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Denis Denisov
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2020 – today
- 2023
- [j10]Neil Walton, Denis Denisov:
Regret Analysis of a Markov Policy Gradient Algorithm for Multiarm Bandits. Math. Oper. Res. 48(3): 1553-1588 (2023) - 2021
- [j9]Denis Denisov, Elena Perfilev, Vitali Wachtel:
Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments. J. Appl. Probab. 58(1): 217-237 (2021) - [j8]Denis Denisov:
Maximum on a random time interval of a random walk with infinite mean. Queueing Syst. Theory Appl. 98(3-4): 211-223 (2021) - 2020
- [i1]Denis Denisov, Neil Walton:
Regret Analysis of a Markov Policy Gradient Algorithm for Multi-arm Bandits. CoRR abs/2007.10229 (2020)
2010 – 2019
- 2019
- [j7]Denis Denisov, Dmitry Korshunov, Vitali Wachtel:
Markov chains on ℤ+ : analysis of stationary measure via harmonic functions approach. Queueing Syst. Theory Appl. 91(3-4): 265-295 (2019) - 2015
- [j6]Denis Denisov, Martin Kolb, Vitali Wachtel:
Local asymptotics for the area of random walk excursions. J. Lond. Math. Soc. 91(2): 495-513 (2015) - 2013
- [j5]Denis Denisov, Vsevolod Shneer:
Asymptotics for the First Passage Times of Lévy Processes and Random Walks. J. Appl. Probab. 50(1): 64-84 (2013) - 2011
- [j4]Onno J. Boxma, Denis Denisov:
Sojourn time tails in the single server queue with heavy-tailed service times. Queueing Syst. Theory Appl. 69(2): 101-119 (2011) - 2010
- [j3]Denis Denisov, Seva Shneer:
Global and local asymptotics for the busy period of an M/G/1 queue. Queueing Syst. Theory Appl. 64(4): 383-393 (2010)
2000 – 2009
- 2006
- [j2]Denis Denisov, Artëm Sapozhnikov:
On the distribution of the number of customers in the symmetric M/G/1 queue. Queueing Syst. Theory Appl. 54(4): 237-241 (2006) - 2004
- [j1]Denis Denisov, Serguei Foss, Dima Korshunov:
Tail Asymptotics for the Supremum of a Random Walk when the Mean Is not Finite. Queueing Syst. Theory Appl. 46(1-2): 15-33 (2004)
Coauthor Index
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