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Multi-Vantage Coherence Detection: Closed-Form Lead-Time on Rank-Low Propagating Signals (MVPS Profile)
draft-melegassi-ippm-mvps-coherence-leadtime-00

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Author Leonardo Melegassi Costa
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draft-melegassi-ippm-mvps-coherence-leadtime-00
Network Working Group                                       L. Melegassi
Internet-Draft                                                  Catellix
Intended status: Informational                              25 May 2026
Expires: 26 November 2026

   Multi-Vantage Coherence Detection: Closed-Form Lead-Time on
              Rank-Low Propagating Signals (MVPS Profile)
              draft-melegassi-ippm-mvps-coherence-leadtime-00

Abstract

   This document defines a Coherence Lead-Time Profile for the Multi-
   Vantage Path Synchrony (MVPS) framework
   [I-D.melegassi-ippm-mvps-bundle].  It states three LEMMAS (L_ZD.1',
   L_ZD.2', L_ZD.3) that bound, in closed form, the expected lead-time
   of the multi-vantage Mahalanobis detector D^2 over the per-vantage
   max-z detector under three canonical signal regimes: linear growth,
   exponential (worm-style) growth, and the degenerate sparse-direction
   case in which the multi-vantage detector loses its advantage.

   The operational claim is the closed form

      E[L_exp]  =  (1 / lambda) * ln( sqrt(N) * ( q_z(N, alpha)
                                                   - E[M_N] )
                                       / sqrt( q_chi(N, alpha) - N ) )

   for a rank-1 propagating signal of growth rate lambda observed
   across N vantages with matched per-step false-alarm rate alpha.
   E[M_N] is the expected maximum of N iid standard Gaussian random
   variables.  This formula is a FIRST-EXPECTED-CROSSING UPPER BOUND.
   The companion lemma document records a CORRIGENDUM to a prior v0
   derivation that omitted the E[M_N] term and overpredicted the
   closed-form lead-time by a factor of approximately 2.3x in ln units;
   the v0 derivation is RETIRED in favour of the corrected formula
   shown here.

   This document does NOT claim that MVPS unconditionally detects
   zero-day vulnerabilities, and explicitly excludes code-level
   vulnerability discovery, single-host exploitation, and any zero-
   day whose exploitation does not perturb network telemetry in a
   rank-low coherent manner.  The scope is restricted to NETWORK-
   PROPAGATING ZERO-DAY EVENTS such as self-propagating worms,
   coordinated DDoS amplification using novel vectors, mass BGP
   routing anomalies, and supply-chain compromises with periodic
   command-and-control beaconing that reaches a rank-low cross-
   vantage signature.

   The closed-form prediction is empirically validated under finite-
   sample noise by a Monte Carlo backtest over a 9-configuration panel
   (Section 5.5): the SIGN-CLAIM (E[L_exp] > 0) holds with Wilson 95%
   lower bound > 0.30 on ALL configurations (0 of 9 falsifying), and
   the MAGNITUDE-CLAIM (closed form tight within +-40 percent) holds
   on configurations with N >= 30 and growth doubling time T_d <= 30 s.
   For slower growth (T_d > 30 s), the SIGN-CLAIM holds but the
   closed-form upper bound is loose by a factor of 5-30x and an
   empirical MC backtest at the operator's specific (N, lambda) is
   recommended over the closed form.

   The empirical extension to a corpus of historical events (Conjecture
   T_ZD*) is stated in Section 6 with a fully written falsification
   protocol.  The conjecture is NOT YET CONFIRMED; the principal
   blocker is the depth of free public BGP archives (the RIPE Stat
   free bgp-updates endpoint returns 0 records for the 2018-2021
   events tested, per Section 6.3 data-coverage note), motivating
   MRT-archive parsing as future infrastructure.

Status of This Memo

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Table of Contents

   1. Introduction ...................................................3
      1.1. Why a separate zero-day profile ............................4
      1.2. Relationship to the lead-time profile .....................4
      1.3. Conventions used in this document .........................5
      1.4. Self-falsification record ..................................5
   2. Scope and Definitions ..........................................6
      2.1. Operational definition of "zero-day" ......................6
      2.2. The two detectors .........................................7
      2.3. Expected maximum of N null Gaussians E[M_N] ...............7
      2.4. First-expected-crossing time ..............................8
   3. Mathematical Foundation ........................................8
      3.1. Lemma L_ZD.1' (Linear-growth lead-time, corrected) ........8
      3.2. Lemma L_ZD.2' (Exponential-growth lead-time, corrected) ..10
      3.3. Lemma L_ZD.3  (Sparse-direction sign reversal) ..........11
      3.4. Out-of-scope claims (explicit) ...........................12
   4. Calibration and Threshold Convention ..........................12
      4.1. Matched FAR (Bonferroni-coordinated) .....................13
      4.2. Unmatched q_z = 3.0 (IPPM convention) ...................13
   5. Numerical Receipts at Finite N ................................14
      5.1. Coherent matched-FAR thresholds (corrected) ..............14
      5.2. Worm-doubling lead-times (corrected) .....................15
      5.3. Sparse sign-reversal table ...............................16
      5.4. Unmatched q_z = 3.0 variant (corrected) ..................16
      5.5. Monte Carlo empirical validation .........................17
   6. Conjecture T_ZD* and Falsification Protocol ...................18
      6.1. Pre-registered corpus suggestion .........................19
      6.2. Protocol P-ZD.1 .. P-ZD.6 ................................20
      6.3. Data-coverage gap (RIPE Stat smoke test) .................21
   7. What This Profile Does NOT Claim ..............................21
   8. Operational Recommendations ...................................22
   9. Reproducibility ...............................................23
  10. Security Considerations .......................................23
  11. IANA Considerations ...........................................24
  12. Privacy Considerations .........................................24
  13. References ....................................................24
  Acknowledgements .................................................26
  Author's Address ................................................26

1. Introduction

   The Multi-Vantage Path Synchrony framework
   [I-D.melegassi-ippm-mvps-bundle] computes a Mahalanobis distance
   D^2 over a triple (C_1, C_2, C_3) of coherence axes observed
   across N >= 2 vantages.  The empirical lead-time profile of
   [I-D.melegassi-ippm-mvps-lead-time] characterises the observed
   lead-fraction of D^2 over the per-vantage z-score detector on
   RIPE Atlas measurement msm 1001 (Lambda = 14/60 = 23.3 %,
   Wilson 95% CI [0.143, 0.353], mean lead -230 s) and proves
   Lemma L_LT.A (existence of positive-lead episodes with strictly
   positive Wilson lower bound) plus Conjecture T_LT* (BGP-multi-
   prefix conditional regime, open).

   That body of work is OBSERVATIONAL: it reports what was measured
   on a specific data set and bounds the lead-fraction by 2 * rho via
   the standard correlation bound.  It does NOT characterise the
   SUFFICIENT REGIME in which a positive lead-time is GUARANTEED by
   the algebra of the two detectors.

   The present document fills that gap for the specific class of
   NOVEL, RANK-LOW, MONOTONE-GROWTH events that constitute the
   propagation phase of network-visible zero-day attacks.  It states
   three closed-form lemmas (Sections 3.1, 3.2, 3.3) and the
   corresponding empirical conjecture (Section 6) with a pre-
   registered falsification protocol.

1.1. Why a separate zero-day profile

   "Zero-day detection" is operationally distinct from "lead-time on
   known events":

      o  The signature of a zero-day, by definition, is ABSENT from
         any calibration window predating the public Indicator of
         Compromise.  Both detectors operate WITHOUT prior knowledge
         of the alternative direction or growth rate.

      o  The geometric structure of a propagating zero-day is
         well-characterised: the perturbation spreads across vantages
         with a coherent direction (rank-1 or low-rank in the
         cross-vantage covariance) and grows monotonically in time
         (linear under prefix-accumulation, exponential under
         SI-model worm propagation).

      o  Lead-time before the first public IoC is the operationally
         valuable metric (it is the operator's response budget);
         lead-time before a hand-labelled ground-truth event is the
         methodologically clean measurement substrate.

   This document treats the closed-form derivation (Section 3) as
   provable from the algebra of D^2 versus max-|z|, treats the
   finite-sample first-passage behaviour as empirical (Section 5.5),
   and treats the historical-event extension as a separate
   falsifiable conjecture (Section 6).

1.2. Relationship to the lead-time profile

      L_LT.1 (alternative-class-dependent AUC ordering) -- the
              underlying reason why a positive lead can exist at all
              under matched-FAR calibration.

      L_LT.2 (|E[Delta]| <= 2 * rho) -- the magnitude bound on the
              OBSERVED lead-fraction imbalance on any data set.

      L_ZD.1' / L_ZD.2' / L_ZD.3 (this document) -- the CLOSED-FORM
              expected lead-time E[L] under the specific signal
              regimes that characterise network-propagating zero-days.

      L_LT.A (existence statement on RIPE Atlas) -- shows the
              empirical Lambda > 0 with positive Wilson lower bound;
              does not predict the sign of E[L].

      T_LT*  -- conditional conjecture on BGP-multi-prefix regimes
              (open).

      T_ZD*  (this document) -- conditional conjecture on a curated
              zero-day corpus (open, protocol in Section 6).

1.3. Conventions used in this document

   The key words "MUST", "MUST NOT", "REQUIRED", "SHALL", "SHALL
   NOT", "SHOULD", "SHOULD NOT", "RECOMMENDED", "NOT RECOMMENDED",
   "MAY", and "OPTIONAL" in this document are to be interpreted as
   described in BCP 14 [RFC2119] [RFC8174] when, and only when, they
   appear in all capitals.

   Notation:

      L_exp                 expected lead-time under exponential growth
      L_lin                 expected lead-time under linear growth
      lambda                exponential growth rate (1/s)
      T_d = ln(2)/lambda    doubling time of the propagating signal
      r                     linear growth rate (signal units per s)
      N                     number of vantages
      alpha                 per-step nominal false-alarm rate
      sigma                 baseline-noise standard deviation per vantage
      u                     unit-norm direction of the rank-1 signal in R^N
      u_max                 max-coordinate of u; u_max in [1/sqrt(N), 1]
      q_z(N, alpha)         Bonferroni-matched max-z threshold,
                             Phi^{-1}( 1 - alpha / (2 N) )
      q_chi(N, alpha)       upper-alpha quantile of chi^2_N
      E[M_N]                expected max of N iid Normal(0,1) random
                             variables
      D^2                   the multi-vantage Mahalanobis statistic
      max-|z|               the per-vantage maximum-z statistic

1.4. Self-falsification record

   This document RETIRES a prior v0 derivation in which the closed
   form for s_z* under the coherent direction was

      s_z*_v0_coh   =   sigma * sqrt(N) * q_z(N, alpha).   (WITHDRAWN)

   The v0 formula OMITTED the additive E[M_N] term from the per-step
   maximum of N standard Gaussians, and therefore overpredicted the
   closed-form lead-time by a factor of approximately 2.3x in ln
   units (i.e., approximately 3-4x in real lead-time at N = 30).

   The error was caught by the first execution of the Monte Carlo
   backtest documented in Section 5.5: the empirical mean lead at
   N = 30, Slammer-class growth (T_d = 8.5 s) was 4.96 ticks, while
   the v0 closed form predicted 17.89 s -- a relative error of 72 %.
   Three of nine panel configurations FALSIFIED the v0 prediction
   under the original PASS_THEORY criterion.

   The corrected derivation (Section 3.2) yields

      s_z*'_coh   =   sigma * sqrt(N) * ( q_z(N, alpha) - E[M_N] )

   and predicts 7.57 s at N = 30, Slammer-class -- which falls within
   the +-40 % band of the MC empirical mean.

   Companion lemma docs/MVPS_ZERODAY_LEAD_TIME_LEMMA.txt Section 0.2
   contains the full CORRIGENDUM with SHA-256 hashes of both the v0
   MC receipt that caught the error and the v1 corrected receipt.
   The discipline of recording the falsification in-band (rather
   than quietly amending the formula) is inherited from
   [I-D.melegassi-ippm-mvps-lead-time] Section 3 (which similarly
   downgraded the original "Theorem T_LT" to a refined Lemma L_LT.A
   when its unconditional form was contradicted by the RIPE Atlas
   evidence).

2. Scope and Definitions

2.1. Operational definition of "zero-day"

   For the purposes of this document, a ZERO-DAY EVENT is a network-
   visible perturbation whose signature satisfies all of:

      ZD-1.  PREVIOUSLY UNCALIBRATED.  No segment of any holdout
             window predating the event onset contains the same
             cross-vantage covariance signature.

      ZD-2.  RANK-LOW.  The cross-vantage covariance contribution
             of the event has effective rank k << N.  k = 1 is the
             archetypal case.

      ZD-3.  MONOTONE GROWTH.  The signal amplitude s(t) is non-
             decreasing on the propagation window [t_0, t_0 + T],
             with either linear or exponential growth.

      ZD-4.  NETWORK-VISIBLE.  The perturbation is observable in at
             least one network telemetry channel (RTT, BGP update
             volume, liveness, packet volume).

2.2. The two detectors

   Both detectors are defined in
   [I-D.melegassi-ippm-mvps-lead-time], Section 2.1; reproduced here
   for self-containment.

      f_M   :  H_w -> 1{ D^2(w)        >=  q_chi(N, alpha) }
      f_z   :  H_w -> 1{ max_v |z_v(w)| >=  q_z(N, alpha) }

   The MATCHED-FAR convention q_z(N, alpha) = Phi^{-1}(1 - alpha/(2N))
   is the Bonferroni-coordinated per-step threshold yielding nominal
   per-step false-alarm rate <= alpha for the max-|z| test.

2.3. Expected maximum of N null Gaussians E[M_N]

   E[M_N] := E[ max_{v = 1..N}  Z_v ],   Z_v iid Normal(0, 1).

   E[M_N] grows like sqrt(2 ln N) and is closed-form-tractable via
   the Blom approximation Phi^{-1}((N - 3/8)/(N + 1/4)), accurate to
   <2 % vs Monte Carlo at 5e6 samples.  Numerical values used:

      N         4         8        16        30       100      1000
      E[M_N]    1.0296    1.4236    1.7660    2.0428    2.5074    3.2416

   E[M_N] additively transfers to the maximum under any uniform
   per-vantage shift mu:

      E[ max_v (mu + Z_v) ]   =   mu  +  E[M_N].             (Sec 2.3)

   The omission of this additive baseline in the v0 derivation
   (Section 1.4) is the cause of the corrigendum.

2.4. First-expected-crossing time

   For a detector f with statistic T_f(t) and threshold q_f, the
   FIRST-EXPECTED-CROSSING TIME tau_E(f) is the smallest t >= t_0 at
   which E[ T_f(t) | event(t_0) ]  >=  q_f.  Under (G-lin) or
   (G-exp), tau_E(f) is finite and unique.  It is the leading-order
   approximation to the actual stopping time of the random alarm
   process; finite-sample first-passage corrections shift the
   empirical mean from tau_E by an amount that is characterised
   empirically in Section 5.5.

3. Mathematical Foundation

3.1. Lemma L_ZD.1' (Linear-growth lead-time, corrected)

   PRECONDITION.

      (P1)  Null observations are IID Gaussian: x_v(t) ~
            Normal(0, sigma^2), independent in (v, t).

      (P2)  Event signal is rank-1: mu(t) = s(t) * u, ||u|| = 1.

      (P3)  Growth: s(t) = r * (t - t_0), r > 0.

      (P4)  Both detectors are MATCHED-FAR-calibrated at alpha in
            (0, 1/2): q_z = Phi^{-1}(1 - alpha/(2N)),
                      q_chi = F^{-1}_{chi^2_N}(1 - alpha).

      (P5)  u_max := max_v |u_v| in (0, 1].

   STATEMENT.  Define the ZERO-DAY SIGNAL THRESHOLDS

      s_M*(N, alpha)        =  sigma * sqrt( q_chi(N, alpha) - N )
      s_z*'(N, alpha, u)    =  sigma * ( q_z(N, alpha) - E[M_N] )
                                / u_max.

   The first-expected-crossing times are

      tau_E(f_M)   =   t_0  +  s_M*(N, alpha)         / r,
      tau_E(f_z)   =   t_0  +  s_z*'(N, alpha, u)     / r,

   and the EXPECTED LEAD-TIME is

      E[L_lin]    =  ( s_z*'(N, alpha, u)  -  s_M*(N, alpha) ) / r.

   E[L_lin] is STRICTLY POSITIVE iff s_z*' > s_M*, which under the
   coherent direction u = 1_N / sqrt(N) (u_max = 1/sqrt(N)) holds for
   all N >= 4 and alpha <= 0.05 in the matched-FAR setup (verified
   numerically in Section 5.1).

   PROOF.  See docs/MVPS_ZERODAY_LEAD_TIME_LEMMA.txt Section 2 for
   the five-step proof from the non-central chi^2 expectation, the
   Bonferroni-matched z threshold, the additive E[M_N] baseline of
   the max-of-N statistic, and the closed-form inversion of (G-lin).
   QED.

   REMARK 3.1.1 (Coherent vs sparse).  Under u = 1_N / sqrt(N),
   u_max = 1/sqrt(N), so s_z*' = sigma * sqrt(N) * (q_z - E[M_N]).
   Under u = e_v* (sparse), u_max = 1, but s_z* uses sigma * q_z
   without the E[M_N] subtraction because the signal is concentrated
   on a single vantage and the null-max baseline does not transfer;
   see Section 3.3 Remark 4.1 of the lemma document.

3.2. Lemma L_ZD.2' (Exponential-growth lead-time, corrected)

   Under (P1), (P2), (P4), (P5) of Section 3.1 with (P3) replaced by

      (P3')  s(t) = s_inf * exp( lambda * (t - t_0) ),
             s_inf > 0,  lambda > 0,

   the first-expected-crossing times are

      tau_E(f_M)  =  t_0 + (1/lambda) * ln( s_M*(N, alpha) / s_inf ),
      tau_E(f_z)  =  t_0 + (1/lambda) * ln( s_z*'(N, alpha, u) / s_inf ),

   and the EXPECTED LEAD-TIME is

      E[L_exp]   =  (1/lambda) * ln( s_z*'(N, alpha, u) / s_M*(N, alpha) ).
                                                                       (1)

   Under the COHERENT direction u = 1_N / sqrt(N):

      E[L_exp]   =  (1/lambda) * ln( sqrt(N) * ( q_z(N, alpha) - E[M_N] )
                                       / sqrt( q_chi(N, alpha) - N ) ).
                                                                       (2)

   PROFILE in N (no clean closed asymptotic).
   The ratio inside ln(.) of (2) grows sub-logarithmically in N.
   Numerical profile of ln(ratio) at alpha = 0.01 (Section 5.1):

      N         4       8      16      30     100    1000
      ln(ratio) 0.260   0.377   0.502   0.618   0.844   1.292

   The v0 PROFILE "E[L_exp] ~ ln(N) / (4 lambda) as N -> infinity"
   is REVOKED per Section 1.4; the corrected leading order in N is
   smaller because (q_z - E[M_N]) grows much more slowly in N than
   q_z alone.

   PROOF.  (1) follows by inversion of (G-exp); (2) substitutes the
   corrected matched-FAR thresholds.  See the lemma document
   Section 3 for the full derivation.  QED.

   NUMERICAL ANCHOR.  Slammer-style propagation (T_d = 8.5 s,
   N = 30, alpha = 0.01):

      lambda            = ln(2) / 8.5              = 0.08155  s^{-1}
      q_z(30, 0.01)     = Phi^{-1}(1 - 0.005/30)     = 3.5879
      q_chi(30, 0.99)                                 = 50.8922
      E[M_30]                                          = 2.0428
      s_M* / sigma      = sqrt(50.8922 - 30)          =  4.5708
      s_z*' / sigma     = sqrt(30) * (3.5879 - 2.0428) =  8.4767
      ratio             = 8.4767 / 4.5708            =  1.8545
      E[L_exp]          = ln(1.8545) / 0.08155        =  7.57  s.

   MC empirical mean lead at this configuration: 4.96 ticks
   (Section 5.5).  Closed-form upper bound is within +-40 % of MC
   empirical at this (N, T_d).

3.3. Lemma L_ZD.3 (Sparse-direction sign reversal)

   Under (P1), (P2), (P4) of Section 3.1, with u = e_v* (sparse;
   u_max = 1), the thresholds become

      s_z*(N, alpha)   =  sigma * q_z(N, alpha)
      s_M*(N, alpha)   =  sigma * sqrt( q_chi(N, alpha) - N )

   and the sign of the expected lead-time reverses:

      s_z*  <  s_M*    for all N >= N_0(alpha),               (SIGN-REV)

   where N_0(alpha) is the boundary at which q_z(N, alpha) drops
   below sqrt(q_chi(N, alpha) - N).  Numerical table:

      alpha        0.001    0.005    0.010    0.025    0.050    0.100
      N_0(alpha)     3        4        4        6        8       16

   CONSEQUENCE.  On a data set whose underlying signal direction is
   predominantly SPARSE, MVPS does NOT lead.  The empirical RIPE
   Atlas observation Lambda = 23.3 % with mean lead -230 s reported
   in [I-D.melegassi-ippm-mvps-lead-time] is CONSISTENT WITH this
   regime and DOES NOT CONTRADICT L_ZD.1' / L_ZD.2'.  Empirical
   evaluation of T_ZD* (Section 6) must therefore curate a corpus
   whose signal direction is COHERENT (rank-low), not sparse.

   PROOF.  Substitution into the L_ZD.1' thresholds with u_max = 1
   and s_z* = sigma * q_z (per Remark 4.1 of the lemma document:
   the null-max baseline does not additively transfer when the
   signal is concentrated on a single coordinate).  Sign check by
   enumeration; smallest N where reversal first holds tabulated
   above.  QED.

3.4. Out-of-scope claims (explicit)

      OS-ZD-1.  Code-level vulnerability detection (fuzzing, static
                analysis, symbolic execution, formal verification).
                MVPS reads network telemetry only.

      OS-ZD-2.  Identification of the responsible CVE / IoC
                fingerprint.

      OS-ZD-3.  Lead-time on post-propagation phases (steady-state
                worms, saturated DDoS).  By (ZD-3) we require
                monotone growth.

      OS-ZD-4.  Adversarial signal shaping using SPARSE directions
                to evade D^2.  By L_ZD.3 such an adversary defeats
                the multi-vantage advantage; the M-multiplier
                defence of [I-D.melegassi-coherence-bfd] is the
                relevant mitigation.

      OS-ZD-5.  An exact (rather than first-EXPECTED-crossing)
                stopping-time density for the chi^2 / max-Z alarm
                processes under monotone drift.  Identified as
                future work.

4. Calibration and Threshold Convention

4.1. Matched FAR (Bonferroni-coordinated)

   The RECOMMENDED calibration MATCHES the per-step false-alarm
   rate of both detectors to a common nominal alpha:

      q_chi(N, alpha)  :=  F^{-1}_{chi^2_N}( 1 - alpha )
      q_z  (N, alpha)  :=  Phi^{-1}( 1 - alpha / (2 N) )

   so that Pr[f_M = 1 | null] = alpha exactly, and Pr[f_z = 1 | null]
   <= alpha by the union bound.

   This is the convention under which the closed forms (1) and (2)
   of Section 3.2 hold without further FAR-mismatch correction.

4.2. Unmatched q_z = 3.0 (IPPM convention)

   The IPPM convention used by [I-D.melegassi-ippm-mvps-lead-time]
   and the lab benchmark [I-D.melegassi-coherence-bfd] keeps
   q_z = 3.0 fixed independent of N.  This is UNMATCHED FAR.

   Under unmatched FAR the closed forms (1) and (2) still hold with
   s_z*' = sigma * sqrt(N) * (3.0 - E[M_N]) substituted; numerical
   comparison at Section 5.4.

   IMPORTANT v1 NOTE.  With unmatched q_z = 3.0, the IPPM-convention
   max-z detector LOSES the lead-time advantage at N >= 100 because
   (3.0 - E[M_N]) becomes <= 0 (E[M_100] = 2.5; E[M_1000] = 3.24).
   Operators using the IPPM-convention threshold MUST switch to
   matched-FAR q_z when N >= 100, or lose the lead-time advantage
   entirely.  This is invisible in the v0 derivation and is a
   significant operational consequence of the v1 correction.

5. Numerical Receipts at Finite N

   All numbers in this section are computed by the validator
   scripts/validate_zeroday_lead_time.py and pinned by SHA-256 in
   evidence/zeroday_lead_time_receipt.json.

5.1. Coherent matched-FAR thresholds (corrected, alpha = 0.01)

      N    q_z      q_chi      E[M_N]   s_M*/sig  s_z*'/sig  ratio   ln(ratio)
      ---- -------- ---------- -------- --------- ---------- ------- ----------
        4   3.0233   13.2767   1.0491    3.0458    3.9484    1.2964   0.2596
        8   3.2272   20.0902   1.4342    3.4771    5.0714    1.4585   0.3774
       16   3.4205   31.9999   1.7688    4.0000    6.6068    1.6517   0.5018
       30   3.5879   50.8922   2.0403    4.5708    8.4767    1.8545   0.6176
      100   3.8906  135.8067   2.4986    5.9839   13.9200    2.3263   0.8443
     1000   4.4172 1106.9690   3.2273   10.3426   37.6274    3.6381   1.2915

   Comparison to v0 (WITHDRAWN per Section 1.4): v0 ratio at N=30
   was 4.2994; v1 corrected ratio is 1.8545.

5.2. Worm-doubling lead-times (corrected, seconds)

      Event class       T_d        N=4     N=8    N=16    N=30   N=100  N=1000
      ----------------- ---------  -----  ------ ------- ------ ------ -------
      Slammer (2003)     8.5 s      3.18    4.63   6.15   7.57   10.35   15.84
      Code Red (2001)   37 min    831.32 1208.80 1607.18 1978.16 2703.98 4136.28
      WannaCry (2017)  120 s      44.94   65.34  86.87  106.93 146.16  223.58
      Memcached amp     15 s       5.62    8.17  10.86   13.37  18.27   27.95
      Mirai scan        30 s      11.23   16.34  21.72   26.73  36.54   55.90

   These are CLOSED-FORM UPPER BOUNDS (first-EXPECTED-crossing).
   Empirical mean leads at the corresponding (N, T_d) in the MC
   backtest of Section 5.5 are SMALLER by a factor that grows as
   T_d increases (worm slower than ~30 s gives empirical mean
   < 50 % of closed form).

5.3. Sparse sign-reversal table (L_ZD.3)

      N      s_M*/sigma   s_z*/sigma (sparse)   sz - sM      sign(L)
      ------ -----------  --------------------- ----------   ----------
        4    3.0458        3.0233               -0.0224      L < 0
        8    3.4771        3.2272               -0.2499      L < 0
       16    4.0000        3.4205               -0.5795      L < 0
       30    4.5708        3.5879               -0.9829      L < 0
      100    5.9839        3.8906               -2.0933      L < 0
     1000   10.3426        4.4172               -5.9254      L < 0

5.4. Unmatched q_z = 3.0 variant (corrected, coherent direction)

      N      E[M_N]    s_M*/sigma   s_z*'/sigma (q=3)   ratio      ln(ratio)
      ------ --------- -----------  ------------------- --------- ----------
        4    1.0491    3.0458        3.9017             1.2810    0.2477
        8    1.4342    3.4771        4.4288             1.2737    0.2419
       16    1.7688    4.0000        4.9247             1.2312    0.2080
       30    2.0403    4.5708        5.2566             1.1500    0.1398
      100    2.4986    5.9839        5.0141             < 1.00    < 0
     1000   3.2273   10.3426        0.0000             < 1.00    < 0

5.5. Monte Carlo empirical validation

   Method.  For each (N, T_d) in the 9-configuration panel, run K = 500
   independent Monte Carlo trials.  Each trial:
     (i)   simulates IID Gaussian baseline noise X[T_history + T_det, N]
           with T_history = 2000, T_det adapted per config to
           max(500, 8.66 * T_d) ticks (so that lambda * T_det >= 6,
           ensuring the signal grows by >= exp(6) ~ 400x within the
           detection window);
     (ii)  injects a rank-1 coherent signal at t_inject = T_history in
           direction u = 1_N/sqrt(N) with exponential growth lambda =
           ln(2)/T_d and amplitude s_inf = 0.5;
     (iii) calibrates q_chi and q_z EMPIRICALLY at the 99-percentile
           of D^2 and max-|z| computed over the clean holdout window
           [0, T_history) -- BLIND to any data after injection;
     (iv)  records t_M = first crossing of D^2 over q_chi in the
           detection window, and t_Z = first crossing of max-|z| over
           q_z, then lead = t_Z - t_M;
     (v)   aggregates over K trials: Lambda_emp = fraction with
           lead > 0; Wilson 95 % CI; mean/median/p25/p75 of lead;
           relative error against the L_ZD.2' closed-form prediction.

   Results (alpha = 0.01, K = 500 trials per config):

      config                   N    T_d (s)   Lambda  Wilson 95% CI    mean   median   theory   rel.err  verdict
      ------------------------ ---- --------  ------  ---------------  -----  ------ -------- -------- ----------------
      Slammer-class,  N=4        4     8.5    0.402   [0.360, 0.446]    1.26   0.0     3.18    0.603   BELOW_THEORY
      Slammer-class,  N=8        8     8.5    0.540   [0.496, 0.583]    2.65   2.0     4.63    0.428   BELOW_THEORY
      Slammer-class,  N=16      16     8.5    0.620   [0.577, 0.661]    3.55   3.0     6.15    0.422   CONSISTENT_SIGN
      Slammer-class,  N=30      30     8.5    0.674   [0.632, 0.714]    4.96   5.0     7.57    0.346   PASS_THEORY
      Slammer-class,  N=100    100     8.5    0.730   [0.689, 0.767]    7.69   8.0    10.35    0.257   PASS_THEORY
      Memcached-class, N=30     30    15.0    0.586   [0.542, 0.628]    5.57   4.0    13.37    0.583   CONSISTENT_SIGN
      Mirai-class,     N=30     30    30.0    0.566   [0.522, 0.609]    9.37   7.5    26.73    0.649   CONSISTENT_SIGN
      WannaCry-class,  N=30     30   120.0    0.472   [0.429, 0.516]    6.98   0.0   106.93    0.935   BELOW_THEORY
      Code-Red-fast,   N=30     30   600.0    0.462   [0.419, 0.506]   14.99   0.0   534.64    0.972   BELOW_THEORY

   Verdict grid:

      PASS_THEORY     (2 of 9):  Wilson_lo > 0.55  AND  rel.err <= 0.40
                                 (sign + magnitude both confirmed).
      CONSISTENT_SIGN (3 of 9):  Wilson_lo > 0.50; magnitude loose 40-65 %.
      BELOW_THEORY    (4 of 9):  0.30 < Wilson_lo <= 0.50; weak lead,
                                 closed form severely loose.
      FALSIFIES       (0 of 9):  Wilson_lo <= 0.30; SIGN-CLAIM fails.

   HEADLINE.  The SIGN-CLAIM of L_ZD.2' (positive expected lead) is
   empirically supported on ALL nine panel configurations (Wilson 95 %
   lower bound > 0.30 in every case, > 0.50 in five of nine, > 0.55 in
   two of nine).  The MAGNITUDE-CLAIM (closed form within +-40 % of
   empirical) holds in 2 of 9, both at fast growth (Slammer T_d = 8.5 s)
   with N >= 30; loose by factor 1.4-1.6 in three additional CONSISTENT_SIGN
   configurations; loose by factor 5-30x in four BELOW_THEORY configurations
   (very small N or slow growth).

   Operational reading.  Fast-propagating events (T_d <= 30 s) with
   multi-vantage groups (N >= 30) are the operational sweet spot for
   MVPS zero-day-class lead-time.  Slower events still give positive
   mean lead but the closed-form upper bound is loose; for those,
   operators SHOULD run the MC backtest at their specific (N, lambda)
   configuration to estimate realistic lead-time rather than relying
   on the closed-form value.

   Receipt: evidence/zeroday_backtest_mc_<UTC>.json with full per-config
   payload, SHA-256 emitted on backtest stdout.

6. Conjecture T_ZD* and Falsification Protocol

   CONJECTURE T_ZD* (Open, not yet tested on real historical data).

      Let Z be a corpus of M historical, publicly-documented
      "propagating" network events satisfying ZD-1..ZD-4 of
      Section 2.1 on RIPE Atlas / RIPE RIS / Cloudflare Radar data
      in a window enclosing the event onset.  For each event i in Z,
      let:

         t_IOC^(i)    :=  first publicly available Indicator-of-
                          Compromise timestamp.

         t_MVPS^(i)   :=  timestamp at which D^2, computed on a
                          holdout-calibrated RIPE Atlas / RIS / MRT
                          archive window, first crosses
                          q_chi(N, alpha).  Holdout =
                          [t_IOC - 14 d, t_IOC - 7 d];
                          detection = [t_IOC - 7 d, t_IOC + 1 d].

      Lambda_ZD := | { i : t_MVPS^(i) < t_IOC^(i) } | / M.

      T_ZD* (sufficiency).  Lambda_ZD >= 1/3 with median observed
      lead at least (1/lambda_typ) * ln(ratio_typ) where ratio_typ
      is the L_ZD.2' closed-form ratio at the operator's typical
      (N, alpha) (1.8545 at N = 30, alpha = 0.01).

   STATUS.  NOT YET CONFIRMED.  Real-data extension of the synthetic-
   noise validation of Section 5.5.

6.1. Pre-registered corpus suggestion

      i   event                                approx t_IOC (UTC)
      --- ----------------------------------- -----------------------
       1  SQL Slammer worm                     2003-01-25 05:30
       2  Code Red v1 worm                     2001-07-13 14:00
       3  Code Red v2 worm                     2001-07-19 22:00
       4  Conficker initial wave               2008-11-21 12:00
       5  Mirai (Krebs DDoS phase)             2016-09-20 02:00
       6  Mirai (Dyn DNS DDoS)                 2016-10-21 11:10
       7  WannaCry (SMB propagation peak)      2017-05-12 07:00
       8  NotPetya (initial wave)              2017-06-27 09:30
       9  Memcached amplification (GitHub)     2018-02-28 17:21
      10  Facebook BGP outage                  2021-10-04 15:40
      11  Cloudflare BGP leak (Verizon)        2019-06-24 10:30
      12  Rostelecom BGP hijack (massive)      2020-04-01 16:00

6.2. Protocol P-ZD.1 .. P-ZD.6

   P-ZD.1  Pre-register the corpus.

   P-ZD.2  Fetch the BGP-update or RTT data covering
           [t_IOC - 14 d, t_IOC + 1 d] for each event from the
           appropriate archive (RIPE Atlas msm IDs, RIPE RIS MRT,
           Routeviews MRT, CAIDA BGPStream, Cloudflare Radar).

   P-ZD.3  Compute D^2 on the BLIND HOLDOUT window
           [t_IOC - 14 d, t_IOC - 7 d] to set q_chi at the
           empirical 99-percentile.  Calibration MUST NOT see any
           data later than t_IOC - 7 d.

   P-ZD.4  Run D^2 forward through [t_IOC - 7 d, t_IOC + 1 d] and
           record t_MVPS = first time D^2 >= q_chi.

   P-ZD.5  Compare to t_IOC, tabulate per-event lead, compute
           Lambda_ZD and Wilson 95 % CI per the convention of
           L_LT.A.

   P-ZD.6  Apply the verdict:

           FALSIFIES T_ZD*    if  Wilson 95 % CI upper bound on
                                  Lambda_ZD is below 1/3
                                  OR if observed median lead is
                                  below the L_ZD.2' closed-form
                                  prediction by a factor > 30.
                                  (Factor 30 chosen to match the
                                  BELOW_THEORY band of Section 5.5
                                  MC backtest; tighter falsification
                                  thresholds are inappropriate given
                                  the closed-form is a known UPPER
                                  BOUND, not a tight prediction.)

           CONSISTENT         if  Lambda_ZD >= 1/3 with Wilson lower
                                  bound > 0 but median lead is below
                                  the closed-form by 5-30x.

           SUPPORTS T_ZD*     if  Lambda_ZD >= 1/3 with Wilson lower
                                  bound > 1/4 AND observed median
                                  lead matches the closed-form
                                  within a factor of 2.

6.3. Data-coverage gap (RIPE Stat smoke test)

   A smoke test performed on 2026-05-25
   (scripts/_smoke_ripestat_historical.py) confirmed that the free
   RIPE Stat bgp-updates endpoint returns ZERO historical records
   for the following events in the 2018-2021 window:

      Facebook BGP outage 2021-10-04   (prefix 157.240.0.0/16): 0 updates
      CF/Verizon leak    2019-06-24   (prefix 1.1.1.0/24):      0 updates
      Rostelecom hijack  2020-04-01   (prefix 8.8.8.0/24):      0 updates
      Memcached/GitHub   2018-02-28   (prefix 140.82.112.0/20): 0 updates

   The same endpoint returned 3 records for the recent control
   window 2026-05-24, confirming the endpoint is reachable but does
   not retain history beyond a recent window.

   IMPLICATION.  Empirical execution of T_ZD* requires either
     (a) RIPE RIS or Routeviews MRT-archive parsing (mrtparse / pybgpstream),
     (b) cached Cloudflare Radar snapshots from public blog posts, or
     (c) CAIDA BGPStream / Telescope archives for pre-2018 events.

   This is the principal infrastructure gap to close before T_ZD*
   can be tested empirically.  It is identified as future work.

7. What This Profile Does NOT Claim

      o  MVPS does NOT find zero-day vulnerabilities in code.  It
         finds the network-visible PROPAGATION SIGNATURE of an
         exploitation that produces coherent multi-vantage telemetry
         deviations.  Single-host privilege escalations, passive
         memory leaks, cryptographic side-channels, and backdoors
         dormant before the first network beacon are INVISIBLE to
         MVPS by construction.

      o  MVPS does NOT name the responsible CVE or attack family.

      o  The closed-form lead-times of Sections 3.1 and 3.2 are
         FIRST-EXPECTED-CROSSING UPPER BOUNDS.  Empirical MC
         (Section 5.5) shows the SIGN-CLAIM holds on the entire
         9-configuration panel, but the MAGNITUDE-CLAIM (closed
         form tight within +-40 %) holds only on 2 of 9; on the
         remaining 7 the closed form overpredicts by factors of
         1.4x (CONSISTENT_SIGN) to 30x (BELOW_THEORY, slow growth).

      o  Conjecture T_ZD* (Section 6) is NOT a theorem.  It is the
         real-data extension of the synthetic-noise validation of
         Section 5.5 and depends on MRT-archive parsing
         infrastructure not yet in place (Section 6.3).

      o  Lemma L_ZD.3 (Section 3.3) PROVES that MVPS LOSES the
         lead-time race in the SPARSE-DIRECTION regime.  Operators
         with predominantly local-jitter alarms SHOULD use a
         per-vantage detector, not MVPS.

      o  The Slammer / Code Red / WannaCry / Memcached / Mirai
         lead-time numbers in Section 5.2 are PREDICTIONS of the
         closed-form L_ZD.2' evaluated at typical doubling times,
         NOT measurements on the corresponding actual events.

8. Operational Recommendations

   This profile is RECOMMENDED to be deployed when:

      o  N >= 30 vantages observe coherent multi-AS or multi-prefix
         telemetry.

      o  The operational concern includes FAST-propagation events
         (doubling time T_d <= 30 s): mass scanning worms, novel DDoS
         amplification vectors, mass BGP misorigination.

      o  An empirical MC backtest per Section 5.5 has been performed
         at the operator's specific (N, lambda) configuration and
         the Wilson lower bound on Lambda_emp exceeds 0.5.

   This profile is NOT RECOMMENDED when:

      o  N < 16 vantages are available (lead-time advantage is small
         even when present).

      o  Operational concern is dominated by single-vantage local
         jitter or last-mile microcuts (sparse-direction regime of
         L_ZD.3).

      o  Operational concern is dominated by slow-propagation events
         (T_d > 120 s) where the closed-form lead-time is severely
         loose; for these the closed form should not be used for
         operational planning.

      o  Code-level vulnerability discovery is the goal; MVPS
         operates strictly in the network-telemetry domain.

9. Reproducibility

   All artefacts are public:

      Lemma document and proofs:
         docs/MVPS_ZERODAY_LEAD_TIME_LEMMA.txt

      Numerical receipt (closed-form table, re-verified to 1e-6):
         evidence/zeroday_lead_time_receipt.json
         schema = com.catellix.mvps.zeroday_lead_time_receipt_v1

      Monte Carlo empirical receipt (K = 500 trials per config):
         evidence/zeroday_backtest_mc_<UTC>.json
         schema = com.catellix.mvps.zeroday_backtest_mc_v1

      Validator script:
         scripts/validate_zeroday_lead_time.py

      MC backtest script:
         scripts/backtest_zeroday_mc.py

      Historical-coverage smoke test:
         scripts/_smoke_ripestat_historical.py

      E[M_N] computation:
         scripts/_compute_emax_table.py
         (5e6 MC samples per N; Blom approximation verified to <2 %)

      Catellix evidence page:
         https://catellix.com/v11-evidence.html

   Both receipts carry SHA-256 hashes emitted on script stdout and
   pinned in the v11 evidence manifest.

10. Security Considerations

   This document defines no new wire formats and no new cryptographic
   primitives.  Two profile-specific considerations:

      o  ADVERSARIAL SPARSIFICATION (L_ZD.3).  An adversary aware of
         the multi-vantage detector can deliberately shape the
         signal direction to be SPARSE and thereby defeat the
         lead-time advantage.  The M-multiplier defence of
         [I-D.melegassi-coherence-bfd] Section 9.2 plus per-vantage
         cross-checks limit this evasion path.

      o  CORPUS POISONING.  An adversary capable of injecting
         spurious holdout-window traffic that matches their later
         attack signature can degrade D^2's calibration.  The BLIND
         holdout discipline of P-ZD.3 (calibration sees no data
         later than t_IOC - 7 d) limits but does not eliminate this
         risk; longer holdout windows (>= 7 d) and rolling per-week
         recalibration are RECOMMENDED.

11. IANA Considerations

   This document has no IANA actions.

12. Privacy Considerations

   The RIPE Atlas measurements used in the empirical conjecture
   protocol (Section 6) are public-target, public-probe
   measurements; no user-identifiable information is exposed.

13. References

13.1. Normative References

   [I-D.melegassi-ippm-mvps-bundle]
              Melegassi, L., "Multi-Vantage Path Synchrony Bundle
              Envelope and Vector Algebra",
              draft-melegassi-ippm-mvps-bundle-00, May 2026.

   [I-D.melegassi-ippm-mvps-lead-time]
              Melegassi, L., "Empirical Lead-Time Profile for
              Multi-Vantage Path Synchrony (MVPS): The T_LT
              Profile",
              draft-melegassi-ippm-mvps-lead-time-00, May 2026.

   [RFC2119]  Bradner, S., "Key words for use in RFCs to Indicate
              Requirement Levels", BCP 14, RFC 2119, March 1997.

   [RFC8174]  Leiba, B., "Ambiguity of Uppercase vs Lowercase in
              RFC 2119 Key Words", BCP 14, RFC 8174, May 2017.

13.2. Informative References

   [I-D.melegassi-coherence-bfd]
              Melegassi, L., "Coherence-BFD: Sub-Tick Coherence
              Detection over BFD Mechanisms",
              draft-melegassi-coherence-bfd-00, May 2026.

   [I-D.melegassi-mvps-ddos-resilience]
              Melegassi, L., "Volume-Independent DDoS Detection
              via Coherence-BFD: The MVPS DDoS Resilience Profile",
              draft-melegassi-mvps-ddos-resilience-00, May 2026.

   [BLOM-1958]
              Blom, G., "Statistical Estimates and Transformed
              Beta-Variables", Wiley, 1958, Chapter 5
              (Blom approximation for E[M_N]).

   [DAVID-NAGARAJA]
              David, H. A. and H. N. Nagaraja, "Order Statistics",
              3rd ed., Wiley, 2003, Section 4.4
              (expected value of the maximum of N iid Normal
              variables).

   [JOHNSON-KOTZ-BALAKRISHNAN]
              Johnson, N. L., Kotz, S., and N. Balakrishnan,
              "Continuous Univariate Distributions", Volume 1,
              2nd ed., Wiley, 1994, Chapter 18
              (chi^2 tail expansions used in Lemma L_ZD.2').

   [LEHMANN-ROMANO]
              Lehmann, E. L. and J. P. Romano, "Testing Statistical
              Hypotheses", 3rd ed., Springer, 2005, Section 9.1
              (Bonferroni-coordinated multiple-test thresholds).

   [RIPE-ATLAS]
              RIPE NCC, "RIPE Atlas",
              https://atlas.ripe.net/.

   [RIPE-STAT]
              RIPE NCC, "RIPE Stat",
              https://stat.ripe.net/.

   [SLAMMER]  Moore, D., Paxson, V., Savage, S., Shannon, C.,
              Staniford, S., and N. Weaver, "Inside the Slammer
              Worm", IEEE Security & Privacy, vol. 1, no. 4,
              pp. 33-39, July 2003.

   [WANNACRY] Symantec Security Response, "What you need to know
              about the WannaCry Ransomware", May 2017.

   [MEMCACHED-AMP]
              Cloudflare, "Memcached DDoS: The 1.7 Tbps attack
              against GitHub", March 2018.

   [FACEBOOK-BGP]
              Cloudflare, "Understanding How Facebook Disappeared
              from the Internet", October 2021.

Acknowledgements

   The authors thank the IETF IPPM mailing list and the off-list
   reviewers of [I-D.melegassi-ippm-mvps-lead-time] for the honest-
   accounting discipline that this document inherits.  The
   v0-to-v1 correction recorded in Section 1.4 follows the same
   pattern as the L_LT.A retraction of the original unconditional
   T_LT promise: replace the wrong claim with the conditional
   theorem that survives the data, retire the wrong claim
   explicitly, document the empirical artefact that caught the
   error.

   The closed-form derivation of L_ZD.2' follows the chi^2 tail-
   expansion conventions of [JOHNSON-KOTZ-BALAKRISHNAN], the
   Bonferroni multiple-test framework of [LEHMANN-ROMANO], and the
   order-statistics tradition of [DAVID-NAGARAJA] and [BLOM-1958].

Author's Address

   Leonardo Melegassi
   Catellix
   Andradina, SP
   Brazil

   Email: melegassi@catellix.com
   URI:   https://catellix.com/