66 Publikationen
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2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2999514Harmonic measure in a multidimensional gambler’s problemPUB | DOI | WoS
Denisov, Denis, Harmonic measure in a multidimensional gambler’s problem. Annals of Applied Probability 34 (5). , 2024 -
2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2988206Precise Tail Behaviour of Some Dirichlet SeriesPUB | DOI | WoS
Iksanov, Alexander, Precise Tail Behaviour of Some Dirichlet Series. Journal of Theoretical Probability 37 (3). , 2024 -
2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2984081Green Function for an Asymptotically Stable Random Walk in a Half SpacePUB | DOI | WoS
Denisov, Denis, Green Function for an Asymptotically Stable Random Walk in a Half Space. Journal of Theoretical Probability 37 (2). , 2024 -
2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2991438Probabilistic approach to risk processes with level-dependent premium ratePUB | DOI | WoS
Denisov, Denis, Probabilistic approach to risk processes with level-dependent premium rate. Insurance: Mathematics and Economics 118 (). , 2024 -
2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2988958Random walks in cones revisitedPUB | DOI | WoS
Denisov, Denis, Random walks in cones revisited. Annales de l'Institut Henri Poincaré (B): Probability and Statistics 60 (1). , 2024 -
2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2978105Invariance principles for integrated random walks conditioned to stay positivePUB | DOI | WoS
Bär, Michael, Invariance principles for integrated random walks conditioned to stay positive. Annals of Applied Probability 33 (1). , 2023 -
2022 | Zeitschriftenaufsatz | PUB-ID: 2980568Crossing an asymptotically square-root boundary by the Brownian motionPUB | DOI
Denisov, Denis E., Crossing an asymptotically square-root boundary by the Brownian motion. Tr. Mat. Inst. Steklova 316 (Vetvyashchesya Protsessy i Smezhiye Voprosy). , 2022 -
2022 | Zeitschriftenaufsatz | PUB-ID: 2980566Martin boundary of random walks in convex conesPUB | DOI
Duraj, Jetlir, Martin boundary of random walks in convex cones. Ann. H. Lebesgue 5 (). , 2022 -
2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2968907Persistence of autoregressive sequences with logarithmic tailsPUB | DOI | WoS
Denisov, Denis, Persistence of autoregressive sequences with logarithmic tails. Electronic Journal of Probability 27 (). , 2022 -
2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2968208Local tail asymptotics for the joint distribution of length and of maximum of a random walk excursionPUB | DOI | WoS
Perfilev, E., Local tail asymptotics for the joint distribution of length and of maximum of a random walk excursion. Theory of Probability and its Applications 67 (2). , 2022 -
2021 | Zeitschriftenaufsatz | PUB-ID: 2980576Tail asymptotics for the area under the excursion of a random walk with heavy-tailed incrementsPUB | DOI
Denisov, Denis, Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments. J. Appl. Probab. 58 (1). , 2021 -
2021 | Sammelwerksbeitrag | PUB-ID: 2980570First-passage times for random walks in the triangular array settingPUB | DOI
Denisov, Denis, First-passage times for random walks in the triangular array setting. A lifetime of excursions through random walks and Levy processes---a volume in honour of Ron Doney's 80th birthday 78 (). , 2021 -
2021 | Zeitschriftenaufsatz | PUB-ID: 2980572On the asymptotics of the distribution of the exit time beyond a non-increasing boundary for a compound renewal processPUB
Sakhanenko, A. I., On the asymptotics of the distribution of the exit time beyond a non-increasing boundary for a compound renewal process. Sib. \`Elektron. Mat. Izv. 18 (1). , 2021 -
2020 | Zeitschriftenaufsatz | PUB-ID: 2980581Persistence of one-dimensional $\rm AR(1)$-sequencesPUB | DOI
Hinrichs, Günter, Persistence of one-dimensional $\rm AR(1)$-sequences. J. Theoret. Probab. 33 (1). , 2020 -
2020 | Zeitschriftenaufsatz | PUB-ID: 2980578Invariance principle for a Potts interface along a wallPUB | DOI
Ioffe, Dmitry, Invariance principle for a Potts interface along a wall. J. Stat. Phys. 180 (1-6). , 2020 -
2020 | Zeitschriftenaufsatz | PUB-ID: 2980580Invariance principles for random walks in conesPUB | DOI
Duraj, Jetlir, Invariance principles for random walks in cones. Stochastic Process. Appl. 130 (7). , 2020 -
2020 | Zeitschriftenaufsatz | PUB-ID: 2980577Renewal theory for transient Markov chains with asymptotically zero driftPUB | DOI
Denisov, Denis, Renewal theory for transient Markov chains with asymptotically zero drift. Trans. Amer. Math. Soc. 373 (10). , 2020 -
2019 | Zeitschriftenaufsatz | PUB-ID: 2980591Confinement of Brownian polymers under geometric area tiltsPUB | DOI
Caputo, Pietro, Confinement of Brownian polymers under geometric area tilts. Electron. J. Probab. 24 (). , 2019 -
2019 | Zeitschriftenaufsatz | PUB-ID: 2980590Alternative constructions of a harmonic function for a random walk in a conePUB | DOI
Denisov, Denis, Alternative constructions of a harmonic function for a random walk in a cone. Electron. J. Probab. 24 (). , 2019 -
2019 | Sammelwerksbeitrag | PUB-ID: 2980584Tightness and line ensembles for Brownian polymers under geometric area tiltsPUB | DOI
Caputo, Pietro, Tightness and line ensembles for Brownian polymers under geometric area tilts. Statistical mechanics of classical and disordered systems 293 (). , 2019 -
2019 | Zeitschriftenaufsatz | PUB-ID: 2980586Markov chains on $\Bbb Z^+$: analysis of stationary measure via harmonic functions approachPUB | DOI
Denisov, Denis, Markov chains on $\Bbb Z^+$: analysis of stationary measure via harmonic functions approach. Queueing Syst. 91 (3-4). , 2019 -
2018 | Zeitschriftenaufsatz | PUB-ID: 2980598Dyson Ferrari-Spohn diffusions and ordered walks under area tiltsPUB | DOI
Ioffe, Dmitry, Dyson Ferrari-Spohn diffusions and ordered walks under area tilts. Probab. Theory Related Fields 170 (1-2). , 2018 -
2018 | Zeitschriftenaufsatz | PUB-ID: 2980597Local asymptotics for the area under the random walk excursionPUB | DOI
Perfilev, Elena, Local asymptotics for the area under the random walk excursion. Adv. in Appl. Probab. 50 (2). , 2018 -
2018 | Zeitschriftenaufsatz | PUB-ID: 2980593First-passage time asymptotics over moving boundaries for random walk bridgesPUB | DOI
Sloothaak, Fiona, First-passage time asymptotics over moving boundaries for random walk bridges. J. Appl. Probab. 55 (2). , 2018 -
2018 | Zeitschriftenaufsatz | PUB-ID: 2980592First-passage times for random walks with nonidentically distributed incrementsPUB | DOI
Denisov, Denis, First-passage times for random walks with nonidentically distributed increments. Ann. Probab. 46 (6). , 2018 -
2018 | Zeitschriftenaufsatz | PUB-ID: 2980588Multi-type subcritical branching processes in a random environmentPUB | DOI
Vatutin, Vladimir, Multi-type subcritical branching processes in a random environment. Adv. in Appl. Probab. 50 (A). , 2018 -
2018 | Zeitschriftenaufsatz | PUB-ID: 2980587First-passage times over moving boundaries for asymptotically stable walksPUB | DOI
Denisov, Denis, First-passage times over moving boundaries for asymptotically stable walks. Teor. Veroyatn. Primen. 63 (4). , 2018 -
2017 | Zeitschriftenaufsatz | PUB-ID: 2980599The variance of the discrepancy distribution of rounding procedures, and sums of uniform random variablesPUB | DOI
Heinrich, Lothar, The variance of the discrepancy distribution of rounding procedures, and sums of uniform random variables. Metrika 80 (3). , 2017 -
2016 | Zeitschriftenaufsatz | PUB-ID: 2980603Universality of local times of killed and reflected random walksPUB | DOI
Denisov, Denis, Universality of local times of killed and reflected random walks. Electron. Commun. Probab. 21 (). , 2016 -
2016 | Zeitschriftenaufsatz | PUB-ID: 2980601An exact asymptotics for the moment of crossing a curved boundary by an asymptotically stable random walkPUB | DOI
Wachtel, Vitali, An exact asymptotics for the moment of crossing a curved boundary by an asymptotically stable random walk. Theory Probab. Appl. 60 (3). , 2016 -
2016 | Monographie | PUB-ID: 2980600Regularity and irregularity of superprocesses with $(1+\beta )$-stable branching mechanismPUB | DOI
Mytnik, Leonid, Regularity and irregularity of superprocesses with $(1+\beta )$-stable branching mechanism. (). , 2016 -
2015 | Zeitschriftenaufsatz | PUB-ID: 2980608Exit times for integrated random walksPUB | DOI
Denisov, Denis, Exit times for integrated random walks. Ann. Inst. Henri Poincar\'{e} Probab. Stat. 51 (1). , 2015 -
2015 | Zeitschriftenaufsatz | PUB-ID: 2980607Random walks in conesPUB | DOI
Denisov, Denis, Random walks in cones. Ann. Probab. 43 (3). , 2015 -
2015 | Zeitschriftenaufsatz | PUB-ID: 2980606Local asymptotics for the area of random walk excursionsPUB | DOI
Denisov, Denis, Local asymptotics for the area of random walk excursions. J. Lond. Math. Soc. (2) 91 (2). , 2015 -
2015 | Zeitschriftenaufsatz | PUB-ID: 2980604Multifractal analysis of superprocesses with stable branching in dimension onePUB | DOI
Mytnik, Leonid, Multifractal analysis of superprocesses with stable branching in dimension one. Ann. Probab. 43 (5). , 2015 -
2014 | Zeitschriftenaufsatz | PUB-ID: 2980609Local probabilities for random walks with negative drift conditioned to stay nonnegativePUB | DOI
Denisov, Denis, Local probabilities for random walks with negative drift conditioned to stay nonnegative. Electron. J. Probab. 19 (). , 2014 -
2013 | Zeitschriftenaufsatz | PUB-ID: 2980613Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptoticsPUB | DOI
Denisov, Denis, Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics. Stochastic Process. Appl. 123 (8). , 2013 -
2013 | Zeitschriftenaufsatz | PUB-ID: 2980612Upper bounds for the maximum of a random walk with negative driftPUB | DOI
Kugler, Johannes, Upper bounds for the maximum of a random walk with negative drift. J. Appl. Probab. 50 (4). , 2013 -
2013 | Zeitschriftenaufsatz | PUB-ID: 2980610On the asymptotics of the tail of distribution of a supercritical Galton-Watson process in the case of heavy tailsPUB
Wachtel, Vitali, On the asymptotics of the tail of distribution of a supercritical Galton-Watson process in the case of heavy tails. Tr. Mat. Inst. Steklova 282 (Vetvyashchiesya Protsessy, Slucha\u{\i}nye Bluzhdaniya, i Smezhnye Voprosy). , 2013 -
2012 | Zeitschriftenaufsatz | PUB-ID: 2980620Martingale approach to subexponential asymptotics for random walksPUB | DOI
Denisov, Denis, Martingale approach to subexponential asymptotics for random walks. Electron. Commun. Probab. 17 (). , 2012 -
2012 | Zeitschriftenaufsatz | PUB-ID: 2980619Ordered random walks with heavy tailsPUB | DOI
Denisov, Denis, Ordered random walks with heavy tails. Electron. J. Probab. 17 (). , 2012 -
2012 | Zeitschriftenaufsatz | PUB-ID: 2980618Local limit theorem for the maximum of asymptotically stable random walksPUB | DOI
Wachtel, Vitali, Local limit theorem for the maximum of asymptotically stable random walks. Probab. Theory Related Fields 152 (3-4). , 2012 -
2012 | Sammelwerksbeitrag | PUB-ID: 2980616Properties of states of super-$\alpha$-stable motion with branching of index $1+\beta$PUB | DOI
Fleischmann, Klaus, Properties of states of super-$\alpha$-stable motion with branching of index $1+\beta$. Probability in complex physical systems 11 (). , 2012 -
2011 | Zeitschriftenaufsatz | PUB-ID: 2980621H\"older index at a given point for density states of super-$\alpha$-stable motion of index $1+\beta$PUB | DOI
Fleischmann, Klaus, H\"older index at a given point for density states of super-$\alpha$-stable motion of index $1+\beta$. J. Theoret. Probab. 24 (1). , 2011 -
2010 | Zeitschriftenaufsatz | PUB-ID: 2980627Conditional limit theorems for ordered random walksPUB | DOI
Denisov, Denis, Conditional limit theorems for ordered random walks. Electron. J. Probab. 15 (). , 2010 -
2010 | Zeitschriftenaufsatz | PUB-ID: 2980626Optimal local H\"older index for density states of superprocesses with $(1+\beta)$-branching mechanismPUB | DOI
Fleischmann, Klaus, Optimal local H\"older index for density states of superprocesses with $(1+\beta)$-branching mechanism. Ann. Probab. 38 (3). , 2010 -
2010 | Zeitschriftenaufsatz | PUB-ID: 2980625Trap models with vanishing drift: scaling limits and ageing regimesPUB
Gantert, Nina, Trap models with vanishing drift: scaling limits and ageing regimes. ALEA Lat. Am. J. Probab. Math. Stat. 7 (). , 2010 -
2010 | Zeitschriftenaufsatz | PUB-ID: 2980623A general approach to the analysis of the maximum of a random walk in heavy trafficPUB | DOI
Wachtel, Vitali, A general approach to the analysis of the maximum of a random walk in heavy traffic. Teor. Veroyatn. Primen. 55 (2). , 2010 -
2009 | Zeitschriftenaufsatz | PUB-ID: 2980630Local probabilities for random walks conditioned to stay positivePUB | DOI
Vatutin, Vladimir A., Local probabilities for random walks conditioned to stay positive. Probab. Theory Related Fields 143 (1-2). , 2009 -
2009 | Zeitschriftenaufsatz | PUB-ID: 2980629On the left tail asymptotics for the limit law of supercritical Galton-Watson processes in the B\"ottcher casePUB | DOI
Fleischmann, Klaus, On the left tail asymptotics for the limit law of supercritical Galton-Watson processes in the B\"ottcher case. Ann. Inst. Henri Poincar\'{e} Probab. Stat. 45 (1). , 2009 -
2009 | Zeitschriftenaufsatz | PUB-ID: 2980628Transition phenomena for ladder epochs of random walks with small negative driftPUB | DOI
Wachtel, Vitali, Transition phenomena for ladder epochs of random walks with small negative drift. Adv. in Appl. Probab. 41 (4). , 2009 -
2009 | Zeitschriftenaufsatz | PUB-ID: 2980624Sudden extinction of a critical branching process in a random environmentPUB | DOI
Vatutin, Vladimir, Sudden extinction of a critical branching process in a random environment. Teor. Veroyatn. Primen. 54 (3). , 2009 -
2008 | Zeitschriftenaufsatz | PUB-ID: 2980635Large deviations for sums indexed by the generations of a Galton-Watson processPUB | DOI
Fleischmann, Klaus, Large deviations for sums indexed by the generations of a Galton-Watson process. Probab. Theory Related Fields 141 (3-4). , 2008 -
2008 | Zeitschriftenaufsatz | PUB-ID: 2980634Moderate deviations for a random walk in random sceneryPUB | DOI
Fleischmann, Klaus, Moderate deviations for a random walk in random scenery. Stochastic Process. Appl. 118 (10). , 2008 -
2008 | Zeitschriftenaufsatz | PUB-ID: 2980633On sums of independent random variables without power momentsPUB | DOI
Nagaev, Sergei, On sums of independent random variables without power moments. Sibirsk. Mat. Zh. 49 (6). , 2008 -
2007 | Zeitschriftenaufsatz | PUB-ID: 2980637Lower deviation probabilities for supercritical Galton-Watson processesPUB | DOI
Fleischmann, Klaus, Lower deviation probabilities for supercritical Galton-Watson processes. Ann. Inst. H. Poincar\'{e} Probab. Statist. 43 (2). , 2007 -
2007 | Zeitschriftenaufsatz | PUB-ID: 2980636The critical Galton-Watson process without further power momentsPUB | DOI
Nagaev, Sergei, The critical Galton-Watson process without further power moments. J. Appl. Probab. 44 (3). , 2007 -
2007 | Zeitschriftenaufsatz | PUB-ID: 2980632Limit theorems for the probabilities of large deviations of a critical Galton-Watson process with exponential tailsPUB | DOI
Wachtel, Vitali, Limit theorems for the probabilities of large deviations of a critical Galton-Watson process with exponential tails. Teor. Veroyatn. Primen. 52 (4). , 2007 -
2007 | Zeitschriftenaufsatz | PUB-ID: 2980631Critical Galton-Watson branching processes: the maximum of the total number of particles within a large windowPUB | DOI
Vatutin, Vladimir, Critical Galton-Watson branching processes: the maximum of the total number of particles within a large window. Teor. Veroyatn. Primen. 52 (3). , 2007 -
2006 | Zeitschriftenaufsatz | PUB-ID: 2980640Large scale localization of a spatial version of Neveu's branching processPUB | DOI
Fleischmann, Klaus, Large scale localization of a spatial version of Neveu's branching process. Stochastic Process. Appl. 116 (7). , 2006 -
2006 | Zeitschriftenaufsatz | PUB-ID: 2980639Hydrodynamic limit fluctuations of super-Brownian motion with a stable catalystPUB | DOI
Fleischmann, Klaus, Hydrodynamic limit fluctuations of super-Brownian motion with a stable catalyst. Electron. J. Probab. 11 (). , 2006 -
2006 | Zeitschriftenaufsatz | PUB-ID: 2980638On sums of independent random variables without power momentsPUB
Nagaev, Sergei, On sums of independent random variables without power moments. Dokl. Akad. Nauk 410 (3). , 2006 -
2005 | Zeitschriftenaufsatz | PUB-ID: 2980642Probability inequalities for a critical Galton-Watson processPUB | DOI
Nagaev, Sergei, Probability inequalities for a critical Galton-Watson process. Teor. Veroyatn. Primen. 50 (2). , 2005 -
2005 | Zeitschriftenaufsatz | PUB-ID: 2980641On a local limit theorem for a critical Galton-Watson processPUB | DOI
Nagaev, Sergei, On a local limit theorem for a critical Galton-Watson process. Teor. Veroyatn. Primen. 50 (3). , 2005 -
2003 | Zeitschriftenaufsatz | PUB-ID: 2980643Limit theorems for probabilities of large deviations of a Galton-Watson processPUB | DOI
Nagaev, Sergei, Limit theorems for probabilities of large deviations of a Galton-Watson process. Diskret. Mat. 15 (1). , 2003 -
1999 | Zeitschriftenaufsatz | PUB-ID: 2980644A probabilistic continuous-discrete model of the dynamics of the size of an isolated populationPUB
Nagaev, Sergei, A probabilistic continuous-discrete model of the dynamics of the size of an isolated population. Sib. Zh. Ind. Mat. 2 (2). , 1999