Denis Denisov

Available identifiers

zbMath Open denisov.denis-eWikidataQ102441720 ScholiaQ102441720MaRDI QIDQ287766

List of research outcomes

Publication	Date of Publication	Type
Random walks in cones revisited	2024-04-12	Paper
Regret Analysis of a Markov Policy Gradient Algorithm for Multiarm Bandits	2024-02-27	Paper
https://portal.mardi4nfdi.de/entity/Q6146331	2024-02-05	Paper
Probabilistic approach to risk processes with level-dependent premium rate	2023-11-04	Paper
Markov chains in the domain of attraction of Brownian motion in cones	2023-09-28	Paper
Harmonic measure in a multidimensional gambler's problem	2022-12-22	Paper
Persistence of autoregressive sequences with logarithmic tails	2022-12-08	Paper
First-passage times for random walks in the triangular array setting	2022-10-07	Paper
Green function for an asymptotically stable random walk in a half space	2022-09-26	Paper
Crossing an asymptotically square-root boundary by the Brownian motion	2022-05-04	Paper
Persistence of autoregressive sequences with logarithmic tails	2022-03-28	Paper
Maximum on a random time interval of a random walk with infinite mean	2021-11-29	Paper
Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments	2021-03-03	Paper
Renewal theory for transient Markov chains with asymptotically zero drift	2020-10-01	Paper
Markov chains on \({{\mathbb{Z}}^+}\): analysis of stationary measure via harmonic functions approach	2019-10-18	Paper
Alternative constructions of a harmonic function for a random walk in a cone	2019-09-19	Paper
First-Passage Times over Moving Boundaries for Asymptotically Stable Walks	2019-02-07	Paper
First-passage times for random walks with nonidentically distributed increments	2018-11-08	Paper
At the Edge of Criticality: Markov Chains with Asymptotically Zero Drift	2016-12-05	Paper
An Exact Asymptotics for the Moment of Crossing a Curved Boundary by an Asymptotically Stable Random Walk	2016-09-23	Paper
Multifractal scenarios for products of geometric Lévy-based stationary models	2016-08-08	Paper
Limit theorems for multifractal products of geometric stationary processes	2016-07-14	Paper
Universality of local times of killed and reflected random walks	2016-05-23	Paper
Random walks in cones	2015-07-06	Paper
Local asymptotics for the area of random walk excursions	2015-04-14	Paper
Exit times for integrated random walks	2015-03-09	Paper
Local probabilities for random walks with negative drift conditioned to stay nonnegative	2015-02-03	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
Heavy traffic and heavy tails for the maximum of a random walk	2014-03-28	Paper
Harmonic functions and stationary distributions for asymptotically homogeneous transition kernels on $Z^+$	2013-12-08	Paper
Asymptotics for the First Passage Times of Lévy Processes and Random Walks	2013-04-25	Paper
Ordered random walks with heavy tails	2012-06-22	Paper
Martingale approach to subexponential asymptotics for random walks	2012-06-22	Paper
Limit theorems for a random directed slab graph	2012-05-13	Paper
Sojourn time tails in the single server queue with heavy-tailed service times	2012-01-26	Paper
Asymptotics of randomly stopped sums in the presence of heavy tails	2011-02-28	Paper
Conditional limit theorems for ordered random walks	2010-04-30	Paper
Global and local asymptotics for the busy period of an M/G/1 queue	2010-04-28	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
Large deviations for random walks under subexponentiality: The big-jump domain	2008-10-20	Paper
On a Theorem of Breiman and a Class of Random Difference Equations	2008-03-07	Paper
On the existence of a regularly varying majorant of an integrable monotone function	2008-03-04	Paper
Local asymptotics of the cycle maximum of a heavy-tailed random walk	2007-04-26	Paper
On the distribution of the number of customers in the symmetric M/G/1 queue	2007-01-04	Paper
https://portal.mardi4nfdi.de/entity/Q3021852	2005-06-21	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/Q4449346	2004-02-09	Paper
https://portal.mardi4nfdi.de/entity/Q2773623	2002-02-24	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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