Dembo, Amir
Overview
Works:  69 works in 170 publications in 2 languages and 1,846 library holdings 

Genres:  Conference papers and proceedings 
Roles:  Author, Thesis advisor, Creator 
Classifications:  QA273.67, 519.2 
Publication Timeline
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Most widely held works by
Amir Dembo
Large deviations techniques and applications by
Amir Dembo(
Book
)
42 editions published between 1992 and 2010 in English and held by 664 WorldCat member libraries worldwide
42 editions published between 1992 and 2010 in English and held by 664 WorldCat member libraries worldwide
Lectures on probability theory and statistics : Ecole d'Eté de Probabilités de SaintFlour XXXII2002 by
Boris Tsirelson(
Book
)
33 editions published between 2004 and 2010 in 3 languages and held by 263 WorldCat member libraries worldwide
Annotation
33 editions published between 2004 and 2010 in 3 languages and held by 263 WorldCat member libraries worldwide
Annotation
Large portfolio losses by
Amir Dembo(
Book
)
12 editions published in 2002 in English and held by 51 WorldCat member libraries worldwide
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 51 WorldCat member libraries worldwide
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
Maximum aposteriori estimation of random fields : elliptic Gaussian fields observed via a noisy channel by
Amir Dembo(
Book
)
4 editions published between 1988 and 1989 in English and held by 5 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
4 editions published between 1988 and 1989 in English and held by 5 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
Large deviations for quadratic functionals of Gaussian processes by
University of Minnesota(
Book
)
4 editions published between 1993 and 1994 in English and held by 4 WorldCat member libraries worldwide
4 editions published between 1993 and 1994 in English and held by 4 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
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
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
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
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
General Potential Surfaces and Neural Networks by
Amir Dembo(
Book
)
3 editions published in 1987 in English and held by 2 WorldCat member libraries worldwide
Investigating Hopfield's model of associative memory implementation by a neural network, led to a generalized potential system with a much superior performance as an associative memory. In particular, there are no spurious memories, and any set of desired points can be stored, with unlimited capacity (in the continuous time and real space version of the model). There are no limit cycles in this system, and the size of all basins of attraction can reach up to half the distance between the stored points, by proper choice of the design parameters. A discrete time version with its state space being the unit hypercube is also derived, and admits superior properties compared to the corresponding Hopfield network. In particular the capacity of any system of N neurons, with a fixed desired size of basins of attractions, is exponentially growing with N and is asymptotically optimal in the information theory sense. The computational complexity of this model is slightly larger than that of the Hopfield memory, but of the same order. The results are derived under an axiomatic approach which determines the desired properties and shows that the above mentioned model is the only one to achieve them
3 editions published in 1987 in English and held by 2 WorldCat member libraries worldwide
Investigating Hopfield's model of associative memory implementation by a neural network, led to a generalized potential system with a much superior performance as an associative memory. In particular, there are no spurious memories, and any set of desired points can be stored, with unlimited capacity (in the continuous time and real space version of the model). There are no limit cycles in this system, and the size of all basins of attraction can reach up to half the distance between the stored points, by proper choice of the design parameters. A discrete time version with its state space being the unit hypercube is also derived, and admits superior properties compared to the corresponding Hopfield network. In particular the capacity of any system of N neurons, with a fixed desired size of basins of attractions, is exponentially growing with N and is asymptotically optimal in the information theory sense. The computational complexity of this model is slightly larger than that of the Hopfield memory, but of the same order. The results are derived under an axiomatic approach which determines the desired properties and shows that the above mentioned model is the only one to achieve them
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
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
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
1 edition published in 2004 in English and held by 1 WorldCat member library worldwide
WMMSE design digital 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
Late points for random walks in two dimensions by
Amir Dembo(
Book
)
1 edition published in 2003 in English and held by 1 WorldCat member library worldwide
1 edition published in 2003 in English and held by 1 WorldCat member library worldwide
On the relation of anticipative Stratonovich and symetric integrals : a decomposition formula by
Amir Dembo(
Book
)
2 editions published between 1987 and 1988 in English and held by 1 WorldCat member library worldwide
2 editions published between 1987 and 1988 in English and held by 1 WorldCat member library worldwide
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Differential equations, Partial Distribution (Probability theory) Estimation theory Finance GeneticsMathematics Large deviations Mathematical physics Mathematical statistics Mathematics Population geneticsMathematical models Population geneticsStatistical methods Potential theory (Mathematics) Probabilities Random fields Random walks (Mathematics) Statistical physics Statistics Stochastic processes