Denis Denisov
Manchester University
H-index: 16
North America-United States
Top articles of Denis Denisov
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Random walks in cones revisited | Annales de l'Institut Henri Poincare (B) Probabilites et statistiques | Denis Denisov Vitali Wachtel | 2024/2 |
Expansions for random walks conditioned to stay positive | arXiv preprint arXiv:2401.09929 | Denis Denisov Alexander Tarasov Vitali Wachtel | 2024/1/18 |
Green function for an asymptotically stable random walk in a half space | Journal of Theoretical Probability | Denis Denisov Vitali Wachtel | 2023/9/29 |
Markov chains in the domain of attraction of Brownian motion in cones | arXiv preprint arXiv:2309.16311 | Denis Denisov Kaiyuan Zhang | 2023/9/28 |
Regret Analysis of a Markov Policy Gradient Algorithm for Multiarm Bandits | Mathematics of Operations Research | Neil Walton Denis Denisov | 2023/8 |
Probabilistic approach to risk processes with level-dependent premium rate | arXiv preprint arXiv:2311.02484 | Denis Denisov Niklas Gotthardt Dmitry Korshunov Vitali Wachtel | 2023/11/4 |
Crossing an asymptotically square-root boundary by the Brownian motion | Proceedings of the Steklov Institute of Mathematics | Denis E Denisov Günter Hinrichs Alexander I Sakhanenko Vitali I Wachtel | 2022/3 |
Persistence of autoregressive sequences with logarithmic tails | Electronic Journal of Probability | Denis Denisov Günter Hinrichs Martin Kolb Vitali Wachtel | 2022 |
Harmonic measure in a multidimensional gambler's problem | arXiv preprint arXiv:2212.11526 | Denis Denisov Vitali Wachtel | 2022/12/22 |
Ordered exponential random walks | arXiv preprint arXiv:2205.02556 | Denis Denisov Will FitzGerald | 2022/5/5 |
Maximum on a random time interval of a random walk with infinite mean | Queueing Systems | Denis Denisov | 2021/8 |
Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments | Journal of Applied Probability | Denis Denisov Elena Perfilev Vitali Wachtel | 2021/3 |
First-passage times for random walks in the triangular array setting | A Lifetime of Excursions Through Random Walks and Lévy Processes: A Volume in Honour of Ron Doney’s 80th Birthday | Denis Denisov Alexander Sakhanenko Vitali Wachtel | 2021 |
Renewal theory for transient Markov chains with asymptotically zero drift | Transactions of the American Mathematical Society | Denis Denisov Dmitry Korshunov Vitali Wachtel | 2020/10 |
Co-Authors
