Instantaneous phase of the autocorrelation and robustness to signal-dependent noise

The phase of an analytic signal constructed from the autocorrelation function of a signal contains significant information about the shape of the signal. Using Bedrosian's (1963) theorem for the Hilbert transform it is proved that this phase is robust to multiplicative noise if the signal is baseband and the spectra of the signal and the noise do not overlap. Higher-order spectral features are interpreted in this context and shown to extract nonlinear phase information while retaining robustness. The significance of the result is that prior knowledge of the spectra is not required.

Numerical methods for second-order stochastic differential equations

We seek numerical methods for second‐order stochastic differential equations that reproduce the stationary density accurately for all values of damping. A complete analysis is possible for scalar linear second‐order equations (damped harmonic oscillators with additive noise), where the statistics are Gaussian and can be calculated exactly in the continuous‐time and discrete‐time cases. A matrix equation is given for the stationary variances and correlation for methods using one Gaussian random variable per timestep. The only Runge–Kutta method with a nonsingular tableau matrix that gives the exact steady state density for all values of damping is the implicit midpoint rule. Numerical experiments, comparing the implicit midpoint rule with Heun and leapfrog methods on nonlinear equations with additive or multiplicative noise, produce behavior similar to the linear case.

A Multiplicative Homomorphic Sealed-Bid Auction-Based on Goldwasser-Micali Encryption

Instead of the costly encryption algorithms traditionally employed in auction schemes, efficient Goldwasser-Micali encryption is used to design a new sealed-bid auction. Multiplicative homomorphism instead of the traditional additive homomorphism is exploited to achieve security and high efficiency in the auction. The new scheme is the currently known most efficient non-interactive sealed-bid auction with bid privacy.