Publications

  1. 2020
  2. Published

    Green kernel asymptotics for two-dimensional random walks under random conductances

    Andres, S., Deuschel, J-D. & Slowik, M., 8 Aug 2020, In : Electronic Communications in Probability. 25, 14 p., 58.

    Research output: Contribution to journalArticle

  3. E-pub ahead of print

    Maximum on a random time interval of a random walk with infinite mean

    Denisov, D., 23 Jun 2020, In : Queueing Systems.

    Research output: Contribution to journalArticle

  4. Published

    Bounds for modified Lommel functions of the first kind and their ratios

    Gaunt, R., 1 Jun 2020, In : Journal of Mathematical Analysis and Applications.

    Research output: Contribution to journalArticle

  5. Accepted/In press

    Renewal Theory for Transient Markov Chains with Asymptotically Zero Drift

    Denisov, D., Korshunov, D. & Wachtel, V., 28 Mar 2020, (Accepted/In press) In : Transactions of the American Mathematical Society.

    Research output: Contribution to journalArticle

  6. Published

    A simple proof of the characteristic function of Student's t-distribution

    Gaunt, R., 2020, In : Communications in Statistics: Theory and Methods.

    Research output: Contribution to journalArticle

  7. Published

    Inequalities for some integrals involving modified Lommel functions of the first kind

    Gaunt, R., 2020, In : Results in Mathematics. 75, 7.

    Research output: Contribution to journalArticle

  8. 2019
  9. Accepted/In press

    Inventory Management for High-Frequency Trading with Imperfect Competition

    Herrmann, S., Muhle-Karbe, J., Shang, D. & Yang, C., 25 Oct 2019, (Accepted/In press) In : SIAM Journal on Financial Mathematics.

    Research output: Contribution to journalArticle

  10. Accepted/In press

    Some new Stein operators for product distributions

    Gaunt, R., Mijoule, G. & Swan, Y., 22 Oct 2019, (Accepted/In press) In : Brazilian Journal of Probability and Statistics.

    Research output: Contribution to journalArticle

  11. Published

    Alternative constructions of a harmonic function for a random walk in a cone

    Denisov, D. & Wachtelï, V., 12 Sep 2019, In : Electronic Journal of Probability. 24, 0

    Research output: Contribution to journalArticle

  12. Accepted/In press

    Optimal Real-Time Detection of a Drifting Brownian Coordinate

    Ernst, P. & Peskir, G., 11 Aug 2019, (Accepted/In press) In : Annals of Applied Probability.

    Research output: Contribution to journalArticle

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