Vitali Wachtel

wachtel@math.uni-bielefeld.de
PEVZ-ID
304408102

64 Publikationen

Alle markieren

  • [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.
    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 .
    PUB | DOI | WoS
     
  • [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 .
    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.
    PUB | DOI | WoS
     
  • [60]
    2022 | Zeitschriftenaufsatz | PUB-ID: 2980568
    Denisov DE, Hinrichs G, Sakhanenko AI, 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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI | WoS
     
  • [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.
    PUB | DOI | WoS
     
  • [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.
    PUB | DOI
     
  • [55]
    2021 | Sammelwerksbeitrag | PUB-ID: 2980570
    Denisov D, Sakhanenko A, Wachtel V (2021)
    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., 78. Birkh\"{a}user/Springer, Cham: 181-203.
    PUB | DOI
     
  • [54]
    2021 | Zeitschriftenaufsatz | PUB-ID: 2980572
    Sakhanenko AI, Wachtel V, Prokopenko EI, Shelepova AD (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.
    PUB
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [47]
    2019 | Sammelwerksbeitrag | PUB-ID: 2980584
    Caputo P, Ioffe D, Wachtel V (2019)
    Tightness and line ensembles for Brownian polymers under geometric area tilts.
    In: Statistical mechanics of classical and disordered systems. Springer Proc. Math. Stat., 293. Springer, Cham: 241-266.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [34]
    2015 | Zeitschriftenaufsatz | PUB-ID: 2980607
    Denisov D, Wachtel V (2015)
    Random walks in cones.
    Ann. Probab. 43(3): 992-1044.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB
     
  • [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.
    PUB | DOI
     
  • [26]
    2012 | Zeitschriftenaufsatz | PUB-ID: 2980619
    Denisov D, Wachtel V (2012)
    Ordered random walks with heavy tails.
    Electron. J. Probab. 17: no. 4, 21.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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 $1+\beta$.
    In: Probability in complex physical systems. Springer Proc. Math., 11. Springer, Heidelberg: 409-421.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB
     
  • [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.
    PUB | DOI
     
  • [18]
    2009 | Zeitschriftenaufsatz | PUB-ID: 2980630
    Vatutin VA, Wachtel V (2009)
    Local probabilities for random walks conditioned to stay positive.
    Probab. Theory Related Fields 143(1-2): 177-217.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB
     
Markierte Publikation(en)

Suche

Publikationen filtern

Darstellung / Sortierung

Export / Einbettung