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Amir Dembo - MaRDI portal

Amir Dembo

From MaRDI portal
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Person:188425

Available identifiers

zbMath Open dembo.amirDBLP87/5796WikidataQ17521223 ScholiaQ17521223MaRDI QIDQ188425

List of research outcomes





PublicationDate of PublicationType
Capacity of the range of random walk: the law of the iterated logarithm2024-10-15Paper
Typical structure of sparse exponential random graph models2024-08-22Paper
On the limiting law of line ensembles of Brownian polymers with geometric area tilts2024-04-12Paper
Potts and random cluster measures on locally regular-tree-like graphs2023-12-26Paper
KPZ-type equation from growth driven by a non-Markovian diffusion2023-11-27Paper
A flow-type scaling limit for random growth with memory2023-10-26Paper
Spectral measure for uniform $d$-regular digraphs2023-10-21Paper
Upper tail for homomorphism counts in constrained sparse random graphs2023-10-12Paper
Universality for Langevin-like spin glass dynamics2022-02-14Paper
Empirical spectral distributions of sparse random graphs2021-09-15Paper
Averaging Principle and Shape Theorem for a Growth Model with Memory2021-08-16Paper
Diffusions interacting through a random matrix: universality via stochastic Taylor expansion2021-07-23Paper
Limit law for the cover time of a random walk on a binary tree2021-07-23Paper
Exponential Concentration for Zeroes of Stationary Gaussian Processes2021-03-16Paper
Regularity method and large deviation principles for the Erd\H{o}s--R\'enyi hypergraph2021-02-17Paper
Dynamics for spherical spin glasses: disorder dependent initial conditions2020-09-18Paper
Random walks among time increasing conductances: heat kernel estimates2019-09-24Paper
The infinite Atlas process: convergence to equilibrium2019-08-22Paper
Criticality of a randomly-driven front2019-06-03Paper
Persistence versus stability for auto-regressive processes2019-06-02Paper
Component sizes for large quantum Erdős-Rényi graph near criticality2019-05-10Paper
Cut-off for lamplighter chains on tori: dimension interpolation and phase transition2019-02-28Paper
Slowdown estimates for one-dimensional random walks in random environment with holding times2019-02-14Paper
A large deviation principle for the Erdős-Rényi uniform random graph2018-10-24Paper
On the geometry of chemical reaction networks: Lyapunov function and large deviations2018-10-01Paper
Cutoff for lamplighter chains on fractals2018-08-24Paper
Large deviations theory for Markov jump models of chemical reaction networks2018-08-16Paper
Equilibrium fluctuation of the Atlas model2018-02-14Paper
Persistence of Gaussian processes: non-summable correlations2017-11-30Paper
Ferromagnetic Ising measures on large locally tree-like graphs2017-10-24Paper
Extremal cuts of sparse random graphs2017-10-24Paper
Transience in growing subgraphs via evolving sets2017-09-15Paper
Universal Persistence for Local Time of One-dimensional Random Walk2017-03-30Paper
Nonlinear large deviations2016-07-20Paper
Large Deviations for Diffusions Interacting Through Their Ranks2016-06-16Paper
Weakly asymmetric non-simple exclusion process and the Kardar-Parisi-Zhang equation2016-02-01Paper
Matrix optimization under random external fields2015-08-10Paper
Walking within growing domains: recurrence versus transience2015-02-03Paper
Monotone interaction of walk and graph: recurrence versus transience2015-02-03Paper
No zero-crossings for random polynomials and the heat equation2015-01-06Paper
Limiting spectral distribution of sum of unitary and orthogonal matrices2014-09-22Paper
The replica symmetric solution for Potts models on \(d\)-regular graphs2014-04-28Paper
Factor models on locally tree-like graphs2014-01-31Paper
On level sets of Gaussian fields2013-10-18Paper
Persistence of iterated partial sums2013-10-09Paper
Central limit theorem for biased random walk on multi-type Galton-Watson trees2012-10-23Paper
Persistence of iterated partial sums2011-01-29Paper
Markovian perturbation, response and fluctuation dissipation theorem2010-10-04Paper
Gibbs measures and phase transitions on sparse random graphs2010-08-09Paper
Ising models on locally tree-like graphs2010-05-06Paper
Large deviations techniques and applications.2009-11-26Paper
Spectral measure of heavy tailed band and covariance random matrices2009-07-24Paper
The minimax distortion redundancy in noisy source coding2008-12-21Paper
Universal Denoising for the Finite-Input General-Output Channel2008-12-21Paper
Finite size scaling for the core of large random hypergraphs2008-11-27Paper
https://portal.mardi4nfdi.de/entity/Q35377302008-11-10Paper
Limiting dynamics for spherical models of spin glasses at high temperature2007-10-22Paper
Aging for interacting diffusion processes2007-07-16Paper
How large a disc is covered by a random walk in \(n\) steps?2007-07-09Paper
Limiting dynamics for spherical models of spin glasses at high temperature2007-06-07Paper
Valleys and the maximum local time for random walk in random environment2007-01-26Paper
Large and moderate deviations for Hotelling's \(T^2\)-statistic2006-11-03Paper
Cugliandolo-Kurchan equations for dynamics of spin-glasses2006-10-24Paper
https://portal.mardi4nfdi.de/entity/Q54910012006-09-26Paper
https://portal.mardi4nfdi.de/entity/Q54890712006-09-25Paper
On the disconnection of a discrete cylinder by a random walk2006-09-14Paper
Spectral measure of large random Hankel, Markov and Toeplitz matrices2006-06-12Paper
Late points for random walks in two dimensions2006-06-12Paper
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, 2003.2006-03-22Paper
Large deviations of Markov chains indexed by random trees2005-11-22Paper
On the Maximum Correlation Coefficient2005-10-28Paper
Source coding, large deviations, and approximate pattern matching2005-05-11Paper
Cover times for Brownian motion and random walks in two dimensions2005-04-18Paper
Brownian motion on compact manifolds: cover time and late points2005-03-08Paper
Large portfolio losses2004-11-24Paper
Large deviations for random walk in random environment with holding times.2004-09-15Paper
Moderate deviations for the spectral measure of certain random matrices.2003-11-16Paper
A large-deviation theorem for tree-indexed Markov chains2003-06-02Paper
Greedy lattice animals: Negative values and unconstrained maxima2003-05-06Paper
Thick points for spatial Brownian motion: multifractal analysis of occupation measure.2003-05-06Paper
https://portal.mardi4nfdi.de/entity/Q27849942003-01-07Paper
Ordered overlaps in disordered mean-field models2003-01-01Paper
Thick points for planar Brownian motion and the Erdős-Taylor conjecture on random walk2002-10-15Paper
Thick points for intersections of planar sample paths2002-10-07Paper
Aging of spherical spin glasses2002-09-15Paper
Random polynomials having few or no real zeros2002-08-07Paper
Critical behavior in lossy source coding2002-08-04Paper
Large deviations for random walks on Galton-Watson trees: Averaging and uncertainty2002-06-27Paper
Remarks on the maximum correlation coefficient2002-03-26Paper
Thin points for Brownian motion2002-01-17Paper
https://portal.mardi4nfdi.de/entity/Q45129582001-11-07Paper
Aging properties of Sinai's model of random walk in random environment2001-05-25Paper
The asymptotics of waiting times between stationary processes, allowing distortion2000-07-19Paper
https://portal.mardi4nfdi.de/entity/Q42515572000-05-04Paper
Self-normalized moderate deviations and lils1999-11-18Paper
Thick points for transient symmetric stable processes1999-07-08Paper
https://portal.mardi4nfdi.de/entity/Q42316281999-03-14Paper
https://portal.mardi4nfdi.de/entity/Q43871351998-12-20Paper
https://portal.mardi4nfdi.de/entity/Q43914411998-06-03Paper
Uniform large and moderate deviations for functional empirical processes1998-03-29Paper
Transportation approach to some concentration inequalities in product spaces1998-03-08Paper
Information inequalities and concentration of measure1998-01-07Paper
Large deviations for quadratic functionals of Gaussian processes1997-10-07Paper
Tail estimates for one-dimensional random walk in random environment1997-08-18Paper
Large deviations and strong mixing1997-06-10Paper
Moderate deviations for martingales with bounded jumps1997-01-05Paper
Large deviations for subsampling from individual sequences1996-12-08Paper
https://portal.mardi4nfdi.de/entity/Q48662461996-10-08Paper
https://portal.mardi4nfdi.de/entity/Q48662451996-09-24Paper
Large deviations: From empirical mean and measure to partial sums process1996-05-27Paper
Limit distribution of maximal non-aligned two-sequence segmental score1996-04-22Paper
Critical phenomena for sequence matching with scoring1996-03-25Paper
Refinements of the Gibbs conditioning principle1996-02-28Paper
Exact behavior of Gaussian seminorms1996-01-15Paper
On large deviations of empirical measures for stationary Gaussian processes1995-11-14Paper
On the perceptron learning algorithm on data with high precision1995-10-09Paper
https://portal.mardi4nfdi.de/entity/Q48485101995-09-17Paper
The rate-distortion dimension of sets and measures1995-03-01Paper
Large exceedances for multidimensional Lévy processes1995-01-03Paper
Exponential rates for error probabilities in DMPSK systems1995-01-01Paper
A large deviations analysis of range tracking loops1994-07-03Paper
A topological criterion for hypothesis testing1994-06-29Paper
A note on uniform laws of averages for dependent processes1993-11-24Paper
https://portal.mardi4nfdi.de/entity/Q31345481993-09-08Paper
Central limit theorems of partial sums for large segmental values1993-06-29Paper
Poisson approximations for \(r\)-scan processes1993-01-16Paper
Erratum: Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm1992-09-27Paper
Information theoretic inequalities1992-06-28Paper
Limit distributions of maximal segmental score among Markov-dependent partial sums1992-06-28Paper
Strong limit theorems of empirical functionals for large exceedances of partial sums of i.i.d. variables1992-06-27Paper
Strong limit theorems of empirical distributions for large segmental exceedances of partial sums of Markov variables1992-06-27Paper
Signal synthesis from modified discrete short-time transform1992-06-25Paper
Statistical design of analysis/synthesis systems with quantization1992-06-25Paper
Onsager-Machlup functionals and maximum a posteriori estimation for a class of non-Gaussian random fields1991-01-01Paper
High-order absolutely stable neural networks1991-01-01Paper
Maximum a posteriori estimation of elliptic Gaussian fields observed via a noisy nonlinear channel1990-01-01Paper
Statistical composition of high-scoring segments from molecular sequences1990-01-01Paper
A change of variables formula for Stratonovich integrals and existence of solutions for two-points stochastic boundary value problems1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38167811989-01-01Paper
Signal reconstruction from noisy partial information of its transform1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38273381989-01-01Paper
On random determinants1989-01-01Paper
A minimum discrimination information approach for hidden Markov modeling1989-01-01Paper
On the capacity of associative memories with linear threshold functions1989-01-01Paper
Corrigendum: ``Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm1989-01-01Paper
Embedding nonnegative definite Toeplitz matrices in nonnegative definite circulant matrices, with application to covariance estimation1989-01-01Paper
On the maximal achievable accuracy in nonlinear filtering problems1988-01-01Paper
An existence theorem and some properties of maximum a posteriori estimators of trajectories of diffusions1988-01-01Paper
Bounds on the extreme eigenvalues of positive-definite Toeplitz matrices1988-01-01Paper
Maximum a posteriori estimation of time-varying ARMA processes from noisy observations1988-01-01Paper
A maximum a posteriori estimator for trajectories of diffusion processes1987-01-01Paper
A maximum a posteriori estimator for trajectories of diffusion processes1987-01-01Paper
On the parameters estimation of continuous-time ARMA processes from noisy observations1987-01-01Paper
Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm1986-01-01Paper
Capacity of the range of random walk: The law of the iterated logarithmN/APaper
Typical structure of sparse exponential random graph modelsN/APaper

Research outcomes over time

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