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• [64]
  

  2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2988958

  Denisov, D., & Wachtel, V. (2024). Random walks in cones revisited. Annales de l'Institut Henri Poincaré (B): Probability and Statistics , 60(1), 126-166. https://doi.org/10.1214/22-AIHP1331

  PUB | DOI | WoS
   
• [63]
  

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

  Iksanov, A., & Wachtel, V. (2024). Precise Tail Behaviour of Some Dirichlet Series. Journal of Theoretical Probability . https://doi.org/10.1007/s10959-024-01318-4

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• [62]
  

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

  Denisov, D., & Wachtel, V. (2023). Green Function for an Asymptotically Stable Random Walk in a Half Space. Journal of Theoretical Probability . https://doi.org/10.1007/s10959-023-01283-4

  PUB | DOI | WoS
   
• [61]
  

  2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2978105

  Bär, M., Duraj, J., & Wachtel, V. (2023). Invariance principles for integrated random walks conditioned to stay positive. Annals of Applied Probability, 33(1), 127-160. https://doi.org/10.1214/22-AAP1811

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• [60]
  

  2022 | Zeitschriftenaufsatz | PUB-ID: 2980568

  Denisov, D. E., Hinrichs, G., Sakhanenko, A. I., & Wachtel, V. (2022). Crossing an asymptotically square-root boundary by the Brownian motion. Tr. Mat. Inst. Steklova, 316(Vetvyashchesya Protsessy i Smezhiye Voprosy), 113-128. https://doi.org/10.4213/tm4241

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• [59]
  

  2022 | Zeitschriftenaufsatz | PUB-ID: 2980566

  Duraj, J., Raschel, K., Tarrago, P., & Wachtel, V. (2022). Martin boundary of random walks in convex cones. Ann. H. Lebesgue, 5, 559-609. https://doi.org/10.5802/ahl.130

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• [58]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2968907

  Denisov, D., Hinrichs, G., Kolb, M., & Wachtel, V. (2022). Persistence of autoregressive sequences with logarithmic tails. Electronic Journal of Probability , 27, 154. https://doi.org/10.1214/22-EJP879

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• [57]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2968208

  Perfilev, E., & Wachtel, V. (2022). Local tail asymptotics for the joint distribution of length and of maximum of a random walk excursion. Theory of Probability and its Applications, 67(2), 294-309. https://doi.org/10.1137/S0040585X97T990939

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• [56]
  

  2021 | Zeitschriftenaufsatz | PUB-ID: 2980576

  Denisov, D., Perfilev, E., & Wachtel, V. (2021). Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments. J. Appl. Probab., 58(1), 217-237. https://doi.org/10.1017/jpr.2020.85

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• [55]
  

  2021 | Sammelwerksbeitrag | PUB-ID: 2980570

  Denisov, D., Sakhanenko, A., & Wachtel, V. (2021). First-passage times for random walks in the triangular array setting. A lifetime of excursions through random walks and Levy processes---a volume in honour of Ron Doney's 80th birthday, Progr. Probab., 78, 181-203. Birkh\"{a}user/Springer, Cham. https://doi.org/10.1007/978-3-030-83309-1\_10

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• [54]
  

  2021 | Zeitschriftenaufsatz | PUB-ID: 2980572

  Sakhanenko, A. I., Wachtel, V., Prokopenko, E. I., & Shelepova, A. D. (2021). On the asymptotics of the distribution of the exit time beyond a non-increasing boundary for a compound renewal process. Sib. \`Elektron. Mat. Izv., 18(1), 9-26.

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• [53]
  

  2020 | Zeitschriftenaufsatz | PUB-ID: 2980581

  Hinrichs, G., Kolb, M., & Wachtel, V. (2020). Persistence of one-dimensional $\rm AR(1)$-sequences. J. Theoret. Probab., 33(1), 65-102. https://doi.org/10.1007/s10959-018-0850-0

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• [52]
  

  2020 | Zeitschriftenaufsatz | PUB-ID: 2980578

  Ioffe, D., Ott, S., Velenik, Y., & Wachtel, V. (2020). Invariance principle for a Potts interface along a wall. J. Stat. Phys., 180(1-6), 832-861. https://doi.org/10.1007/s10955-020-02546-8

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• [51]
  

  2020 | Zeitschriftenaufsatz | PUB-ID: 2980580

  Duraj, J., & Wachtel, V. (2020). Invariance principles for random walks in cones. Stochastic Process. Appl., 130(7), 3920-3942. https://doi.org/10.1016/j.spa.2019.11.004

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• [50]
  

  2020 | Zeitschriftenaufsatz | PUB-ID: 2980577

  Denisov, D., Korshunov, D., & Wachtel, V. (2020). Renewal theory for transient Markov chains with asymptotically zero drift. Trans. Amer. Math. Soc., 373(10), 7253-7286. https://doi.org/10.1090/tran/8167

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• [49]
  

  2019 | Zeitschriftenaufsatz | PUB-ID: 2980591

  Caputo, P., Ioffe, D., & Wachtel, V. (2019). Confinement of Brownian polymers under geometric area tilts. Electron. J. Probab., 24, Paper No. 37, 21. https://doi.org/10.1214/19-EJP283

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• [48]
  

  2019 | Zeitschriftenaufsatz | PUB-ID: 2980590

  Denisov, D., & Wachtel, V. (2019). Alternative constructions of a harmonic function for a random walk in a cone. Electron. J. Probab., 24, Paper No. 92, 26. https://doi.org/10.1214/19-ejp349

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• [47]
  

  2019 | Sammelwerksbeitrag | PUB-ID: 2980584

  Caputo, P., Ioffe, D., & Wachtel, V. (2019). Tightness and line ensembles for Brownian polymers under geometric area tilts. Statistical mechanics of classical and disordered systems, Springer Proc. Math. Stat., 293, 241-266. Springer, Cham. https://doi.org/10.1007/978-3-030-29077-1\_10

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• [46]
  

  2019 | Zeitschriftenaufsatz | PUB-ID: 2980586

  Denisov, D., Korshunov, D., & Wachtel, V. (2019). Markov chains on $\Bbb Z^+$: analysis of stationary measure via harmonic functions approach. Queueing Syst., 91(3-4), 265-295. https://doi.org/10.1007/s11134-019-09602-5

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• [45]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980598

  Ioffe, D., Velenik, Y., & Wachtel, V. (2018). Dyson Ferrari-Spohn diffusions and ordered walks under area tilts. Probab. Theory Related Fields, 170(1-2), 11-47. https://doi.org/10.1007/s00440-016-0751-z

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• [44]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980597

  Perfilev, E., & Wachtel, V. (2018). Local asymptotics for the area under the random walk excursion. Adv. in Appl. Probab., 50(2), 600-620. https://doi.org/10.1017/apr.2018.26

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• [43]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980593

  Sloothaak, F., Wachtel, V., & Zwart, B. (2018). First-passage time asymptotics over moving boundaries for random walk bridges. J. Appl. Probab., 55(2), 627-651. https://doi.org/10.1017/jpr.2018.39

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• [42]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980592

  Denisov, D., Sakhanenko, A., & Wachtel, V. (2018). First-passage times for random walks with nonidentically distributed increments. Ann. Probab., 46(6), 3313-3350. https://doi.org/10.1214/17-AOP1248

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• [41]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980588

  Vatutin, V., & Wachtel, V. (2018). Multi-type subcritical branching processes in a random environment. Adv. in Appl. Probab., 50(A), 281-289. https://doi.org/10.1017/apr.2018.86

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• [40]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980587

  Denisov, D., Sakhanenko, A., & Wachtel, V. (2018). First-passage times over moving boundaries for asymptotically stable walks. Teor. Veroyatn. Primen., 63(4), 755-778. https://doi.org/10.4213/tvp5181

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• [39]
  

  2017 | Zeitschriftenaufsatz | PUB-ID: 2980599

  Heinrich, L., Pukelsheim, F., & Wachtel, V. (2017). The variance of the discrepancy distribution of rounding procedures, and sums of uniform random variables. Metrika, 80(3), 363-375. https://doi.org/10.1007/s00184-017-0609-0

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• [38]
  

  2016 | Zeitschriftenaufsatz | PUB-ID: 2980603

  Denisov, D., & Wachtel, V. (2016). Universality of local times of killed and reflected random walks. Electron. Commun. Probab., 21, Paper No. 1, 11. https://doi.org/10.1214/15-ECP3995

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• [37]
  

  2016 | Zeitschriftenaufsatz | PUB-ID: 2980601

  Wachtel, V., & Denisov, D. (2016). An exact asymptotics for the moment of crossing a curved boundary by an asymptotically stable random walk. Theory Probab. Appl., 60(3), 481-500. https://doi.org/10.1137/S0040585X97T987740

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• [36]
  

  2016 | Monographie | PUB-ID: 2980600

  Mytnik, L., & Wachtel, V. (2016). Regularity and irregularity of superprocesses with $(1+\beta )$-stable branching mechanism (SpringerBriefs in Probability and Mathematical Statistics). Springer, Cham. https://doi.org/10.1007/978-3-319-50085-0

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• [35]
  

  2015 | Zeitschriftenaufsatz | PUB-ID: 2980608

  Denisov, D., & Wachtel, V. (2015). Exit times for integrated random walks. Ann. Inst. Henri Poincar\'{e} Probab. Stat., 51(1), 167-193. https://doi.org/10.1214/13-AIHP577

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• [34]
  

  2015 | Zeitschriftenaufsatz | PUB-ID: 2980607

  Denisov, D., & Wachtel, V. (2015). Random walks in cones. Ann. Probab., 43(3), 992-1044. https://doi.org/10.1214/13-AOP867

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• [33]
  

  2015 | Zeitschriftenaufsatz | PUB-ID: 2980606

  Denisov, D., Kolb, M., & Wachtel, V. (2015). Local asymptotics for the area of random walk excursions. J. Lond. Math. Soc. (2), 91(2), 495-513. https://doi.org/10.1112/jlms/jdu078

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• [32]
  

  2015 | Zeitschriftenaufsatz | PUB-ID: 2980604

  Mytnik, L., & Wachtel, V. (2015). Multifractal analysis of superprocesses with stable branching in dimension one. Ann. Probab., 43(5), 2763-2809. https://doi.org/10.1214/14-AOP951

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• [31]
  

  2014 | Zeitschriftenaufsatz | PUB-ID: 2980609

  Denisov, D., Vatutin, V., & Wachtel, V. (2014). Local probabilities for random walks with negative drift conditioned to stay nonnegative. Electron. J. Probab., 19, no. 88, 17. https://doi.org/10.1214/EJP.v19-3426

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• [30]
  

  2013 | Zeitschriftenaufsatz | PUB-ID: 2980613

  Denisov, D., Korshunov, D., & Wachtel, V. (2013). Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics. Stochastic Process. Appl., 123(8), 3027-3051. https://doi.org/10.1016/j.spa.2013.04.011

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• [29]
  

  2013 | Zeitschriftenaufsatz | PUB-ID: 2980612

  Kugler, J., & Wachtel, V. (2013). Upper bounds for the maximum of a random walk with negative drift. J. Appl. Probab., 50(4), 1131-1146. https://doi.org/10.1239/jap/1389370104

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• [28]
  

  2013 | Zeitschriftenaufsatz | PUB-ID: 2980610

  Wachtel, V., Denisov, D., & Korshunov, D. (2013). On the asymptotics of the tail of distribution of a supercritical Galton-Watson process in the case of heavy tails. Tr. Mat. Inst. Steklova, 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. (2012). Martingale approach to subexponential asymptotics for random walks. Electron. Commun. Probab., 17, no. 6, 9. https://doi.org/10.1214/ECP.v17-1757

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• [26]
  

  2012 | Zeitschriftenaufsatz | PUB-ID: 2980619

  Denisov, D., & Wachtel, V. (2012). Ordered random walks with heavy tails. Electron. J. Probab., 17, no. 4, 21. https://doi.org/10.1214/EJP.v17-1719

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• [25]
  

  2012 | Zeitschriftenaufsatz | PUB-ID: 2980618

  Wachtel, V. (2012). Local limit theorem for the maximum of asymptotically stable random walks. Probab. Theory Related Fields, 152(3-4), 407-424. https://doi.org/10.1007/s00440-010-0326-3

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• [24]
  

  2012 | Sammelwerksbeitrag | PUB-ID: 2980616

  Fleischmann, K., Mytnik, L., & Wachtel, V. (2012). Properties of states of super-$\alpha$-stable motion with branching of index $1+\beta$. Probability in complex physical systems, Springer Proc. Math., 11, 409-421. Springer, Heidelberg. https://doi.org/10.1007/978-3-642-23811-6\_16

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• [23]
  

  2011 | Zeitschriftenaufsatz | PUB-ID: 2980621

  Fleischmann, K., Mytnik, L., & Wachtel, V. (2011). H\"older index at a given point for density states of super-$\alpha$-stable motion of index $1+\beta$. J. Theoret. Probab., 24(1), 66-92. https://doi.org/10.1007/s10959-010-0334-3

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• [22]
  

  2010 | Zeitschriftenaufsatz | PUB-ID: 2980627

  Denisov, D., & Wachtel, V. (2010). Conditional limit theorems for ordered random walks. Electron. J. Probab., 15, no. 11, 292-322. https://doi.org/10.1214/EJP.v15-752

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• [21]
  

  2010 | Zeitschriftenaufsatz | PUB-ID: 2980626

  Fleischmann, K., Mytnik, L., & Wachtel, V. (2010). Optimal local H\"older index for density states of superprocesses with $(1+\beta)$-branching mechanism. Ann. Probab., 38(3), 1180-1220. https://doi.org/10.1214/09-AOP501

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• [20]
  

  2010 | Zeitschriftenaufsatz | PUB-ID: 2980625

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

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• [19]
  

  2010 | Zeitschriftenaufsatz | PUB-ID: 2980623

  Wachtel, V., & Shneer, S. (2010). A general approach to the analysis of the maximum of a random walk in heavy traffic. Teor. Veroyatn. Primen., 55(2), 335-344. https://doi.org/10.1137/S0040585X97984796

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• [18]
  

  2009 | Zeitschriftenaufsatz | PUB-ID: 2980630

  Vatutin, V. A., & Wachtel, V. (2009). Local probabilities for random walks conditioned to stay positive. Probab. Theory Related Fields, 143(1-2), 177-217. https://doi.org/10.1007/s00440-007-0124-8

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• [17]
  

  2009 | Zeitschriftenaufsatz | PUB-ID: 2980629

  Fleischmann, K., & Wachtel, V. (2009). 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., 45(1), 201-225. https://doi.org/10.1214/07-AIHP162

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• [16]
  

  2009 | Zeitschriftenaufsatz | PUB-ID: 2980628

  Wachtel, V. (2009). Transition phenomena for ladder epochs of random walks with small negative drift. Adv. in Appl. Probab., 41(4), 1189-1214. https://doi.org/10.1239/aap/1261669592

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• [15]
  

  2009 | Zeitschriftenaufsatz | PUB-ID: 2980624

  Vatutin, V., & Wachtel, V. (2009). Sudden extinction of a critical branching process in a random environment. Teor. Veroyatn. Primen., 54(3), 417-438. https://doi.org/10.1137/S0040585X97984280

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• [14]
  

  2008 | Zeitschriftenaufsatz | PUB-ID: 2980635

  Fleischmann, K., & Wachtel, V. (2008). Large deviations for sums indexed by the generations of a Galton-Watson process. Probab. Theory Related Fields, 141(3-4), 445-470. https://doi.org/10.1007/s00440-007-0090-1

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• [13]
  

  2008 | Zeitschriftenaufsatz | PUB-ID: 2980634

  Fleischmann, K., M\, P., & Wachtel, V. (2008). Moderate deviations for a random walk in random scenery. Stochastic Process. Appl., 118(10), 1768-1802. https://doi.org/10.1016/j.spa.2007.11.001

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• [12]
  

  2008 | Zeitschriftenaufsatz | PUB-ID: 2980633

  Nagaev, S., & Wachtel, V. (2008). On sums of independent random variables without power moments. Sibirsk. Mat. Zh., 49(6), 1369-1380. https://doi.org/10.1007/s11202-008-0105-x

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• [11]
  

  2007 | Zeitschriftenaufsatz | PUB-ID: 2980637

  Fleischmann, K., & Wachtel, V. (2007). Lower deviation probabilities for supercritical Galton-Watson processes. Ann. Inst. H. Poincar\'{e} Probab. Statist., 43(2), 233-255. https://doi.org/10.1016/j.anihpb.2006.03.001

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• [10]
  

  2007 | Zeitschriftenaufsatz | PUB-ID: 2980636

  Nagaev, S., & Wachtel, V. (2007). The critical Galton-Watson process without further power moments. J. Appl. Probab., 44(3), 753-769. https://doi.org/10.1239/jap/1189717543

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• [9]
  

  2007 | Zeitschriftenaufsatz | PUB-ID: 2980632

  Wachtel, V. (2007). Limit theorems for the probabilities of large deviations of a critical Galton-Watson process with exponential tails. Teor. Veroyatn. Primen., 52(4), 644-659. https://doi.org/10.1137/S0040585X97983249

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• [8]
  

  2007 | Zeitschriftenaufsatz | PUB-ID: 2980631

  Vatutin, V., Wachtel, V., & Fleischmann, K. (2007). Critical Galton-Watson branching processes: the maximum of the total number of particles within a large window. Teor. Veroyatn. Primen., 52(3), 419-445. https://doi.org/10.1137/S0040585X97983110

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• [7]
  

  2006 | Zeitschriftenaufsatz | PUB-ID: 2980640

  Fleischmann, K., & Wachtel, V. (2006). Large scale localization of a spatial version of Neveu's branching process. Stochastic Process. Appl., 116(7), 983-1011. https://doi.org/10.1016/j.spa.2005.12.005

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• [6]
  

  2006 | Zeitschriftenaufsatz | PUB-ID: 2980639

  Fleischmann, K., Mörters, P., & Wachtel, V. (2006). Hydrodynamic limit fluctuations of super-Brownian motion with a stable catalyst. Electron. J. Probab., 11, no. 29, 723-767. https://doi.org/10.1214/EJP.v11-348

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• [5]
  

  2006 | Zeitschriftenaufsatz | PUB-ID: 2980638

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

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• [4]
  

  2005 | Zeitschriftenaufsatz | PUB-ID: 2980642

  Nagaev, S., & Wachtel, V. (2005). Probability inequalities for a critical Galton-Watson process. Teor. Veroyatn. Primen., 50(2), 266-291. https://doi.org/10.1137/S0040585X97981640

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• [3]
  

  2005 | Zeitschriftenaufsatz | PUB-ID: 2980641

  Nagaev, S., & Wachtel, V. (2005). On a local limit theorem for a critical Galton-Watson process. Teor. Veroyatn. Primen., 50(3), 457-479. https://doi.org/10.1137/S0040585X97981822

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• [2]
  

  2003 | Zeitschriftenaufsatz | PUB-ID: 2980643

  Nagaev, S., & Wachtel, V. (2003). Limit theorems for probabilities of large deviations of a Galton-Watson process. Diskret. Mat., 15(1), 3-27. https://doi.org/10.1515/156939203321669537

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• [1]
  

  1999 | Zeitschriftenaufsatz | PUB-ID: 2980644

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

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