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	<title>Equilibrium Networks &#187; Mathematics</title>
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		<title>Equilibrium Networks &#187; Mathematics</title>
		<link>http://blog.eqnets.com</link>
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		<title>Effective statistical physics of Anosov systems</title>
		<link>http://blog.eqnets.com/2010/09/14/effective-statistical-physics-of-anosov-systems/</link>
		<comments>http://blog.eqnets.com/2010/09/14/effective-statistical-physics-of-anosov-systems/#comments</comments>
		<pubDate>Tue, 14 Sep 2010 00:41:16 +0000</pubDate>
		<dc:creator>eqnets</dc:creator>
				<category><![CDATA[Equilibrium Networks]]></category>
		<category><![CDATA[Mathematics]]></category>
		<category><![CDATA[Nonrandom bits]]></category>
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		<guid isPermaLink="false">http://blog.eqnets.com/?p=1156</guid>
		<description><![CDATA[We&#8217;ve just posted a paper titled &#8220;Effective statistical physics of Anosov systems&#8221; that details the physical relevance of the techniques we&#8217;ve used to characterize network traffic. The idea is that there appears to be a unique well-defined effective temperature (and energy spectrum) for physical systems that are typical under the so-called chaotic hypothesis. We&#8217;ve demonstrated [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=blog.eqnets.com&amp;blog=7805830&amp;post=1156&amp;subd=eqnets&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
			<content:encoded><![CDATA[<p>We&#8217;ve just posted a paper titled <a href="http://arxiv.org/abs/1009.2127">&#8220;Effective statistical physics of Anosov systems&#8221;</a> that details the physical relevance of the techniques we&#8217;ve used to characterize network traffic. The idea is that there appears to be a unique well-defined effective temperature (and energy spectrum) for physical systems that are typical under the so-called <a href="http://www.scholarpedia.org/article/Chaotic_hypothesis">chaotic hypothesis</a>. We&#8217;ve demonstrated how statistical physics can be used to detect malicious or otherwise anomalous network traffic in another whitepaper also available on the arxiv through our <a href="http://eqnets.com/downloads.htm">downloads page</a>. The current paper completes the circle and presents evidence indicating that the same ideas can be fruitfully applied to nonequilbrium steady states.</p>
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		<title>Random bits</title>
		<link>http://blog.eqnets.com/2010/05/07/random-bits-81/</link>
		<comments>http://blog.eqnets.com/2010/05/07/random-bits-81/#comments</comments>
		<pubDate>Fri, 07 May 2010 04:08:58 +0000</pubDate>
		<dc:creator>eqnets</dc:creator>
				<category><![CDATA[Communications security]]></category>
		<category><![CDATA[Mathematics]]></category>
		<category><![CDATA[Networks]]></category>
		<category><![CDATA[Random bits]]></category>
		<category><![CDATA[Science]]></category>
		<category><![CDATA[Security]]></category>

		<guid isPermaLink="false">http://blog.eqnets.com/?p=1143</guid>
		<description><![CDATA[Principles of Robust Timing Over the Internet &#8220;[An IPv4 address space] black market already exists, albeit on a small scale&#8230;[currently] IPv4 addresses are still relatively easy to get&#8230;[some believe] that regional registries such as ARIN should head off a potentially deleterious black market by creating a &#8220;white market&#8221; with established rules for trading IPv4 addresses [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=blog.eqnets.com&amp;blog=7805830&amp;post=1143&amp;subd=eqnets&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
			<content:encoded><![CDATA[<p><a href="http://queue.acm.org/detail.cfm?id=1773943">Principles of Robust Timing Over the Internet</a></p>
<p><a href="http://www.infoworld.com/print/121729">&#8220;[An IPv4 address space] black market already exists, albeit on a small scale&#8230;[currently] IPv4  addresses are still relatively easy to get&#8230;[some believe]  that regional registries such as ARIN should head off a potentially  deleterious black market by creating a &#8220;white market&#8221; with established  rules for trading IPv4 addresses at market-established costs&#8230;But the opportunity  to cleanly switch from IPv4 to IPv6 passed many years ago. The current  transition strategy, called &#8220;dual stack,&#8221; requires businesses to remain  connected to both IPv4 and IPv6 networks until most of the Internet gets  to &#8220;the other side&#8221; &#8212; a process expected to take at least five years.&#8221;</a></p>
<p><a href="http://www.technologyreview.com/blog/arxiv/25151/">&#8220;Frosted windows may never be private again&#8221;</a></p>
<p><a href="http://www.technologyreview.com/blog/arxiv/25146/">&#8220;a fundamental limit to the level of privacy that is possible when social  networks are mined for recommendations&#8221;</a></p>
<p><a href="http://krebsonsecurity.com/2010/04/nsa-on-computer-network-attack-defense/">&#8220;The 605-page [NSA IAD] PDF document reads like a listing of the pros and cons for a  huge array of defensive and counterintelligence approaches and  technologies that an entity might adopt in defending its networks&#8230;[one] section delves into the challenges of  attributing the true origin(s) of a computer network attack&#8221;</a></p>
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		<title>Random bits</title>
		<link>http://blog.eqnets.com/2010/04/05/random-bits-78/</link>
		<comments>http://blog.eqnets.com/2010/04/05/random-bits-78/#comments</comments>
		<pubDate>Mon, 05 Apr 2010 16:50:48 +0000</pubDate>
		<dc:creator>eqnets</dc:creator>
				<category><![CDATA[Communications security]]></category>
		<category><![CDATA[Mathematics]]></category>
		<category><![CDATA[Networks]]></category>
		<category><![CDATA[Random bits]]></category>

		<guid isPermaLink="false">http://blog.eqnets.com/?p=1135</guid>
		<description><![CDATA[&#8220;A low-complexity approach for reconstructing average packet arrival rates and instantaneous packet counts at a router in a communication network, where the arrivals of packets in each flow follow a Poisson process&#8221; &#8220;It&#8217;s safe to say that when someone pays that much for a bug, they&#8217;re not going to tell the vendor to patch it.&#8221; [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=blog.eqnets.com&amp;blog=7805830&amp;post=1135&amp;subd=eqnets&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
			<content:encoded><![CDATA[<p><a href="http://arxiv.org/abs/1003.2836">&#8220;A low-complexity approach for reconstructing average packet arrival rates and instantaneous packet counts at a router in a communication network, where the arrivals of packets in each flow follow  a Poisson process&#8221;</a></p>
<p><a href="http://www.forbes.com/global/2010/0412/companies-apple-charlie-miller-hackers-security-hack-proof.html">&#8220;It&#8217;s safe to say that when someone pays that much for a bug, they&#8217;re  not going to tell the vendor to patch it.&#8221;</a></p>
<p><a href="http://blogs.forbes.com/firewall/2010/04/05/why-rockefeller-snowes-regulations-wont-prepare-the-us-for-cyberwar/">&#8220;Regulation is not the primary driver for new technology, new investment,  or new training; the threats are&#8221;</a></p>
<p><a href="http://www.publications.parliament.uk/pa/ld200910/ldselect/ldeucom/68/6802.htm">Protecting Europe against large-scale cyber attacks</a></p>
<p><a href="http://www.krebsonsecurity.com/2010/03/would-you-have-spotted-this-atm-fraud/">Would you have spotted this ATM skimmer?</a></p>
<p><a href="http://www.networkworld.com/community/node/59586">DoE and power grid security</a></p>
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		<title>Random bits</title>
		<link>http://blog.eqnets.com/2010/03/02/random-bits-75/</link>
		<comments>http://blog.eqnets.com/2010/03/02/random-bits-75/#comments</comments>
		<pubDate>Tue, 02 Mar 2010 20:18:25 +0000</pubDate>
		<dc:creator>eqnets</dc:creator>
				<category><![CDATA[Communications security]]></category>
		<category><![CDATA[Mathematics]]></category>
		<category><![CDATA[Random bits]]></category>

		<guid isPermaLink="false">http://blog.eqnets.com/?p=1118</guid>
		<description><![CDATA[Ryan Singel&#8217;s cri de coeur about cyberwar hype is too juicy to merely provide a link. A few choice excerpts: The Washington Post gave [former DIRNSA and DNI] McConnell free space to declare that we are losing some sort of cyberwar&#8230;But that’s not warfare. That’s espionage&#8230;Those enamored with the idea of “cyberwar” aren’t dissuaded by [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=blog.eqnets.com&amp;blog=7805830&amp;post=1118&amp;subd=eqnets&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
			<content:encoded><![CDATA[<p><a href="http://www.wired.com/threatlevel/2010/03/cyber-war-hype/">Ryan Singel&#8217;s <em>cri de coeur</em> about cyberwar hype</a> is too juicy to merely provide a link. A few choice excerpts:</p>
<blockquote><p><em>The Washington Post</em> gave [former DIRNSA and DNI] McConnell free space to declare that we are losing some sort of cyberwar&#8230;But that’s not warfare. That’s espionage&#8230;Those enamored with the idea of “cyberwar” aren’t dissuaded by fact-checking&#8230;[if the DoS attack on Estonia] was cyberwar, it’s pretty clear the net will be just fine. In fact, none of [the commonly cited examples] demonstrate the existence of a cyberwar, let alone that we are losing it. But this battle isn’t about truth. It’s about power&#8230;</p>
<p>the problem with developing cyberweapons&#8230;is that you need to know where to point them&#8230;The military needs targets&#8230;Never shy of extending its power, the military industrial complex wants to turn the internet into yet another venue for an arms race. And it’s waging a psychological warfare campaign on the American people to make that so. The military industrial complex is backed by sensationalism, and a gullible and pageview-hungry media&#8230;</p>
<div>There is no cyberwar and we are not losing it. The only war going on is one for the soul of the internet. But if&#8230;self-interested exaggerators dominate our nation’s discourse about online security, we will lose that war — and the open internet will be its biggest casualty.</div>
</blockquote>
<p>On the opposite end of the nuance spectrum: <a href="http://arxiv.org/abs/1002.4127">more than 41% of the zeros of the zeta function are on the critical line</a>.</p>
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		<title>Martingales from finite Markov processes, part 1</title>
		<link>http://blog.eqnets.com/2010/02/15/martingales-from-finite-markov-processes-part-1/</link>
		<comments>http://blog.eqnets.com/2010/02/15/martingales-from-finite-markov-processes-part-1/#comments</comments>
		<pubDate>Mon, 15 Feb 2010 04:02:27 +0000</pubDate>
		<dc:creator>eqnets</dc:creator>
				<category><![CDATA[Communications security]]></category>
		<category><![CDATA[Equilibrium Networks]]></category>
		<category><![CDATA[Mathematics]]></category>
		<category><![CDATA[Networks]]></category>
		<category><![CDATA[Nonrandom bits]]></category>

		<guid isPermaLink="false">http://blog.eqnets.com/?p=538</guid>
		<description><![CDATA[In an earlier series of posts the emerging inhomogeneous Poissonian nature of network traffic was detailed. One implication of this trend is that not only network flows but also individual packets will be increasingly well described by Markov processes of various sorts. At EQ, we use some ideas from the edifice of information theory and [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=blog.eqnets.com&amp;blog=7805830&amp;post=538&amp;subd=eqnets&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
			<content:encoded><![CDATA[<p>In an <a href="http://blog.eqnets.com/2009/07/10/why-poissonian-traffic-models-matter-more-now-than-ever-part-1/">earlier series of posts</a> the emerging inhomogeneous Poissonian nature of network traffic was detailed. One implication of this trend is that not only <a href="http://en.wikipedia.org/wiki/Netflow#Network_Flows">network flows</a> but also individual packets will be increasingly well described by <a href="http://en.wikipedia.org/wiki/Markov_process">Markov processes</a> of various sorts. At EQ, we use some ideas from the edifice of information theory and the <a href="http://en.wikipedia.org/wiki/Renormalization_group">renormalization group</a> to provide a mathematical infrastructure for viewing network traffic as (e.g.) realizations of inhomogeneous finite Markov processes (or countable Markov processes with something akin to a finite <a href="http://en.wikipedia.org/wiki/Covering_space">universal cover</a>). An essentially equation-free (but idea-heavy) overview of this is given in our whitepaper &#8220;Scalable visual traffic analysis&#8221;, and more details and examples will be presented over time.</p>
<p>The question for now is, once you&#8217;ve got a finite Markov process, what do you do with it? There are some obvious things. For example, you could apply a <a href="http://en.wikipedia.org/wiki/Chebyshev%27s_inequality">Chebyshev-type inequality</a> to detect when the traffic parameters change or the underlying assumptions break down (which, if the model is halfway decent, by definition indicates something interesting is going on&#8211;even if it&#8217;s not malicious). This idea has been around in network security at least since Denning&#8217;s 1986-7 <a href="http://faculty.nps.edu/dedennin/">intrusion detection article</a>, though, so it&#8217;s not likely to bear any more fruit (assuming it ever did). A better idea is to construct and exploit <a href="http://en.wikipedia.org/wiki/Martingale_%28probability_theory%29">martingales</a>. One way to do this to advantage starting with an inhomogeneous Poisson process (or in principle, at least, more general one-dimensional <a href="http://en.wikipedia.org/wiki/Point_process#Point_processes_on_the_real_half-line">point processes</a>) was outlined <a href="http://blog.eqnets.com/2009/07/28/why-poissonian-traffic-models-matter-more-now-than-ever-part-4/">here</a> and <a href="http://blog.eqnets.com/2009/08/03/why-poissonian-traffic-models-matter-more-now-than-ever-part-5/">here</a>.</p>
<p>Probably the most well-known general technique for constructing martingales from Markov processes is the <a href="http://en.wikipedia.org/wiki/Dynkin%27s_formula">Dynkin formula</a>. Although we don&#8217;t use this formula at present (after having done a lot of tinkering and evaluation), a more general result similar to it will help us introduce the <a href="http://en.wikipedia.org/wiki/Girsanov_theorem">Girsanov theorem</a> for finite Markov processes and thereby one of the tools we&#8217;ve developed for detecting changes in network traffic patterns.</p>
<p>The sketch below of a fairly general version of this formula for finite processes is adapted from a <a href="http://arxiv.org/abs/cond-mat/0601716">preprint of Ford</a> (see <a href="http://www.amazon.com/Diffusions-Markov-Processes-Martingales-Mathematical/dp/0521775930">Rogers and Williams</a> IV.20 for a more sophisticated treatment).</p>
<p>Consider a time-inhomogeneous Markov process <img src='http://s0.wp.com/latex.php?latex=X_t&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='X_t' title='X_t' class='latex' /> on a finite state space. Let <img src='http://s0.wp.com/latex.php?latex=Q%28t%29&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='Q(t)' title='Q(t)' class='latex' /> denote the <a href="http://en.wikipedia.org/wiki/Continuous-time_Markov_process">generator</a>, and let <img src='http://s0.wp.com/latex.php?latex=P%28s%2Ct%29&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='P(s,t)' title='P(s,t)' class='latex' /> denote the corresponding transition kernel, i.e. <img src='http://s0.wp.com/latex.php?latex=P%28s%2Ct%29+%3D+U%5E%7B-1%7D%28s%29U%28t%29%2C&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='P(s,t) = U^{-1}(s)U(t),' title='P(s,t) = U^{-1}(s)U(t),' class='latex' /> where the Markov <a href="http://en.wikipedia.org/wiki/Propagator">propagator</a> is</p>
<p style="text-align:center;"><img src='http://s0.wp.com/latex.php?latex=U%28t%29+%3A%3D+%5Cmathcal%7BTO%7D%5E%2A+%5Cexp+%5Cint_0%5Et+Q%28s%29+%5C+ds&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='U(t) := &#92;mathcal{TO}^* &#92;exp &#92;int_0^t Q(s) &#92; ds' title='U(t) := &#92;mathcal{TO}^* &#92;exp &#92;int_0^t Q(s) &#92; ds' class='latex' /></p>
<p>and <img src='http://s0.wp.com/latex.php?latex=%5Cmathcal%7BTO%7D%5E%2A&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='&#92;mathcal{TO}^*' title='&#92;mathcal{TO}^*' class='latex' /> indicates the <a href="http://en.wikipedia.org/wiki/Hermitian_adjoint#Other_adjoints">formal adjoint</a> or <em>reverse</em> <a href="http://en.wikipedia.org/wiki/Path_ordering">time-ordering</a> operator. Thus, e.g., an initial distribution <img src='http://s0.wp.com/latex.php?latex=p%280%29&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='p(0)' title='p(0)' class='latex' /> is propagated as <img src='http://s0.wp.com/latex.php?latex=p%28t%29+%3D+p%280%29U%28t%29.&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='p(t) = p(0)U(t).' title='p(t) = p(0)U(t).' class='latex' /> (NB. <a href="http://en.wikipedia.org/wiki/Leonard_Kleinrock">Kleinrock</a>&#8216;s queueing theory book omits the time-ordering, which is a no-no.)</p>
<p>Let <img src='http://s0.wp.com/latex.php?latex=f_t%28X_t%29&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='f_t(X_t)' title='f_t(X_t)' class='latex' /> be bounded and such that the map <img src='http://s0.wp.com/latex.php?latex=t+%5Cmapsto+f_t&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='t &#92;mapsto f_t' title='t &#92;mapsto f_t' class='latex' /> is <img src='http://s0.wp.com/latex.php?latex=C%5E1.&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='C^1.' title='C^1.' class='latex' /> Write <img src='http://s0.wp.com/latex.php?latex=t_0+%5Cequiv+0&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='t_0 &#92;equiv 0' title='t_0 &#92;equiv 0' class='latex' /> and <img src='http://s0.wp.com/latex.php?latex=t_m+%3D+t.&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='t_m = t.' title='t_m = t.' class='latex' /> Now</p>
<p style="text-align:center;"><img src='http://s0.wp.com/latex.php?latex=f_t%28X_t%29-f_0%28X_0%29+%5Cequiv+f_%7Bt_m%7D%28X_%7Bt_m%7D%29-f_%7Bt_0%7D%28X_%7Bt_0%7D%29&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='f_t(X_t)-f_0(X_0) &#92;equiv f_{t_m}(X_{t_m})-f_{t_0}(X_{t_0})' title='f_t(X_t)-f_0(X_0) &#92;equiv f_{t_m}(X_{t_m})-f_{t_0}(X_{t_0})' class='latex' /></p>
<p style="text-align:center;"><img src='http://s0.wp.com/latex.php?latex=%3D+%5Csum_%7Bj%3D0%7D%5E%7Bm-1%7D+%5Cleft%5Bf_%7Bt_%7Bj%2B1%7D%7D%28X_%7Bt_%7Bj%2B1%7D%7D%29+-+f_%7Bt_j%7D%28X_%7Bt_j%7D%29%5Cright%5D%2C&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='= &#92;sum_{j=0}^{m-1} &#92;left[f_{t_{j+1}}(X_{t_{j+1}}) - f_{t_j}(X_{t_j})&#92;right],' title='= &#92;sum_{j=0}^{m-1} &#92;left[f_{t_{j+1}}(X_{t_{j+1}}) - f_{t_j}(X_{t_j})&#92;right],' class='latex' /></p>
<p>and the Markov property gives that</p>
<p style="text-align:center;"><img src='http://s0.wp.com/latex.php?latex=%5Cmathbb%7BE%7D+%5Cleft%28f_%7Bt_%7Bj%2B1%7D%7D%28X_%7Bt_%7Bj%2B1%7D%7D%29+-+f_%7Bt_j%7D%28X_%7Bt_j%7D%29+%5C+%5Cbig%7C+%5C+%5Cmathcal%7BF%7D_%7Bt_j%7D%5Cright%29&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='&#92;mathbb{E} &#92;left(f_{t_{j+1}}(X_{t_{j+1}}) - f_{t_j}(X_{t_j}) &#92; &#92;big| &#92; &#92;mathcal{F}_{t_j}&#92;right)' title='&#92;mathbb{E} &#92;left(f_{t_{j+1}}(X_{t_{j+1}}) - f_{t_j}(X_{t_j}) &#92; &#92;big| &#92; &#92;mathcal{F}_{t_j}&#92;right)' class='latex' /></p>
<p style="text-align:center;"><img src='http://s0.wp.com/latex.php?latex=%3D+%5Csum_%7BX_%7Bt_%7Bj%2B1%7D%7D%7D+%5Cleft%5Bf_%7Bt_%7Bj%2B1%7D%7D%28X_%7Bt_%7Bj%2B1%7D%7D%29+-+f_%7Bt_j%7D%28X_%7Bt_j%7D%29%5Cright%5D+%5Ccdot+P_%7BX_%7Bt_j%7D%2CX_%7Bt_%7Bj%2B1%7D%7D%7D%28t_j%2Ct_%7Bj%2B1%7D%29.&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='= &#92;sum_{X_{t_{j+1}}} &#92;left[f_{t_{j+1}}(X_{t_{j+1}}) - f_{t_j}(X_{t_j})&#92;right] &#92;cdot P_{X_{t_j},X_{t_{j+1}}}(t_j,t_{j+1}).' title='= &#92;sum_{X_{t_{j+1}}} &#92;left[f_{t_{j+1}}(X_{t_{j+1}}) - f_{t_j}(X_{t_j})&#92;right] &#92;cdot P_{X_{t_j},X_{t_{j+1}}}(t_j,t_{j+1}).' class='latex' /></p>
<p>The notation <img src='http://s0.wp.com/latex.php?latex=%5Cmathcal%7BF%7D_t&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='&#92;mathcal{F}_t' title='&#92;mathcal{F}_t' class='latex' /> just indicates the history of the process (i.e., its <a href="http://en.wikipedia.org/wiki/Natural_filtration">natural filtration</a>) at time <img src='http://s0.wp.com/latex.php?latex=t.&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='t.' title='t.' class='latex' /> The transition kernel satisfies a generalization of the time-homogeneous formula <img src='http://s0.wp.com/latex.php?latex=P%28t%29+%3D+e%5E%7BtQ%7D%3A&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='P(t) = e^{tQ}:' title='P(t) = e^{tQ}:' class='latex' /></p>
<p style="text-align:center;"><img src='http://s0.wp.com/latex.php?latex=P_%7BX_%7Bt_j%7D%2CX_%7Bt_%7Bj%2B1%7D%7D%7D%28t_j%2Ct_%7Bj%2B1%7D%29&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='P_{X_{t_j},X_{t_{j+1}}}(t_j,t_{j+1})' title='P_{X_{t_j},X_{t_{j+1}}}(t_j,t_{j+1})' class='latex' /></p>
<p style="text-align:center;"><img src='http://s0.wp.com/latex.php?latex=%3D+%5Cdelta_%7BX_%7Bt_j%7D%2CX_%7Bt_%7Bj%2B1%7D%7D%7D+%2B+%28t_%7Bj%2B1%7D+-+t_j%29+%5Ccdot+Q_%7BX_%7Bt_j%7D%2CX_%7Bt_%7Bj%2B1%7D%7D%7D%28t_j%29+%2B+o%28t_%7Bj%2B1%7D+-+t_j%29&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='= &#92;delta_{X_{t_j},X_{t_{j+1}}} + (t_{j+1} - t_j) &#92;cdot Q_{X_{t_j},X_{t_{j+1}}}(t_j) + o(t_{j+1} - t_j)' title='= &#92;delta_{X_{t_j},X_{t_{j+1}}} + (t_{j+1} - t_j) &#92;cdot Q_{X_{t_j},X_{t_{j+1}}}(t_j) + o(t_{j+1} - t_j)' class='latex' /></p>
<p>so the RHS of the previous equation is <img src='http://s0.wp.com/latex.php?latex=t_%7Bj%2B1%7D+-+t_j&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='t_{j+1} - t_j' title='t_{j+1} - t_j' class='latex' /> times</p>
<p style="text-align:center;"><img src='http://s0.wp.com/latex.php?latex=%5Cfrac%7Bf_%7Bt_%7Bj%2B1%7D%7D%28X_%7Bt_j%7D%29+-+f_%7Bt_j%7D%28X_%7Bt_j%7D%29%7D%7Bt_%7Bj%2B1%7D+-+t_j%7D+%2B+%5Csum_%7BX_%7Bt_%7Bj%2B1%7D%7D%7D+f_%7Bt_%7Bj%2B1%7D%7D%28X_%7Bt_%7Bj%2B1%7D%7D%29+%5Ccdot+Q_%7BX_%7Bt_j%7D%2CX_%7Bt_%7Bj%2B1%7D%7D%7D%28t_j%29&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='&#92;frac{f_{t_{j+1}}(X_{t_j}) - f_{t_j}(X_{t_j})}{t_{j+1} - t_j} + &#92;sum_{X_{t_{j+1}}} f_{t_{j+1}}(X_{t_{j+1}}) &#92;cdot Q_{X_{t_j},X_{t_{j+1}}}(t_j)' title='&#92;frac{f_{t_{j+1}}(X_{t_j}) - f_{t_j}(X_{t_j})}{t_{j+1} - t_j} + &#92;sum_{X_{t_{j+1}}} f_{t_{j+1}}(X_{t_{j+1}}) &#92;cdot Q_{X_{t_j},X_{t_{j+1}}}(t_j)' class='latex' /></p>
<p>plus a term that vanishes in the limit of vanishing <a href="http://en.wikipedia.org/wiki/Partition_of_an_interval">mesh</a>. The fact that the row sums of a generator are identically zero has been used to simplify the result.</p>
<p>Summing over <img src='http://s0.wp.com/latex.php?latex=j&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='j' title='j' class='latex' /> and taking the limit as the mesh of the the partition goes to zero shows that</p>
<p style="text-align:center;"><img src='http://s0.wp.com/latex.php?latex=%5Cboxed%7B%5Cmathbb%7BE%7D+%5Cleft%28f_t%28X_t%29-f_0%28X_0%29%5Cright%29+%3D+%5Cmathbb%7BE%7D+%5Cint_0%5Et+%5Cleft%28%5Cpartial_s+%2B+Q%28s%29%5Cright%29f_s+%5Ccirc+X_s+%5C+ds.%7D&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='&#92;boxed{&#92;mathbb{E} &#92;left(f_t(X_t)-f_0(X_0)&#92;right) = &#92;mathbb{E} &#92;int_0^t &#92;left(&#92;partial_s + Q(s)&#92;right)f_s &#92;circ X_s &#92; ds.}' title='&#92;boxed{&#92;mathbb{E} &#92;left(f_t(X_t)-f_0(X_0)&#92;right) = &#92;mathbb{E} &#92;int_0^t &#92;left(&#92;partial_s + Q(s)&#92;right)f_s &#92;circ X_s &#92; ds.}' class='latex' /></p>
<p>That is,</p>
<p style="text-align:center;"><img src='http://s0.wp.com/latex.php?latex=M_t%5Ef+%3A%3D+f_t%28X_t%29-f_0%28X_0%29-+%5Cint_0%5Et+%5Cleft%28%5Cpartial_s+%2B+Q%28s%29%5Cright%29f_s+%5Ccirc+X_s+%5C+ds&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='M_t^f := f_t(X_t)-f_0(X_0)- &#92;int_0^t &#92;left(&#92;partial_s + Q(s)&#92;right)f_s &#92;circ X_s &#92; ds' title='M_t^f := f_t(X_t)-f_0(X_0)- &#92;int_0^t &#92;left(&#92;partial_s + Q(s)&#92;right)f_s &#92;circ X_s &#92; ds' class='latex' /></p>
<p>is a <a href="http://en.wikipedia.org/wiki/Local_martingale">local martingale</a>, or if <img src='http://s0.wp.com/latex.php?latex=Q&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='Q' title='Q' class='latex' /> is well behaved, a martingale.</p>
<p>This can be generalized (see Rogers and Williams IV.21 and note that the extension to inhomogeneous processes is trivial): if <img src='http://s0.wp.com/latex.php?latex=X&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='X' title='X' class='latex' /> is an inhomogeneous Markov process on a finite state space <img src='http://s0.wp.com/latex.php?latex=%5C%7B1%2C%5Cdots%2Cn%5C%7D&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='&#92;{1,&#92;dots,n&#92;}' title='&#92;{1,&#92;dots,n&#92;}' class='latex' /> and <img src='http://s0.wp.com/latex.php?latex=g+%3A+%5Cmathbb%7BR%7D_%2B+%5Ctimes+%5C%7B1%2C%5Cdots%2Cn%5C%7D+%5Ctimes+%5C%7B1%2C%5Cdots%2Cn%5C%7D+%5Ctimes+%5COmega+%5Clongrightarrow+%5Cmathbb%7BR%7D&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='g : &#92;mathbb{R}_+ &#92;times &#92;{1,&#92;dots,n&#92;} &#92;times &#92;{1,&#92;dots,n&#92;} &#92;times &#92;Omega &#92;longrightarrow &#92;mathbb{R}' title='g : &#92;mathbb{R}_+ &#92;times &#92;{1,&#92;dots,n&#92;} &#92;times &#92;{1,&#92;dots,n&#92;} &#92;times &#92;Omega &#92;longrightarrow &#92;mathbb{R}' class='latex' /> is such that <img src='http://s0.wp.com/latex.php?latex=%28t%2C+%5Comega%29+%5Cmapsto+g%28t%2Cj%2Ck%2C%5Comega%29&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='(t, &#92;omega) &#92;mapsto g(t,j,k,&#92;omega)' title='(t, &#92;omega) &#92;mapsto g(t,j,k,&#92;omega)' class='latex' /> is <a href="http://en.wikipedia.org/wiki/Locally_bounded">locally bounded</a> and <a href="http://en.wikipedia.org/wiki/Adapted_process">previsible</a> and <img src='http://s0.wp.com/latex.php?latex=g%28t%2Cj%2Cj%2C%5Comega%29+%5Cequiv+0&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='g(t,j,j,&#92;omega) &#92;equiv 0' title='g(t,j,j,&#92;omega) &#92;equiv 0' class='latex' /> for all <img src='http://s0.wp.com/latex.php?latex=j%2Ck%2C&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='j,k,' title='j,k,' class='latex' /> then <img src='http://s0.wp.com/latex.php?latex=M_t%5Eg%28%5Comega%29&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='M_t^g(&#92;omega)' title='M_t^g(&#92;omega)' class='latex' /> given by</p>
<p style="text-align:center;"><img src='http://s0.wp.com/latex.php?latex=%5Csum_%7B0+%3C+s+%5Cle+t%7D+g%28s%2CX_%7Bs-%7D%2CX_s%2C%5Comega%29+-+%5Cint_%7B%280%2Ct%5D%7D+%5Csum_k+Q_%7BX_%7Bs-%7D%2Ck%7D%28s%29+%5Ccdot+g%28s%2CX_%7Bs-%7D%2Ck%2C%5Comega%29+%5C+ds&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='&#92;sum_{0 &lt; s &#92;le t} g(s,X_{s-},X_s,&#92;omega) - &#92;int_{(0,t]} &#92;sum_k Q_{X_{s-},k}(s) &#92;cdot g(s,X_{s-},k,&#92;omega) &#92; ds' title='&#92;sum_{0 &lt; s &#92;le t} g(s,X_{s-},X_s,&#92;omega) - &#92;int_{(0,t]} &#92;sum_k Q_{X_{s-},k}(s) &#92;cdot g(s,X_{s-},k,&#92;omega) &#92; ds' class='latex' /></p>
<p>is a local martingale. Conversely, any local martingale null at 0 can be represented in this form for some <img src='http://s0.wp.com/latex.php?latex=g&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='g' title='g' class='latex' /> satisfying the conditions above (except possibly local boundedness).</p>
<p>To reiterate, this result will be used to help introduce the Girsanov theorem for finite Markov processes in a future post, and later on we&#8217;ll also show how Girsanov can be used to arrive at a genuinely simple, scalable likelihood ratio test for identifying changes in network traffic patterns.</p>
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		<title>Random bits</title>
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		<pubDate>Wed, 13 Jan 2010 07:12:56 +0000</pubDate>
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		<description><![CDATA[&#8220;Google said Tuesday that it may pull out of China because of a sophisticated computer network attack originating there and targeting its e-mail service and corporate infrastructure, a threat that could rattle U.S.-China relations, as well as China&#8217;s business community&#8230;[the hackers] appeared to be after information on weapons systems from defense firms and were seeking [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=blog.eqnets.com&amp;blog=7805830&amp;post=1065&amp;subd=eqnets&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
			<content:encoded><![CDATA[<p><a href="http://www.washingtonpost.com/wp-dyn/content/article/2010/01/13/AR2010011300359.html">&#8220;Google said Tuesday that it may pull out of China because of a sophisticated computer network attack originating there and targeting its e-mail service and corporate infrastructure, a threat that could rattle U.S.-China relations, as well as China&#8217;s business community&#8230;[the hackers] appeared to be after information on weapons systems from defense firms and were seeking companies&#8217; &#8216;source code&#8217;&#8221;</a>. More from the <a href="http://www.nytimes.com/reuters/2010/01/13/business/business-uk-google-china.html"><em>WSJ.</em></a> As Richard Bejtlich asks, has China crossed a line? <a href="http://www.wired.com/threatlevel/2010/01/google-censorship-china/">Google will stop censoring search results</a>, which is yet another huge implication for Chinese internal and foreign affairs.</p>
<p><a href="http://asert.arbornetworks.com/2010/01/fire-or-ddos-which-is-more-probable/">DDoS stats from Arbor</a></p>
<p><a href="http://blogs.adobe.com/conversations/2010/01/adobe_investigates_corporate_n.html">Adobe gets attacked</a></p>
<p><a href="http://rjlipton.wordpress.com/2010/01/11/why-do-we-need-cyber-security/">&#8220;Complex software-hardware systems are not proved correct [in 1976], they are not proved correct today, and will not be proved correct in the future. If I am wrong why do we need cyber-security? Why do systems get attacked and broken into every day? Why is security a multi-billion dollar a year industry? I think the answer is obvious.&#8221;</a></p>
<p><a href="http://www.networkworld.com/community/node/53047">National Cyber Range awards</a></p>
<p><a href="http://www.math.columbia.edu/~woit/wordpress/?p=2650">Entropy</a>, entropy, entropy&#8230;</p>
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		<title>Random bits</title>
		<link>http://blog.eqnets.com/2010/01/11/random-bits-65/</link>
		<comments>http://blog.eqnets.com/2010/01/11/random-bits-65/#comments</comments>
		<pubDate>Mon, 11 Jan 2010 01:31:00 +0000</pubDate>
		<dc:creator>eqnets</dc:creator>
				<category><![CDATA[Communications security]]></category>
		<category><![CDATA[Mathematics]]></category>
		<category><![CDATA[Random bits]]></category>
		<category><![CDATA[Science]]></category>
		<category><![CDATA[Security]]></category>

		<guid isPermaLink="false">http://blog.eqnets.com/?p=1063</guid>
		<description><![CDATA[&#8220;why would anyone use OpenGL?&#8221; To me the question is, why would anyone use DirectX for anything other than a game? &#8220;We spend billions on security, yet we are not any more secure. We have lots of regulations, but that has created a low bar mentality&#8221; Single-qubit experimental quantum computation for the Jones polynomial Colloidal [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=blog.eqnets.com&amp;blog=7805830&amp;post=1063&amp;subd=eqnets&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
			<content:encoded><![CDATA[<p><a href="http://blog.wolfire.com/2010/01/Why-you-should-use-OpenGL-and-not-DirectX">&#8220;why would anyone use OpenGL?&#8221;</a> To me the question is, why would anyone use DirectX for anything other than a game?</p>
<p><a href="http://fudsec.com/guerilla-security-leadership-0">&#8220;We spend billions on security, yet we are not any more secure. We have lots of regulations, but that has created a low bar mentality&#8221;</a></p>
<p><a href="http://www.physorg.com/news182165495.html">Single-qubit experimental quantum computation</a> for the <a href="http://en.wikipedia.org/wiki/Jones_polynomial">Jones polynomial</a></p>
<p><a href="http://en.wikipedia.org/wiki/Colloid">Colloidal</a> <a href="http://en.wikipedia.org/wiki/Metamaterial">metamaterial</a>&#8230;er&#8230;<a href="http://www.newscientist.com/article/dn18359-how-to-make-a-liquid-invisibility-cloak.html">&#8220;liquid invisibility cloak&#8221;</a></p>
<div id="_mcePaste" style="overflow:hidden;position:absolute;left:-10000px;top:0;width:1px;height:1px;">http://blog.wolfire.com/2010/01/Why-you-should-use-OpenGL-and-not-DirectX</div>
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		<title>Random bits</title>
		<link>http://blog.eqnets.com/2010/01/08/random-bits-64/</link>
		<comments>http://blog.eqnets.com/2010/01/08/random-bits-64/#comments</comments>
		<pubDate>Fri, 08 Jan 2010 16:55:43 +0000</pubDate>
		<dc:creator>eqnets</dc:creator>
				<category><![CDATA[Communications security]]></category>
		<category><![CDATA[Mathematics]]></category>
		<category><![CDATA[Networks]]></category>
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		<guid isPermaLink="false">http://blog.eqnets.com/?p=1061</guid>
		<description><![CDATA[768-bit RSA modulus factored. This is basically right on schedule for a Moore&#8217;s law fit of largest publicly factored RSA moduli from a RSA technical report dating from 2000. Expect 1024-bit moduli to go down in about a decade. Visualizing Abdulmutallab. This is supposed to make some sense if you look at it long enough, [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=blog.eqnets.com&amp;blog=7805830&amp;post=1061&amp;subd=eqnets&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
			<content:encoded><![CDATA[<p><a href="http://eprint.iacr.org/2010/006">768-bit RSA modulus factored</a>. This is basically right on schedule for a Moore&#8217;s law fit of largest publicly factored RSA moduli from a RSA technical report dating from 2000. Expect 1024-bit moduli to go down in about a decade.</p>
<p><a href="http://computationallegalstudies.com/2010/01/06/the-time-evolving-structure-of-the-gawaher-islamic-forum-as-experienced-by-umar-farouk-abdulmutallab-the-christmas-day-bomber/">Visualizing Abdulmutallab</a>. This is supposed to make some sense if you look at it long enough, apparently.</p>
<p><a href="http://www.darkreading.com/vulnerability_management/security/perimeter/showArticle.jhtml?articleID=222200541">Geolocation hack</a></p>
<p><a href="http://www.enterprisenetworkingplanet.com/netsp/article.php/3857201">IPv4 lives on&#8230;for now</a></p>
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		<title>Random bits</title>
		<link>http://blog.eqnets.com/2010/01/04/random-bits-62/</link>
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		<pubDate>Mon, 04 Jan 2010 01:25:36 +0000</pubDate>
		<dc:creator>eqnets</dc:creator>
				<category><![CDATA[Communications security]]></category>
		<category><![CDATA[Mathematics]]></category>
		<category><![CDATA[Networks]]></category>
		<category><![CDATA[Random bits]]></category>
		<category><![CDATA[Science]]></category>
		<category><![CDATA[Security]]></category>

		<guid isPermaLink="false">http://blog.eqnets.com/?p=1057</guid>
		<description><![CDATA[Holiday round-up edition&#8230; Suricata IDS in beta. Another open-source IDS is a good thing. (But open-source network monitoring will be even better!) The best defense is a good offense Switchable DNA nanostructures Hijacking NetBIOS Eavesdropping on quantum crypto? Survey of key exchange security deriving from the Second Law An approach to subexponential factoring The use [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=blog.eqnets.com&amp;blog=7805830&amp;post=1057&amp;subd=eqnets&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
			<content:encoded><![CDATA[<p>Holiday round-up edition&#8230;</p>
<p><a href="http://seclists.org/snort/2009/q4/599">Suricata IDS in beta</a>. Another open-source IDS is a good thing. (But open-source network monitoring will be even better!)</p>
<p><a href="http://blog.usni.org/2009/12/22/the-best-defense-against-cyber-insurgents-is-a-good-offense/">The best defense is a good offense</a></p>
<p><a href="http://www.bnl.gov/bnlweb/pubaf/pr/PR_display.asp?prID=1042">Switchable DNA nanostructures</a></p>
<p><a href="http://www.skullsecurity.org/blog/?p=356">Hijacking NetBIOS</a></p>
<p><a href="http://events.ccc.de/congress/2009/Fahrplan/events/3576.en.html">Eavesdropping on quantum crypto?</a></p>
<p><a href="http://arxiv.org/abs/0912.3503">Survey of key exchange security deriving from the Second Law</a></p>
<p><a href="http://arxiv.org/abs/0912.1585">An approach to subexponential factoring</a></p>
<p><a href="http://arxiv.org/abs/0912.4649">The use of ideas of Information Theory for studying &#8220;language&#8221; and intelligence in ants</a></p>
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		<title>Birds on a wire and the Ising model</title>
		<link>http://blog.eqnets.com/2009/11/30/birds-on-a-wire-and-the-ising-model/</link>
		<comments>http://blog.eqnets.com/2009/11/30/birds-on-a-wire-and-the-ising-model/#comments</comments>
		<pubDate>Mon, 30 Nov 2009 02:33:30 +0000</pubDate>
		<dc:creator>eqnets</dc:creator>
				<category><![CDATA[Equilibrium Networks]]></category>
		<category><![CDATA[Mathematics]]></category>
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		<category><![CDATA[Nonrandom bits]]></category>
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		<guid isPermaLink="false">http://blog.eqnets.com/?p=711</guid>
		<description><![CDATA[Statistical physics is very good at describing lots of physical systems, but one of the basic tenets underlying our technology is that statistical physics is also a good framework for describing computer network traffic. Lots of recent work by lots of people has focused on applying statistical physics to nontraditional areas: behavioral economics, link analysis [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=blog.eqnets.com&amp;blog=7805830&amp;post=711&amp;subd=eqnets&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
			<content:encoded><![CDATA[<p>Statistical physics is very good at describing lots of physical systems, but one of the basic tenets underlying our technology is that statistical physics is also a good framework for describing computer network traffic. Lots of recent work by lots of people has focused on applying statistical physics to nontraditional areas: behavioral economics, link analysis (what the physicists abusively call network theory), automobile traffic, etc.</p>
<p>In this post I&#8217;m going to talk about a way in which one of the simplest models from statistical physics might inform group dynamics in birds (and probably even people in similar situations). As far as I know, the experiment hasn&#8217;t been done&#8211;the closest work to it seems to be on flocking (though I&#8217;ll give $.50 and a Sprite to the first person to point out a direct reference to this sort of thing). I&#8217;ve been kicking it around for years and I think that at varying scopes and levels of complexity, it might constitute anything from a <em>really </em>good high school science fair project to a PhD dissertation. In fact I may decide to run with this idea myself some day, and I hope that anyone else out there who wants to do the same will let me know.</p>
<p>The basic idea is simple. But first let me show you a couple of pictures.</p>
<p><a href="http://www.flickr.com/photos/blmurch/482292579/"></a></p>
<p style="text-align:center;"><a href="http://www.flickr.com/photos/blmurch/482292579/"><img class="size-medium wp-image-713 aligncenter" title="birds1" src="http://eqnets.files.wordpress.com/2009/10/birds1.jpg?w=225" alt="&lt;a rel=&quot;cc:attributionURL&quot; href=" width=" mce_href=" height="300" /></a></p>
<div style="text-align:center;">Source: <a rel="cc:attributionURL" href="http://www.flickr.com/photos/blmurch/">http://www.flickr.com/photos/blmurch/</a> / <a rel="license" href="http://creativecommons.org/licenses/by-sa/2.0/">CC BY-SA 2.0</a></div>
<p>Notice how the tree in the picture above looks? There doesn&#8217;t seem to be any wind. But I bet that either the birds flocked to the wire together or there was at least a breeze when the picture below was taken:</p>
<p style="text-align:center;"><a href="http://www.flickr.com/photos/paul_garland/3360433731/"><img class="size-medium wp-image-716 aligncenter" title="birds2" src="http://eqnets.files.wordpress.com/2009/10/birds2.jpg?w=300" alt="&lt;a rel=&quot;cc:attributionURL&quot; href=" width=" mce_href=" height="200" /></a></p>
<div style="text-align:center;">Source: <a rel="cc:attributionURL" href="http://www.flickr.com/photos/paul_garland/">http://www.flickr.com/photos/paul_garland/</a> / <a rel="license" href="http://creativecommons.org/licenses/by-sa/2.0/">CC BY-SA 2.0</a></div>
<p>Because the birds are on wires, they can face in essentially one of two directions. In the first picture it looks very close to a 60%-40% split, with most of the roughly 60 birds facing left. In the second picture, 14 birds are facing right and only one is facing left.</p>
<p>Now let me show you an equation:</p>
<p style="text-align:center;"><img src='http://s0.wp.com/latex.php?latex=H+%3D+-J%5Csum_%7B%5Clangle+i+j+%5Crangle%7D+s_i+s_j+-+K%5Csum_i+s_i.&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='H = -J&#92;sum_{&#92;langle i j &#92;rangle} s_i s_j - K&#92;sum_i s_i.' title='H = -J&#92;sum_{&#92;langle i j &#92;rangle} s_i s_j - K&#92;sum_i s_i.' class='latex' /></p>
<p>If you are a physicist you already know that this is the Hamiltonian for the spin-1/2 <a href="http://en.wikipedia.org/wiki/Ising_model">Ising model</a> with an applied field, but I will explain this briefly. The <em>Hamiltonian</em> <img src='http://s0.wp.com/latex.php?latex=H&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='H' title='H' class='latex' /> is really just a fancy word for energy. It is the energy of a model (notionally magnetic) system in which <em>spins</em> <img src='http://s0.wp.com/latex.php?latex=s_i&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='s_i' title='s_i' class='latex' /> that occupy sites that are (typically) on a <a href="http://en.wikipedia.org/wiki/Lattice_%28group%29">lattice</a> (e.g., a one-dimensional lattice of equally spaced points) take the values <img src='http://s0.wp.com/latex.php?latex=%5Cpm+1&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='&#92;pm 1' title='&#92;pm 1' class='latex' /> and can be taken as caricatures of <a href="http://en.wikipedia.org/wiki/Dipole">dipoles</a>. The notation <img src='http://s0.wp.com/latex.php?latex=%5Clangle+i+j+%5Crangle&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='&#92;langle i j &#92;rangle' title='&#92;langle i j &#92;rangle' class='latex' /> indicates that the first sum is taken over nearest neighbors in the lattice: the spins interact, but only with their neighbors, and the strength of this interaction is reflected in the <em>exchange energy</em> <img src='http://s0.wp.com/latex.php?latex=J.&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='J.' title='J.' class='latex' /> The strength of the spins&#8217; interaction with an applied (again notionally magnetic) field is governed by the <em>field strength</em> <img src='http://s0.wp.com/latex.php?latex=K.&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='K.' title='K.' class='latex' /> This is the archetype of <a href="http://en.wikipedia.org/wiki/Spin_model">spin models</a> in statistical physics, and it won&#8217;t serve much for me to reproduce a discussion that can be found many other places (you may like to refer to Goldenfeld&#8217;s <a href="http://www.amazon.com/Lectures-Transitions-Renormalization-Frontiers-Physics/dp/0201554097"><em>Lectures on Phase Transitions and the Renormalization Group</em></a>, which also covers the the <a href="http://en.wikipedia.org/wiki/Renormalization_group">renormalization group</a> method that inspires the data reduction techniques used in our software). Suffice it to say that these sorts of models comprise a vast field of study and already have an enormous number of applications in lots of different areas.</p>
<p>Now let me talk about what the pictures and the model have in common. The (local or global) average spin is called the <a href="http://en.wikipedia.org/wiki/Magnetization">magnetization</a>. Ignoring an arbitrary sign, in the first picture the magnetization is roughly 0.2, and in the second it&#8217;s about 0.87. The 1D spin-1/2 Ising model is famous for exhibiting a simple <a href="http://en.wikipedia.org/wiki/Phase_transition">phase transition</a> in magnetization: indeed, the expected value of the magnetization for in the <a href="http://en.wikipedia.org/wiki/Thermodynamic_limit">thermodynamic limit</a> is shown in every introductory statistical physics course worth the name to be</p>
<p style="text-align:center;"><img src='http://s0.wp.com/latex.php?latex=%5Clangle+s+%5Crangle+%3D+%5Cfrac%7B%5Csinh+%5Cbeta+K%7D%7B%5Csqrt%7B%5Csinh%5E2+%5Cbeta+K+%2B+e%5E%7B-4%5Cbeta+J%7D%7D%7D&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='&#92;langle s &#92;rangle = &#92;frac{&#92;sinh &#92;beta K}{&#92;sqrt{&#92;sinh^2 &#92;beta K + e^{-4&#92;beta J}}}' title='&#92;langle s &#92;rangle = &#92;frac{&#92;sinh &#92;beta K}{&#92;sqrt{&#92;sinh^2 &#92;beta K + e^{-4&#92;beta J}}}' class='latex' /></p>
<p style="text-align:left;">where <img src='http://s0.wp.com/latex.php?latex=%5Cbeta+%5Cequiv+1%2FT&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='&#92;beta &#92;equiv 1/T' title='&#92;beta &#92;equiv 1/T' class='latex' /> is the inverse temperature (in natural units). As ever, a picture is worth a thousand words:</p>
<p style="text-align:left;"><img class="aligncenter size-medium wp-image-777" title="magnetization" src="http://eqnets.files.wordpress.com/2009/10/magnetization1.png?w=300&#038;h=225" alt="magnetization" width="300" height="225" /></p>
<p style="text-align:left;">For <img src='http://s0.wp.com/latex.php?latex=K+%3D+0&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='K = 0' title='K = 0' class='latex' /> and <img src='http://s0.wp.com/latex.php?latex=T+%3E+0%2C&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='T &gt; 0,' title='T &gt; 0,' class='latex' /> it&#8217;s easy to see that <img src='http://s0.wp.com/latex.php?latex=%5Clangle+s+%5Crangle+%3D+0.&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='&#92;langle s &#92;rangle = 0.' title='&#92;langle s &#92;rangle = 0.' class='latex' /> But if <img src='http://s0.wp.com/latex.php?latex=K+%5Cne+0%2C+J+%3E+0&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='K &#92;ne 0, J &gt; 0' title='K &#92;ne 0, J &gt; 0' class='latex' /> and <img src='http://s0.wp.com/latex.php?latex=T+%5Cdownarrow+0&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='T &#92;downarrow 0' title='T &#92;downarrow 0' class='latex' />, then taking the subsequent limit <img src='http://s0.wp.com/latex.php?latex=K+%5Crightarrow+0%5E%5Cpm&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='K &#92;rightarrow 0^&#92;pm' title='K &#92;rightarrow 0^&#92;pm' class='latex' /> yields a magnetization of <img src='http://s0.wp.com/latex.php?latex=%5Cpm+1.&amp;bg=ffffff&amp;fg=333333&amp;s=0' alt='&#92;pm 1.' title='&#92;pm 1.' class='latex' /> At zero temperature the model becomes completely magnetized&#8211;i.e., totally ordered. (<a href="http://en.wikipedia.org/wiki/Superconductivity#Superconducting_phase_transition">Finite-temperature phase transitions in magnetization in the real world are of paramount importance for superconductivity.</a>)</p>
<p style="text-align:left;">And at long last, here&#8217;s the point. I am willing to bet ($.50 and a Sprite, as usual) that the arrangement of birds on wires can be well described by a simple spin model, and probably the spin-1/2 Ising model provided that the spacing between birds isn&#8217;t too wide. I expect that the same model with varying parameters works for many&#8211;or even most or all&#8211;species in some regime, which is a bet on a particularly strong kind of <a href="http://en.wikipedia.org/wiki/Universality_%28dynamical_systems%29#Universality_in_statistical_mechanics">universality</a>. Neglecting spacing between birds, I expect the effective exchange strength to depend on the species of bird, and the effective applied field to depend on the wind speed and angle, and possibly the sun&#8217;s relative location (and probably a transient to model the effects of arriving on the wire in a flock). I don&#8217;t have any firm suspicions on what might govern an effective temperature here, but I wouldn&#8217;t be surprised to see something that could be well described by Kawasaki or <a href="mae.ucdavis.edu/dsouza/Talks/msri-June06.pdf">Glauber dynamics</a> for spin flips: that is, I reckon that&#8211;as usual&#8211;it&#8217;s necessary to take timescales into account in order to unambiguously assign a formal or effective temperature (if the birds effectively stay still, then dynamics aren&#8217;t relevant and the temperature should be regarded as being already accounted for in the exchange and field parameters). I used to think about doing this kind of experiment using tagged photographs or their ilk near windsocks or something similar, but I can&#8217;t see how to get any decent results that way without more effort than a direct experiment. I think it probably ought to be done (at least initially) in a controlled environment.</p>
<p style="text-align:left;">Anyways, there it is. The experiment always wins, but I have a hunch how it would turn out.</p>
<p style="text-align:left;"><strong>UPDATE</strong> 30 Jan 2010: Somebody had another <a href="http://www.youtube.com/watch?v=89Kz8Nxb-Bg">interesting idea</a> involving birds on wires.</p>
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