Re: Selecting parameters for LCGs

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Robert Hettinga (rah@shipwright.com)
Tue, 2 Feb 1999 22:06:08 -0500


At 2:58 PM -0500 on 2/2/99, Greg Rose wrote:

> Such a problem is closely related to
> lattice-reduction methods, so I think it would lead more-or-less directly
> to an attack on the cryptosystem.

While we're wandering around in the mathematical weeds here, in the middle
1980's one of my buddies, Mark Tenney, then in the Finance PhD program at
Chicago (ABD in Physics from Brandeis, too. One of those scary kids who was
yanked out of his freshman year in high school to go to JHU), invented a
way to use Green's functions to get around having to use Monte Carlo
methods at all in things like interest rate scenarios and bond/derivative
calculations. He got closed-form solutions for all kinds of securities this
way, and some of these things are even on the actuarial exam, now.

The reason I bring this up is that I seem to remember people talking about
lattice-reduction then, and I seem to remember Tenny's Green's function
method kinda slapping the shit out of that stuff at calculation time.

So, my question is, does this mean that these Green's function techniques
could *also* have some kind of crypto relevence? If so, *that* would be a
kick...

(Disclaimer: I am not a mathematician, I'm mostly parroting what I remember
from back then.
   So, what else is new? ;-))

(Disclaimer^2: Tenney was my best man. :-))

Cheers,
Robert Hettinga
-----------------
Robert A. Hettinga <mailto: rah@philodox.com>
Philodox Financial Technology Evangelism <http://www.philodox.com/>
44 Farquhar Street, Boston, MA 02131 USA
"... however it may deserve respect for its usefulness and antiquity,
[predicting the end of the world] has not been found agreeable to
experience." -- Edward Gibbon, 'Decline and Fall of the Roman Empire'


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The following archive was created by hippie-mail 7.98617-22 on Sat Apr 10 1999 - 01:18:25