28 citations · 90 across the 16 of their papers we have counts for
16 papers
Markov chains with heavy-tailed increments and asymptotically zero drift
Nicholas Georgiou, Mikhail V. Menshikov, Dimitri Petritis +1
We study the recurrence/transience phase transition for Markov chains on , , and whose increments have heavy tails with exponent in …
Heavy-tailed random walks on complexes of half-lines
Mikhail V. Menshikov, Dimitri Petritis, Andrew R. Wade
We study a random walk on a complex of finitely many half-lines joined at a common origin; jumps are heavy-tailed and of two types, either one-sided (towards the origin) or two-sid…
Dynamical systems with heavy-tailed random parameters
Vladimir Belitsky, Mikhail Menshikov, Dimitri Petritis +1
Motivated by the study of the time evolution of random dynamical systems arising in a vast variety of domains --- ranging from physics to ecology ---, we establish conditions for t…
Type transition of simple random walks on randomly directed regular lattices
Massimo Campanino, Dimitri Petritis
Simple random walks on a partially directed version of are considered. More precisely, vertical edges between neighbouring vertices of can be traverse…
Explosion, implosion, and moments of passage times for continuous-time Markov chains: a semimartingale approach
Mikhail Menshikov, Dimitri Petritis
We establish general theorems quantifying the notion of recurrence --- through an estimation of the moments of passage times --- for irreducible continuous-time Markov chains on co…
Polling systems with parameter regeneration, the general case
Iain MacPhee, Mikhail Menshikov, Dimitri Petritis +1
We consider a polling model with multiple stations, each with Poisson arrivals and a queue of infinite capacity. The service regime is exhaustive and there is Jacksonian feedback o…