伪随机数和加密应用程序 Pseudorandomness and Cryptographic Applications

基本信息

Format：Paperback | 248 pages

Dimensions: 197 x 254 x 17.78mm | 369g

Publication date: 28 Jan 1996

Publisher：Princeton University Press

Imprint: Princeton University Press

ISBN: 9780691025469

页面参数仅供参考，具体以实物为准

内容简介

伪随机生成器是一个容易计算的函数，它将一个短的随机字符串拉伸成一个更长的字符串，在任何有效的对手看来，它 "看起来 "就像一个随机字符串。伪随机生成器的一个直接应用是构建一个对选择的明文攻击安全的私钥密码系统。似乎没有函数是伪随机生成器的自然例子。另一方面，似乎确实有另一个基本基元的各种自然例子：单向函数。如果一个函数很容易计算，但任何有效的对手都很难平均反转，那么它就是单向的。本书的前半部分展示了如何从任何单向函数构建一个伪随机发生器。在此基础上，本书的后半部分展示了如何构建其他有用的加密基元，如私钥密码系统、伪随机函数生成器、伪随机排列生成器、数字签名方案、比特承诺协议和零知识互动证明系统。本书强调严格的定义和证明。

The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is intended for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire spectrum of empirical finance, including: the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, the term structure of interest rates, dynamic models of economic equilibrium, and nonlinear financial models such as ARCH, neural networks, statistical fractals, and chaos theory. Each chapter develops statistical techniques within the context of a particular financial application. This exciting new text contains a unique and accessible combination of theory and practice, bringing state-of-the-art statistical techniques to the forefront of financial applications.

Each chapter also includes a discussion of recent empirical evidence, for example, the rejection of the Random Walk Hypothesis, as well as problems designed to help readers incorporate what they have read into their own applications

作者简介

迈克尔·卢比是理论组的负责人，也是加州伯克利的国际计算机科学研究所的研究科学家。他也是加州大学伯克利分校计算机科学部的兼职教授。

Michael Luby is the Leader of the Theory Group and a Research Scientist at the International Computer Science Institute in Berkeley, California. He is also an Adjunct Professor in the Computer Science Division at the University of California, Berkeley.