Dembo, AmirOverview
Most widely held works by
Amir Dembo
Large deviations techniques and applications
by Amir Dembo
(
Book
)
36 editions published between 1992 and 2010 in English and held by 929 WorldCat member libraries worldwide
Lectures on probability theory and statistics Ecole d'Eté de Probabilités de SaintFlour XXXIII2003
by Amir Dembo
(
)
29 editions published in 2005 in 3 languages and held by 604 WorldCat member libraries worldwide Annotation
Large portfolio losses
by Amir Dembo
(
Book
)
10 editions published in 2002 in English and held by 73 WorldCat member libraries worldwide Abstract: This paper provide a largedeviations approximation of the tail distribution of total financial losses on a portfolio consisting of many positions. Applications include the total default losses on a bank portfolio, or the total claims against an insurer. The results may be useful in allocating exposure limits, and in allocating risk capital across different lines of business. Assuming that, for a given total loss, the distress caused by the loss is larger if the loss occurs within a smaller time period, we provide a largedeviations estimate of the likelihood that there will exist a subperiod of the future planning period during which a total loss of the critical severity occurs. Under conditions, this calculation is reduced to the calculation of the likelihood of the same sized loss over a fixed initial time interval whose length is a property of the portfolio and the critical loss level
Large deviations and applications : the finite dimensional case
by Amir Dembo
(
Book
)
4 editions published in 1991 in English and held by 6 WorldCat member libraries worldwide These notes, which form the first chapter of a forthcoming book, are intended to serve as lecture notes on the topic of large deviations and applications for students whose background and interests are in applications which involve finite dimensional spaces. Although narrow in their scope, these notes present a good deal of the methods available for more general situations. A glaring omission is the method of subadditivity, which will be discussed in another chapter in the book. Another deficiency of these notes is the sketchy bibliography and historical notes. We hope to correct this in the book
Maximum aposteriori estimation of random fields : elliptic Gaussian fields observed via a noisy channel
by Amir Dembo
(
Book
)
2 editions published between 1988 and 1989 in English and held by 3 WorldCat member libraries worldwide An extension of the "prior density for path" (OnsagerMachlup functional) is defined and shown to exist for Gaussian fields generated by solutions of elliptic Partial Differential Equations (PDEs) driven by white noise. This functional is then used to define and solve the MAP estimation of such fields observed via nonlinear noisy sensors. Existence results and a representation of the estimator are derived for this model
Sanov's theorem for subsampling from individual sequences
by Amir Dembo
(
Book
)
2 editions published in 1994 in English and held by 3 WorldCat member libraries worldwide
Maximum aposteriori estimation of random fields
by Amir Dembo
(
Book
)
2 editions published between 1988 and 1989 in English and held by 3 WorldCat member libraries worldwide
A large deviations analysis of range tracking loops
by Amir Dembo
(
Book
)
2 editions published in 1992 in English and held by 3 WorldCat member libraries worldwide
Generalization of the window method for FIR digital filter design
by Amir Dembo
(
Book
)
2 editions published in 1983 in English and held by 2 WorldCat member libraries worldwide
Lectures on Probability Theory and Statistics Ecole d'Et? de Probabilit?s de SaintFlour XXXIII  2003
by Jean Picard
(
)
2 editions published in 2005 in English and held by 2 WorldCat member libraries worldwide
Lectures on Probability Theory and Statistics Ecole d ete de Probabilites de SaintFlour XXXIII  2003
by Amir Dembo
(
)
1 edition published in 2010 in English and held by 2 WorldCat member libraries worldwide Annotation
High density associative memories
by Amir Dembo
(
Book
)
2 editions published between 1987 and 1988 in English and held by 2 WorldCat member libraries worldwide
Refinements of the gibbs conditioning principle
by Amir Dembo
(
Book
)
2 editions published in 1993 in English and held by 2 WorldCat member libraries worldwide
Competing particle systems and their applications
by Mykhaylo Shkolnikov
(
)
1 edition published in 2011 in English and held by 1 WorldCat member library worldwide The following dissertation studies several classes of competing particle systems, which are of importance in statistical physics and mathematical finance. Two main examples are systems which go by the names rankbased market models and volatilitystabilized market models in stochastic portfolio theory. Motivated by the applications, we analyze the behavior of the ordered particles, the shape of the invariant distributions for the processes of spacings between consecutive particles, the global behavior of the particle systems as the number of particles becomes large, as well as the corresponding systems of infinitely many particles
Bounds on the symmetric binary cutoff rate for dispersive gaussian channels
by Shlomo Shamai
(
Book
)
1 edition published in 1990 in English and held by 1 WorldCat member library worldwide
Permutations with interval restrictions
by Olena Bormashenko
(
)
1 edition published in 2011 in English and held by 1 WorldCat member library worldwide This thesis studies the problem of the random transposition walk on permutations with interval restrictions. The mixing time of this Markov chain is explored, and a number of different cases are considered. For the case of bounded interval restrictions, a polynomial bound for the mixing time is achieved. For a specific example of bounded interval restrictions called Fibonacci permutations, the correct order of the mixing time is derived. An example of a family of interval restriction matrices for which the random walk mixes in exponential time is provided, showing that the walk in general does not mix in polynomial time. The case of onesided interval restrictions is also studied, and cutoff is shown for a large class of onesided interval restriction matrices. Furthermore, examples are provided in which chisquared cutoff occurs, while total variation mixing occurs significantly earlier without cutoff. Finally, a coupling argument showing the correct order mixing time for the random transposition walk on the whole symmetric group is presented. This is achieved via projection to conjugacy classes and then a path coupling argument
Cover times for Brownian motion and random walks in two dimensions
(
Book
)
1 edition published in 2002 in English and held by 1 WorldCat member library worldwide
Spectral measure of large random Hankel, Markov and Toeplitz matrices
by Wlodzimierz Bryc
(
Book
)
1 edition published in 2004 in English and held by 1 WorldCat member library worldwide
Mixing time of Markov chains on finite and compact lie groups
by Yunjiang Jiang
(
)
1 edition published in 2012 in English and held by 1 WorldCat member library worldwide This thesis studies the mixing time of three Markov chains on nonabelian groups. The first is a Metropolis Markov chain on the symmetric groups, initially introduced by Hanlon and Diaconis, and the last two are random walks on the special orthogonal groups, known as Rosenthal's walk and Kac's walk respectively. Using input from representation theory and symmetric function theory, it is shown that cutoff phenomena occur under total variation distance for the HanlonDiaconis chain and Rosenthal's walk. For the Kac random walk, a combination of functionalanalytic and probabilistic techniques are used to establish the first polynomial order upper bound for its mixing time
The design of optimal uniform filter banks with specified composite response
by Amir Dembo
(
Book
)
1 edition published in 1985 in English and held by 1 WorldCat member library worldwide more
fewer
Audience Level
Related Identities

Alternative Names
Dembo, A.
Languages
Covers
