论文总字数：24156字

摘 要

互联网上发生的交易，几乎都需要借助金融机构作为第三方可资信赖。对于企业来说，这些金融机构拥有十分重要的作用，能够保证交易稳定、促进产品销售等。这个第三方可资信赖对大多数交易系统都很好，但仍存在一个突出的问题——信任问题。随着2008年《比特币白皮书》的面世，区块链技术发展与应用愈发获得关注，成为当代网络交易的突破口。如何避免对第三方机构的“信任性”讨论，实现不依靠信任机构的点对点货币交易，已经成为贸易乃至全领域所共同关心的问题。可以预言的是，区块链技术若发展成熟，必然引起世界范围内的经济波动。

本篇论文从赌徒破产问题出发，研究了在诸多领域皆有应用的破产模型，并利用状态转移方程等对结果进行证明，进而引至区块链模型。以中本聪的《比特币白皮书》为纲，对其中诸多难解问题进行详读，概括区块链模式下依靠公私钥匹配进行的交易，并阐述如何利用此模型计算诚实链条被替换的概率。利用倍注策略（也成为保本赌法）的特殊性对攻击者追击猜想进行验证。并且对此模型及区块链技术在网络贸易、保险行业、证券投资等诸多口岸的先进性进行了展望，大胆预言了其在金融市场中所引起的风暴。在文末章节中还以交易系统中的资金管理为案例，具体描绘了在正、负不同期望之下的资金均值曲线等概率图形，将理论化的区块链模型投射至现实应用当中。

关键词：赌徒破产问题，区块链技术，模型应用，资金管理系统

Abstract

Almost all transactions that take place on the Internet need to rely on financial institutions as trusted third parties. For companies, these financial institutions have a very important role in achieving stable trading and promoting product sales. This third-party trust agency is very good for most trading systems, but there is still a prominent problem - trust. With the advent of the "Bitcoin White Paper" in 2008, the development and application of blockchain technology has increasingly attracted attention and has become a breakthrough in contemporary online transactions. How to avoid "trust" discussions with third-party organizations and achieve point-to-point currency transactions that do not rely on trust institutions has become a common concern in trade and even in the entire field. It can be predicted that if the blockchain technology matures, it will inevitably cause worldwide economic fluctuations.

This paper proceeds from the gambler's bankruptcy problem, and specifically studies the bankruptcy model that has been applied in many fields, and uses state transition equations to prove the results, and then lead to the blockchain model. Using Satoshi Nakamoto's "Bitcoin White Paper" as an outline, he reads many of the intractable questions in detail, summarizes the transactions that rely on public-private key matching under the blockchain model, and explains how to use this model to calculate the probability that an honest chain is replaced. The specificity of the double-strike strategy (also known as capital preservation gambling) is used to verify the attacker's pursuit of conjecture. In addition, this model and blockchain technology have advanced in the advancement of many ports such as online trade, insurance industry, and securities investment, and boldly predicted the storm caused by it in the financial market. In the end of the article, we also use the funds management in the trading system as a case, specifically depicting the equal probability graph of the mean value curve under positive and negative different expectations, and projecting the theoretical blockchain model into practical applications.

KEY WORDS:Gambler bankruptcy,Blockchain technology,Money Management System.

目 录

摘要 I

Abstract II

第一章 区块链技术 1

1.1 电子货币与区块链技术 1

1.1.1 信任问题 1

1.1.2 交易链条 2

1.1.3 铸币厂与矿工 3

1.1.4 “最大规则”与货币来源 4

1.1.5 交易 6

1.2 计算 7

1.3 随机漫步理论 7

第二章 模型与案例 8

2.1 模型 8

2.1.1 赌徒破产问题 8

2.1.2 赌博问题案例 8

2.1.3 区块链模型 10

2.1.4 不同策略下的模型情况 12

2.2 资金中立与非中立 14

第三章 区块链模型的应用 16

3.1 拜占庭将军问题 16

3.2 区块链模型的应用 16

3.2.1 区块链技术的突出特点 16

3.2.2 金融领域引起风暴 17

3.2.3 反洗钱 18

3.2.4 其他 18

第四章 资金交易案例 20

4.1 案例背景 20

4.2 案例分析及图例结果 20

第五章 结论 22

参考文献 24

致谢 25

1. 区块链技术

1.1电子货币与区块链技术

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