| Publication | Date of Publication | Type |
|---|
| Markov chains in the domain of attraction of Brownian motion in cones | 2024-12-12 | Paper |
| Harmonic measure in a multidimensional gambler's problem | 2024-10-16 | Paper |
| Probabilistic approach to risk processes with level-dependent premium rate | 2024-09-18 | Paper |
| 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 |
| On transience conditions for Markov chains | 2002-02-24 | Paper |
| Expansions for random walks conditioned to stay positive | N/A | Paper |
