The following pages link to Amir Dembo (Q188425):
Displaying 50 items.
- Persistence of iterated partial sums (Q372571) (← links)
- Central limit theorem for biased random walk on multi-type Galton-Watson trees (Q456227) (← links)
- No zero-crossings for random polynomials and the heat equation (Q482834) (← links)
- Tail estimates for one-dimensional random walk in random environment (Q679394) (← links)
- Equilibrium fluctuation of the Atlas model (Q682273) (← links)
- Limiting spectral distribution of sum of unitary and orthogonal matrices (Q743042) (← links)
- Maximum a posteriori estimation of elliptic Gaussian fields observed via a noisy nonlinear channel (Q753374) (← links)
- Onsager-Machlup functionals and maximum a posteriori estimation for a class of non-Gaussian random fields (Q805065) (← links)
- Lectures on probability theory and statistics. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003. Lectures given at the 33rd probability summer school, Saint-Flour, France, July 6--23, 2003. (Q819193) (← links)
- Valleys and the maximum local time for random walk in random environment (Q863485) (← links)
- Weakly asymmetric non-simple exclusion process and the Kardar-Parisi-Zhang equation (Q906912) (← links)
- Statistical composition of high-scoring segments from molecular sequences (Q922997) (← links)
- Finite size scaling for the core of large random hypergraphs (Q957528) (← links)
- Ising models on locally tree-like graphs (Q968776) (← links)
- Gibbs measures and phase transitions on sparse random graphs (Q985984) (← links)
- Large deviations techniques and applications. (Q1040906) (← links)
- (Q1085932) (redirect page) (← links)
- Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm (Q1085933) (← links)
- Strong limit theorems of empirical functionals for large exceedances of partial sums of i.i.d. variables (Q1180582) (← links)
- Strong limit theorems of empirical distributions for large segmental exceedances of partial sums of Markov variables (Q1180583) (← links)
- Erratum: Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm (Q1190176) (← links)
- Poisson approximations for \(r\)-scan processes (Q1198578) (← links)
- Thick points for transient symmetric stable processes (Q1293640) (← links)
- The asymptotics of waiting times between stationary processes, allowing distortion (Q1305418) (← links)
- A topological criterion for hypothesis testing (Q1327836) (← links)
- On the perceptron learning algorithm on data with high precision (Q1329165) (← links)
- Large exceedances for multidimensional Lévy processes (Q1333382) (← links)
- Information inequalities and concentration of measure (Q1356372) (← links)
- Large deviations for quadratic functionals of Gaussian processes (Q1368990) (← links)
- Transportation approach to some concentration inequalities in product spaces (Q1380244) (← links)
- Uniform large and moderate deviations for functional empirical processes (Q1382536) (← links)
- Moderate deviations for the spectral measure of certain random matrices. (Q1413102) (← links)
- Thin points for Brownian motion (Q1594509) (← links)
- Large deviations for random walks on Galton-Watson trees: Averaging and uncertainty (Q1601805) (← links)
- Large deviations theory for Markov jump models of chemical reaction networks (Q1661572) (← links)
- Cutoff for lamplighter chains on fractals (Q1663904) (← links)
- Persistence of Gaussian processes: non-summable correlations (Q1682497) (← links)
- Slowdown estimates for one-dimensional random walks in random environment with holding times (Q1725480) (← links)
- Cut-off for lamplighter chains on tori: dimension interpolation and phase transition (Q1729703) (← links)
- Brownian motion on compact manifolds: cover time and late points (Q1767508) (← links)
- Cover times for Brownian motion and random walks in two dimensions (Q1772460) (← links)
- On the geometry of chemical reaction networks: Lyapunov function and large deviations (Q1785575) (← links)
- A note on uniform laws of averages for dependent processes (Q1801875) (← links)
- Self-normalized moderate deviations and lils (Q1805758) (← links)
- Corrigendum: ``Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm'' (Q1824329) (← links)
- A change of variables formula for Stratonovich integrals and existence of solutions for two-points stochastic boundary value problems (Q1826207) (← links)
- Greedy lattice animals: Negative values and unconstrained maxima (Q1872183) (← links)
- Thick points for spatial Brownian motion: multifractal analysis of occupation measure. (Q1872501) (← links)
- Large deviations for random walk in random environment with holding times. (Q1879875) (← links)
- Large portfolio losses (Q1887260) (← links)
