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Ofer Zeitouni

Publications and source records attributed to Ofer Zeitouni.

At least 55 records · Page 3Linked to original sources
arXiv2020

Proof-of-Stake Longest Chain Protocols: Security vs Predictability

The Nakamoto longest chain protocol is remarkably simple and has been proven to provide security against any adversary with less than 50% of the total hashing power. Proof-of-stake (PoS) protocols are an energy efficient alternative; however existing protocols adopting Nakamoto's longest chain design achieve provable security only by allowing long-term predictability (which have serious security implications). In this paper, we prove that a natural longest chain PoS protocol with similar predictability as Nakamoto's PoW protocol can achieve security against any adversary with less than 1/(1+e) fraction of the total stake. Moreover we propose a new family of longest chain PoS protocols that achieve security against a 50% adversary, while only requiring short-term predictability. Our proofs present a new approach to analyzing the formal security of blockchains, based on a notion of adversary-proof convergence.

cs.CR↗
arXiv2020

Tightness for the Cover Time of the two dimensional sphere

Let $C^*_{ε,S^2}$ denote the cover time of the two dimensional sphere by a Wiener sausage of radius $ε$. We prove that $$\sqrt{C^{*}_{ε,S^2} } -\sqrt{\frac{2A_{S^2}}π}(\log ε^{-1}-\frac14\log\log ε^{-1})$$ is tight, where $A_{S^2}=4π$ denotes the Riemannian area of $S^2$.

math.PR↗
arXiv2020

Universality for Langevin-like spin glass dynamics

We study dynamics for asymmetric spin glass models, proposed by Hertz et al. and Sompolinsky et al. in the 1980's in the context of neural networks: particles evolve via a modified Langevin dynamics for the Sherrington--Kirkpatrick model with soft spins, whereby the disorder is i.i.d. standard Gaussian rather than symmetric. Ben Arous and Guionnet (1995), followed by Guionnet (1997), proved for Gaussian interactions that as the number of particles grows, the short-term empirical law of this dynamics converges a.s. to a non-random law $μ_\star$ of a ``self-consistent single spin dynamics,'' as predicted by physicists. Here we obtain universality of this fact: For asymmetric disorder given by i.i.d. variables of zero mean, unit variance and exponential or better tail decay, at every temperature, the empirical law of sample paths of the Langevin-like dynamics in a fixed time interval has the same a.s. limit $μ_\star$.

math.PR↗
arXiv2020

Deterministic equivalence for noisy perturbations

We prove a quantitative deterministic equivalence theorem for the logarithmic potentials of deterministic complex $N\times N$ matrices subject to small random perturbations. We show that with probability close to $1$ this log-potential is, up to a small error, determined by the singular values of the unperturbed matrix which are larger than some small $N$-dependent cut-off parameter.

math.SP↗
arXiv2019

Spectrum of random perturbations of Toeplitz matrices with finite symbols

Let $T_N$ denote an $N\times N$ Toeplitz matrix with finite, $N$ independent symbol ${\bf a}$. For $E_N$ a noise matrix satisfying mild assumptions (ensuring, in particular, that $N^{-1/2}\|E_N\|_{\rm HS}\to_{N\to\infty} 0$ at a polynomial rate), we prove that the empirical measure of eigenvalues of $T_N+E_N$ converges to the law of ${\bf a}(U)$, where $U$ is uniformly distributed on the unit circle in the complex plane. This extends results from arXiv:1712.00042 to the non-triangular setup and non complex Gaussian noise, and confirms predictions obtained in Reichel and Trefethen (1992) using the notion of pseudo-spectrum.

math.PR↗
arXiv2019

Fluctuations of the solutions to the KPZ equation in dimensions three and higher

We prove, using probabilistic techniques and analysis on the Wiener space, that the large scale fluctuations of the KPZ equation in $d\geq 3$ with a small coupling constant, driven by a white in time and colored in space noise, are given by the Edwards-Wilkinson model. This gives an alternative proof, that avoids perturbation expansions, to the results of Magnen and Unterberger \cite{magnen2017diffusive}.

math.PR↗
arXiv2019

The maximum of the CUE field

Let $U_N$ denote a Haar Unitary matrix of dimension N, and consider the field \[ {\bf U}(z) = \log |\det(1-zU_N)| \] for z in the unit disk. Then, \[ \frac{\max_{|z|=1} {\bf U}(z) -\log N + \frac{3}{4} \log\log N} {\log\log N} \to 0 \] in probability. This provides a verification up to second order of a conjecture of Fyodorov, Hiary and Keating, improving on the recent first order verification of Arguin, Belius and Bourgade.

math.PR↗
arXiv2019

Limit law for the cover time of a random walk on a binary tree

Let $T_n$ denote the binary tree of depth $n$ augmented by an extra edge connected to its root. Let $C_n$ denote the cover time of $T_n$ by simple random walk. We prove that $\sqrt{ \mathcal{C}_{n} 2^{-(n+1) } } - m_n$ converges in distribution as $n\to \infty$, where $m_n$ is an explicit constant, and identify the limit.

math.PR↗
arXiv2018

Regularization of non-normal matrices by Gaussian noise - the banded Toeplitz and twisted Toeplitz cases

We consider the spectrum of additive, polynomially vanishing random perturbations of deterministic matrices, as follows. Let $M_N$ be a deterministic $N\times N$ matrix, and let $G_N$ be a complex Ginibre matrix. We consider the matrix $\mathcal{M}_N=M_N+N^{-γ}G_N$, where $γ>1/2$. With $L_N$ the empirical measure of eigenvalues of $\mathcal{M}_N$, we provide a general deterministic equivalence theorem that ties $L_N$ to the singular values of $z-M_N$, with $z\in \mathbb{C}$. We then compute the limit of $L_N$ when $M_N$ is an upper triangular Toeplitz matrix of finite symbol: if $M_N=\sum_{i=0}^{\mathfrak{d}} a_i J^i$ where $\mathfrak{d}$ is fixed, $a_i\in\mathcal{C}$ are deterministic scalars and $J$ is the nilpotent matrix $J(i,j)={\bf 1}_{j=i+1}$, then $L_N$ converges, as $N\to\infty$, to the law of $\sum_{i=0}^{\mathfrak{d}} a_i U^i$ where $U$ is a uniform random variable on the unit circle in the complex plane. We also consider the case of slowly varying diagonals (twisted Toeplitz matrices), and, when $\mathfrak{d}=1$, also of i.i.d.~entries on the diagonals in $M_N$.

math.PR↗
arXiv2018

Eigenvectors of non normal random matrices

We study the angles between the eigenvectors of a random $n\times n$ complex matrix $M$ with density $\propto \mathrm{e}^{-n\operatorname{Tr}V(M^*M)}$ and $x\mapsto V(x^2)$ convex. We prove that for unit eigenvectors $\mathbf{v},\mathbf{v}'$ associated with distinct eigenvalues $λ,λ'$ that are the closest to specified points $z,z'$ in the complex plane, the rescaled inner product $$\sqrt{n}(λ'-λ)\langle\mathbf{v},\mathbf{v}'\rangle$$ is uniformly sub-Gaussian, and give a more precise statement in the case of the Ginibre ensemble.

math.PR↗
arXiv2018

Heat kernel for Liouville Brownian motion and Liouville graph distance

We show the existence of the scaling exponent $χ\in (0,4[(1+γ^2/4)- \sqrt{1+γ^4/16}]/γ^2]$ of the graph distance associated with subcritical two-dimensional Liouville quantum gravity of paramater $γ<2$ on $\mathbb V =[0,1]^2 $. We also show that the Liouville heat kernel satisfies, for any fixed $u,v\in \mathbb V^o$, the short time estimates $$ \lim_{ t \to 0} \frac{\log |\log {\mathsf p}_t^γ(u,v)| }{|\log t|}=\fracχ{2-χ}, \ \mbox{\rm a.s.} $$

math.PR↗
arXiv2018

Maximum of the characteristic polynomial for a random permutation matrix

Let $P_N$ be a uniform random $N\times N$ permutation matrix and let $χ_N(z)=\det(zI_N- P_N)$ denote its characteristic polynomial. We prove a law of large numbers for the maximum modulus of $χ_N$ on the unit circle, specifically, \[ \sup_{|z|=1}|χ_N(z)|= N^{x_0 + o(1)} \] with probability tending to one as $N\to \infty$, for a numerical constant $x_0\approx 0.652$. The main idea of the proof is to uncover a logarithmic correlation structure for the distribution of (the logarithm of) $χ_N$, viewed as a random field on the circle, and to adapt a well-known second moment argument for the maximum of the branching random walk. Unlike the well-studied \emph{CUE field} in which $P_N$ is replaced with a Haar unitary, the distribution of $χ_N(e^{2πit})$ is sensitive to Diophantine properties of the point $t$. To deal with this we borrow tools from the Hardy--Littlewood circle method in analytic number theory.

math.PR↗
arXiv2018

Liouville heat kernel: regularity and bounds

We initiate in this paper the study of analytic properties of the Liouville heat kernel. In particular, we establish regularity estimates on the heat kernel and derive non trivial lower and upper bounds.

math.PR↗
arXiv2018

The Edwards-Wilkinson limit of the random heat equation in dimensions three and higher

We consider the heat equation with a multiplicative Gaussian potential in dimensions $d\geq 3$. We show that the renormalized solution converges to the solution of a deterministic diffusion equation with an effective diffusivity. We also prove that the renormalized large scale random fluctuations are described by the Edwards-Wilkinson model, that is, the stochastic heat equation (SHE) with additive white noise, with an effective variance.

math.PR↗
arXiv2018

Geometry and temperature chaos in mixed spherical spin glasses at low temperature - the perturbative regime

We study the Gibbs measure of mixed spherical $p$-spin glass models at low temperature, in (part of) the 1-RSB regime, including, in particular, models close to pure in an appropriate sense. We show that the Gibbs measure concentrates on spherical bands around deep critical points of the (extended) Hamiltonian restricted to the sphere of radius $\sqrt N q_\star$, where $q_\star^2$ is the rightmost point in the support of the overlap distribution. We also show that the relevant critical points are pairwise orthogonal for two different low temperatures. This allows us to explain why temperature chaos occurs for those models, in contrast to the pure spherical models.

math.PR↗