Large Deviations Techniques and Applications
- A. Dembo, O. Zeitouni
- Mathematics
- 27 March 1998
The LDP for Abstract Empirical Measures and applications-The Finite Dimensional Case and Applications of Empirically Measures LDP are presented.
Large Deviation Techniques and Applications.
- E. Bolthauser, A. Dembo, O. Zeitouni
- Mathematics
- 1 September 1994
Information theoretic inequalities
- A. Dembo, T. Cover, Joy A. Thomas
- MathematicsIEEE Transactions on Information Theory
- 1 November 1991
The authors focus on the entropy power inequality (including the related Brunn-Minkowski, Young's, and Fisher information inequalities) and address various uncertainty principles and their interrelations.
Nonlinear large deviations
- S. Chatterjee, A. Dembo
- Mathematics, Computer Science
- 15 January 2014
Ising models on locally tree-like graphs
- A. Dembo, A. Montanari
- Mathematics
- 30 April 2008
We consider Ising models on graphs that converge locally to trees. Examples include random regular graphs with bounded degree and uniformly random graphs with bounded average degree. We prove that…
Limit distributions of maximal segmental score among Markov-dependent partial sums
Let s 1, …, sn be generated governed by an r-state irreducible aperiodic Markov chain. The partial sum process is determined by a realization of states with s0 = α and the real-valued i.i.d. bounded…
Large Deviations for Quadratic Functionals of Gaussian Processes
AbstractThe Large Deviation Principle (LDP) is derived for several quadratic additive functionals of centered stationary Gaussian processes. For example, the rate function corresponding to
$$1/T\int…
Spectral measure of large random Hankel, Markov and Toeplitz matrices
- W. Bryc, A. Dembo, Tiefeng Jiang
- Mathematics
- 25 July 2003
We study the limiting spectral measure of large symmetric random matrices of linear algebraic structure. For Hankel and Toeplitz matrices generated by i.i.d. random variables {X k } of unit variance,…
Aging of spherical spin glasses
- G. B. Arous, A. Dembo, A. Guionnet
- Physics
- 1 May 2001
Abstract. Sompolinski and Zippelius (1981) propose the study of dynamical systems whose invariant measures are the Gibbs measures for (hard to analyze) statistical physics models of interest. In the…
Cover times for Brownian motion and random walks in two dimensions
- A. Dembo, Y. Peres, J. Rosen, O. Zeitouni
- Mathematics
- 26 July 2001
LetT (x;") denote the rst hitting time of the disc of radius " centered at x for Brownian motion on the two dimensional torus T 2 . We prove that sup x2T2T (x;")=j log"j 2 ! 2= as " ! 0. The same…
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