Amir Dembo's home page

Address: Department of Statistics and Department of Mathematics,
Stanford University, Stanford, CA 94305.
Phone: (650) 7252237.
Fax: (650) 7258977.
e-mail: amir at math.stanford.edu

Areas of interest:

• Probability theory and Stochastic processes. See also seminar.
• Information theory. Large deviations theory.

I have neither internships nor RA positions for anyone other than Stanford mathematics or statistics PhDs.

For the most recent correction sheet for the book "Large deviations techniques and applications, second edition" (Springer, Application of Mathematics, vol. 38, 1998) see CORRECTIONS.

Or to purchase this book on line.

See my St. Flour summer school lecture notes on Favorite points, cover times and fractals.

Currently teaching: Probability theory, Part III.

Courses I have recently taught: Probability theory, Part II, The spectrum of large random matrices, Stochastic processes, Probabilistic concepts in statistical physics and information theory, Probability theory, Part I, Stochastic processes on graphs, Large deviations, Advanced Topics in Probability Theory, Introduction to Financial Mathematics, Probability Theory: An Analytic View, Gibbs measures and Introduction to Stochastic Processes.

Publications since 2001: (for complete list, see Vitae).

1. Dembo, A. and Kontoyiannis, I. Critical behavior in lossy source coding. IEEE IT, 47 (2001), pp. 1230-1237.
2. Dembo, A., Kagan, A., Shepp, L. Remarks on the maximum correlation coefficient. Bernoulli, 7 (2001), pp. 343-350.
3. Dembo, A., Gandolfi, A., Kesten, H. Greedy lattice animals: negative values and unconstrained maxima. Ann. Probab. 29 (2001), pp. 205-241.
4. Dembo, A., Peres, Y., Rosen, J. and Zeitouni, O. Thick Points for Planar Brownian Motion and the Erd\"os-Taylor Conjecture on Random Walk. Acta Math. 186 (2001), pp. 239-270. See also Thick points (Red: at least 30 visits in half a million steps of planar simple random walk, produced by Raissa D'Souza).
5. Ben Arous, G., Dembo, A., Guionnet, A. Aging of spherical spin glasses. Prob. Th. Rel. Field. 120 (2001), pp. 1-67.
6. Comets, F. and Dembo, A. Ordered overlaps in disordered mean-field models. Prob. Th. Rel. Field. 121 (2001), pp. 1-29.
7. Dembo, A., Gantert, N., Peres, Y., Zeitouni, O. Large deviations for random walks on Galton-Watson trees: averaging and uncertainty. Prob. Th. Rel. Field. 122 (2002), pp. 241-288.
8. Dembo, A., Poonen, B., Shao, Q., Zeitouni, O. Random polynomials having few or no real zeros. J. Amer. Math. Soc. 15 (2002), pp. 857-892.
9. Dembo, A. and Kontoyiannis, I. Source coding, large deviations and approximate pattern matching. Invited paper, IEEE Trans. IT. 48 (2002), pp. 1590-1615.
10. Dembo, A., Peres, Y., Rosen, J. and Zeitouni, O. Thick points for intersections of planar sample paths. Trans. Amer. Math. Soc. 354 (2002), pp. 4969-5003.
11. Dembo, A., Guionnet, A. and Zeitouni, O. Aging properties of Sinai's model of random walk in random environment. In St. Flour summer school 2001 lecture notes by O. Zeitouni.
12. Dembo, A., Peres, Y. and Rosen, J. Brownian Motion on compact manifolds: cover time and late points. Elect. J. Probab. 8 (2003), 15, pp. 1--14.
13. Dembo, A., Guionnet, A. and Zeitouni, O. Moderate deviations for the spectral measure of certain random matrices. Ann. Inst. H. Poinc., Probab. and Stat. 39 (2003), pp. 1013-1042.
14. Dembo, A. and Weissman, T. The minimax distortion redundancy in noisy source coding. IEEE Trans. IT, 49 (2003), pp. 3020-3030.
15. Dembo, A., Deuschel, J.D. and Duffie, D. Large portfolio losses. Finance and Stochastics, 8 (2004), pp. 3-16.
16. Dembo, A., Gantert, N. and Zeitouni, O. Large deviations for random walks in random environment with holding times. Ann. Probab., 32 (2004), pp. 996-1029.
17. Dembo, A., Peres, Y., Rosen, J. and Zeitouni, O. Cover times for Brownian motion and random walks in two dimensions. Ann. Math., 160 (2004), pp. 433-464. See Late points (Yellow: points last visited by a simple random walk on 512x512 torus, produced by Raissa D'Souza).
18. Bryc, W., Dembo, A. and Kagan, A. On the maximum correlation coefficient. Theory Probab. and Appl. 49 (2004), pp. 191-197.
19. Dembo, A., Morters, P. and Sheffied, S. Large deviations of Markov chains indexed by random trees. Ann. Inst. H. Poinc., Probab. and Stat. 41 (2005), pp. 971-996.
20. Dembo, A. and Weissman, T. Universal denoising for the finite-input-general-output channel. IEEE Trans. IT, 51 (2005), pp. 1507-1517.
21. Dembo, A., Peres, Y., Rosen, J. and Zeitouni, O. Late points for random walks in two dimensions. Ann. Probab. 34 (2006), pp. 219-263.
22. Bryc, W., Dembo, A. and Jiang, T. Spectral measure of large random Hankel, Markov and Toeplitz matrices. Ann. Probab. 34 (2006), pp. 1-38. Also expanded version (posted on arXiv).
23. Dembo, A. and Sznitman, A.S. On the disconnection of a discrete cylinder by a random walk. Prob. Th. Rel. Fields 136 (2006), pp. 321-340.
24. Dembo, A. Simple random covering, disconnection, late and favorite points. Proceedings of the International Congress of Mathematicians, Madrid (2006), Volume III, pp. 535-558. Or expanded version.
25. Ben Arous, G., Dembo, A. and Guionnet, A. Cugliandolo-Kurchan equations for dynamics of spin-glasses. Prob. Th. Rel. Fields 136 (2006), pp. 619-660.
26. Dembo, A. and Shao, Q. Large and moderate deviations for Hotelling's T-squared statistic. Elect. Comm. Probab. 11 (2006), pp. 149-159.
27. Dembo, A., Gantert, N., Peres, Y. and Shi, Z. Valleys and the maximum local time for random walk in random environment. Prob. Th. Rel. Fields 137 (2007), pp. 443-474.
28. Dembo, A., Peres, Y. and Rosen, J. How large a disc is covered by a random walk in n steps?. Ann. Probab. 35 (2007), pp. 577-601.
29. Dembo, A. and Deuschel, J.D. Aging for interacting diffusion processes. Ann. Inst. H. Poinc., Probab. and Stat. 43 (2007), pp. 461-480.
30. Dembo, A., Guionnet, A. and Mazza, C. Limiting dynamics for spherical models of spin glasses at high temperature. J. Stat. Phys. 126 (2007), pp. 781-816.
31. Dembo, A. and Montanari, A. Finite size scaling for the core of large random hypergraphs. Ann. Appl. Probab. 18 (2008), pp. 1993-2040 ( PDF ).
32. Dembo, A. and Sznitman, A.S. A lower bound on the disconnection time of a discrete cylinder. To appear in ALEA (2008).
33. Belinschi, S., Dembo, A. and Guionnet A. Spectral measure of heavy tailed band and covariance random matrices. To appear in CMP (2009).
34. Dembo, A. and Deuschel, J.D. Markovian perturbation, response and fluctuation dissipation theorem. To appear in Ann. Inst. Henri Poinc. (2010).
35. Dembo, A. and Montanari, A. Ising models on locally tree-like graphs. To appear in Ann. Appl. Probab. (2010).
36. Dembo, A. and Guo, X. The Patched Brownian motion distribution. Unpublished.
37. Dembo, A. and Peligrad, M. Moderate deviations for the blockwise bootstrap of dependent data. Unpublished.

To be posted in the near future: