of Charging Stations prices based on dual decomposition. Prices are determined so as to minimize the social cost of the EVs while satisfying their constraints in expectation

We argue that the technical foundations of non-fungible tokens (NFTs) remain inadequately understood. Prior research has focused on market dynamics, user behavior, and isolated security incidents, yet systematic analysis of the standards…

Methods of estimation and forecasting for stationary models are well known in classical time series analysis. However, stationarity is an idealization which, in practice, can at best hold as an approximation, but for many time series may be…

With the widespread adoption of blockchain technology, the transaction fee mechanism (TFM) in blockchain systems has become a prominent research topic. An ideal TFM should satisfy user incentive compatibility (UIC), miner incentive…

This paper presents a comprehensive framework for transaction posting and pricing in Layer 2 (L2) blockchain systems, focusing on challenges stemming from fluctuating Layer 1 (L1) gas fees and the congestion issues within L2 networks.…

This work introduces a framework for evaluating onchain order flow auctions (OFAs), emphasizing the metric of price improvement. Utilizing a set of open-source tools, our methodology systematically attributes price improvements to specific…

Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics like work, heat and entropy production to the level of individual trajectories of well-defined…

We consider stochastic volatility models under parameter uncertainty and investigate how model derived prices of European options are affected. We let the pricing parameters evolve dynamically in time within a specified region, and…

Entropy production (EP) is known as a fundamental quantity for measuring the irreversibility of processes in thermal equilibrium and states far from equilibrium. In stochastic thermodynamics, the EP becomes more visible in terms of the…

Transaction Fee Mechanism Design studies auctions run by untrusted miners for transaction inclusion in a blockchain. Under previously-considered desiderata, an auction is considered `good' if, informally-speaking, each party (i.e., the…

Living systems often function with regulatory interactions, but the question of how activity, stochasticity and regulations work together for achieving different goals still remains puzzling. We propose a stochastic model of an active…

The CAP theorem says that no blockchain can be live under dynamic participation and safe under temporary network partitions. To resolve this availability-finality dilemma, we formulate a new class of flexible consensus protocols,…

We develop quantum algorithms for pricing Asian and barrier options under the Heston model, a popular stochastic volatility model, and estimate their costs, in terms of T-count, T-depth and number of logical qubits, on instances under…

ERC-4337, the Ethereum account abstraction standard, simplifies account management and transaction fee payment in decentralized applications by introducing programmable smart contract wallets and gas sponsorship via paymasters. However, its…

Maximum extractable value (MEV) has been extensively studied. In most papers, the researchers have worked with the Ethereum blockchain almost exclusively. Even though, Ethereum and other blockchains have dynamic gas prices this is not the…

Gas-fired units (GFUs) with rapid regulation capabilities are considered an effective tool to mitigate fluctuations in the generation of renewable energy sources and have coupled electricity power systems (EPSs) and natural gas systems…

Maximal Extractable Value (MEV) has emerged as a new frontier in the design of blockchain systems. In this paper, we propose making the MEV extraction rate as part of the protocol design space. Our aim is to leverage this parameter to…

This paper addresses the problem of estimating the modes of an observed non-stationary mixture signal in the presence of an arbitrary distributed noise. A novel Bayesian model is introduced to estimate the model parameters from the…

Proto-Danksharding, proposed in Ethereum Improvement Proposal 4844 (EIP-4844), aims to incrementally improve the scalability of the Ethereum blockchain by introducing a new type of transaction known as blob-carrying transactions. These…

Gasper, the consensus protocol currently employed by Ethereum, typically requires 64 to 95 slots -- the units of time during which a new chain extending the previous one by one block is proposed and voted -- to finalize. This means that…