Denis Denisov

Publication Activity (10 Years)

Years Active: 2004-2023
Publications (10 Years): 6

Top Topics

Harmonic Functions

Policy Gradient

Proximity Measures

Top Venues

J. Appl. Probab.

Queueing Syst. Theory Appl.

J. Lond. Math. Soc.

Publications

Neil Walton, Denis Denisov
Regret Analysis of a Markov Policy Gradient Algorithm for Multiarm Bandits. Math. Oper. Res. 48 (3) (2023)
Denis Denisov
Maximum on a random time interval of a random walk with infinite mean. Queueing Syst. Theory Appl. 98 (3-4) (2021)
Denis Denisov, Elena Perfilev, Vitali Wachtel
Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments. J. Appl. Probab. 58 (1) (2021)
Denis Denisov, Neil Walton
Regret Analysis of a Markov Policy Gradient Algorithm for Multi-arm Bandits. CoRR (2020)
Denis Denisov, Dmitry Korshunov, Vitali Wachtel
: analysis of stationary measure via harmonic functions approach. Queueing Syst. Theory Appl. 91 (3-4) (2019)
Denis Denisov, Martin Kolb, Vitali Wachtel
Local asymptotics for the area of random walk excursions. J. Lond. Math. Soc. 91 (2) (2015)
Denis Denisov, Vsevolod Shneer
Asymptotics for the First Passage Times of Lévy Processes and Random Walks. J. Appl. Probab. 50 (1) (2013)
Onno J. Boxma, Denis Denisov
Sojourn time tails in the single server queue with heavy-tailed service times. Queueing Syst. Theory Appl. 69 (2) (2011)
Denis Denisov, Seva Shneer
Global and local asymptotics for the busy period of an M/G/1 queue. Queueing Syst. Theory Appl. 64 (4) (2010)
Denis Denisov, Artëm Sapozhnikov
/1 queue. Queueing Syst. Theory Appl. 54 (4) (2006)
Denis Denisov, Serguei Foss, Dima Korshunov
Tail Asymptotics for the Supremum of a Random Walk when the Mean Is not Finite. Queueing Syst. Theory Appl. 46 (1-2) (2004)