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    <title>2004 Reports</title>
    <link>http://eprint.iacr.org/forum/list.php?4</link>
    <description><![CDATA[Discussion forum for Cryptology ePrint Archive reports posted in 2004.
Please put the report number in the subject.

]]></description>
    <language>EN</language>
    <pubDate>Sun, 06 Nov 2011 12:20:26 -0700</pubDate>
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    <category>2004 Reports</category>
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    <item>
      <title>2004/057 - entries of the variance-covariance matrix</title>
      <link>http://eprint.iacr.org/forum/read.php?4,575,575#msg-575</link>
      <author>jmclaugh</author>
      <description><![CDATA[Near to the bottom of page 5, this paper states that the vector (\hat{c}_1, ..., \hat{c}_m) will be &quot;distributed around&quot; the vector

((-1)^{z_{1}^{*}}c_1, ..., (-1)^{z_{m}^{*}}c_m)

according to a distribution with a variance-covariance matrix M in which:

* All entries not on the top-left - bottom-right diagonal are zero. (This clearly follows from the assumed independence of the linear approximations)

* All entries M_{ii} on this diagonal are equal to 1/sqrt(N).

Now, the paper has already relied on each t_j having variance \approx N/4. Since

(2t_{j}/N) - 1 = \hat{c}_j

we expect \hat{c}_j to have variance

(2/N)^{2} * (N/4) = 1/N.

Given this, I can't understand why the entries on the diagonal are 1/sqrt(N) and not 1/N. Can someone explain?]]></description>
      <category>2004 Reports</category>
      <guid isPermaLink="true">http://eprint.iacr.org/forum/read.php?4,575,575#msg-575</guid>
      <pubDate>Sun, 06 Nov 2011 12:20:26 -0700</pubDate>
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