Denis Denisov

According to our database, Denis Denisov authored at least 11 papers between 2004 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Regret Analysis of a Markov Policy Gradient Algorithm for Multiarm Bandits.

Neil Walton, Denis Denisov

Math. Oper. Res., August, 2023

2021

Maximum on a random time interval of a random walk with infinite mean.

Denis Denisov

Queueing Syst. Theory Appl., 2021

Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments.

Denis Denisov, Elena Perfilev, Vitali Wachtel

J. Appl. Probab., 2021

2020

Regret Analysis of a Markov Policy Gradient Algorithm for Multi-arm Bandits.

Denis Denisov, Neil Walton

CoRR, 2020

2019

Markov chains on ℤ⁺ : analysis of stationary measure via harmonic functions approach.

Denis Denisov, Dmitry Korshunov, Vitali Wachtel

Queueing Syst. Theory Appl., 2019

2015

Local asymptotics for the area of random walk excursions.

Denis Denisov, Martin Kolb, Vitali Wachtel

J. Lond. Math. Soc., 2015

2013

Asymptotics for the First Passage Times of Lévy Processes and Random Walks.

Denis Denisov, Vsevolod Shneer

J. Appl. Probab., 2013

2011

Sojourn time tails in the single server queue with heavy-tailed service times.

Onno J. Boxma, Denis Denisov

Queueing Syst. Theory Appl., 2011

2010

Global and local asymptotics for the busy period of an M/G/1 queue.

Denis Denisov, Seva Shneer

Queueing Syst. Theory Appl., 2010

2006

On the distribution of the number of customers in the symmetric <i>M</i>/<i>G</i>/1 queue.

Denis Denisov, Artëm Sapozhnikov

Queueing Syst. Theory Appl., 2006

2004

Tail Asymptotics for the Supremum of a Random Walk when the Mean Is not Finite.

Denis Denisov, Serguei Foss, Dima Korshunov

Queueing Syst. Theory Appl., 2004