2 citations · 3 across the 4 of their papers we have counts for
4 papers
Tail asymptotics for the supremum of a random walk when the mean is not finite
D. Denisov, S. Foss, D. Korshunov
We consider the sums of independent identically distributed random variables. We do not assume that the 's have a finite mean. Under subexponential type con…
Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case
Denis Denisov, Dmitry Korshunov, Vitali Wachtel
As well known, for a supercritical Galton-Watson process whose offspring distribution has mean , the ratio has a.s. limit, say . We study tail behaviou…
Tail behaviour of stationary distribution for Markov chains with asymptotically zero drift
Denis Denisov, Dmitry Korshunov, Vitali Wachtel
We consider a Markov chain on with asymptotically zero drift and finite second moments of jumps which is positive recurrent. A power-like asymptotic behaviour of the invarian…
Exit times for integrated random walks
Denis Denisov, Vitali Wachtel
We consider a centered random walk with finite variance and investigate the asymptotic behaviour of the probability that the area under this walk remains positive up to a large tim…