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Error reconciliation is an important technique for learning with error (LWE) and ring-LWE (RLWE)-based constructions. In this paper, we present a comparison analysis on two error reconciliation-based RLWE key exchange protocols: Ding et al. in 2012 (DING12) and Bos et al. in 2015 (BCNS15). We take them as examples to explain the core idea of error reconciliation, building key exchange over RLWE problem, implementation and real-world performance, and compare them comprehensively. We also analyse a LWE key exchange 'Frodo' that uses an improved error reconciliation mechanism in BCNS15. To the best of our knowledge, our work is the first to present at least 128-bit classic (80-bit quantum) and 256-bit classic (> 200-bit quantum) secure parameter choices for DING12 with efficient portable C/C++ implementations. Benchmark shows that our efficient implementation is 11× faster than BCNS15 and one key exchange execution only costs 0.07 ms on a four-year-old middle range CPU. Error reconciliation is 1.57× faster than BCNS15.

The log-optimal strategy in gambling and asset allocation problem attempts to maximize the expectation of the logarithmic rate of return but not the gross wealth itself. This strategy has been shown to have long termsuperiority overother strategies in theory. Another remarkable virtue is it allows updating the real-time market information quickly which could increase of the logarithmic rate of return. We will prove these properties ourselves in a simple way. We further consider how to do asset allocation by applying the log-optimal strategy in practice. The distribution function of the returns is usually unknown and need to be estimated from the history in a real world. The estimation error will affect the asset allocation directly, but such effect mayresult in a "butterfly effect" which could bring an investment disaster. Therefore, it is an important issue to answer whether there is logoptimal strategy resisted "butterfly effect". We develop a new log-optimal strategy based on the allocation utility which is a quadratic approximation to the expectation of the logarithmic rate of return. We show that the upper bound of the allocation utility deviation can be controlled by the l_1-norm of portfolio and l_∞-norm of the bias of variance matrix estimator. This turns out that our proposed strategy is robust. We apply our strategy for NYSE data. The results showed that our strategy has high performance in return.

Let $K$ be a self-similar set satisfying the open set condition. Following Kaimanovich’s elegant idea, it has been proved that on the symbolic space $X$ of $K$ a natural augmented tree structure $E$ exists; it is hyperbolic, and the hyperbolic boundary $\partial_H X$ with the Gromov metric is H\"older equivalent to $K$. In this paper we consider certain reversible random walks with return ratio $0 < \lambda < 1$ on $(X,E)$. We show that the Martin boundary ${\mathcal M}$ can be identified with $\partial_H X$ and $K$. With this setup and a device of Silverstein, we obtain precise estimates of the Martin kernel and the Na\"im kernel in terms of the Gromov product. Moreover, the Naïm kernel turns out to be a jump kernel satisfying the estimate $\Theta (\xi,\eta) \asymp |\xi-\eta|^{-(\alpha+\beta)}$, where $\alpha$ is the Hausdorff dimension of $K$ and $\beta$ depends on $\lambda$. For suitable $\beta$, the kernel defines a regular non-local Dirichlet form on $K$. This extends the results of Kigami concerning random walks on certain trees with Cantor-type sets as boundaries.

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