Denis Denisov

Lecturer in Probability

Group: Probability and Statistics

  • 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

  1. D.Denisov and V. Wachtel (2014)
    Exact asymptotics for the instant of crossing a curved boundary by an asymptotically stable random walk
    Submitted .
  2. D Denisov, M Kolb, V Wachtel (2013)
    Local Asymptotics for the Area of Random Walk Excursions
    Submitted .
  3. D Denisov, D Korshunov, V Wachtel (2013)
    Harmonic functions and stationary distributions for asymptotically homogeneous transition kernels on Z+
    Submitted .
  4. D.Denisov and V. Wachtel (2012)
    Random Walks in Cones
    Ann. Probab., to appear.
  5. D Denisov, V Wachtel (2012)
    Exit times for integrated random walks
    Ann. Inst. H. Poincare Probab. Statist., to appear.
  6. D Denisov, D Korshunov, V Wachtel (2013)
    Asymptotics for the Number of Descendants in the Supercritical Galton-Watson Process: Heavy-Tailed Case
    Proceedings of the Steklov Institute of Mathematics, Vol. 282 (1), 273-297.
  7. D Denisov, D Korshunov, V Wachtel (2013)
    Potential analysis for positive recurrent Markov chains with asymptotically zero drift: Power-type asymptotics
    Stoch. Proc. Appl., Vol. 123(8), 3027–3051.
  8. D Denisov, N Leonenko (2012)
    Limit Theorems for Multifractal Products of Geometric Stationary Processes
    Submitted.
  9. D Denisov, V Shneer (2013)
    Asymptotics for first-passage times of Levy processes and random walks
    J. Appl. Probab. Vol. 50 (1), 64-84.
  10. D Denisov, S Foss, T Konstantopoulos (2012)
    Limit theorems for a random directed slab graph
    Ann. Appl. Probab.. 22 (2), 702-733.
  11. D Denisov, V Wachtel (2012)
    Martingale approach to subexponential asymptotics for random walks
    Electron. Comm. Probab. Vol. 17, Article 6.
  12. D Denisov, V Wachtel (2012)
    Ordered random walks with heavy tails
    Electron. J. Probab. Vol. 17, Article 4.
  13. O Boxma, D Denisov (2011)
    Sojourn time tails in the single server queue with heavy-tailed service times
    Queueing Systems. 69 (2), 101-119.
  14. D Denisov, V Wachtel (2010)
    Conditional limit theorems for ordered random walks
    Electron. J. Probab. 15, 292-322.
  15. D Denisov, S Shneer (2010)
    Global and local asymptotics for the busy period of an M/G/1 queue
    Queueing Systems. 64 (4), 383-393.
  16. D Denisov, S Foss, D Korshunov (2010)
    Asymptotics of randomly stopped sums in the presence of heavy tails
    Bernoulli. 16 (4), 971-994.
  17. D Denisov, S Foss, D Korshunov (2008)
    Lower limits for distribution tails of randomly stopped sums
    Theory of Probability and Its Applications . 52 (4), 690-699.
  18. D Denisov, S Foss, D Korshunov (2008)
    On lower limits and equivalences for distribution tails of randomly stopped sums
    Bernoulli . 14 (2), 391-404.
  19. D.Denisov, AB Dieker and V.Shneer (2008)
    Large deviations for random walks under subexponentiality: The big-jump domain
    Ann. Probab.. Volume 36, Number 5, 1946-1991.
  20. D Denisov, V Shneer (2007)
    Local asymptotics of the cycle maximum of a heavy-tailed random walk
    Adv. Appl. Probab. 39 (1), 221-244.
  21. D Denisov, B Zwart (2007)
    On a theorem of Breiman and a class of random difference equations
    J. Appl. Probab. 44 (4), 1031-1046.
  22. D Denisov, A Sapozhnikov (2006)
    On the distribution of the number of customers in the symmetric M/G/1 queue
    Queueing Systems 54 (4), 237-241.
  23. D Denisov (2006)
    On the existence of a regularly varying majorant of an integrable monotone function
    Math. Notes 79 (1), 129-133.
  24. D Denisov (2005)
    A note on the asymptotics for the maximum on a random time interval of a random walk
    Markov. Proc. Related Fields 11 (1), 165-169.
  25. D Denisov, S Foss, D Korshunov (2004)
    Tail asymptotics for the supremum of a random walk when the mean is not finite
    Queueing Systems 46 (1), 15-33.
  26. DE Denisov, SG Foss (2003)
    On Transience Conditions for Markov Chains and Random Walks
    Sib. Math. J. 44 (1), 44-57.
  27. SG Foss, DE Denisov (2001)
    On transience conditions for Markov chains
    Sib. Math. J. 42 (2), 364-371.

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