28 citations · 70 across the 22 of their papers we have counts for
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math.PR2016★ 6 cited
At the Edge of Criticality: Markov Chains with Asymptotically Zero Drift
Denis Denisov, Dmitry Korshunov, Vitali Wachtel
The main goal of this text is comprehensive study of time homogeneous Markov chains on the real line whose drift tends to zero at infinity, we call such processes Markov chains wit…
math.PR2016
On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes
Dmitry Korshunov
We study subexponential tail asymptotics for the distribution of the maximum of a process with negative drift for the entire range of . We con…
math.PR2016
A look at perpetuities via asymptotically homogeneous in space Markov chains
Dmitry Korshunov
It is shown how a natural representation of perpetuities as asymptotically homogeneous in space Markov chains allows to prove various asymptotic tail results for stable perpetuitie…