相关论文: Institutional Noise, Strategic Deviation, and Inte…
The stability analysis of socioeconomic systems has been centered on answering whether small perturbations when a system is in a given quantitative state will push the system permanently to a different quantitative state. However, typically…
Norms of Persistent Homology introduced in topological data analysis are seen as indicators of system instability, analogous to the changing predictability that is captured in financial market uncertainty indexes. This paper demonstrates…
We study efficiency in a proof-of-work blockchain with non-zero latencies, focusing in particular on the (inequality in) individual miners' efficiencies. Prior work attributed differences in miners' efficiencies mostly to attacks, but we…
As artificial intelligence (AI) is increasingly deployed in high-stakes public decision-making (from resource allocation to welfare distribution), public trust in these systems has become a critical determinant of their legitimacy and…
Shuttling protocols designed by shortcut-to-adiabaticity techniques may suffer from perturbations and imperfect implementations. We study the motional excitation of a single ion shuttled in harmonic traps with time-dependent, "systematic"…
In the context of the `selfish-mine' strategy proposed by Eyal and Sirer, we study the effect of propagation delay on the evolution of the Bitcoin blockchain. First, we use a simplified Markov model that tracks the contrasting states of…
As distributed ledgers, blockchains run consensus protocols which trade capacity for consistency, especially in non-ideal networks with incomplete connectivity and erroneous links. Existing studies on the tradeoff between capacity and…
In this paper we prove the existence of Extreme Value Laws for dynamical systems perturbed by instrument-like-error, also called observational noise. An orbit perturbed with observational noise mimics the behavior of an instrumentally…
The `Black Thursday' crisis in cryptocurrency markets demonstrated deleveraging risks in over-collateralized non-custodial stablecoins. We develop a stochastic model that helps explain deleveraging crises in these over-collateralized…
Blockchain systems, such as Ethereum, are increasingly adopting layer-2 scaling solutions to improve transaction throughput and reduce fees. One popular layer-2 approach is the Optimistic Rollup, which relies on a mechanism known as a…
In this uncertain world, data uncertainty is inherent in many applications and its importance is growing drastically due to the rapid development of modern technologies. Nowadays, researchers have paid more attention to mine patterns in…
We develop a model of stable assets, including non-custodial stablecoins backed by cryptocurrencies. Such stablecoins are popular methods for bootstrapping price stability within public blockchain settings. We derive fundamental results…
We propose a nonparametric algorithm to detect structural breaks in the conditional mean and/or variance of a time series. Our method does not assume any specific parametric form for the dependence structure of the regressor, the time…
In this paper, modulation instability and nonlinear supratransmission are investigated in a one-dimensional chain of atoms using cubic-quartic nonlinearity coefficients. As a result, we establish the discrete nonlinear evolution equation by…
Low transaction throughput and poor scalability are significant issues in public blockchain consensus protocols such as Bitcoins. Recent research efforts in this direction have proposed shard-based consensus protocols where the key idea is…
This work lies in the fusion of experimental economics and data mining. It continues author's previous work on mining behaviour rules of human subjects from experimental data, where game-theoretic predictions partially fail to work.…
Stochastic multi-agent systems are a central modeling framework for autonomous controllers, communication protocols, and cyber-physical infrastructures. In many such systems, however, transition probabilities are only estimated from data…
With rapid development of blockchain technology as well as integration of various application areas, performance evaluation, performance optimization, and dynamic decision in blockchain systems are playing an increasingly important role in…
Noisy channels are a foundational resource for constructing cryptographic primitives such as string commitment and oblivious transfer. The noisy channel model has been extended to unfair noisy channels, where adversaries can influence the…
Decision-making individuals often imitate their highest-earning fellows rather than optimize their own utilities, due to bounded rationality and incomplete information. Perpetual fluctuations between decisions have been reported as the…