165 citations · 332 across the 36 of their papers we have counts for
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Asymptotic expansions for normal deviations of random walks conditioned to stay positive
Denis Denisov, Alexander Tarasov, Vitali Wachtel
We consider a one-dimensional random walk having i.i.d. increments with zero mean and finite variance. We continue our study of asymptotic expansions for local probabilities…
Berry-Esseen inequality for random walks conditioned to stay positive
Denis Denisov, Alexander Tarasov, Vitali Wachtel
We consider random walks conditioned to stay positive. When the mean of increments is zero and variance is finite it is known that they converge to the Rayleigh distribution. In th…
Ordered random walks and the Airy line ensemble
Denis Denisov, Will FitzGerald, Vitali Wachtel
The Airy line ensemble is a random collection of continuous ordered paths that plays an important role within random matrix theory and the Kardar-Parisi-Zhang universality class. T…
Stable random walks in cones
Wojciech Cygan, Denis Denisov, Zbigniew Palmowski +1
In this paper we consider a multidimensional random walk killed on leaving a right circular cone with a distribution of increments belonging to the normal domain of attraction of a…
Expansions for random walks conditioned to stay positive
Denis Denisov, Alexander Tarasov, Vitali Wachtel
We consider a one-dimensional random walk with i.i.d. increments with zero mean and finite variance. We study the asymptotic expansion for the tail distribution $\mathbf P(τ_…