| Publication | Date of Publication | Type |
|---|
| Maxima over random time intervals for heavy-tailed compound renewal and Lévy processes | 2024-10-08 | Paper |
| Probabilistic approach to risk processes with level-dependent premium rate | 2024-09-18 | Paper |
| Moduli spaces of polygons and deformations of polyhedra with boundary | 2024-01-26 | Paper |
| Probabilistic approach to risk processes with level-dependent premium rate | 2023-11-04 | Paper |
| Slowly varying asymptotics for signed stochastic difference equations | 2022-10-07 | Paper |
| Branching processes with immigration in atypical random environment | 2022-04-04 | Paper |
| Strong law of large numbers for a function of the local times of a transient random walk in \({\mathbb{Z}}^d\) | 2020-10-30 | Paper |
| Renewal theory for transient Markov chains with asymptotically zero drift | 2020-10-01 | Paper |
| Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \) | 2020-02-28 | Paper |
| Markov chains on \({{\mathbb{Z}}^+}\): analysis of stationary measure via harmonic functions approach | 2019-10-18 | Paper |
| Two-dimensional ruin probability for subexponential claim size | 2018-08-08 | Paper |
| On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes | 2018-04-13 | Paper |
| At the Edge of Criticality: Markov Chains with Asymptotically Zero Drift | 2016-12-05 | Paper |
| A look at perpetuities via asymptotically homogeneous in space Markov chains | 2016-03-28 | Paper |
| On the asymptotic Laplace method and its application to random chaos | 2015-10-14 | Paper |
| Asymptotic expansion of Gaussian chaos via probabilistic approach | 2015-09-24 | Paper |
| Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics | 2014-04-28 | Paper |
| Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case | 2014-04-16 | Paper |
| On extremal behavior of Gaussian chaos | 2014-01-24 | Paper |
| Harmonic functions and stationary distributions for asymptotically homogeneous transition kernels on $Z^+$ | 2013-12-08 | Paper |
| How to measure the accuracy of the subexponential approximation for the stationary single server queue | 2013-11-25 | Paper |
| An Introduction to Heavy-Tailed and Subexponential Distributions | 2013-04-08 | Paper |
| On large delays in multi-server queues with heavy tails | 2012-05-24 | Paper |
| Moments for stationary Markov chains with asymptotically zero drift | 2011-10-25 | Paper |
| Local asymptotics for the time of first return to the origin of transient random walk | 2011-07-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5391596 | 2011-04-06 | Paper |
| An Introduction to Heavy-Tailed and Subexponential Distributions | 2011-03-18 | Paper |
| Asymptotics of randomly stopped sums in the presence of heavy tails | 2011-02-28 | Paper |
| Convolutions of Long-Tailed and Subexponential Distributions | 2009-10-08 | Paper |
| On lower limits and equivalences for distribution tails of randomly stopped sums | 2009-03-02 | Paper |
| Lower Limits for Distribution Tails of Randomly Stopped Sums | 2009-02-19 | Paper |
| The key renewal theorem for a transient Markov chain | 2008-04-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5437090 | 2008-01-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5293700 | 2007-07-02 | Paper |
| Lower limits and equivalences for convolution tails | 2007-05-08 | Paper |
| Heavy tails in multi-server queue | 2006-06-28 | Paper |
| One-dimensional asymptotically homogeneous Markov chains: Cramér transform and large deviation probabilities | 2005-10-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4824183 | 2004-11-01 | Paper |
| Tail asymptotics for the supremum of a random walk when the mean is not finite | 2004-08-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4449349 | 2004-02-09 | Paper |
| Large-Deviation Probabilities for One-Dimensional Markov Chains. Part 3: Prestationary Distributions in the Subexponential Case | 2004-01-21 | Paper |
| Asymptotics for sums of random variables with local subexponential behaviour | 2003-08-06 | Paper |
| Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution | 2002-09-18 | Paper |
| Large-Deviation Probabilities for One-Dimensional Markov Chains. Part 2: Prestationary Distributions in the Exponential Case | 2002-04-25 | Paper |
| Sampling at a random time with a heavy-tailed distribution | 2002-01-17 | Paper |
| A collection of problems and exercises on mathematical statistics. | 2001-08-01 | Paper |
| A collection of problems and exercises on probability theory. | 2001-03-15 | Paper |
| On distribution tail of the maximum of a random walk | 2000-03-01 | Paper |
| Ergodicity of a polling network with an infinite number of stations | 2000-02-10 | Paper |
| Tightness and continuity of a family of invariant measures for Markov chains depending on a parameter | 1998-03-16 | Paper |
| Large-Deviation Probabilities for One-Dimensional Markov ChainsPart 1: Stationary Distributions | 1997-09-30 | Paper |
| Transition phenomena for real-valued Markov chains | 1996-08-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4874037 | 1996-04-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4274896 | 1994-05-29 | Paper |
| Transient phenomena for Markov chains and applications | 1993-01-16 | Paper |
| Maxima over random time intervals for heavy-tailed compound renewal and L\'evy processes | N/A | Paper |
