Dembo, Amir
Overview
Works:  70 works in 156 publications in 1 language and 1,776 library holdings 

Genres:  Conference proceedings 
Roles:  Author, Thesis advisor, Editor 
Classifications:  QA273.67, 519.534 
Publication Timeline
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Most widely held works by
Amir Dembo
Large deviations techniques and applications by
Amir Dembo(
Book
)
38 editions published between 1992 and 2010 in English and held by 630 WorldCat member libraries worldwide
38 editions published between 1992 and 2010 in English and held by 630 WorldCat member libraries worldwide
Lectures on probability theory and statistics : Ecole d'Eté de Probabilités de SaintFlour XXXIII2003 by
Amir Dembo(
Book
)
25 editions published between 2005 and 2010 in English and Undetermined and held by 253 WorldCat member libraries worldwide
Annotation
25 editions published between 2005 and 2010 in English and Undetermined and held by 253 WorldCat member libraries worldwide
Annotation
Large portfolio losses by
Amir Dembo(
Book
)
12 editions published in 2002 in English and held by 46 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
12 editions published in 2002 in English and held by 46 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 5 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
4 editions published in 1991 in English and held by 5 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
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
2 editions published in 1992 in English and held by 3 WorldCat member libraries worldwide
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
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
2 editions published between 1988 and 1989 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
2 editions published in 1983 in English and held by 2 WorldCat member libraries worldwide
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 2 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
2 editions published between 1988 and 1989 in English and held by 2 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
On random determinants by
Amir Dembo(
Book
)
3 editions published in 1987 in English and Undetermined and held by 2 WorldCat member libraries worldwide
3 editions published in 1987 in English and Undetermined 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
2 editions published in 1993 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
2 editions published in 2005 in English and held by 2 WorldCat member libraries worldwide
Signal reconstruction from noisy partial information of its transform by
Amir Dembo(
Book
)
1 edition published in 1985 in English and held by 1 WorldCat member library worldwide
1 edition published in 1985 in English and held by 1 WorldCat member library worldwide
On large deviations of empirical measures for stationary Gaussian processes by W Bryc(
Book
)
1 edition published in 1993 in English and held by 1 WorldCat member library worldwide
1 edition published in 1993 in English and held by 1 WorldCat member library worldwide
High density associative memories by
Amir Dembo(
Book
)
1 edition published in 1987 in English and held by 1 WorldCat member library worldwide
1 edition published in 1987 in English and held by 1 WorldCat member library worldwide
CugliandoloKurchan equations for dynamics of spinglasses by
Gerard Ben Arous(
Book
)
1 edition published in 2004 in English and held by 1 WorldCat member library worldwide
1 edition published in 2004 in English and held by 1 WorldCat member library worldwide
Large deviations for integer partitions by
Amir Dembo(
Book
)
1 edition published in 1998 in English and held by 1 WorldCat member library worldwide
1 edition published in 1998 in English and held by 1 WorldCat member library worldwide
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
1 edition published in 2002 in English and held by 1 WorldCat member library 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
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
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
1 edition published in 1985 in English and held by 1 WorldCat member library worldwide
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Related Identities
 Zeitouni, Ofer Author
 Funaki, Tadahisa Editor
 Picard, Jean Author Editor
 Duffie, Darrell
 Deuschel, JeanDominique 1957
 National Bureau of Economic Research
 SpringerLink (Online service)
 Ecole d'Eté de Probabilités <33, 2003, SaintFlour>
 Center for Intelligent Control Systems (U.S.)
 Ṭekhniyon, Makhon ṭekhnologi leYiśraʼel Fakultah lehandasat hashmal
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Alternative Names
Amir Dembo israelischUSamerikanischer Mathematiker
Dembo, A.
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