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WSC
2007
15 years 9 months ago
Finite-sample performance guarantees for one-dimensional stochastic root finding
We study the one-dimensional root finding problem for increasing convex functions. We give gradient-free algorithms for both exact and inexact (stochastic) function evaluations. ...
Samuel Ehrlichman, Shane G. Henderson
WSC
2001
15 years 8 months ago
Efficient simulation for discrete path-dependent option pricing
In this paper we present an algorithm for simulating functions of the minimum and terminal value for a random walk with Gaussian increments. These expectations arise in connection...
James M. Calvin
WSC
2004
15 years 8 months ago
Simulation Output Analysis Based on Excursions
We consider the steady state output analysis problem for a process that satisfies a functional central limit theorem. We construct asymptotically valid confidence intervals for th...
James M. Calvin
WEWORC
2007
132views Cryptology» more  WEWORC 2007»
15 years 8 months ago
Towards a Concrete Security Proof of Courtois, Finiasz and Sendrier Signature Scheme
Abstract. Courtois, Finiasz and Sendrier proposed in 2001 a practical code-based signature scheme. We give a rigorous security analysis of a modified version of this scheme in the...
Léonard Dallot
CORR
2007
Springer
91views Education» more  CORR 2007»
15 years 6 months ago
Classical Interaction Cannot Replace a Quantum Message
We demonstrate a two-player communication problem that can be solved in the oneway quantum model by a 0-error protocol of cost O (log n) but requires exponentially more communicat...
Dmitry Gavinsky