65 Publikationen
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2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2988206Precise Tail Behaviour of Some Dirichlet SeriesPUB | DOI | WoS
Iksanov A, Wachtel V (2024)
Journal of Theoretical Probability 37(3): 2704-2737. -
2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2984081Green Function for an Asymptotically Stable Random Walk in a Half SpacePUB | DOI | WoS
Denisov D, Wachtel V (2024)
Journal of Theoretical Probability 37(2): 1745-1786. -
2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2991438Probabilistic approach to risk processes with level-dependent premium ratePUB | DOI | WoS
Denisov D, Gotthardt N, Korshunov D, Wachtel V (2024)
Insurance: Mathematics and Economics 118: 142-156. -
2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2988958Random walks in cones revisitedPUB | DOI | WoS
Denisov D, Wachtel V (2024)
Annales de l'Institut Henri Poincaré (B): Probability and Statistics 60(1): 126-166. -
2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2978105Invariance principles for integrated random walks conditioned to stay positivePUB | DOI | WoS
Bär M, Duraj J, Wachtel V (2023)
Annals of Applied Probability 33(1): 127-160. -
2022 | Zeitschriftenaufsatz | PUB-ID: 2980568Crossing an asymptotically square-root boundary by the Brownian motionPUB | DOI
Denisov DE, Hinrichs G, Sakhanenko AI, Wachtel V (2022)
Tr. Mat. Inst. Steklova 316(Vetvyashchesya Protsessy i Smezhiye Voprosy): 113-128. -
2022 | Zeitschriftenaufsatz | PUB-ID: 2980566Martin boundary of random walks in convex conesPUB | DOI
Duraj J, Raschel K, Tarrago P, Wachtel V (2022)
Ann. H. Lebesgue 5: 559-609. -
2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2968907Persistence of autoregressive sequences with logarithmic tailsPUB | DOI | WoS
Denisov D, Hinrichs G, Kolb M, Wachtel V (2022)
Electronic Journal of Probability 27: 154. -
2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2968208Local tail asymptotics for the joint distribution of length and of maximum of a random walk excursionPUB | DOI | WoS
Perfilev E, Wachtel V (2022)
Theory of Probability and its Applications 67(2): 294-309. -
2021 | Zeitschriftenaufsatz | PUB-ID: 2980576Tail asymptotics for the area under the excursion of a random walk with heavy-tailed incrementsPUB | DOI
Denisov D, Perfilev E, Wachtel V (2021)
J. Appl. Probab. 58(1): 217-237. -
2021 | Sammelwerksbeitrag | PUB-ID: 2980570First-passage times for random walks in the triangular array settingPUB | DOI
Denisov D, Sakhanenko A, Wachtel V (2021)
In: A lifetime of excursions through random walks and Levy processes---a volume in honour of Ron Doney's 80th birthday. Progr. Probab., 78. Birkh\"{a}user/Springer, Cham: 181-203. -
2021 | Zeitschriftenaufsatz | PUB-ID: 2980572On the asymptotics of the distribution of the exit time beyond a non-increasing boundary for a compound renewal processPUB
Sakhanenko AI, Wachtel V, Prokopenko EI, Shelepova AD (2021)
Sib. \`Elektron. Mat. Izv. 18(1): 9-26. -
2020 | Zeitschriftenaufsatz | PUB-ID: 2980581Persistence of one-dimensional $\rm AR(1)$-sequencesPUB | DOI
Hinrichs G, Kolb M, Wachtel V (2020)
J. Theoret. Probab. 33(1): 65-102. -
2020 | Zeitschriftenaufsatz | PUB-ID: 2980578Invariance principle for a Potts interface along a wallPUB | DOI
Ioffe D, Ott S, Velenik Y, Wachtel V (2020)
J. Stat. Phys. 180(1-6): 832-861. -
2020 | Zeitschriftenaufsatz | PUB-ID: 2980580Invariance principles for random walks in conesPUB | DOI
Duraj J, Wachtel V (2020)
Stochastic Process. Appl. 130(7): 3920-3942. -
2020 | Zeitschriftenaufsatz | PUB-ID: 2980577Renewal theory for transient Markov chains with asymptotically zero driftPUB | DOI
Denisov D, Korshunov D, Wachtel V (2020)
Trans. Amer. Math. Soc. 373(10): 7253-7286. -
2019 | Zeitschriftenaufsatz | PUB-ID: 2980591Confinement of Brownian polymers under geometric area tiltsPUB | DOI
Caputo P, Ioffe D, Wachtel V (2019)
Electron. J. Probab. 24: Paper No. 37, 21. -
2019 | Zeitschriftenaufsatz | PUB-ID: 2980590Alternative constructions of a harmonic function for a random walk in a conePUB | DOI
Denisov D, Wachtel V (2019)
Electron. J. Probab. 24: Paper No. 92, 26. -
2019 | Sammelwerksbeitrag | PUB-ID: 2980584Tightness and line ensembles for Brownian polymers under geometric area tiltsPUB | DOI
Caputo P, Ioffe D, Wachtel V (2019)
In: Statistical mechanics of classical and disordered systems. Springer Proc. Math. Stat., 293. Springer, Cham: 241-266. -
2019 | Zeitschriftenaufsatz | PUB-ID: 2980586Markov chains on $\Bbb Z^+$: analysis of stationary measure via harmonic functions approachPUB | DOI
Denisov D, Korshunov D, Wachtel V (2019)
Queueing Syst. 91(3-4): 265-295. -
2018 | Zeitschriftenaufsatz | PUB-ID: 2980598Dyson Ferrari-Spohn diffusions and ordered walks under area tiltsPUB | DOI
Ioffe D, Velenik Y, Wachtel V (2018)
Probab. Theory Related Fields 170(1-2): 11-47. -
2018 | Zeitschriftenaufsatz | PUB-ID: 2980597Local asymptotics for the area under the random walk excursionPUB | DOI
Perfilev E, Wachtel V (2018)
Adv. in Appl. Probab. 50(2): 600-620. -
2018 | Zeitschriftenaufsatz | PUB-ID: 2980593First-passage time asymptotics over moving boundaries for random walk bridgesPUB | DOI
Sloothaak F, Wachtel V, Zwart B (2018)
J. Appl. Probab. 55(2): 627-651. -
2018 | Zeitschriftenaufsatz | PUB-ID: 2980592First-passage times for random walks with nonidentically distributed incrementsPUB | DOI
Denisov D, Sakhanenko A, Wachtel V (2018)
Ann. Probab. 46(6): 3313-3350. -
2018 | Zeitschriftenaufsatz | PUB-ID: 2980588Multi-type subcritical branching processes in a random environmentPUB | DOI
Vatutin V, Wachtel V (2018)
Adv. in Appl. Probab. 50(A): 281-289. -
2018 | Zeitschriftenaufsatz | PUB-ID: 2980587First-passage times over moving boundaries for asymptotically stable walksPUB | DOI
Denisov D, Sakhanenko A, Wachtel V (2018)
Teor. Veroyatn. Primen. 63(4): 755-778. -
2017 | Zeitschriftenaufsatz | PUB-ID: 2980599The variance of the discrepancy distribution of rounding procedures, and sums of uniform random variablesPUB | DOI
Heinrich L, Pukelsheim F, Wachtel V (2017)
Metrika 80(3): 363-375. -
2016 | Zeitschriftenaufsatz | PUB-ID: 2980603Universality of local times of killed and reflected random walksPUB | DOI
Denisov D, Wachtel V (2016)
Electron. Commun. Probab. 21: Paper No. 1, 11. -
2016 | Zeitschriftenaufsatz | PUB-ID: 2980601An exact asymptotics for the moment of crossing a curved boundary by an asymptotically stable random walkPUB | DOI
Wachtel V, Denisov D (2016)
Theory Probab. Appl. 60(3): 481-500. -
2016 | Monographie | PUB-ID: 2980600Regularity and irregularity of superprocesses with $(1+\beta )$-stable branching mechanismPUB | DOI
Mytnik L, Wachtel V (2016) SpringerBriefs in Probability and Mathematical Statistics.
Springer, Cham. -
2015 | Zeitschriftenaufsatz | PUB-ID: 2980608Exit times for integrated random walksPUB | DOI
Denisov D, Wachtel V (2015)
Ann. Inst. Henri Poincar\'{e} Probab. Stat. 51(1): 167-193. -
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2015 | Zeitschriftenaufsatz | PUB-ID: 2980606Local asymptotics for the area of random walk excursionsPUB | DOI
Denisov D, Kolb M, Wachtel V (2015)
J. Lond. Math. Soc. (2) 91(2): 495-513. -
2015 | Zeitschriftenaufsatz | PUB-ID: 2980604Multifractal analysis of superprocesses with stable branching in dimension onePUB | DOI
Mytnik L, Wachtel V (2015)
Ann. Probab. 43(5): 2763-2809. -
2014 | Zeitschriftenaufsatz | PUB-ID: 2980609Local probabilities for random walks with negative drift conditioned to stay nonnegativePUB | DOI
Denisov D, Vatutin V, Wachtel V (2014)
Electron. J. Probab. 19: no. 88, 17. -
2013 | Zeitschriftenaufsatz | PUB-ID: 2980613Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptoticsPUB | DOI
Denisov D, Korshunov D, Wachtel V (2013)
Stochastic Process. Appl. 123(8): 3027-3051. -
2013 | Zeitschriftenaufsatz | PUB-ID: 2980612Upper bounds for the maximum of a random walk with negative driftPUB | DOI
Kugler J, Wachtel V (2013)
J. Appl. Probab. 50(4): 1131-1146. -
2013 | Zeitschriftenaufsatz | PUB-ID: 2980610On the asymptotics of the tail of distribution of a supercritical Galton-Watson process in the case of heavy tailsPUB
Wachtel V, Denisov D, Korshunov D (2013)
Tr. Mat. Inst. Steklova 282(Vetvyashchiesya Protsessy, Slucha\u{\i}nye Bluzhdaniya, i Smezhnye Voprosy): 288-314. -
2012 | Zeitschriftenaufsatz | PUB-ID: 2980620Martingale approach to subexponential asymptotics for random walksPUB | DOI
Denisov D, Wachtel V (2012)
Electron. Commun. Probab. 17: no. 6, 9. -
2012 | Zeitschriftenaufsatz | PUB-ID: 2980619Ordered random walks with heavy tailsPUB | DOI
Denisov D, Wachtel V (2012)
Electron. J. Probab. 17: no. 4, 21. -
2012 | Zeitschriftenaufsatz | PUB-ID: 2980618Local limit theorem for the maximum of asymptotically stable random walksPUB | DOI
Wachtel V (2012)
Probab. Theory Related Fields 152(3-4): 407-424. -
2012 | Sammelwerksbeitrag | PUB-ID: 2980616Properties of states of super-$\alpha$-stable motion with branching of index $1+\beta$PUB | DOI
Fleischmann K, Mytnik L, Wachtel V (2012)
In: Probability in complex physical systems. Springer Proc. Math., 11. Springer, Heidelberg: 409-421. -
2011 | Zeitschriftenaufsatz | PUB-ID: 2980621H\"older index at a given point for density states of super-$\alpha$-stable motion of index $1+\beta$PUB | DOI
Fleischmann K, Mytnik L, Wachtel V (2011)
J. Theoret. Probab. 24(1): 66-92. -
2010 | Zeitschriftenaufsatz | PUB-ID: 2980627Conditional limit theorems for ordered random walksPUB | DOI
Denisov D, Wachtel V (2010)
Electron. J. Probab. 15: no. 11, 292-322. -
2010 | Zeitschriftenaufsatz | PUB-ID: 2980626Optimal local H\"older index for density states of superprocesses with $(1+\beta)$-branching mechanismPUB | DOI
Fleischmann K, Mytnik L, Wachtel V (2010)
Ann. Probab. 38(3): 1180-1220. -
2010 | Zeitschriftenaufsatz | PUB-ID: 2980625Trap models with vanishing drift: scaling limits and ageing regimesPUB
Gantert N, Mörters P, Wachtel V (2010)
ALEA Lat. Am. J. Probab. Math. Stat. 7: 477-501. -
2010 | Zeitschriftenaufsatz | PUB-ID: 2980623A general approach to the analysis of the maximum of a random walk in heavy trafficPUB | DOI
Wachtel V, Shneer S (2010)
Teor. Veroyatn. Primen. 55(2): 335-344. -
2009 | Zeitschriftenaufsatz | PUB-ID: 2980630Local probabilities for random walks conditioned to stay positivePUB | DOI
Vatutin VA, Wachtel V (2009)
Probab. Theory Related Fields 143(1-2): 177-217. -
2009 | Zeitschriftenaufsatz | PUB-ID: 2980629On the left tail asymptotics for the limit law of supercritical Galton-Watson processes in the B\"ottcher casePUB | DOI
Fleischmann K, Wachtel V (2009)
Ann. Inst. Henri Poincar\'{e} Probab. Stat. 45(1): 201-225. -
2009 | Zeitschriftenaufsatz | PUB-ID: 2980628Transition phenomena for ladder epochs of random walks with small negative driftPUB | DOI
Wachtel V (2009)
Adv. in Appl. Probab. 41(4): 1189-1214. -
2009 | Zeitschriftenaufsatz | PUB-ID: 2980624Sudden extinction of a critical branching process in a random environmentPUB | DOI
Vatutin V, Wachtel V (2009)
Teor. Veroyatn. Primen. 54(3): 417-438. -
2008 | Zeitschriftenaufsatz | PUB-ID: 2980635Large deviations for sums indexed by the generations of a Galton-Watson processPUB | DOI
Fleischmann K, Wachtel V (2008)
Probab. Theory Related Fields 141(3-4): 445-470. -
2008 | Zeitschriftenaufsatz | PUB-ID: 2980634Moderate deviations for a random walk in random sceneryPUB | DOI
Fleischmann K, M\ P, Wachtel V (2008)
Stochastic Process. Appl. 118(10): 1768-1802. -
2008 | Zeitschriftenaufsatz | PUB-ID: 2980633On sums of independent random variables without power momentsPUB | DOI
Nagaev S, Wachtel V (2008)
Sibirsk. Mat. Zh. 49(6): 1369-1380. -
2007 | Zeitschriftenaufsatz | PUB-ID: 2980637Lower deviation probabilities for supercritical Galton-Watson processesPUB | DOI
Fleischmann K, Wachtel V (2007)
Ann. Inst. H. Poincar\'{e} Probab. Statist. 43(2): 233-255. -
2007 | Zeitschriftenaufsatz | PUB-ID: 2980636The critical Galton-Watson process without further power momentsPUB | DOI
Nagaev S, Wachtel V (2007)
J. Appl. Probab. 44(3): 753-769. -
2007 | Zeitschriftenaufsatz | PUB-ID: 2980632Limit theorems for the probabilities of large deviations of a critical Galton-Watson process with exponential tailsPUB | DOI
Wachtel V (2007)
Teor. Veroyatn. Primen. 52(4): 644-659. -
2007 | Zeitschriftenaufsatz | PUB-ID: 2980631Critical Galton-Watson branching processes: the maximum of the total number of particles within a large windowPUB | DOI
Vatutin V, Wachtel V, Fleischmann K (2007)
Teor. Veroyatn. Primen. 52(3): 419-445. -
2006 | Zeitschriftenaufsatz | PUB-ID: 2980640Large scale localization of a spatial version of Neveu's branching processPUB | DOI
Fleischmann K, Wachtel V (2006)
Stochastic Process. Appl. 116(7): 983-1011. -
2006 | Zeitschriftenaufsatz | PUB-ID: 2980639Hydrodynamic limit fluctuations of super-Brownian motion with a stable catalystPUB | DOI
Fleischmann K, Mörters P, Wachtel V (2006)
Electron. J. Probab. 11: no. 29, 723-767. -
2006 | Zeitschriftenaufsatz | PUB-ID: 2980638On sums of independent random variables without power momentsPUB
Nagaev S, Wachtel V (2006)
Dokl. Akad. Nauk 410(3): 318-320. -
2005 | Zeitschriftenaufsatz | PUB-ID: 2980642Probability inequalities for a critical Galton-Watson processPUB | DOI
Nagaev S, Wachtel V (2005)
Teor. Veroyatn. Primen. 50(2): 266-291. -
2005 | Zeitschriftenaufsatz | PUB-ID: 2980641On a local limit theorem for a critical Galton-Watson processPUB | DOI
Nagaev S, Wachtel V (2005)
Teor. Veroyatn. Primen. 50(3): 457-479. -
2003 | Zeitschriftenaufsatz | PUB-ID: 2980643Limit theorems for probabilities of large deviations of a Galton-Watson processPUB | DOI
Nagaev S, Wachtel V (2003)
Diskret. Mat. 15(1): 3-27. -
1999 | Zeitschriftenaufsatz | PUB-ID: 2980644A probabilistic continuous-discrete model of the dynamics of the size of an isolated populationPUB
Nagaev S, Nedorezov L, Wachtel V (1999)
Sib. Zh. Ind. Mat. 2(2): 147-152.