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	<title>Equilibrium Networks</title>
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		<title>Equilibrium Networks</title>
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		<title>Random bits</title>
		<link>http://blog.eqnets.com/2010/03/04/random-bits-76/</link>
		<comments>http://blog.eqnets.com/2010/03/04/random-bits-76/#comments</comments>
		<pubDate>Thu, 04 Mar 2010 18:51:01 +0000</pubDate>
		<dc:creator>eqnets</dc:creator>
				<category><![CDATA[Communications security]]></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=1124</guid>
		<description><![CDATA[Narus develops a scary sleuth for social media
An invisible quantum tripwire
Aspects of CNCI declassified
IPv6 thoughts from Arbor
&#8220;Hackers who breached Google and other companies in January targeted source-code management systems&#8221;
       <img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=blog.eqnets.com&blog=7805830&post=1124&subd=eqnets&ref=&feed=1" />]]></description>
			<content:encoded><![CDATA[<p><a href="http://www.itworld.com/internet/98652/narus-develops-a-scary-sleuth-social-media">Narus develops a scary sleuth for social media</a></p>
<p><a href="http://arxiv.org/abs/1002.3362">An invisible quantum tripwire</a></p>
<p><a href="http://www.whitehouse.gov/cybersecurity/comprehensive-national-cybersecurity-initiative">Aspects of CNCI declassified</a></p>
<p><a href="http://asert.arbornetworks.com/2010/03/ipv6-is-2010-the-year-of-the-big-plunge/">IPv6 thoughts from Arbor</a></p>
<p><a href="http://www.wired.com/threatlevel/2010/03/source-code-hacks/">&#8220;Hackers who breached Google and other companies in January targeted source-code management systems&#8221;</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 fact-checking&#8230;[if [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=blog.eqnets.com&blog=7805830&post=1118&subd=eqnets&ref=&feed=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>Random bits</title>
		<link>http://blog.eqnets.com/2010/03/01/random-bits-74/</link>
		<comments>http://blog.eqnets.com/2010/03/01/random-bits-74/#comments</comments>
		<pubDate>Mon, 01 Mar 2010 00:02:49 +0000</pubDate>
		<dc:creator>eqnets</dc:creator>
				<category><![CDATA[Communications security]]></category>
		<category><![CDATA[Random bits]]></category>

		<guid isPermaLink="false">http://blog.eqnets.com/?p=1114</guid>
		<description><![CDATA[&#8220;We must break one fundamental assumption that [the malware creator] relies on: Malware uses replay attacks. In cryptography a replay attack is the re-use of a message to fool an encryption system. No one, today, would forget to add time stamps to their messages; otherwise, an attacker could simpler resend a message and defeat their [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=blog.eqnets.com&blog=7805830&post=1114&subd=eqnets&ref=&feed=1" />]]></description>
			<content:encoded><![CDATA[<p><a href="http://rjlipton.wordpress.com/2010/02/26/is-it-time-to-stop-malware-forever/">&#8220;We must break one fundamental assumption that [the malware creator] relies on: <strong>Malware uses replay attacks.</strong> In cryptography a replay attack is the re-use of a message to fool an encryption system. No one, today, would forget to add time stamps to their messages; otherwise, an attacker could simpler resend a message and defeat their security&#8230;[the malware creator] relies on this very type of attack everyday. If [he or she] has malware code capable of getting control of one machine, then it will also be able to get control of millions of other machines. This is a replay attack on a grand scale. &#8230;In order to stop replay attacks, I propose that we change the hardware so they are impossible.&#8221;</a></p>
<p><a href="http://fudsec.com/customer-induced-fud">&#8220;Instead of running your websites through the gauntlet, risking downtime from intrusive scans, only to discover you have vulnerabilities just like everyone else &#8212; how about making the vendor eat their own dog food. Ask the sales rep for a trial license and permission to scan THEIR production commerce website(s).&#8221;</a></p>
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		<title>Random bits</title>
		<link>http://blog.eqnets.com/2010/02/23/random-bits-73/</link>
		<comments>http://blog.eqnets.com/2010/02/23/random-bits-73/#comments</comments>
		<pubDate>Tue, 23 Feb 2010 16:21:01 +0000</pubDate>
		<dc:creator>eqnets</dc:creator>
				<category><![CDATA[Communications security]]></category>
		<category><![CDATA[Networks]]></category>
		<category><![CDATA[Random bits]]></category>
		<category><![CDATA[Science]]></category>

		<guid isPermaLink="false">http://blog.eqnets.com/?p=1112</guid>
		<description><![CDATA[&#8220;Understanding what normalcy looks like on your network so you can pinpoint abnormality is what is really important in the current threat environment,&#8221; he says. &#8220;Don&#8217;t trust only your existing security controls, and get eyes on your network.&#8221;
&#8220;IT security has evolved into a classic broken windows business. It exists to repair things that shouldn’t break [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=blog.eqnets.com&blog=7805830&post=1112&subd=eqnets&ref=&feed=1" />]]></description>
			<content:encoded><![CDATA[<p><a href="http://www.technologyreview.com/computing/24641/?a=f">&#8220;Understanding what normalcy looks like on your network so you can pinpoint abnormality is what is really important in the current threat environment,&#8221; he says. &#8220;Don&#8217;t trust only your existing security controls, and get eyes on your network.&#8221;</a></p>
<p><a href="http://fudsec.com/the-broken-windows-economics-of-it-security">&#8220;IT security has evolved into a classic broken windows business. It exists to repair things that shouldn’t break in the first place. Furthermore, every dollar that a business spends on Security subtracts a dollar from expenditure on more worthwhile alternatives—product innovation, improved public services, higher salaries, dividends to investors, etc.&#8221;</a></p>
<p><a href="http://www.ft.com/cms/s/0/a6f5621c-1f21-11df-9584-00144feab49a,Authorised=true.html?nclick_check=1">&#8220;US analysts believe they have identified the Chinese author of the critical programming code used in the alleged state-sponsored hacking attacks on Google and other western companies, making it far harder for the Chinese government to deny involvement.&#8221;</a></p>
<p><a href="http://www.sciencedaily.com/releases/2010/02/100222082529.htm">&#8220;[Researchers have designed] a true random number generator that uses an extra layer of randomness by making a computer memory element, a flip-flop, twitch randomly between its two states 1 or 0. Immediately prior to the switch, the flip-flop is in a &#8220;metastable state&#8221; where its behaviour cannot be predicted. At the end of the metastable state, the contents of the memory are purely random.&#8221;</a></p>
<p><a href="http://www.thenewnewinternet.com/2010/02/16/more-must-be-done-to-prepare-us-for-cyber-attack/">&#8220;Cyber ShockWave&#8230;featured a number of former US government officials who played the part of senior members of the NSC. The exercise sought to examine how the NSC would react to a major cyber attack in real time&#8230;the source of the attack remained unclear during the event&#8230;The mock NSC even discussed potentially nationalizing power companies and service providers if they failed to act in the national interest. Ultimately, in the several hours that the war game lasted, the US was increasingly beset by attack with little knowledge of who perpetrated it.&#8221;</a> More <a href="http://taosecurity.blogspot.com/2010/02/reaction-to-cyber-shockwave.html">reaction from Richard Bejtlich.</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&blog=7805830&post=538&subd=eqnets&ref=&feed=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://l.wordpress.com/latex.php?latex=X_t&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='X_t' title='X_t' class='latex' /> on a finite state space. Let <img src='http://l.wordpress.com/latex.php?latex=Q%28t%29&#038;bg=ffffff&#038;fg=333333&#038;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://l.wordpress.com/latex.php?latex=P%28s%2Ct%29&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='P(s,t)' title='P(s,t)' class='latex' /> denote the corresponding transition kernel, i.e. <img src='http://l.wordpress.com/latex.php?latex=P%28s%2Ct%29+%3D+U%5E%7B-1%7D%28s%29U%28t%29%2C&#038;bg=ffffff&#038;fg=333333&#038;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://l.wordpress.com/latex.php?latex=U%28t%29+%3A%3D+%5Cmathcal%7BTO%7D%5E%2A+%5Cexp+%5Cint_0%5Et+Q%28s%29+%5C+ds&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='U(t) := \mathcal{TO}^* \exp \int_0^t Q(s) \ ds' title='U(t) := \mathcal{TO}^* \exp \int_0^t Q(s) \ ds' class='latex' /></p>
<p>and <img src='http://l.wordpress.com/latex.php?latex=%5Cmathcal%7BTO%7D%5E%2A&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='\mathcal{TO}^*' title='\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://l.wordpress.com/latex.php?latex=p%280%29&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='p(0)' title='p(0)' class='latex' /> is propagated as <img src='http://l.wordpress.com/latex.php?latex=p%28t%29+%3D+p%280%29U%28t%29.&#038;bg=ffffff&#038;fg=333333&#038;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>&#8217;s queueing theory book omits the time-ordering, which is a no-no.)</p>
<p>Let <img src='http://l.wordpress.com/latex.php?latex=f_t%28X_t%29&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='f_t(X_t)' title='f_t(X_t)' class='latex' /> be bounded and such that the map <img src='http://l.wordpress.com/latex.php?latex=t+%5Cmapsto+f_t&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='t \mapsto f_t' title='t \mapsto f_t' class='latex' /> is <img src='http://l.wordpress.com/latex.php?latex=C%5E1.&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='C^1.' title='C^1.' class='latex' /> Write <img src='http://l.wordpress.com/latex.php?latex=t_0+%5Cequiv+0&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='t_0 \equiv 0' title='t_0 \equiv 0' class='latex' /> and <img src='http://l.wordpress.com/latex.php?latex=t_m+%3D+t.&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='t_m = t.' title='t_m = t.' class='latex' /> Now</p>
<p style="text-align:center;"><img src='http://l.wordpress.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&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='f_t(X_t)-f_0(X_0) \equiv f_{t_m}(X_{t_m})-f_{t_0}(X_{t_0})' title='f_t(X_t)-f_0(X_0) \equiv f_{t_m}(X_{t_m})-f_{t_0}(X_{t_0})' class='latex' /></p>
<p style="text-align:center;"><img src='http://l.wordpress.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&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='= \sum_{j=0}^{m-1} \left[f_{t_{j+1}}(X_{t_{j+1}}) - f_{t_j}(X_{t_j})\right],' title='= \sum_{j=0}^{m-1} \left[f_{t_{j+1}}(X_{t_{j+1}}) - f_{t_j}(X_{t_j})\right],' class='latex' /></p>
<p>and the Markov property gives that</p>
<p style="text-align:center;"><img src='http://l.wordpress.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&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='\mathbb{E} \left(f_{t_{j+1}}(X_{t_{j+1}}) - f_{t_j}(X_{t_j}) \ \big| \ \mathcal{F}_{t_j}\right)' title='\mathbb{E} \left(f_{t_{j+1}}(X_{t_{j+1}}) - f_{t_j}(X_{t_j}) \ \big| \ \mathcal{F}_{t_j}\right)' class='latex' /></p>
<p style="text-align:center;"><img src='http://l.wordpress.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.&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='= \sum_{X_{t_{j+1}}} \left[f_{t_{j+1}}(X_{t_{j+1}}) - f_{t_j}(X_{t_j})\right] \cdot P_{X_{t_j},X_{t_{j+1}}}(t_j,t_{j+1}).' title='= \sum_{X_{t_{j+1}}} \left[f_{t_{j+1}}(X_{t_{j+1}}) - f_{t_j}(X_{t_j})\right] \cdot P_{X_{t_j},X_{t_{j+1}}}(t_j,t_{j+1}).' class='latex' /></p>
<p>The notation <img src='http://l.wordpress.com/latex.php?latex=%5Cmathcal%7BF%7D_t&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='\mathcal{F}_t' title='\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://l.wordpress.com/latex.php?latex=t.&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='t.' title='t.' class='latex' /> The transition kernel satisfies a generalization of the time-homogeneous formula <img src='http://l.wordpress.com/latex.php?latex=P%28t%29+%3D+e%5E%7BtQ%7D%3A&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='P(t) = e^{tQ}:' title='P(t) = e^{tQ}:' class='latex' /></p>
<p style="text-align:center;"><img src='http://l.wordpress.com/latex.php?latex=P_%7BX_%7Bt_j%7D%2CX_%7Bt_%7Bj%2B1%7D%7D%7D%28t_j%2Ct_%7Bj%2B1%7D%29&#038;bg=ffffff&#038;fg=333333&#038;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://l.wordpress.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&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='= \delta_{X_{t_j},X_{t_{j+1}}} + (t_{j+1} - t_j) \cdot Q_{X_{t_j},X_{t_{j+1}}}(t_j) + o(t_{j+1} - t_j)' title='= \delta_{X_{t_j},X_{t_{j+1}}} + (t_{j+1} - t_j) \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://l.wordpress.com/latex.php?latex=t_%7Bj%2B1%7D+-+t_j&#038;bg=ffffff&#038;fg=333333&#038;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://l.wordpress.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&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='\frac{f_{t_{j+1}}(X_{t_j}) - f_{t_j}(X_{t_j})}{t_{j+1} - t_j} + \sum_{X_{t_{j+1}}} f_{t_{j+1}}(X_{t_{j+1}}) \cdot Q_{X_{t_j},X_{t_{j+1}}}(t_j)' title='\frac{f_{t_{j+1}}(X_{t_j}) - f_{t_j}(X_{t_j})}{t_{j+1} - t_j} + \sum_{X_{t_{j+1}}} f_{t_{j+1}}(X_{t_{j+1}}) \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://l.wordpress.com/latex.php?latex=j&#038;bg=ffffff&#038;fg=333333&#038;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://l.wordpress.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&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='\boxed{\mathbb{E} \left(f_t(X_t)-f_0(X_0)\right) = \mathbb{E} \int_0^t \left(\partial_s + Q(s)\right)f_s \circ X_s \ ds.}' title='\boxed{\mathbb{E} \left(f_t(X_t)-f_0(X_0)\right) = \mathbb{E} \int_0^t \left(\partial_s + Q(s)\right)f_s \circ X_s \ ds.}' class='latex' /></p>
<p>That is,</p>
<p style="text-align:center;"><img src='http://l.wordpress.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&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='M_t^f := f_t(X_t)-f_0(X_0)- \int_0^t \left(\partial_s + Q(s)\right)f_s \circ X_s \ ds' title='M_t^f := f_t(X_t)-f_0(X_0)- \int_0^t \left(\partial_s + Q(s)\right)f_s \circ X_s \ ds' class='latex' /></p>
<p>is a <a href="http://en.wikipedia.org/wiki/Local_martingale">local martingale</a>, or if <img src='http://l.wordpress.com/latex.php?latex=Q&#038;bg=ffffff&#038;fg=333333&#038;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://l.wordpress.com/latex.php?latex=X&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='X' title='X' class='latex' /> is an inhomogeneous Markov process on a finite state space <img src='http://l.wordpress.com/latex.php?latex=%5C%7B1%2C%5Cdots%2Cn%5C%7D&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='\{1,\dots,n\}' title='\{1,\dots,n\}' class='latex' /> and <img src='http://l.wordpress.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&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='g : \mathbb{R}_+ \times \{1,\dots,n\} \times \{1,\dots,n\} \times \Omega \longrightarrow \mathbb{R}' title='g : \mathbb{R}_+ \times \{1,\dots,n\} \times \{1,\dots,n\} \times \Omega \longrightarrow \mathbb{R}' class='latex' /> is such that <img src='http://l.wordpress.com/latex.php?latex=%28t%2C+%5Comega%29+%5Cmapsto+g%28t%2Cj%2Ck%2C%5Comega%29&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='(t, \omega) \mapsto g(t,j,k,\omega)' title='(t, \omega) \mapsto g(t,j,k,\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://l.wordpress.com/latex.php?latex=g%28t%2Cj%2Cj%2C%5Comega%29+%5Cequiv+0&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='g(t,j,j,\omega) \equiv 0' title='g(t,j,j,\omega) \equiv 0' class='latex' /> for all <img src='http://l.wordpress.com/latex.php?latex=j%2Ck%2C&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='j,k,' title='j,k,' class='latex' /> then <img src='http://l.wordpress.com/latex.php?latex=M_t%5Eg%28%5Comega%29&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='M_t^g(\omega)' title='M_t^g(\omega)' class='latex' /> given by</p>
<p style="text-align:center;"><img src='http://l.wordpress.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&#038;bg=ffffff&#038;fg=333333&#038;s=0' alt='\sum_{0 &lt; s \le t} g(s,X_{s-},X_s,\omega) - \int_{(0,t]} \sum_k Q_{X_{s-},k}(s) \cdot g(s,X_{s-},k,\omega) \ ds' title='\sum_{0 &lt; s \le t} g(s,X_{s-},X_s,\omega) - \int_{(0,t]} \sum_k Q_{X_{s-},k}(s) \cdot g(s,X_{s-},k,\omega) \ 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://l.wordpress.com/latex.php?latex=g&#038;bg=ffffff&#038;fg=333333&#038;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>
		<link>http://blog.eqnets.com/2010/02/12/random-bits-72/</link>
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		<pubDate>Fri, 12 Feb 2010 11:19:33 +0000</pubDate>
		<dc:creator>eqnets</dc:creator>
				<category><![CDATA[Communications security]]></category>
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		<description><![CDATA[Einstein 2: The Revenge of the Signature
Network attack game
&#8220;Most U.S. federal government agencies are expected to meet cybersecurity defense requirements by buying managed security services from carriers&#8221;
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			<content:encoded><![CDATA[<p><a href="http://www.networkworld.com/news/2010/021110-cybersecurity-einstein-2.html">Einstein 2: <em>The Revenge of the Signature</em></a></p>
<p><a href="http://www.networkworld.com/news/2010/021110-simulated-cyber-attack-to-test-government.html">Network attack game</a></p>
<p><a href="http://www.networkworld.com/news/2010/021110-carriers-cybersecurity-deals.html">&#8220;Most U.S. federal government agencies are expected to meet cybersecurity defense requirements by buying managed security services from carriers&#8221;</a></p>
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		<title>Random bits</title>
		<link>http://blog.eqnets.com/2010/02/10/random-bits-71/</link>
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		<pubDate>Wed, 10 Feb 2010 23:12:13 +0000</pubDate>
		<dc:creator>eqnets</dc:creator>
				<category><![CDATA[Communications security]]></category>
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		<description><![CDATA[Snowstorm round-up edition&#8230;
PRC busts a hacker ring&#8230;convenient timing for a PR-friendly move. But don&#8217;t look too soon&#8230;
Verizon blocks 4chan
Phishing .gov and .mil
Mobile phone communication patterns
Graphene superconducting at 90 K
Apparently some people think steganography is nontrivial
Hackers steal $4M in carbon credits
Botnet vs. botnet
Iran&#8217;s big day: Thursday
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			<content:encoded><![CDATA[<p>Snowstorm round-up edition&#8230;</p>
<p><a href="http://online.wsj.com/article/SB10001424052748703630404575052684021385828.html">PRC busts a hacker ring</a>&#8230;convenient timing for a PR-friendly move. <a href="http://arstechnica.com/tech-policy/news/2010/02/hacker-training-site-reappears-after-takedown-by-china.ars">But don&#8217;t look too soon&#8230;</a></p>
<p><a href="http://status.4chan.org/index.html#2310965532000217917">Verizon blocks 4chan</a></p>
<p><a href="http://www.krebsonsecurity.com/2010/02/zeus-attack-spoofs-nsa-targets-gov-and-mil/">Phishing .gov and .mil</a></p>
<p><a href="http://www.technologyreview.com/blog/arxiv/24779/">Mobile phone communication patterns</a></p>
<p><a href="http://www.technologyreview.com/blog/arxiv/24769/">Graphene superconducting at 90 K</a></p>
<p><a href="http://www.wired.com/dangerroom/2010/02/how-to-smuggle-secret-information-with-voip/">Apparently some people think steganography is nontrivial</a></p>
<p><a href="http://www.mnn.com/technology/computers/stories/hackers-steal-4-million-in-carbon-credits">Hackers steal $4M in carbon credits</a></p>
<p><a href="http://www.networkworld.com/news/2010/021010-new-russian-botnet-tries-to.html">Botnet vs. botnet</a></p>
<p><a href="http://www.informationdissemination.net/2010/02/irans-big-day-begins-on-thursday.html">Iran&#8217;s big day: Thursday</a></p>
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		<title>Random bits</title>
		<link>http://blog.eqnets.com/2010/02/04/1102/</link>
		<comments>http://blog.eqnets.com/2010/02/04/1102/#comments</comments>
		<pubDate>Thu, 04 Feb 2010 20:08:35 +0000</pubDate>
		<dc:creator>eqnets</dc:creator>
				<category><![CDATA[Communications security]]></category>
		<category><![CDATA[Equilibrium Networks]]></category>
		<category><![CDATA[Random bits]]></category>
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		<description><![CDATA[Hacking for Fun and Profit in China&#8217;s Underworld
Google + NSA Information Assurance Directorate
&#8220;Every user in the world is convinced they need security features, not security procedures.&#8221;
Advanced Persistent Threat highlighted by DNI; Mandiant report gives details. Mandiant have coined the APT term, and it&#8217;s probably because they deal with that sort of thing constantly: they&#8217;re very [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=blog.eqnets.com&blog=7805830&post=1102&subd=eqnets&ref=&feed=1" />]]></description>
			<content:encoded><![CDATA[<p><a href="http://www.nytimes.com/2010/02/02/business/global/02hacker.html?hp=&amp;pagewanted=all">Hacking for Fun and Profit in China&#8217;s Underworld</a></p>
<p><a href="http://www.washingtonpost.com/wp-dyn/content/article/2010/02/03/AR2010020304057.html?hpid=topnews">Google + NSA Information Assurance Directorate</a></p>
<p><a href="http://fudsec.com/the-corollary-of-fear-uncertainty-and-doubt-f">&#8220;Every user in the world is convinced they need security features, not security procedures.&#8221;</a></p>
<p><a href="http://taosecurity.blogspot.com/2010/02/dni-blair-leads-with-apt-as-wake-up.html">Advanced Persistent Threat highlighted by DNI</a>; <a href="http://www.wired.com/threatlevel/2010/02/apt-hacks/">Mandiant report gives details</a>. Mandiant have coined the APT term, and it&#8217;s probably because they deal with that sort of thing constantly: they&#8217;re very good at what they do. We hired them for internal test and eval work as well as usability input as our software began taking shape, and I came away impressed. It&#8217;s not surprising to see them tackling high-profile events.</p>
<p><a href="http://www.technologyreview.com/blog/arxiv/24759/">Quantum energy teleportation<br />
</a></p>
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		<title>Random bits</title>
		<link>http://blog.eqnets.com/2010/02/02/random-bits-70/</link>
		<comments>http://blog.eqnets.com/2010/02/02/random-bits-70/#comments</comments>
		<pubDate>Tue, 02 Feb 2010 17:16:10 +0000</pubDate>
		<dc:creator>eqnets</dc:creator>
				<category><![CDATA[Communications security]]></category>
		<category><![CDATA[Random bits]]></category>

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		<description><![CDATA[&#8220;The Internet is a Hobbesian &#8217;state of nature&#8217; where anything goes, where even government attacks maintain &#8216;plausible deniability,&#8217; and where 80 percent of industrial control software is hooked into an IP network.&#8221; 
Congressional Research Service overview of cybersecurity legislation, executive initiatives, and options (PDF)
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			<content:encoded><![CDATA[<p><a href="http://arstechnica.com/tech-policy/news/2010/02/no-rules-internet-security-a-hobbesian-state-of-nature.ars">&#8220;The Internet is a Hobbesian &#8217;state of nature&#8217; where anything goes, where even government attacks maintain &#8216;plausible deniability,&#8217; and where 80 percent of industrial control software is hooked into an IP network.&#8221; </a></p>
<p>Congressional Research Service overview of cybersecurity legislation, executive initiatives, and options (<a href="http://us.gallerywatch.com/docs/php/US/CRS/R40836.pdf">PDF</a>)</p>
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		<title>Random bits</title>
		<link>http://blog.eqnets.com/2010/01/29/random-bits-69/</link>
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		<pubDate>Fri, 29 Jan 2010 18:03:18 +0000</pubDate>
		<dc:creator>eqnets</dc:creator>
				<category><![CDATA[Networks]]></category>
		<category><![CDATA[Random bits]]></category>
		<category><![CDATA[Science]]></category>
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		<description><![CDATA[RFID data illuminates London commute pattern
National Ignition Facility success
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			<content:encoded><![CDATA[<p><a href="http://www.technologyreview.com/blog/arxiv/24737/">RFID data illuminates London commute pattern</a></p>
<p><a href="http://news.bbc.co.uk/2/hi/science/nature/8485669.stm">National Ignition Facility success</a></p>
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