PUB - Publikationen an der Universität Bielefeld

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• [64]
  

  2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2988958

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

  PUB | DOI | WoS
   
• [63]
  

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

  A. Iksanov, and V. Wachtel, “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

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

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• [61]
  

  2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2978105

  M. Bär, J. Duraj, and V. Wachtel, “Invariance principles for integrated random walks conditioned to stay positive”, Annals of Applied Probability, 2023, 33, 127-160.

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• [60]
  

  2022 | Zeitschriftenaufsatz | PUB-ID: 2980568

  D. E. Denisov, G. Hinrichs, A. I. Sakhanenko, and V. Wachtel, “Crossing an asymptotically square-root boundary by the Brownian motion”, Tr. Mat. Inst. Steklova, 2022, 316, 113-128.

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• [59]
  

  2022 | Zeitschriftenaufsatz | PUB-ID: 2980566

  J. Duraj, K. Raschel, P. Tarrago, and V. Wachtel, “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

  D. Denisov, G. Hinrichs, M. Kolb, and V. Wachtel, “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

  E. Perfilev, and V. Wachtel, “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, 294-309.

  PUB | DOI | WoS
   
• [56]
  

  2021 | Zeitschriftenaufsatz | PUB-ID: 2980576

  D. Denisov, E. Perfilev, and V. Wachtel, “Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments”, J. Appl. Probab., 2021, 58, 217-237.

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• [55]
  

  2021 | Sammelwerksbeitrag | PUB-ID: 2980570

  D. Denisov, A. Sakhanenko, and V. Wachtel, in A lifetime of excursions through random walks and Levy processes---a volume in honour of Ron Doney's 80th birthday, Birkh\"{A}User/springer, Cham, 2021, p. 181-203.

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• [54]
  

  2021 | Zeitschriftenaufsatz | PUB-ID: 2980572

  A. I. Sakhanenko, V. Wachtel, E. I. Prokopenko, and A. D. Shelepova, “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, 9-26.

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• [53]
  

  2020 | Zeitschriftenaufsatz | PUB-ID: 2980581

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

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• [52]
  

  2020 | Zeitschriftenaufsatz | PUB-ID: 2980578

  D. Ioffe, S. Ott, Y. Velenik, and V. Wachtel, “Invariance principle for a Potts interface along a wall”, J. Stat. Phys., 2020, 180, 832-861.

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• [51]
  

  2020 | Zeitschriftenaufsatz | PUB-ID: 2980580

  J. Duraj, and V. Wachtel, “Invariance principles for random walks in cones”, Stochastic Process. Appl., 2020, 130, 3920-3942.

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• [50]
  

  2020 | Zeitschriftenaufsatz | PUB-ID: 2980577

  D. Denisov, D. Korshunov, and V. Wachtel, “Renewal theory for transient Markov chains with asymptotically zero drift”, Trans. Amer. Math. Soc., 2020, 373, 7253-7286.

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• [49]
  

  2019 | Zeitschriftenaufsatz | PUB-ID: 2980591

  P. Caputo, D. Ioffe, and V. Wachtel, “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

  D. Denisov, and V. Wachtel, “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

  P. Caputo, D. Ioffe, and V. Wachtel, in Statistical mechanics of classical and disordered systems, Springer, Cham, 2019, p. 241-266.

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• [46]
  

  2019 | Zeitschriftenaufsatz | PUB-ID: 2980586

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

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• [45]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980598

  D. Ioffe, Y. Velenik, and V. Wachtel, “Dyson Ferrari-Spohn diffusions and ordered walks under area tilts”, Probab. Theory Related Fields, 2018, 170, 11-47.

  PUB | DOI
   
• [44]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980597

  E. Perfilev, and V. Wachtel, “Local asymptotics for the area under the random walk excursion”, Adv. in Appl. Probab., 2018, 50, 600-620.

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• [43]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980593

  F. Sloothaak, V. Wachtel, and B. Zwart, “First-passage time asymptotics over moving boundaries for random walk bridges”, J. Appl. Probab., 2018, 55, 627-651.

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• [42]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980592

  D. Denisov, A. Sakhanenko, and V. Wachtel, “First-passage times for random walks with nonidentically distributed increments”, Ann. Probab., 2018, 46, 3313-3350.

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• [41]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980588

  V. Vatutin, and V. Wachtel, “Multi-type subcritical branching processes in a random environment”, Adv. in Appl. Probab., 2018, 50, 281-289.

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• [40]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980587

  D. Denisov, A. Sakhanenko, and V. Wachtel, “First-passage times over moving boundaries for asymptotically stable walks”, Teor. Veroyatn. Primen., 2018, 63, 755-778.

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• [39]
  

  2017 | Zeitschriftenaufsatz | PUB-ID: 2980599

  L. Heinrich, F. Pukelsheim, and V. Wachtel, “The variance of the discrepancy distribution of rounding procedures, and sums of uniform random variables”, Metrika, 2017, 80, 363-375.

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• [38]
  

  2016 | Zeitschriftenaufsatz | PUB-ID: 2980603

  D. Denisov, and V. Wachtel, “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

  V. Wachtel, and D. Denisov, “An exact asymptotics for the moment of crossing a curved boundary by an asymptotically stable random walk”, Theory Probab. Appl., 2016, 60, 481-500.

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• [36]
  

  2016 | Monographie | PUB-ID: 2980600

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

  PUB | DOI
   
• [35]
  

  2015 | Zeitschriftenaufsatz | PUB-ID: 2980608

  D. Denisov, and V. Wachtel, “Exit times for integrated random walks”, Ann. Inst. Henri Poincar\'{e} Probab. Stat., 2015, 51, 167-193.

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• [34]
  

  2015 | Zeitschriftenaufsatz | PUB-ID: 2980607

  D. Denisov, and V. Wachtel, “Random walks in cones”, Ann. Probab., 2015, 43, 992-1044.

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• [33]
  

  2015 | Zeitschriftenaufsatz | PUB-ID: 2980606

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

  PUB | DOI
   
• [32]
  

  2015 | Zeitschriftenaufsatz | PUB-ID: 2980604

  L. Mytnik, and V. Wachtel, “Multifractal analysis of superprocesses with stable branching in dimension one”, Ann. Probab., 2015, 43, 2763-2809.

  PUB | DOI
   
• [31]
  

  2014 | Zeitschriftenaufsatz | PUB-ID: 2980609

  D. Denisov, V. Vatutin, and V. Wachtel, “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

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

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• [29]
  

  2013 | Zeitschriftenaufsatz | PUB-ID: 2980612

  J. Kugler, and V. Wachtel, “Upper bounds for the maximum of a random walk with negative drift”, J. Appl. Probab., 2013, 50, 1131-1146.

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• [28]
  

  2013 | Zeitschriftenaufsatz | PUB-ID: 2980610

  V. Wachtel, D. Denisov, and D. Korshunov, “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, 288-314.

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• [27]
  

  2012 | Zeitschriftenaufsatz | PUB-ID: 2980620

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

  PUB | DOI
   
• [26]
  

  2012 | Zeitschriftenaufsatz | PUB-ID: 2980619

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

  PUB | DOI
   
• [25]
  

  2012 | Zeitschriftenaufsatz | PUB-ID: 2980618

  V. Wachtel, “Local limit theorem for the maximum of asymptotically stable random walks”, Probab. Theory Related Fields, 2012, 152, 407-424.

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• [24]
  

  2012 | Sammelwerksbeitrag | PUB-ID: 2980616

  K. Fleischmann, L. Mytnik, and V. Wachtel, in Probability in complex physical systems, Springer, Heidelberg, 2012, p. 409-421.

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• [23]
  

  2011 | Zeitschriftenaufsatz | PUB-ID: 2980621

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

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• [22]
  

  2010 | Zeitschriftenaufsatz | PUB-ID: 2980627

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

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• [21]
  

  2010 | Zeitschriftenaufsatz | PUB-ID: 2980626

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

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• [20]
  

  2010 | Zeitschriftenaufsatz | PUB-ID: 2980625

  N. Gantert, P. Mörters, and V. Wachtel, “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

  V. Wachtel, and S. Shneer, “A general approach to the analysis of the maximum of a random walk in heavy traffic”, Teor. Veroyatn. Primen., 2010, 55, 335-344.

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• [18]
  

  2009 | Zeitschriftenaufsatz | PUB-ID: 2980630

  V. A. Vatutin, and V. Wachtel, “Local probabilities for random walks conditioned to stay positive”, Probab. Theory Related Fields, 2009, 143, 177-217.

  PUB | DOI
   
• [17]
  

  2009 | Zeitschriftenaufsatz | PUB-ID: 2980629

  K. Fleischmann, and V. Wachtel, “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, 201-225.

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• [16]
  

  2009 | Zeitschriftenaufsatz | PUB-ID: 2980628

  V. Wachtel, “Transition phenomena for ladder epochs of random walks with small negative drift”, Adv. in Appl. Probab., 2009, 41, 1189-1214.

  PUB | DOI
   
• [15]
  

  2009 | Zeitschriftenaufsatz | PUB-ID: 2980624

  V. Vatutin, and V. Wachtel, “Sudden extinction of a critical branching process in a random environment”, Teor. Veroyatn. Primen., 2009, 54, 417-438.

  PUB | DOI
   
• [14]
  

  2008 | Zeitschriftenaufsatz | PUB-ID: 2980635

  K. Fleischmann, and V. Wachtel, “Large deviations for sums indexed by the generations of a Galton-Watson process”, Probab. Theory Related Fields, 2008, 141, 445-470.

  PUB | DOI
   
• [13]
  

  2008 | Zeitschriftenaufsatz | PUB-ID: 2980634

  K. Fleischmann, P. M\, and V. Wachtel, “Moderate deviations for a random walk in random scenery”, Stochastic Process. Appl., 2008, 118, 1768-1802.

  PUB | DOI
   
• [12]
  

  2008 | Zeitschriftenaufsatz | PUB-ID: 2980633

  S. Nagaev, and V. Wachtel, “On sums of independent random variables without power moments”, Sibirsk. Mat. Zh., 2008, 49, 1369-1380.

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• [11]
  

  2007 | Zeitschriftenaufsatz | PUB-ID: 2980637

  K. Fleischmann, and V. Wachtel, “Lower deviation probabilities for supercritical Galton-Watson processes”, Ann. Inst. H. Poincar\'{e} Probab. Statist., 2007, 43, 233-255.

  PUB | DOI
   
• [10]
  

  2007 | Zeitschriftenaufsatz | PUB-ID: 2980636

  S. Nagaev, and V. Wachtel, “The critical Galton-Watson process without further power moments”, J. Appl. Probab., 2007, 44, 753-769.

  PUB | DOI
   
• [9]
  

  2007 | Zeitschriftenaufsatz | PUB-ID: 2980632

  V. Wachtel, “Limit theorems for the probabilities of large deviations of a critical Galton-Watson process with exponential tails”, Teor. Veroyatn. Primen., 2007, 52, 644-659.

  PUB | DOI
   
• [8]
  

  2007 | Zeitschriftenaufsatz | PUB-ID: 2980631

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

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• [7]
  

  2006 | Zeitschriftenaufsatz | PUB-ID: 2980640

  K. Fleischmann, and V. Wachtel, “Large scale localization of a spatial version of Neveu's branching process”, Stochastic Process. Appl., 2006, 116, 983-1011.

  PUB | DOI
   
• [6]
  

  2006 | Zeitschriftenaufsatz | PUB-ID: 2980639

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

  PUB | DOI
   
• [5]
  

  2006 | Zeitschriftenaufsatz | PUB-ID: 2980638

  S. Nagaev, and V. Wachtel, “On sums of independent random variables without power moments”, Dokl. Akad. Nauk, 2006, 410, 318-320.

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• [4]
  

  2005 | Zeitschriftenaufsatz | PUB-ID: 2980642

  S. Nagaev, and V. Wachtel, “Probability inequalities for a critical Galton-Watson process”, Teor. Veroyatn. Primen., 2005, 50, 266-291.

  PUB | DOI
   
• [3]
  

  2005 | Zeitschriftenaufsatz | PUB-ID: 2980641

  S. Nagaev, and V. Wachtel, “On a local limit theorem for a critical Galton-Watson process”, Teor. Veroyatn. Primen., 2005, 50, 457-479.

  PUB | DOI
   
• [2]
  

  2003 | Zeitschriftenaufsatz | PUB-ID: 2980643

  S. Nagaev, and V. Wachtel, “Limit theorems for probabilities of large deviations of a Galton-Watson process”, Diskret. Mat., 2003, 15, 3-27.

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• [1]
  

  1999 | Zeitschriftenaufsatz | PUB-ID: 2980644

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

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