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Dr Denis Denisov

Overview

person name Position: Lecturer in Statistics Email: DenisovD@cardiff.ac.uk
 Telephone: +44(0)29 208 75546
Fax: +44(0)29 208 74199
Extension: 75546
Location: M/2.44a

Research Interest

I am mainly interested in Probabiltiy Theory, Theory of Stochastic Processes and its applications. My research interests include: Large deviations of Markov processes; subexponential distributions; Exit times of Markov processes; Levy processes and random walks; Random matrices; Multifractality; Partial differential equations with stochastic forcing.

Research Group

Statistics

Recent Significant Publications

D. Denisov, S. Foss and T. Konstantopoulos (2011). Limit theorems for a random directed slab graph. To appear in Ann. Appl. Probab. arXiv:1005.4806.

D.Denisov, T.Dieker and V. Shneer (2008). Large deviations for random walks under subexponentiality: the big-jump domain. Ann. Probab. 36 (5), 1946-1991. arXiv:math/0703265.

D. Denisov and V. Wachtel (2011). Random Walks in Cones.  Submitted. arXiv:1110.1254

D. Denisov and N. Leonenko (2011). Limit Theorems for Multifractal Products of Geometric Stationary Processes. Submitted. arXiv:1110.2428

Publications

D. Denisov and N. Leonenko (2011). Limit Theorems for Multifractal Products of Geometric Stationary Processes. Submitted. arXiv:1110.2428

D. Denisov and V. Wachtel (2011). Random Walks in Cones. Submitted. arXiv:1110.1254

D. Denisov and V. Wachtel (2011). Ordered random walks with heavy tails.To appear in Elec. J. Probab. arXiv:1103.4529.

D. Denisov, S. Foss and T. Konstantopoulos (2011). Limit theorems for a random directed slab graph. To appear in Ann. Appl. Probab. arXiv:1005.4806.

D. Denisov and O. Boxma (2011). Sojourn time tails in the single server queue with heavy-tailed service times. Queueing Syst. 69(2), 101-119.

D. Denisov and V. Wachtel (2010). Conditional limit theorems for ordered random walks. Elec. J. Probab. 10, 292-322. arXiv:0907.2854.

D. Denisov and V. Shneer (2010). Global and local asymptotics for the busy period of M/G/1 queue. Queueing Syst. 64(4), 383-393.

D. Denisov, S. Foss and D. Korshunov (2010).Asymptotics of randomly stopped sums in the presence of heavy tails. Bernoulli 16(4), 971-994. arXiv:0808.3697.

D. Denisov, T.Dieker and V. Shneer (2008). Large deviations for random walks under subexponentiality: the big-jump domain. Ann. Probab. 36 (5), 1946-1991. arXiv:math/0703265.

D. Denisov, S. Foss and D. Korshunov (2008). On lower limits and equivalences for distribution tails of randomly stopped sums. Bernoulli 14 (2). arXiv:math/0701920.

D. Denisov, S. Foss and D. Korshunov (2007). Lower limits for distributions of randomly stopped sums. Teor. Ver. Prim. (in Russian) 52. English translation to appear in Probab. Theory Appl. arXiv:0711.4491

D. Denisov and B. Zwart (2007). On a theorem of Breiman and a class of random difference equations. Journal of Applied Probability, 44(4).

D. Denisov and V. Shneer (2007). Local asymptotics for the cycle maximum of a heavy-tailed random walk. Advances of Applied Probability, 39(1).

D. Denisov and A. Sapozhnikov (2007). On the distribution of the number of customers in the symmetric M/G/1 queue. Queueing Syst. Theory Appl. 54(4), 237--241.

D. Denisov (2006). On the existence of a regularly varying majorant of an integrable monotone function. Mathematical Notes, 79 (1-2), 129--133.

D. Denisov (2005). A note on the asymptotics for the maximum on a random time interval of a random walk. Markov Processes and related fields, 11, 165--169.

D. Denisov, S. Foss and D. Korshunov (2004). Tail asymptotics for the supremum of a random walk when the mean is not finite. Queueing Syst. Theory Appl., 46 (1-2), 15--33.

D. Denisov and S. Foss (2003). On transience conditions for Markov Chains and Random Walks. Siberian Math. J., 44(1), 44--57.

S. Foss and D. Denisov (2001). On transience conditions for Markov Chains.Siberian Math. J., 42(2), 364--371.

Biography

Education

Specialist degree – Novosibirsk State University,  Russia, 2000.

MSc – Novosibirs State Universitym Russia, 2001.

PhD – Heriot-Watt University, UK, 2004.
Advisor – Professor S. Foss.