| Publication | Date of Publication | Type |
|---|
Asymptotic expansions for random walks conditioned to stay positive
Electronic Journal of Probability | 2026-02-25 | Paper |
Markov chains with asymptotically zero drift. Lamperti's problem
New Mathematical Monographs | 2025-04-28 | Paper |
Markov chains in the domain of attraction of Brownian motion in cones
Journal of Theoretical Probability | 2024-12-12 | Paper |
Harmonic measure in a multidimensional gambler's problem
The Annals of Applied Probability | 2024-10-16 | Paper |
Probabilistic approach to risk processes with level-dependent premium rate
Insurance Mathematics & Economics | 2024-09-18 | Paper |
Random walks in cones revisited
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2024-04-12 | Paper |
Regret Analysis of a Markov Policy Gradient Algorithm for Multiarm Bandits
Mathematics of Operations Research | 2024-02-27 | Paper |
| Ordered exponential random walks | 2024-02-05 | Paper |
Ordered exponential random walks
(available as arXiv preprint) | 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
Electronic Journal of Probability | 2022-12-08 | Paper |
First-passage times for random walks in the triangular array setting
(available as arXiv preprint) | 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
Proceedings of the Steklov Institute of Mathematics | 2022-05-04 | Paper |
Persistence of autoregressive sequences with logarithmic tails
(available as arXiv preprint) | 2022-03-28 | Paper |
Maximum on a random time interval of a random walk with infinite mean
Queueing Systems | 2021-11-29 | Paper |
Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments
Journal of Applied Probability | 2021-03-03 | Paper |
Renewal theory for transient Markov chains with asymptotically zero drift
Transactions of the American Mathematical Society | 2020-10-01 | Paper |
Renewal theory for transient Markov chains with asymptotically zero drift
Transactions of the American Mathematical Society | 2020-10-01 | Paper |
Markov chains on \({{\mathbb{Z}}^+}\): analysis of stationary measure via harmonic functions approach
Queueing Systems | 2019-10-18 | Paper |
Alternative constructions of a harmonic function for a random walk in a cone
Electronic Journal of Probability | 2019-09-19 | Paper |
Alternative constructions of a harmonic function for a random walk in a cone
Electronic Journal of Probability | 2019-09-19 | Paper |
First-Passage Times over Moving Boundaries for Asymptotically Stable Walks
Theory of Probability & Its Applications | 2019-02-07 | Paper |
First-passage times for random walks with nonidentically distributed increments
The Annals of Probability | 2018-11-08 | Paper |
First-passage times for random walks with nonidentically distributed increments
The Annals of Probability | 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
Theory of Probability and its Applications | 2016-09-23 | Paper |
Multifractal scenarios for products of geometric Lévy-based stationary models
Stochastic Analysis and Applications | 2016-08-08 | Paper |
Limit theorems for multifractal products of geometric stationary processes
Bernoulli | 2016-07-14 | Paper |
Limit theorems for multifractal products of geometric stationary processes
Bernoulli | 2016-07-14 | Paper |
Universality of local times of killed and reflected random walks
Electronic Communications in Probability | 2016-05-23 | Paper |
Universality of local times of killed and reflected random walks
Electronic Communications in Probability | 2016-05-23 | Paper |
Random walks in cones
The Annals of Probability | 2015-07-06 | Paper |
Random walks in cones
The Annals of Probability | 2015-07-06 | Paper |
Local asymptotics for the area of random walk excursions
Journal of the London Mathematical Society | 2015-04-14 | Paper |
Exit times for integrated random walks
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2015-03-09 | Paper |
Exit times for integrated random walks
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2015-03-09 | Paper |
Local probabilities for random walks with negative drift conditioned to stay nonnegative
Electronic Journal of Probability | 2015-02-03 | Paper |
Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics
Stochastic Processes and their Applications | 2014-04-28 | Paper |
Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case
Proceedings of the Steklov Institute of Mathematics | 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
Journal of Applied Probability | 2013-04-25 | Paper |
Asymptotics for the first passage times of Lévy processes and random walks
Journal of Applied Probability | 2013-04-25 | Paper |
Ordered random walks with heavy tails
Electronic Journal of Probability | 2012-06-22 | Paper |
Martingale approach to subexponential asymptotics for random walks
Electronic Communications in Probability | 2012-06-22 | Paper |
Limit theorems for a random directed slab graph
The Annals of Applied Probability | 2012-05-13 | Paper |
Limit theorems for a random directed slab graph
The Annals of Applied Probability | 2012-05-13 | Paper |
Sojourn time tails in the single server queue with heavy-tailed service times
Queueing Systems | 2012-01-26 | Paper |
Asymptotics of randomly stopped sums in the presence of heavy tails
Bernoulli | 2011-02-28 | Paper |
Conditional limit theorems for ordered random walks
Electronic Journal of Probability | 2010-04-30 | Paper |
Conditional limit theorems for ordered random walks
Electronic Journal of Probability | 2010-04-30 | Paper |
Conditional limit theorems for ordered random walks
Electronic Journal of Probability | 2010-04-30 | Paper |
Global and local asymptotics for the busy period of an M/G/1 queue
Queueing Systems | 2010-04-28 | Paper |
On lower limits and equivalences for distribution tails of randomly stopped sums
Bernoulli | 2009-03-02 | Paper |
Lower Limits for Distribution Tails of Randomly Stopped Sums
Theory of Probability & Its Applications | 2009-02-19 | Paper |
Large deviations for random walks under subexponentiality: The big-jump domain
The Annals of Probability | 2008-10-20 | Paper |
On a Theorem of Breiman and a Class of Random Difference Equations
Journal of Applied Probability | 2008-03-07 | Paper |
On the existence of a regularly varying majorant of an integrable monotone function
Mathematical Notes | 2008-03-04 | Paper |
Local asymptotics of the cycle maximum of a heavy-tailed random walk
Advances in Applied Probability | 2007-04-26 | Paper |
On the distribution of the number of customers in the symmetric M/G/1 queue
Queueing Systems | 2007-01-04 | Paper |
| scientific article; zbMATH DE number 2177574 (Why is no real title available?) | 2005-06-21 | Paper |
Tail asymptotics for the supremum of a random walk when the mean is not finite
Queueing Systems | 2004-08-10 | Paper |
| scientific article; zbMATH DE number 2039005 (Why is no real title available?) | 2004-02-09 | Paper |
| scientific article; zbMATH DE number 2039005 (Why is no real title available?) | 2004-02-09 | Paper |
On transience conditions for Markov chains
Sibirskiĭ Matematicheskiĭ Zhurnal | 2002-02-24 | Paper |
Expansions for random walks conditioned to stay positive
(available as arXiv preprint) | N/A | Paper |
