WorldCat Identities

Dembo, Amir

Overview
Works: 60 works in 143 publications in 2 languages and 1,684 library holdings
Genres: Conference proceedings 
Roles: Thesis advisor, Editor, Creator
Classifications: QA273.67, 519.534
Publication Timeline
Key
Publications about  Amir Dembo Publications about Amir Dembo
Publications by  Amir Dembo Publications by Amir Dembo
Most widely held works by Amir Dembo
Large deviations techniques and applications by Amir Dembo ( Book )
33 editions published between 1992 and 2010 in English and held by 932 WorldCat member libraries worldwide
Lectures on probability theory and statistics Ecole d'Eté de Probabilités de Saint-Flour XXXIII-2003 by Amir Dembo ( )
31 editions published in 2005 in 3 languages and held by 603 WorldCat member libraries worldwide
Annotation
Large portfolio losses by Amir Dembo ( Book )
8 editions published in 2002 in English and held by 73 WorldCat member libraries worldwide
This paper provide a large-deviations 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 large-deviations estimate of the likelihood that there will exist a sub-period 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 sub-additivity, 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 a-posteriori 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" (Onsager-Machlup 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
Lectures on Probability Theory and Statistics Ecole d'Et? de Probabilit?s de Saint-Flour XXXIII - 2003 by Jean Picard ( )
2 editions published in 2005 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
Sanov's theorem for sub-sampling from individual sequences by Amir Dembo ( Book )
2 editions published in 1994 in English and held by 3 WorldCat member libraries worldwide
Maximum a-posteriori 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
Lectures on Probability Theory and Statistics Ecole d ete de Probabilites de Saint-Flour XXXIII - 2003 by Amir Dembo ( )
1 edition published in 2010 in English and held by 2 WorldCat member libraries worldwide
Annotation
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
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
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 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
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
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 non-abelian 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 cut-off phenomena occur under total variation distance for the Hanlon-Diaconis chain and Rosenthal's walk. For the Kac random walk, a combination of functional-analytic and probabilistic techniques are used to establish the first polynomial order upper bound for its mixing time
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 rank-based market models and volatility-stabilized 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
Large deviations for random walk in random environment with holding times by Amir Dembo ( Book )
1 edition published in 2002 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
 
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Alternative Names
Dembo, A.
Languages
English (98)
German (1)
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