MINNEAPOLIS - With opening ceremonies less than three weeks away, new threats are causing concern for security at the Sochi winter Olympics.

"There is definitely reason to be concerned," said Minneapolis-based security consultant Michael Rozin.

This weekend, Chechen rebels released a video threatening attacks on the games. On Monday, Russian authorities were searching for a female "black widow" bomber who may have already penetrated the ring of security surrounding Sochi.

Rozin believes the recent bombings that rocked Volgograd, Russia should cause particular concern.

"They demonstrated operational capability. They were able to execute several attacks," said Rozin. "They are going to try to grasp the momentum of the Olympics in Russia to try to get as much attention as they can."

Russian President Vladimir Putin is reassuring the international community that the games are safe and says there will be 40,000 security personnel on hand.

Even if Sochi is secure, Rozin worries about other potential targets.

"Particularly transportation. The aviation, buses, trains that are coming to Sochi, that's a good way to carry out attacks that disrupt the event or damage enough people that are going there," said Rozin.

"My hope is that we're not going to see an attack but I'm certainly confident we're going to see an attempt."