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This lecture explores the concept of zero-knowledge construction from sigma protocol, focusing on setup models and the power of interaction in cryptographic protocols. Topics covered include the Sigma Protocol, Black-Box Zero-Knowledge, NP Zero-Knowledge Proofs, and the Goldreich-Micali-Wigderson theorem. The lecture delves into the definition and properties of Sigma Protocol, honest verifier zero-knowledge, and the Fiat-Shamir and Schnorr protocols. It also discusses the strengthening of protocols by commitment and the deniability issue in cryptographic proofs. The lecture concludes with insights on the random oracle model and the practical implementation of the random oracle.