Department of Mathematics,
Weizmann Institute of Science,
POB 26, Rehovot 76100, Israel
| + (972) 8 934 4280
+ (972) 8 934 4122
|Areas of interest:
Stochastic processes and filtering theory,
with applications to communication and control.
Applied probability. Large deviations theory.
Spectral theory of random matrices.
Due to time limitation and an inflation in the number of requests, regardless of the candidate's strength, I routinely refuse most requests to provide promotion/hiring/tenure evaluations. This does not apply to current or past students, post-docs or co-authors of mine, for whom I am happy to provide evaluation.
For notes for the Gaussian processes class see
Gaussian processes class notes
NEW The book An Introduction to Random Matrices by Greg Anderson, Alice Guionnet and O. Zeitouni, published by Cambridge University press, can be downloaded. Comments and corrections are most welcomed. An Errata Sheet is available.
For the most recent correction sheet for the book "Large deviations techniques and
applications (second edition)", see
CORRECTIONS - Second Edition (pdf)
For the last correction sheet (dated 2007) for the book "Large deviations techniques and
CORRECTIONS - First Edition (pdf)
For transparencies of some talks see Slides. Talks on the Web see Web
In July 2001, I gave a course on RWRE in the XXXI summer school in probability, St Flour, France. For a version of the notes, which are now published as part of Volume 1837 of Springer's Lecture notes in Mathematics, see Notes . A typo list for the published notes is Here , and for a shortened and updated version of the notes, see Rio Notes and Columbia Notes . To see what probabilists do in St Flour, see St Flour life.
Lecture notes concerning the maxima of branching random walks and Gaussian free fields are available here. Comments are welcomed.
Reprints 1995-1998 Reprints 1999-2004 Reprints 2005-
Papers dating from after 2004 can be found on the ArXiv.