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)

On the distribution of the number of customers in the symmetric M/G/1 queue. - Denis Denisov; Artëm Sapozhnikov (Queueing Syst. Theory Appl., 2006)

Global and local asymptotics for the busy period of an M/G/1 queue. - Denis Denisov; Seva Shneer (Queueing Syst. Theory Appl., 2010)

Sojourn time tails in the single server queue with heavy-tailed service times. - Onno J. Boxma; Denis Denisov (Queueing Syst. Theory Appl., 2011)

Asymptotics for the First Passage Times of Lévy Processes and Random Walks. - Denis Denisov; Vsevolod Shneer (J. Appl. Probab., 2013)

Local asymptotics for the area of random walk excursions. - Denis Denisov; Martin Kolb; Vitali Wachtel (J. Lond. Math. Soc., 2015)

Markov chains on ℤ+ : analysis of stationary measure via harmonic functions approach. - Denis Denisov; Dmitry Korshunov; Vitali Wachtel (Queueing Syst. Theory Appl., 2019)

Regret Analysis of a Markov Policy Gradient Algorithm for Multi-arm Bandits. - Denis Denisov; Neil Walton (CoRR, 2020)

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)

Maximum on a random time interval of a random walk with infinite mean. - Denis Denisov (Queueing Syst. Theory Appl., 2021)

Regret Analysis of a Markov Policy Gradient Algorithm for Multiarm Bandits. - Neil Walton; Denis Denisov (Math. Oper. Res., 2023)