Random walks in cones. Zbl 1332.60066
Denisov, Denis; Wachtel, Vitali |
|
2015
|
Large deviations for random walks under subexponentiality: The big-jump domain. Zbl 1155.60019
Denisov, D.; Dieker, A. B.; Shneer, V. |
|
2008
|
On a theorem of Breiman and a class of random difference equations. Zbl 1141.60041
Denisov, Denis; Zwart, Bert |
|
2007
|
Tail asymptotics for the supremum of a random walk when the mean is not finite. Zbl 1056.90028
Denisov, Denis; Foss, Serguei; Korshunov, Dima |
|
2004
|
Asymptotics of randomly stopped sums in the presence of heavy tails. Zbl 1208.60041
Denisov, Denis; Foss, Serguei; Korshunov, Dmitry |
|
2010
|
Conditional limit theorems for ordered random walks. Zbl 1201.60040
Denisov, Denis E.; Wachtel, Vitali |
|
2010
|
First-passage times for random walks with nonidentically distributed increments. Zbl 1434.60126
Denisov, Denis; Sakhanenko, Alexander; Wachtel, Vitali |
|
2018
|
Exit times for integrated random walks. Zbl 1310.60049
Denisov, Denis; Wachtel, Vitali |
|
2015
|
Limit theorems for a random directed slab graph. Zbl 1241.05132
Denisov, D.; Foss, S.; Konstantopoulos, T. |
|
2012
|
On lower limits and equivalences for distribution tails of randomly stopped sums. Zbl 1157.60315
Denisov, Denis; Foss, Serguei; Korshunov, Dmitry |
|
2008
|
An exact asymptotics for the moment of crossing a curved boundary by an asymptotically stable random walk. Zbl 1375.60088
Wachtel, Vitali I.; Denisov, Denis E. |
|
2016
|
Local asymptotics of the cycle maximum of a heavy-tailed random walk. Zbl 1114.60038
Denisov, Denis; Shneer, Vsevolod |
|
2007
|
Alternative constructions of a harmonic function for a random walk in a cone. Zbl 1467.60030
Denisov, Denis; Wachtelï, Vitali |
|
2019
|
Asymptotics for the first passage times of Lévy processes and random walks. Zbl 1264.60031
Denisov, Denis; Shneer, Vsevolod |
|
2013
|
On the existence of a regularly varying majorant of an integrable monotone function. Zbl 1138.26004
Denisov, D. E. |
|
2006
|
Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case. Zbl 1290.60087
Wachtel, V. I.; Denisov, D. E.; Korshunov, D. A. |
|
2013
|
Local asymptotics for the area of random walk excursions. Zbl 1316.60063
Denisov, Denis; Kolb, Martin; Wachtel, Vitali |
|
2015
|
Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics. Zbl 1294.60096
Denisov, Denis; Korshunov, Dmitry; Wachtel, Vitali |
|
2013
|
Lower limits for distribution tails of randomly stopped sums. Zbl 1166.60026
Denisov, D. E.; Korshunov, D. A.; Foss, S. G. |
|
2008
|
On transience conditions for Markov chains. Zbl 1074.60505
Foss, S. G.; Denisov, D. Eh. |
|
2001
|
First-passage times over moving boundaries for asymptotically stable walks. Zbl 1442.60049
Denisov, D.; Sakhanenko, A.; Wachtel, V. |
|
2019
|
Sojourn time tails in the single server queue with heavy-tailed service times. Zbl 1238.60101
Boxma, Onno; Denisov, Denis |
|
2011
|
A note on the asymptotics for the maximum on a random time interval of a random walk. Zbl 1066.60092
Denisov, D. |
|
2005
|
Renewal theory for transient Markov chains with asymptotically zero drift. Zbl 1454.60136
Denisov, Denis; Korshunov, Dmitry; Wachtel, Vitali |
|
2020
|
Global and local asymptotics for the busy period of an M/G/1 queue. Zbl 1187.60073
Denisov, Denis; Shneer, Seva |
|
2010
|
On the distribution of the number of customers in the symmetric M/G/1 queue. Zbl 1104.60054
Denisov, Denis; Sapozhnikov, Artëm |
|
2006
|
Local probabilities for random walks with negative drift conditioned to stay nonnegative. Zbl 1307.60050
Denisov, Denis; Vatutin, Vladimir; Wachtel, Vitali |
|
2014
|
Limit theorems for multifractal products of geometric stationary processes. Zbl 1343.60030
Denisov, Denis; Leonenko, Nikolai |
|
2016
|
Universality of local times of killed and reflected random walks. Zbl 1336.60087
Denisov, Denis; Wachtel, Vitali |
|
2016
|
Crossing an asymptotically square-root boundary by the Brownian motion. Zbl 1495.60076
Denisov, Denis E.; Hinrichs, Günter; Sakhanenko, Alexander I.; Wachtel, Vitali I. |
|
2022
|
Ordered random walks with heavy tails. Zbl 1246.60069
Denisov, Denis E.; Wachtel, Vitali |
|
2012
|
Martingale approach to subexponential asymptotics for random walks. Zbl 1246.60078
Denisov, Denis E.; Wachtel, Vitali |
|
2012
|
Markov chains on \({{\mathbb{Z}}^+}\): analysis of stationary measure via harmonic functions approach. Zbl 1466.60142
Denisov, Denis; Korshunov, Dmitry; Wachtel, Vitali |
|
2019
|
First-passage times for random walks in the triangular array setting. Zbl 1496.60041
Denisov, Denis; Sakhanenko, Alexander; Wachtel, Vitali |
|
2021
|
Persistence of autoregressive sequences with logarithmic tails. Zbl 1515.60128
Denisov, Denis; Hinrichs, Günter; Kolb, Martin; Wachtel, Vitali |
|
2022
|
Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments. Zbl 1476.60081
Denisov, Denis; Perfilev, Elena; Wachtel, Vitali |
|
2021
|
Multifractal scenarios for products of geometric Lévy-based stationary models. Zbl 1342.60075
Denisov, D. E.; Leonenko, N. N. |
|
2016
|
Crossing an asymptotically square-root boundary by the Brownian motion. Zbl 1495.60076
Denisov, Denis E.; Hinrichs, Günter; Sakhanenko, Alexander I.; Wachtel, Vitali I. |
|
2022
|
Persistence of autoregressive sequences with logarithmic tails. Zbl 1515.60128
Denisov, Denis; Hinrichs, Günter; Kolb, Martin; Wachtel, Vitali |
|
2022
|
First-passage times for random walks in the triangular array setting. Zbl 1496.60041
Denisov, Denis; Sakhanenko, Alexander; Wachtel, Vitali |
|
2021
|
Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments. Zbl 1476.60081
Denisov, Denis; Perfilev, Elena; Wachtel, Vitali |
|
2021
|
Renewal theory for transient Markov chains with asymptotically zero drift. Zbl 1454.60136
Denisov, Denis; Korshunov, Dmitry; Wachtel, Vitali |
|
2020
|
Alternative constructions of a harmonic function for a random walk in a cone. Zbl 1467.60030
Denisov, Denis; Wachtelï, Vitali |
|
2019
|
First-passage times over moving boundaries for asymptotically stable walks. Zbl 1442.60049
Denisov, D.; Sakhanenko, A.; Wachtel, V. |
|
2019
|
Markov chains on \({{\mathbb{Z}}^+}\): analysis of stationary measure via harmonic functions approach. Zbl 1466.60142
Denisov, Denis; Korshunov, Dmitry; Wachtel, Vitali |
|
2019
|
First-passage times for random walks with nonidentically distributed increments. Zbl 1434.60126
Denisov, Denis; Sakhanenko, Alexander; Wachtel, Vitali |
|
2018
|
An exact asymptotics for the moment of crossing a curved boundary by an asymptotically stable random walk. Zbl 1375.60088
Wachtel, Vitali I.; Denisov, Denis E. |
|
2016
|
Limit theorems for multifractal products of geometric stationary processes. Zbl 1343.60030
Denisov, Denis; Leonenko, Nikolai |
|
2016
|
Universality of local times of killed and reflected random walks. Zbl 1336.60087
Denisov, Denis; Wachtel, Vitali |
|
2016
|
Multifractal scenarios for products of geometric Lévy-based stationary models. Zbl 1342.60075
Denisov, D. E.; Leonenko, N. N. |
|
2016
|
Random walks in cones. Zbl 1332.60066
Denisov, Denis; Wachtel, Vitali |
|
2015
|
Exit times for integrated random walks. Zbl 1310.60049
Denisov, Denis; Wachtel, Vitali |
|
2015
|
Local asymptotics for the area of random walk excursions. Zbl 1316.60063
Denisov, Denis; Kolb, Martin; Wachtel, Vitali |
|
2015
|
Local probabilities for random walks with negative drift conditioned to stay nonnegative. Zbl 1307.60050
Denisov, Denis; Vatutin, Vladimir; Wachtel, Vitali |
|
2014
|
Asymptotics for the first passage times of Lévy processes and random walks. Zbl 1264.60031
Denisov, Denis; Shneer, Vsevolod |
|
2013
|
Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case. Zbl 1290.60087
Wachtel, V. I.; Denisov, D. E.; Korshunov, D. A. |
|
2013
|
Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics. Zbl 1294.60096
Denisov, Denis; Korshunov, Dmitry; Wachtel, Vitali |
|
2013
|
Limit theorems for a random directed slab graph. Zbl 1241.05132
Denisov, D.; Foss, S.; Konstantopoulos, T. |
|
2012
|
Ordered random walks with heavy tails. Zbl 1246.60069
Denisov, Denis E.; Wachtel, Vitali |
|
2012
|
Martingale approach to subexponential asymptotics for random walks. Zbl 1246.60078
Denisov, Denis E.; Wachtel, Vitali |
|
2012
|
Sojourn time tails in the single server queue with heavy-tailed service times. Zbl 1238.60101
Boxma, Onno; Denisov, Denis |
|
2011
|
Asymptotics of randomly stopped sums in the presence of heavy tails. Zbl 1208.60041
Denisov, Denis; Foss, Serguei; Korshunov, Dmitry |
|
2010
|
Conditional limit theorems for ordered random walks. Zbl 1201.60040
Denisov, Denis E.; Wachtel, Vitali |
|
2010
|
Global and local asymptotics for the busy period of an M/G/1 queue. Zbl 1187.60073
Denisov, Denis; Shneer, Seva |
|
2010
|
Large deviations for random walks under subexponentiality: The big-jump domain. Zbl 1155.60019
Denisov, D.; Dieker, A. B.; Shneer, V. |
|
2008
|
On lower limits and equivalences for distribution tails of randomly stopped sums. Zbl 1157.60315
Denisov, Denis; Foss, Serguei; Korshunov, Dmitry |
|
2008
|
Lower limits for distribution tails of randomly stopped sums. Zbl 1166.60026
Denisov, D. E.; Korshunov, D. A.; Foss, S. G. |
|
2008
|
On a theorem of Breiman and a class of random difference equations. Zbl 1141.60041
Denisov, Denis; Zwart, Bert |
|
2007
|
Local asymptotics of the cycle maximum of a heavy-tailed random walk. Zbl 1114.60038
Denisov, Denis; Shneer, Vsevolod |
|
2007
|
On the existence of a regularly varying majorant of an integrable monotone function. Zbl 1138.26004
Denisov, D. E. |
|
2006
|
On the distribution of the number of customers in the symmetric M/G/1 queue. Zbl 1104.60054
Denisov, Denis; Sapozhnikov, Artëm |
|
2006
|
A note on the asymptotics for the maximum on a random time interval of a random walk. Zbl 1066.60092
Denisov, D. |
|
2005
|
Tail asymptotics for the supremum of a random walk when the mean is not finite. Zbl 1056.90028
Denisov, Denis; Foss, Serguei; Korshunov, Dima |
|
2004
|
On transience conditions for Markov chains. Zbl 1074.60505
Foss, S. G.; Denisov, D. Eh. |
|
2001
|
