PUB - Publikationen an der Universität Bielefeld

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• [64]
  

  2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2988958

  Denisov D, Wachtel V. Random walks in cones revisited. Annales de l'Institut Henri Poincaré (B): Probability and Statistics . 2024;60(1):126-166.

  PUB | DOI | WoS
   
• [63]
  

  2024 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2988206

  Iksanov A, Wachtel V. Precise Tail Behaviour of Some Dirichlet Series. Journal of Theoretical Probability . 2024.

  PUB | DOI | WoS
   
• [62]
  

  2023 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2984081

  Denisov D, Wachtel V. Green Function for an Asymptotically Stable Random Walk in a Half Space. Journal of Theoretical Probability . 2023.

  PUB | DOI | WoS
   
• [61]
  

  2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2978105

  Bär M, Duraj J, Wachtel V. Invariance principles for integrated random walks conditioned to stay positive. Annals of Applied Probability. 2023;33(1):127-160.

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• [60]
  

  2022 | Zeitschriftenaufsatz | PUB-ID: 2980568

  Denisov DE, Hinrichs G, Sakhanenko AI, Wachtel V. Crossing an asymptotically square-root boundary by the Brownian motion. Tr. Mat. Inst. Steklova. 2022;316(Vetvyashchesya Protsessy i Smezhiye Voprosy):113-128.

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• [59]
  

  2022 | Zeitschriftenaufsatz | PUB-ID: 2980566

  Duraj J, Raschel K, Tarrago P, Wachtel V. Martin boundary of random walks in convex cones. Ann. H. Lebesgue. 2022;5:559-609.

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• [58]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2968907

  Denisov D, Hinrichs G, Kolb M, Wachtel V. Persistence of autoregressive sequences with logarithmic tails. Electronic Journal of Probability . 2022;27: 154.

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• [57]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2968208

  Perfilev E, Wachtel V. Local tail asymptotics for the joint distribution of length and of maximum of a random walk excursion. Theory of Probability and its Applications. 2022;67(2):294-309.

  PUB | DOI | WoS
   
• [56]
  

  2021 | Zeitschriftenaufsatz | PUB-ID: 2980576

  Denisov D, Perfilev E, Wachtel V. Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments. J. Appl. Probab. 2021;58(1):217-237.

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• [55]
  

  2021 | Sammelwerksbeitrag | PUB-ID: 2980570

  Denisov D, Sakhanenko A, Wachtel V. First-passage times for random walks in the triangular array setting. In: A lifetime of excursions through random walks and Levy processes---a volume in honour of Ron Doney's 80th birthday. Progr. Probab. Vol 78. Birkh\"{a}user/Springer, Cham; 2021: 181-203.

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• [54]
  

  2021 | Zeitschriftenaufsatz | PUB-ID: 2980572

  Sakhanenko AI, Wachtel V, Prokopenko EI, Shelepova AD. On the asymptotics of the distribution of the exit time beyond a non-increasing boundary for a compound renewal process. Sib. \`Elektron. Mat. Izv. 2021;18(1):9-26.

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• [53]
  

  2020 | Zeitschriftenaufsatz | PUB-ID: 2980581

  Hinrichs G, Kolb M, Wachtel V. Persistence of one-dimensional $\rm AR(1)$-sequences. J. Theoret. Probab. 2020;33(1):65-102.

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• [52]
  

  2020 | Zeitschriftenaufsatz | PUB-ID: 2980578

  Ioffe D, Ott S, Velenik Y, Wachtel V. Invariance principle for a Potts interface along a wall. J. Stat. Phys. 2020;180(1-6):832-861.

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• [51]
  

  2020 | Zeitschriftenaufsatz | PUB-ID: 2980580

  Duraj J, Wachtel V. Invariance principles for random walks in cones. Stochastic Process. Appl. 2020;130(7):3920-3942.

  PUB | DOI
   
• [50]
  

  2020 | Zeitschriftenaufsatz | PUB-ID: 2980577

  Denisov D, Korshunov D, Wachtel V. Renewal theory for transient Markov chains with asymptotically zero drift. Trans. Amer. Math. Soc. 2020;373(10):7253-7286.

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• [49]
  

  2019 | Zeitschriftenaufsatz | PUB-ID: 2980591

  Caputo P, Ioffe D, Wachtel V. Confinement of Brownian polymers under geometric area tilts. Electron. J. Probab. 2019;24:Paper No. 37, 21.

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• [48]
  

  2019 | Zeitschriftenaufsatz | PUB-ID: 2980590

  Denisov D, Wachtel V. Alternative constructions of a harmonic function for a random walk in a cone. Electron. J. Probab. 2019;24:Paper No. 92, 26.

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• [47]
  

  2019 | Sammelwerksbeitrag | PUB-ID: 2980584

  Caputo P, Ioffe D, Wachtel V. Tightness and line ensembles for Brownian polymers under geometric area tilts. In: Statistical mechanics of classical and disordered systems. Springer Proc. Math. Stat. Vol 293. Springer, Cham; 2019: 241-266.

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• [46]
  

  2019 | Zeitschriftenaufsatz | PUB-ID: 2980586

  Denisov D, Korshunov D, Wachtel V. Markov chains on $\Bbb Z^+$: analysis of stationary measure via harmonic functions approach. Queueing Syst. 2019;91(3-4):265-295.

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• [45]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980598

  Ioffe D, Velenik Y, Wachtel V. Dyson Ferrari-Spohn diffusions and ordered walks under area tilts. Probab. Theory Related Fields. 2018;170(1-2):11-47.

  PUB | DOI
   
• [44]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980597

  Perfilev E, Wachtel V. Local asymptotics for the area under the random walk excursion. Adv. in Appl. Probab. 2018;50(2):600-620.

  PUB | DOI
   
• [43]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980593

  Sloothaak F, Wachtel V, Zwart B. First-passage time asymptotics over moving boundaries for random walk bridges. J. Appl. Probab. 2018;55(2):627-651.

  PUB | DOI
   
• [42]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980592

  Denisov D, Sakhanenko A, Wachtel V. First-passage times for random walks with nonidentically distributed increments. Ann. Probab. 2018;46(6):3313-3350.

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• [41]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980588

  Vatutin V, Wachtel V. Multi-type subcritical branching processes in a random environment. Adv. in Appl. Probab. 2018;50(A):281-289.

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• [40]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980587

  Denisov D, Sakhanenko A, Wachtel V. First-passage times over moving boundaries for asymptotically stable walks. Teor. Veroyatn. Primen. 2018;63(4):755-778.

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• [39]
  

  2017 | Zeitschriftenaufsatz | PUB-ID: 2980599

  Heinrich L, Pukelsheim F, Wachtel V. The variance of the discrepancy distribution of rounding procedures, and sums of uniform random variables. Metrika. 2017;80(3):363-375.

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• [38]
  

  2016 | Zeitschriftenaufsatz | PUB-ID: 2980603

  Denisov D, Wachtel V. Universality of local times of killed and reflected random walks. Electron. Commun. Probab. 2016;21:Paper No. 1, 11.

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• [37]
  

  2016 | Zeitschriftenaufsatz | PUB-ID: 2980601

  Wachtel V, Denisov D. An exact asymptotics for the moment of crossing a curved boundary by an asymptotically stable random walk. Theory Probab. Appl. 2016;60(3):481-500.

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• [36]
  

  2016 | Monographie | PUB-ID: 2980600

  Mytnik L, Wachtel V. Regularity and irregularity of superprocesses with $(1+\beta )$-stable branching mechanism. SpringerBriefs in Probability and Mathematical Statistics. Springer, Cham; 2016.

  PUB | DOI
   
• [35]
  

  2015 | Zeitschriftenaufsatz | PUB-ID: 2980608

  Denisov D, Wachtel V. Exit times for integrated random walks. Ann. Inst. Henri Poincar\'{e} Probab. Stat. 2015;51(1):167-193.

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• [34]
  

  2015 | Zeitschriftenaufsatz | PUB-ID: 2980607

  Denisov D, Wachtel V. Random walks in cones. Ann. Probab. 2015;43(3):992-1044.

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• [33]
  

  2015 | Zeitschriftenaufsatz | PUB-ID: 2980606

  Denisov D, Kolb M, Wachtel V. Local asymptotics for the area of random walk excursions. J. Lond. Math. Soc. (2). 2015;91(2):495-513.

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• [32]
  

  2015 | Zeitschriftenaufsatz | PUB-ID: 2980604

  Mytnik L, Wachtel V. Multifractal analysis of superprocesses with stable branching in dimension one. Ann. Probab. 2015;43(5):2763-2809.

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• [31]
  

  2014 | Zeitschriftenaufsatz | PUB-ID: 2980609

  Denisov D, Vatutin V, Wachtel V. Local probabilities for random walks with negative drift conditioned to stay nonnegative. Electron. J. Probab. 2014;19:no. 88, 17.

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• [30]
  

  2013 | Zeitschriftenaufsatz | PUB-ID: 2980613

  Denisov D, Korshunov D, Wachtel V. Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics. Stochastic Process. Appl. 2013;123(8):3027-3051.

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• [29]
  

  2013 | Zeitschriftenaufsatz | PUB-ID: 2980612

  Kugler J, Wachtel V. Upper bounds for the maximum of a random walk with negative drift. J. Appl. Probab. 2013;50(4):1131-1146.

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• [28]
  

  2013 | Zeitschriftenaufsatz | PUB-ID: 2980610

  Wachtel V, Denisov D, Korshunov D. On the asymptotics of the tail of distribution of a supercritical Galton-Watson process in the case of heavy tails. Tr. Mat. Inst. Steklova. 2013;282(Vetvyashchiesya Protsessy, Slucha\u{\i}nye Bluzhdaniya, i Smezhnye Voprosy):288-314.

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• [27]
  

  2012 | Zeitschriftenaufsatz | PUB-ID: 2980620

  Denisov D, Wachtel V. Martingale approach to subexponential asymptotics for random walks. Electron. Commun. Probab. 2012;17:no. 6, 9.

  PUB | DOI
   
• [26]
  

  2012 | Zeitschriftenaufsatz | PUB-ID: 2980619

  Denisov D, Wachtel V. Ordered random walks with heavy tails. Electron. J. Probab. 2012;17:no. 4, 21.

  PUB | DOI
   
• [25]
  

  2012 | Zeitschriftenaufsatz | PUB-ID: 2980618

  Wachtel V. Local limit theorem for the maximum of asymptotically stable random walks. Probab. Theory Related Fields. 2012;152(3-4):407-424.

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• [24]
  

  2012 | Sammelwerksbeitrag | PUB-ID: 2980616

  Fleischmann K, Mytnik L, Wachtel V. Properties of states of super-$\alpha$-stable motion with branching of index $1+\beta$. In: Probability in complex physical systems. Springer Proc. Math. Vol 11. Springer, Heidelberg; 2012: 409-421.

  PUB | DOI
   
• [23]
  

  2011 | Zeitschriftenaufsatz | PUB-ID: 2980621

  Fleischmann K, Mytnik L, Wachtel V. H\"older index at a given point for density states of super-$\alpha$-stable motion of index $1+\beta$. J. Theoret. Probab. 2011;24(1):66-92.

  PUB | DOI
   
• [22]
  

  2010 | Zeitschriftenaufsatz | PUB-ID: 2980627

  Denisov D, Wachtel V. Conditional limit theorems for ordered random walks. Electron. J. Probab. 2010;15:no. 11, 292-322.

  PUB | DOI
   
• [21]
  

  2010 | Zeitschriftenaufsatz | PUB-ID: 2980626

  Fleischmann K, Mytnik L, Wachtel V. Optimal local H\"older index for density states of superprocesses with $(1+\beta)$-branching mechanism. Ann. Probab. 2010;38(3):1180-1220.

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• [20]
  

  2010 | Zeitschriftenaufsatz | PUB-ID: 2980625

  Gantert N, Mörters P, Wachtel V. Trap models with vanishing drift: scaling limits and ageing regimes. ALEA Lat. Am. J. Probab. Math. Stat. 2010;7:477-501.

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• [19]
  

  2010 | Zeitschriftenaufsatz | PUB-ID: 2980623

  Wachtel V, Shneer S. A general approach to the analysis of the maximum of a random walk in heavy traffic. Teor. Veroyatn. Primen. 2010;55(2):335-344.

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• [18]
  

  2009 | Zeitschriftenaufsatz | PUB-ID: 2980630

  Vatutin VA, Wachtel V. Local probabilities for random walks conditioned to stay positive. Probab. Theory Related Fields. 2009;143(1-2):177-217.

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• [17]
  

  2009 | Zeitschriftenaufsatz | PUB-ID: 2980629

  Fleischmann K, Wachtel V. On the left tail asymptotics for the limit law of supercritical Galton-Watson processes in the B\"ottcher case. Ann. Inst. Henri Poincar\'{e} Probab. Stat. 2009;45(1):201-225.

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• [16]
  

  2009 | Zeitschriftenaufsatz | PUB-ID: 2980628

  Wachtel V. Transition phenomena for ladder epochs of random walks with small negative drift. Adv. in Appl. Probab. 2009;41(4):1189-1214.

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• [15]
  

  2009 | Zeitschriftenaufsatz | PUB-ID: 2980624

  Vatutin V, Wachtel V. Sudden extinction of a critical branching process in a random environment. Teor. Veroyatn. Primen. 2009;54(3):417-438.

  PUB | DOI
   
• [14]
  

  2008 | Zeitschriftenaufsatz | PUB-ID: 2980635

  Fleischmann K, Wachtel V. Large deviations for sums indexed by the generations of a Galton-Watson process. Probab. Theory Related Fields. 2008;141(3-4):445-470.

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• [13]
  

  2008 | Zeitschriftenaufsatz | PUB-ID: 2980634

  Fleischmann K, M\ P, Wachtel V. Moderate deviations for a random walk in random scenery. Stochastic Process. Appl. 2008;118(10):1768-1802.

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• [12]
  

  2008 | Zeitschriftenaufsatz | PUB-ID: 2980633

  Nagaev S, Wachtel V. On sums of independent random variables without power moments. Sibirsk. Mat. Zh. 2008;49(6):1369-1380.

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• [11]
  

  2007 | Zeitschriftenaufsatz | PUB-ID: 2980637

  Fleischmann K, Wachtel V. Lower deviation probabilities for supercritical Galton-Watson processes. Ann. Inst. H. Poincar\'{e} Probab. Statist. 2007;43(2):233-255.

  PUB | DOI
   
• [10]
  

  2007 | Zeitschriftenaufsatz | PUB-ID: 2980636

  Nagaev S, Wachtel V. The critical Galton-Watson process without further power moments. J. Appl. Probab. 2007;44(3):753-769.

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• [9]
  

  2007 | Zeitschriftenaufsatz | PUB-ID: 2980632

  Wachtel V. Limit theorems for the probabilities of large deviations of a critical Galton-Watson process with exponential tails. Teor. Veroyatn. Primen. 2007;52(4):644-659.

  PUB | DOI
   
• [8]
  

  2007 | Zeitschriftenaufsatz | PUB-ID: 2980631

  Vatutin V, Wachtel V, Fleischmann K. Critical Galton-Watson branching processes: the maximum of the total number of particles within a large window. Teor. Veroyatn. Primen. 2007;52(3):419-445.

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• [7]
  

  2006 | Zeitschriftenaufsatz | PUB-ID: 2980640

  Fleischmann K, Wachtel V. Large scale localization of a spatial version of Neveu's branching process. Stochastic Process. Appl. 2006;116(7):983-1011.

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• [6]
  

  2006 | Zeitschriftenaufsatz | PUB-ID: 2980639

  Fleischmann K, Mörters P, Wachtel V. Hydrodynamic limit fluctuations of super-Brownian motion with a stable catalyst. Electron. J. Probab. 2006;11:no. 29, 723-767.

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• [5]
  

  2006 | Zeitschriftenaufsatz | PUB-ID: 2980638

  Nagaev S, Wachtel V. On sums of independent random variables without power moments. Dokl. Akad. Nauk. 2006;410(3):318-320.

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• [4]
  

  2005 | Zeitschriftenaufsatz | PUB-ID: 2980642

  Nagaev S, Wachtel V. Probability inequalities for a critical Galton-Watson process. Teor. Veroyatn. Primen. 2005;50(2):266-291.

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• [3]
  

  2005 | Zeitschriftenaufsatz | PUB-ID: 2980641

  Nagaev S, Wachtel V. On a local limit theorem for a critical Galton-Watson process. Teor. Veroyatn. Primen. 2005;50(3):457-479.

  PUB | DOI
   
• [2]
  

  2003 | Zeitschriftenaufsatz | PUB-ID: 2980643

  Nagaev S, Wachtel V. Limit theorems for probabilities of large deviations of a Galton-Watson process. Diskret. Mat. 2003;15(1):3-27.

  PUB | DOI
   
• [1]
  

  1999 | Zeitschriftenaufsatz | PUB-ID: 2980644

  Nagaev S, Nedorezov L, Wachtel V. A probabilistic continuous-discrete model of the dynamics of the size of an isolated population. Sib. Zh. Ind. Mat. 1999;2(2):147-152.

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