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20062026
most citedLarge deviations for random walks under subexponentiality: the big-jump domain

124 citations · 249 across the 6 of their papers we have counts for

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math.PR2026

Broadcasting on Random Trees: Martingale Methods and Error Bounds

Tayfun Kardas, Vsevolod Shneer, Vitali Wachtel

The broadcasting problem on trees concerns the transmission of binary information along the edges of a tree. In the formulation studied here, each vertex carries one of two colours…

math.PR2014★ 16 cited

Stochastic Stability of Monotone Economies in Regenerative Environments

Sergey Foss, Vsevolod Shneer, Jonathan P. Thomas +1

We introduce and analyze a new class of monotone stochastic recursions in a regenerative environment which is essentially broader than that of Markov chains. We prove stability the…

math.PR2007★ 3 cited

Asymptotics for first-passage times of Lévy processes and random walks

Denis Denisov, Vsevolod Shneer

We study the exact asymptotics for the distribution of the first time a Lévy process crosses a negative level . We prove that $\mathbf P(τ_x>t)\sim V(x)\mathbf P(X_…

math.PR2007★ 124 cited

Large deviations for random walks under subexponentiality: the big-jump domain

D. Denisov, A. B. Dieker, V. Shneer

For a given one-dimensional random walk with a subexponential step-size distribution, we present a unifying theory to study the sequences for which $\mathsf{P}\…

math.PR2006★ 13 cited

A Random Multiple Access Protocol with Spatial Interactions

Charles Bordenave, Sergey Foss, Vsevolod Shneer

We analyse an ALOHA-type random multiple-access protocol where users have local interactions. We show that the fluid model of the system workload satisfies a certain differential e…