D. Denisov

activity

20242026

collaborators

6 papers

math.PR2026

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…

math.PR2026

Harmonic polynomials and other exactly computable characteristics for $2$ -dimensional random walks in cones

Denis Denisov, Nikita Elizarov, Vitali Wachtel

In this note we consider $2$ -dimensional lattice random walks killed at leaving a wedge with opening $I^\pm \in (0, I ¨ ]$ . Assuming that the walk cannot jump over the boundary of the wedg…

math.PR2025

A model of discrete interacting updates

Denis Denisov, Seva Shneer, Vitali Wachtel

We consider $N$ counters taking integer values which are subject to the following dynamics. At every time, a pair of distinct counters is chosen uniformly at random and their state…

math.PR2025

Random walks with square-root boundaries: the case of exact boundaries $g (t) = c t + b - a$

Denis Denisov, Alexander Sakhanenko, Sara Terveer +1

Let $S (n)$ be a real valued random walk with i.i.d. increments which have zero mean and finite variance. We are interested in the asymptotic properties of the stopping time $T(g):=…

math.PR2024

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 $S_{n}$ having i.i.d. increments with zero mean and finite variance. We continue our study of asymptotic expansions for local probabilities…

math.PR2024

Berry-Esseen inequality for random walks conditioned to stay positive