Denis Denisov

University of Manchester — United Kingdom

Mathematics · Physical Sciences

14h-index864citations140works0.32yr avg
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Research Topics

Stochastic processes and statistical mechanics(85), Probability and Risk Models(49), Stochastic processes and financial applications(27), Markov Chains and Monte Carlo Methods(24), Random Matrices and Applications(22)

Publications138 total

Corrected diffusion approximation for random walks conditioned to stay positive
ArXiv.org·2026Open Access
Fluctuations of Discrete-Time Random Walks
arXiv (Cornell University)·2026Open Access
Fluctuations of Discrete-Time Random Walks
ArXiv.org·2026Open Access
Corrected diffusion approximation for random walks conditioned to stay positive
arXiv (Cornell University)·2026Open Access
Harmonic polynomials and other exactly computable characteristics for $2$-dimensional random walks in cones
ArXiv.org·2026Open Access
Harmonic polynomials and other exactly computable characteristics for $2$-dimensional random walks in cones
arXiv (Cornell University)·2026Open Access
Asymptotic expansions for random walks conditioned to stay positive
Electronic Journal of Probability·2026Open Access
A model of discrete interacting updates
arXiv (Cornell University)·2025Open Access
Markov Chains with Asymptotically Zero Drift
Cambridge University Press eBooks·2025
Random walks with square-root boundaries: the case of exact boundaries $g(t)=c\sqrt{t+b}-a$
arXiv (Cornell University)·2025Open Access
Asymptotic expansions for normal deviations of random walks conditioned to stay positive
arXiv (Cornell University)·2024Open Access
Berry-Esseen inequality for random walks conditioned to stay positive
Research Explorer (The University of Manchester)·2024Open Access
Ordered random walks and the Airy line ensemble
arXiv (Cornell University)·2024Open Access
Markov Chains in the Domain of Attraction of Brownian Motion in Cones
Journal of Theoretical Probability·2024Open Access
Harmonic measure in a multidimensional gambler’s problem
The Annals of Applied Probability·2024Open Access
Stable random walks in cones
arXiv (Cornell University)·2024Open Access
Probabilistic approach to risk processes with level-dependent premium rate
Insurance Mathematics and Economics·2024Open Access
Random walks in cones revisited
Annales de l Institut Henri Poincaré Probabilités et Statistiques·2024· 3 citedOpen Access
Expansions for random walks conditioned to stay positive
arXiv (Cornell University)·2024· 2 citedOpen Access
Probabilistic approach to risk processes with level-dependent premium rate
arXiv (Cornell University)·2023Open Access
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Frequent Co-authors

Vitali Wachtel(21), Dmitry Korshunov(8), Sergey Foss(7), Vsevolod Shneer(5), С. А. Суворов(4), Bert Zwart(2), A. I. Sakhanenko(2), Onno Boxma(2), Nikolai Leonenko(2), С. В. Казаков(2), E. Ya. Litovskii(2), Dima Korshunov(1), T. Konstantopoulos(1), V. V. Kolomeitsev(1), В. Н. Макаров(1), Martin Kolb(1), Vladimir Vatutin(1), S. M. �pshtein(1), A. A. Karyavin(1), Artëm Sapozhnikov(1)