arXiv subjects

Jeremy Clark

Publications and source records attributed to Jeremy Clark.

At least 37 records · Page 2Linked to original sources

arXiv2019

SoK: Blockchain Technology and Its Potential Use Cases

Bitcoin's success has led to significant interest in its underlying components, particularly Blockchain technology. Over 10 years after Bitcoin's initial release, the community still suffers from a lack of clarity regarding what properties defines Blockchain technology, its relationship to similar technologies, and which of its proposed use-cases are tenable and which are little more than hype. In this paper we answer four common questions regarding Blockchain technology: (1) what exactly is Blockchain technology, (2) what capabilities does it provide, and (3) what are good applications for Blockchain technology, and (4) how does it relate to other approache distributed technologies (e.g., distributed databases). We accomplish this goal by using grounded theory (a structured approach to gathering and analyzing qualitative data) to thoroughly analyze a large corpus of literature on Blockchain technology. This method enables us to answer the above questions while limiting researcher bias, separating thought leadership from peddled hype and identifying open research questions related to Blockchain technology. The audience for this paper is broad as it aims to help researchers in a variety of areas come to a better understanding of Blockchain technology and identify whether it may be of use in their own research.

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arXiv2019

Continuum directed random polymers on disordered hierarchical diamond lattices

I discuss models for a continuum directed random polymer in a disordered environment in which the polymer lives on a fractal called the \textit{diamond hierarchical lattice}, a self-similar metric space forming a network of interweaving pathways. This fractal depends on a branching parameter $b\in \mathbb{N}$ and a segmenting number $s\in \mathbb{N}$. For $s>b$ my focus is on random measures on the set of directed paths that can be formulated as a subcritical Gaussian multiplicative chaos. This path measure is analogous to the continuum directed random polymer introduced by Alberts, Khanin, Quastel [Journal of Statistical Physics \textbf{154}, 305-326 (2014)].

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arXiv2019

Resolving the Multiple Withdrawal Attack on ERC20 Tokens

Custom tokens are an integral component of decentralized applications (dapps) deployed on Ethereum and other blockchain platforms. For Ethereum, the ERC20 standard is a widely used token interface and is interoperable with many existing dapps, user interface platforms, and popular web applications (e.g., exchange services). An ERC20 security issue, known as the "multiple withdrawal attack", was raised on GitHub and has been open since November 2016. The issue concerns ERC20's defined method approve() which was envisioned as a way for token holders to give permission for other users and dapps to withdraw a capped number of tokens. The security issue arises when a token holder wants to adjust the amount of approved tokens from N to M (this could be an increase or decrease). If malicious, a user or dapp who is approved for N tokens can front-run the adjustment transaction to first withdraw N tokens, then allow the approval to be confirmed, and withdraw an additional M tokens. In this paper, we evaluate 10 proposed mitigations for this issues and find that no solution is fully satisfactory. We then propose 2 new solutions that mitigate the attack, one of which fully fulfills constraints of the standard, and the second one shows a general limitation in addressing this issue from ERC20's approve method.

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arXiv2019

One-Time Programs made Practical

A one-time program (OTP) works as follows: Alice provides Bob with the implementation of some function. Bob can have the function evaluated exclusively on a single input of his choosing. Once executed, the program will fail to evaluate on any other input. State-of-the-art one-time programs have remained theoretical, requiring custom hardware that is cost-ineffective/unavailable, or confined to adhoc/unrealistic assumptions. To bridge this gap, we explore how the Trusted Execution Environment (TEE) of modern CPUs can realize the OTP functionality. Specifically, we build two flavours of such a system: in the first, the TEE directly enforces the one-timeness of the program; in the second, the program is represented with a garbled circuit and the TEE ensures Bob's input can only be wired into the circuit once, equivalent to a smaller cryptographic primitive called one-time memory. These have different performance profiles: the first is best when Alice's input is small and Bob's is large, and the second for the converse.

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arXiv2019

SoK: Transparent Dishonesty: front-running attacks on Blockchain

We consider front-running to be a course of action where an entity benefits from prior access to privileged market information about upcoming transactions and trades. Front-running has been an issue in financial instrument markets since the 1970s. With the advent of the blockchain technology, front-running has resurfaced in new forms we explore here, instigated by blockchains decentralized and transparent nature. In this paper, we draw from a scattered body of knowledge and instances of front-running across the top 25 most active decentral applications (DApps) deployed on Ethereum blockchain. Additionally, we carry out a detailed analysis of Status.im initial coin offering (ICO) and show evidence of abnormal miners behavior indicative of front-running token purchases. Finally, we map the proposed solutions to front-running into useful categories.

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arXiv2018

A first look at browser-based Cryptojacking

In this paper, we examine the recent trend towards in-browser mining of cryptocurrencies; in particular, the mining of Monero through Coinhive and similar code- bases. In this model, a user visiting a website will download a JavaScript code that executes client-side in her browser, mines a cryptocurrency, typically without her consent or knowledge, and pays out the seigniorage to the website. Websites may consciously employ this as an alternative or to supplement advertisement revenue, may offer premium content in exchange for mining, or may be unwittingly serving the code as a result of a breach (in which case the seigniorage is collected by the attacker). The cryptocurrency Monero is preferred seemingly for its unfriendliness to large-scale ASIC mining that would drive browser-based efforts out of the market, as well as for its purported privacy features. In this paper, we survey this landscape, conduct some measurements to establish its prevalence and profitability, outline an ethical framework for considering whether it should be classified as an attack or business opportunity, and make suggestions for the detection, mitigation and/or prevention of browser-based mining for non- consenting users.

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arXiv2018

On the Feasibility of Decentralized Derivatives Markets

In this paper, we present Velocity, a decentralized market deployed on Ethereum for trading a custom type of derivative option. To enable the smart contract to work, we also implement a price fetching tool called PriceGeth. We present this as a case study, noting challenges in development of the system that might be of independent interest to whose working on smart contract implementations. We also apply recent academic results on the security of the Solidity smart contract language in validating our codes security. Finally, we discuss more generally the use of smart contracts in modelling financial derivatives.

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arXiv2018

Buy your coffee with bitcoin: Real-world deployment of a bitcoin point of sale terminal

In this paper we discuss existing approaches for Bitcoin payments, as suitable for a small business for small-value transactions. We develop an evaluation framework utilizing security, usability, deployability criteria,, examine several existing systems, tools. Following a requirements engineering approach, we designed, implemented a new Point of Sale (PoS) system that satisfies an optimal set of criteria within our evaluation framework. Our open source system, Aunja PoS, has been deployed in a real world cafe since October 2014.

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arXiv2018

A first look at the usability of bitcoin key management

Bitcoin users are directly or indirectly forced to deal with public key cryptography, which has a number of security and usability challenges that differ from the password-based authentication underlying most online banking services. Users must ensure that keys are simultaneously accessible, resistant to digital theft and resilient to loss. In this paper, we contribute an evaluation framework for comparing Bitcoin key management approaches, and conduct a broad usability evaluation of six representative Bitcoin clients. We find that Bitcoin shares many of the fundamental challenges of key management known from other domains, but that Bitcoin may present a unique opportunity to rethink key management for end users.

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arXiv2017

Nested critical points for a directed polymer on a disordered diamond lattice

We consider a model for a directed polymer in a random environment defined on a hierarchical diamond lattice in which i.i.d. random variables are attached to the lattice bonds. Our focus is on scaling schemes in which a size parameter $n$, counting the number of hierarchical layers of the system, becomes large as the inverse temperature $β$ vanishes. When $β$ has the form $\widehatβ/\sqrt{n}$ for a parameter $\widehatβ>0$, we show that there is a cutoff value $0 < κ< \infty$ such that as $n \to \infty$ the variance of the normalized partition function tends to zero for $\widehatβ\leq κ$ and grows without bound for $\widehatβ > κ$. We obtain a more refined description of the border between these two regimes by setting the inverse temperature to $κ/\sqrt{n} + α_n$ where $0 < α_n \ll 1/\sqrt{n}$ and analyzing the asymptotic behavior of the variance. We show that when $α_n = α(\log n-\log \log n)/n^{3/2}$ (with a small modification to deal with non-zero third moment) there is a similar cutoff value $η$ for the parameter $α$ such that when $α< η$ the variance goes to zero and grows without bound when $α> η$. Extending the analysis yet again by probing around the inverse temperature $κ/\sqrt{n} + η(\log n-\log \log n)/n^{3/2}$ we find an infinite sequence of nested critical points for the variance behavior of the normalized partition function. In the subcritical cases $\widehatβ \leq κ$ and $α\leq η$ this analysis is extended to a central limit theorem result for the fluctuations of the normalized partition function.

math.PR↗

arXiv2017

High-temperature scaling limit for directed polymers on a hierarchical lattice with bond disorder

Diamond "lattices" are sequences of recursively-defined graphs that provide a network of directed pathways between two fixed root nodes, $A$ and $B$. The construction recipe for diamond graphs depends on a branching number $b\in \mathbb{N}$ and a segmenting number $s\in \mathbb{N}$, for which a larger value of the ratio $s/b$ intuitively corresponds to more opportunities for intersections between two randomly chosen paths. By attaching i.i.d. random variables to the bonds of the graphs, I construct a random Gibbs measure on the set of directed paths by assigning each path an "energy" given by summing the random variables along the path. For the case $b=s$, I propose a scaling regime in which the temperature grows along with the number of hierarchical layers of the graphs, and the partition function (the normalization factor of the Gibbs measure) appears to converge in law. I prove that all of the positive integer moments of the partition function converge in this limiting regime. The motivation of this work is to prove a functional limit theorem that is analogous to a previous result obtained in the $b<s$ case.

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arXiv2015

The intermediate disorder regime for a directed polymer model on a hierarchical lattice

We study a directed polymer model defined on a hierarchical diamond lattice, where the lattice is constructed recursively through a recipe depending on a branching number $b\in \mathbb{N}$ and a segment number $s\in \mathbb{N}$. When $b\leq s$ previous work [27] has established that the model exhibits strong disorder for all positive values of the inverse temperature $β$, and thus weak disorder reigns only for $β=0$ (infinite temperature). Our focus is on the so-called intermediate disorder regime in which the inverse temperature $β\equiv β_{n}$ vanishes at an appropriate rate as the size $n$ of the system grows. Our analysis requires separate treatment for the cases $b 0$, the normalized partition function of the system converges weakly as $n \to \infty$ to a distribution $\mathbf{L}(\widehatβ)$ depending continuously on the parameter $\widehatβ$. In the case $b=s$ we find a critical point in the behavior of the model when the inverse temperature is scaled as $β_{n}=\widehatβ/n$; for an explicitly computable critical value $κ_{b} > 0$ the variance of the normalized partition function converges to zero with large $n$ when $\widehatβ\leq κ_{b}$ and grows without bound when $\widehatβ>κ_{b}$. Finally, we prove a central limit theorem for the normalized partition function when $\widehatβ\leq κ_{b}$.

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arXiv2014

A Brownian particle in a microscopic periodic potential

We study a model for a massive test particle in a microscopic periodic potential and interacting with a reservoir of light particles. In the regime considered, the fluctuations in the test particle's momentum resulting from collisions typically outweigh the shifts in momentum generated by the periodic force, and so the force is effectively a perturbative contribution. The mathematical starting point is an idealized reduced dynamics for the test particle given by a linear Boltzmann equation. In the limit that the mass ratio of a single reservoir particle to the test particle tends to zero, we show that there is convergence to the Ornstein-Uhlenbeck process under the standard normalizations for the test particle variables. Our analysis is primarily directed towards bounding the perturbative effect of the periodic potential on the particle's momentum.

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arXiv2013

Introducing Accountability to Anonymity Networks

Many anonymous communication (AC) networks rely on routing traffic through proxy nodes to obfuscate the originator of the traffic. Without an accountability mechanism, exit proxy nodes risk sanctions by law enforcement if users commit illegal actions through the AC network. We present BackRef, a generic mechanism for AC networks that provides practical repudiation for the proxy nodes by tracing back the selected outbound traffic to the predecessor node (but not in the forward direction) through a cryptographically verifiable chain. It also provides an option for full (or partial) traceability back to the entry node or even to the corresponding user when all intermediate nodes are cooperating. Moreover, to maintain a good balance between anonymity and accountability, the protocol incorporates whitelist directories at exit proxy nodes. BackRef offers improved deployability over the related work, and introduces a novel concept of pseudonymous signatures that may be of independent interest. We exemplify the utility of BackRef by integrating it into the onion routing (OR) protocol, and examine its deployability by considering several system-level aspects. We also present the security definitions for the BackRef system (namely, anonymity, backward traceability, no forward traceability, and no false accusation) and conduct a formal security analysis of the OR protocol with BackRef using ProVerif, an automated cryptographic protocol verifier, establishing the aforementioned security properties against a strong adversarial model.

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arXiv2013

A limit theorem to a time-fractional diffusion

We prove a limit theorem for an integral functional of a Markov process. The Markovian dynamics is characterized by a linear Boltzmann equation modeling a one-dimensional test particle of mass $λ^{-1}\gg 1$ in an external periodic potential and undergoing collisions with a background gas of particles with mass one. The object of our limit theorem is the time integral of the force exerted on the test particle by the potential, and we consider this quantity in the limit that $λ$ tends to zero for time intervals on the scale $λ^{-1}$. Under appropriate rescaling, the total drift in momentum generated by the potential converges to a Brownian motion time-changed by the local time at zero of an Ornstein-Uhlenbeck process.

math-ph↗

arXiv2012

Diffusive limit for a quantum linear Boltzmann dynamics

In this article, I study the diffusive behavior for a quantum test particle interacting with a dilute background gas. The model I begin with is a reduced picture for the test particle dynamics given by a quantum linear Boltzmann equation in which the gas particle scattering is assumed to occur through a hard-sphere interaction. The state of the particle is represented by a density matrix that evolves according to a translation-covariant Lindblad equation. The main result is a proof that the particle's position distribution converges to a Gaussian under diffusive rescaling.

math-ph↗

arXiv2011

Diffusive behavior for randomly kicked Newtonian particles in a spatially periodic medium

We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the phase space density, where the average energy of the particle grows linearly in time. Rescaling time, the momentum converges to a Brownian motion, and the position is its time-integral showing superdiffusive scaling with time $t^{3/2}$. The analysis has two parts: (1) to show that the particle spends most of its time at high energy, where the spatial environment is practically invisible; (2) to treat the low energy incursions where the motion is dominated by the deterministic force, with potential drift but where symmetry arguments cancel the ballistic behavior.

math-ph↗

arXiv2011

Diffusive behavior from a quantum master equation

We study a general class of translation invariant quantum Markov evolutions for a particle on $\bbZ^d$. The evolution consists of free flow, interrupted by scattering events. We assume spatial locality of the scattering events and exponentially fast relaxation of the momentum distribution. It is shown that the particle position diffuses in the long time limit. This generalizes standard results about central limit theorems for classical (non-quantum) Markov processes.

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