Denis Denisov

11 papers Journal 11
YearRankTypeTitle / Venue / Authors
2023 J jnl
Regret Analysis of a Markov Policy Gradient Algorithm for Multiarm Bandits.
Math. Oper. Res.
Neil Walton, Denis Denisov
2021 J jnl
Maximum on a random time interval of a random walk with infinite mean.
Queueing Syst. Theory Appl.
Denis Denisov
2021 J jnl
Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments.
J. Appl. Probab.
Denis Denisov, Elena Perfilev, Vitali Wachtel
2020 J jnl
Regret Analysis of a Markov Policy Gradient Algorithm for Multi-arm Bandits.
CoRR
Denis Denisov, Neil Walton
2019 J jnl
Markov chains on ℤ
Queueing Syst. Theory Appl.
Denis Denisov, Dmitry Korshunov, Vitali Wachtel
2015 J jnl
Local asymptotics for the area of random walk excursions.
J. Lond. Math. Soc.
Denis Denisov, Martin Kolb, Vitali Wachtel
2013 J jnl
Asymptotics for the First Passage Times of Lévy Processes and Random Walks.
J. Appl. Probab.
Denis Denisov, Vsevolod Shneer
2011 J jnl
Sojourn time tails in the single server queue with heavy-tailed service times.
Queueing Syst. Theory Appl.
Onno J. Boxma, Denis Denisov
2010 J jnl
Global and local asymptotics for the busy period of an M/G/1 queue.
Queueing Syst. Theory Appl.
Denis Denisov, Seva Shneer
2006 J jnl
On the distribution of the number of customers in the symmetric
Queueing Syst. Theory Appl.
Denis Denisov, Artëm Sapozhnikov
2004 J jnl
Tail Asymptotics for the Supremum of a Random Walk when the Mean Is not Finite.
Queueing Syst. Theory Appl.
Denis Denisov, Serguei Foss, Dima Korshunov