Concurrent Honest Slot Leaders in Proof-of-Stake Blockchains

A Proof-of-Stake blockchain execution where honest blocks have double borders and adversarial blocks have single borders. The nodes are labeled with their round numbers. Note that there are multiple adversarial blocks at rounds 2 and 4. Also, there are multiple honest blocks at rounds 6 and 9. These latter rounds were treated sub-optimally in all previous analyses, in part because the adversary could possibly use them to create inconsistent views for honest nodes. Our new paper closes this gap by putting forth a stronger analysis.

Consider the eventual consensus Proof-of-Stake (PoS) blockchains under the longest-chain rule such as Ouroboros, Ouroboros Praos, Sleepy Consensus, Snow White, etc. All existing analyses use a sub-optimal honest majority assumption in that if multiple honest nodes win the block-creation lottery in the same round, the analysis either treats it as a bad event or, at best, a neutral event.

In our paper, we put forth a consistency analysis that takes advantage of these events and thus achieves an asymptotically optimal consistency error under the optimal honest majority assumption; this is a first in the literature. The analysis applies to both synchronous communication and communications with a bounded delay.

This improvement is important since a sub-optimal honest majority assumption leads to weak security parameters for the blockchain system. The paper is going to appear at the prestigious conference IEEE ICDCS 2020. We posted the full version of our paper at



Fractional Moments of the Geometric Distribution

In one of my papers, I needed an upper bound on the fractional moments of the geometric distribution. The integer moments have a nice-looking upper bound involving factorials. In addition, Mathematica showed that the same upper bound holds for fractional moments once we use Gamma function instead of factorials. The problem was, I could not prove it. Worse, I could not find a proof after much looking on the Internet.

This post contains a proof that for any real \lambda > 1, the \lambdath moment of a geometric random variable with success probability \displaystyle p \geq 1/2 is at most \displaystyle \Gamma(\lambda + 1)/p^\lambda.

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Our Paper on Realizing a Graph on Random Points

A minimum spanning tree. (image source)


Our paper, titled How to Realize a Graph on Random Points, has been accepted at CCCG (Canadian Conference on Computational Geometry) 2019. I’ll write more about it in future posts.


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Random Walk on Integers

Unbiased Random Walks (source:Wikipedia)
Unbiased Random Walks

Imagine that a particle is walking in a two-dimensional space, starting at the origin (0, 0). At every time-step (or “epoch”) n = 0, 1, 2, 3, \cdots it takes a \pm 1 vertical step. At every step, the particle either moves up by +1, or down by -1. This walk is “unbiased” in the sense that the up/down steps are equiprobable.

In this post, we will discuss some natural questions about this “unbiased” or “simple” random walk. For example, how long will it take for the particle to return to zero? What is the probability that it will ever reach +1? When will it touch a for the first time? Contents of this post are a summary of the Chapter “Random Walks” from the awesome “Introduction to Probability” (Volume I) by William Feller. Also, this is an excellent reference.

Edit: the Biased Case. The biased walk follows

\displaystyle p:=\Pr[ \text{down}]\, ,\qquad q:=\Pr[ \text{up} ]\, ,\qquad p + q = 1.

The lazy walk follows

\displaystyle p:=\Pr[ \text{down}]\, ,\qquad q:=\Pr[ \text{up} ]\, , \qquad \Pr[stay] = r\, ,\qquad p + q = 1.

In the exposition, we’ll first state the unbiased case and when appropriate, follow it up with the biased case.

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Characterizing the Adversarial Grinding Power in a Proof-of-Stake Blockchain Protocol

[Contents of this post are based on an ongoing discussion with Alex Russell and Aggelos Kiayias. It contains potentially unpublished material.]

In a proof-of-stake blockchain protocol such as Ouroboros, at most half of the users are dishonest. While an honest user always extends the longest available blockchain, the dishonest users try to fool him into extending a manipulated blockchain. Here, the user who is allowed to issue a block at any time-slot is called the “slot leader.” As it happens, a number of future slot leaders are computed in advance using the random values present in the blocks. Although counterintuitive, such a scheme ensures that if the adversary does not control more than half the users now, it is very unlikely that he cannot control more than half the slot leaders. The time-slots are divided into “epochs” of length R.

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Forkable Strings are Rare

In a blockchain protocol such as Bitcoin, the users see the world as a sequence of states. A simple yet functional view of this world, for the purpose of analysis, is a Boolean string w = w_1, w_2, \cdots of zeros and ones, where each bit is independently biased towards 1 favoring the “bad guys.”

A bad guy is activated when w_t = 1 for some t. He may try to present the good guys with a conflicting view of the world, such as presenting multiple candidate blockchains of equal length. This view is called a “fork”. A string w that allows the bad guy to fork (with nonnegligible probability) is called a “forkable string”. Naturally, we would like to show that forkable strings are rare: that the manipulative power of the bad guys over the good guys is negligible.

Claim ([1], Bound 2). Suppose w =w_1, \cdots, w_n is a Boolean string, with every bit independently set to 1 with probability (1-\epsilon)/2 for some \epsilon < 1. The probability that w is forkable is at most \exp(-\epsilon^3n/2).

In this post, we present a commentary on the proof that forkable strings are rare. I like the proof because it uses simple facts about random walks, generating functions, and stochastic domination to bound an apparently difficult random process.

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Upper Bounds on Binomial Coefficients using Stirling’s Approximation

We need to bound the binomial coefficients a lot of times. In this post, we will prove bounds on the coefficients of the form {n \choose k}, {n \choose \alpha n} and {(1-\alpha)n \choose \alpha n} where \alpha \in (0, 1/2] and \alpha n is an integer.

Proposition 1. For positive integers n, k such that 1 \leq k \leq n,

\displaystyle {n \choose k} \leq \left( \frac{n e}{k} \right)^k.

Proposition 2. For a positive integer n and any \alpha such that \alpha n \in \mathbb{N} and \displaystyle \frac{1}{n} \leq \alpha \leq \frac{1}{2},

\displaystyle {n \choose \alpha n} \leq 2^{n H(\alpha)}

where the binary entropy function H : [0, 1] \rightarrow [0, 1] is defined as follows:

\displaystyle H(\alpha) := \left\{ \begin{array}{ll}0\,, & \text{ if } \alpha \in \{0, 1\}\\ -\alpha \log_2(\alpha) - (1-\alpha) \log_2(1-\alpha)\, , & \text{ if } \alpha \in (0, 1) \end{array} \right.

Proposition 3. For a positive integer n and any \alpha such that \alpha n \in \mathbb{N} and \displaystyle 1 \leq n\alpha \leq \left\lfloor n\left( \frac{1}{2} - \frac{1}{2n} \right) \right\rfloor ,

\displaystyle {(1-\alpha)n \choose \alpha n} \leq \frac{2^{(1-\alpha)n\,H\left( \frac{\alpha}{1-\alpha} \right)} }{ \sqrt{(1-2\alpha) n}} \leq 2^{(1-\alpha)n\,H\left( \frac{\alpha}{1-\alpha} \right)}

where H(.) is the binary entropy function.


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Stirling Numbers of First and Second Kind: A Combinatorial Explanation of the Recursive Definitions

Stirling Numbers (of the first and second kind) are famous in combinatorics. There are well known recursive formulas for them, and they can be expressed through generating functions. Below we mention and explain the recursive definitions of the Stirling numbers through combinatorial ideas.

Since the Stirling numbers of the second kind are more intuitive, we will start with them.

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