Denis Denisov

Lecturer in Probability

Group: Probability and Stochastic Analysis

  • Alan Turing/1.129
  • School of Mathematics,
  • University of Manchester
  • Oxford Road, Manchester M13 9PL, UK
  • denis.denisov[at]manchester.ac.uk
  • Tel: +44 (0) 161 30 63678
  • Fax: +44 (0) 161 275 5819

Page contents:

Research interests

Probability Theory, Random Walks, Markov Chains.

Teaching

Publications

Google Scholar profile
[1]

D. Denisov and N. Leonenko. “Multifractal scenarios for products of geometric Levy-based stationary models”. In: Submitted (2016).

[2]

D. Denisov and Wachtel V. “Exact asymptotics for the instant of crossing a curve boundary by an asymptotically stable random walk”. In: Probab. Theory Appl. (2016). arXiv: 1403.5918.

[3]

D. Denisov and Wachtel V. “Universality of local times of killed and reflected random walks”. In: Elec. Comm. Probab. (In press) (2016). arXiv: 1412.6184.

[4]

D. Denisov, M. Kolb, and V. Wachtel. “Local asymptotics for the area of random walk excursions”. In: Journal of the London Mathematical Society 91.2 (2015), pp. 495–513. doi: 10.1112/jlms/jdu078.

[5]

D. Denisov and Leonenko N. “Limit Theorems for Multifractal Products of Geometric Stationary Processes”. In: Bernoulli(In press) (2015). arXiv: 1110.2428.

[6]

D. Denisov and V. Wachtel. “Exit times for integrated random walks”. In: Ann. Inst. H. Poincar Probab. Statist. 51.1 (Feb. 2015), pp. 167–193. doi: 10.1214/13-AIHP577. arXiv: 1207.2270.

[7]

D. Denisov and V. Wachtel. “Random walks in cones”. In: Ann. Probab. 43.3 (May 2015), pp. 992–1044. doi: 10.1214/13-AOP867. arXiv: 1110.1254.

[8]

D. Denisov and J. Kugler. “Heavy traffic and heavy tails for subexponential distributions”. In: Submitted (2014). arXiv: 1403.7325.

[9]

D. Denisov, V. Vatutin, and V. Wachtel. “Local probabilities for random walks with negative drift conditioned to stay nonnegative”. In: Electron. J. Probab. 19 (2014), pp. 1–17. doi: 10.1214/EJP.v19-3426.

[10]

D. Denisov, D. Korshunov, and V. Wachtel. “Harmonic functions and stationary distributions for asymptotically homogeneous transition kernels on Z+”. In: Submitted (2013). arXiv: 1312.2201.

[11]

D. Denisov, D. Korshunov, and V. Wachtel. “Potential analysis for positive recurrent Markov chains with asymptotically zero drift: Power-type asymptotics”. In: Stochastic Processes and their Applications 123.8 (2013), pp. 3027 –3051. doi: 10.1016/j.spa.2013.04.011. arXiv: 1208.3066.

[12]

D. Denisov, D. Korshunov, and V. Wachtel. “Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case”. In: Proceedings of the Steklov Institute of Mathematics 282.1 (2013), pp. 273–297. doi: 10.1134/S0081543813060205. arXiv: 1303.2306.

[13]

D. Denisov and V. Shneer. “Asymptotics for the first passage times of Lvy processes and random walks”. In: J. Appl. Probab. 50.1 (Mar. 2013), pp. 64–84. doi: 10.1239/jap/1363784425. arXiv: 0712.0728.

[14]

D. Denisov, S. Foss, and T. Konstantopoulos. “Limit theorems for a random directed slab graph”. In: Ann. Appl. Probab. 22.2 (Apr. 2012), pp. 702–733. doi: 10.1214/11-AAP783. arXiv: 1005.4806.

[15]

D. Denisov and V. Wachtel. “Martingale approach to subexponential asymptotics for random walks”. In: Electron. Commun. Probab. 17 (2012), pp. 1–9. doi: 10.1214/ECP.v17-1757. arXiv: 1111.6810.

[16]

D. Denisov and V. Wachtel. “Ordered random walks with heavy tails”. In: Electron. J. Probab. 17 (2012), pp. 1–21. doi: 10.1214/EJP.v17-1719. arXiv: 1103.4529.

[17]

O. Boxma and D. Denisov. “Sojourn time tails in the single server queue with heavy-tailed service times”. In: Queueing Systems 69.2 (2011), pp. 101–119. doi: 10.1007/s11134-011-9229-y.

[18]

D. Denisov, S. Foss, and Korshunov D. “Asymptotics of randomly stopped sums in the presence of heavy tails”. In: Bernoulli 16.4 (2010), pp. 971–994. doi: 10.3150/10-BEJ251. arXiv: 0808.3697.

[19]

D. Denisov and S. Shneer. “Global and local asymptotics for the busy period of an M/G/1 queue”. In: Queueing Systems 64.4 (2010), pp. 383–393. doi: 10.1007/s11134-010-9167-0.

[20]

D. Denisov and V. Wachtel. “Conditional Limit Theorems for Ordered Random Walks”. In: Electron. J. Probab. 15 (2010), Article 11: 292–322. doi: 10.1214/EJP.v15-752. arXiv: 0907.2854.

[21]

D. Denisov, T. Dieker, and Shneer V. “Large deviations for random walks under subexponentiality: the big-jump domain”. In: Ann. Probab. 36.5 (2008), pp. 1946–1991. doi: 10.1214/07-AOP382. arXiv: math/0703265.

[22]

D. Denisov, S. Foss, and Korshunov D. “Lower limits for distributions of randomly stopped sums”. In: Probab. Theory Appl. 52.4 (2008), pp. 1031–1046. doi: 10.1137/S0040585X97983328. arXiv: 0711.4491.

[23]

D. Denisov, S. Foss, and Korshunov D. “On lower limits and equivalences for distribution tails of randomly stopped sums”. In: Bernoulli 14.2 (2008), pp. 391–404. doi: 10.3150/07-BEJ111. arXiv: math/0701920.

[24]

D. Denisov and V. Shneer. “Local asymptotics of the cycle maximum of a heavy-tailed random walk”. In: Adv. in Appl. Probab. 39.1 (Mar. 2007), pp. 221–244. doi: 10.1239/aap/1175266476.

[25]

D. Denisov and B. Zwart. “On a theorem of Breiman and a class of random difference equations”. In: J. Appl. Probab. 44.4 (Dec. 2007), pp. 1031–1046. doi: 10.1239/jap/1197908822.

[26]

D. Denisov and A. Sapozhnikov. “On the distribution of the number of customers in the symmetric M/G/1 queue”. In: Queueing Systems 54.4 (2006), pp. 237–241. doi: 10.1007/s11134-006-0298-2.

[27]

D.E. Denisov. “On the Existence of a Regularly Varying Majorant of an Integrable Monotone Function”. English. In: Mathematical Notes 79.1-2 (2006), pp. 129–133. doi: 10.1007/s11006-006-0013-y.

[28]

D. Denisov. “A note on the asymptotics for the maximum on a random time interval of a random walk”. In: Markov Processes and related fields 11 (2005), pp. 165–169.

[29]

D. Denisov, S. Foss, and D. Korshunov. “Tail Asymptotics for the Supremum of a Random Walk when the Mean Is not Finite”. In: Queueing Systems 46.1-2 (2004), pp. 15–33. doi: 10.1023/B:QUES.0000021140.87161.9c. arXiv: 1303.4715.

[30]

D. Denisov and S. Foss. “On Transience Conditions for Markov Chains and Random Walks”. In: Siberian Mathematical Journal 44.1 (2003), pp. 44–57. doi: 10.1023/A:1022008203109.

[31]

S. Foss and D. Denisov. “On Transience Conditions for Markov Chains”. In: Siberian Mathematical Journal 42.2 (2001), pp. 364–371. doi: 10.1023/A:1004801516561.

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