PUB - Publikationen an der Universität Bielefeld

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• [66]
  

  2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2999514

  Denisov, Denis, and Wachtel, Vitali. 2024. “Harmonic measure in a multidimensional gambler’s problem”. Annals of Applied Probability 34 (5): 4387-4407.

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• [65]
  

  2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2988206

  Iksanov, Alexander, and Wachtel, Vitali. 2024. “Precise Tail Behaviour of Some Dirichlet Series”. Journal of Theoretical Probability 37 (3): 2704-2737.

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• [64]
  

  2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2984081

  Denisov, Denis, and Wachtel, Vitali. 2024. “Green Function for an Asymptotically Stable Random Walk in a Half Space”. Journal of Theoretical Probability 37 (2): 1745-1786.

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• [63]
  

  2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2991438

  Denisov, Denis, Gotthardt, Niklas, Korshunov, Dmitry, and Wachtel, Vitali. 2024. “Probabilistic approach to risk processes with level-dependent premium rate”. Insurance: Mathematics and Economics 118: 142-156.

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• [62]
  

  2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2988958

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

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• [61]
  

  2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2978105

  Bär, Michael, Duraj, Jetlir, and Wachtel, Vitali. 2023. “Invariance principles for integrated random walks conditioned to stay positive”. Annals of Applied Probability 33 (1): 127-160.

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• [60]
  

  2022 | Zeitschriftenaufsatz | PUB-ID: 2980568

  Denisov, Denis E., Hinrichs, Günter, Sakhanenko, Alexander I., and Wachtel, Vitali. 2022. “Crossing an asymptotically square-root boundary by the Brownian motion”. Tr. Mat. Inst. Steklova 316 (Vetvyashchesya Protsessy i Smezhiye Voprosy): 113-128.

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• [59]
  

  2022 | Zeitschriftenaufsatz | PUB-ID: 2980566

  Duraj, Jetlir, Raschel, Kilian, Tarrago, Pierre, and Wachtel, Vitali. 2022. “Martin boundary of random walks in convex cones”. Ann. H. Lebesgue 5: 559-609.

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• [58]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2968907

  Denisov, Denis, Hinrichs, Guenter, Kolb, Martin, and Wachtel, Vitali. 2022. “Persistence of autoregressive sequences with logarithmic tails”. Electronic Journal of Probability 27: 154.

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• [57]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2968208

  Perfilev, E., and Wachtel, Vitali. 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.

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• [56]
  

  2021 | Zeitschriftenaufsatz | PUB-ID: 2980576

  Denisov, Denis, Perfilev, Elena, and Wachtel, Vitali. 2021. “Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments”. J. Appl. Probab. 58 (1): 217-237.

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• [55]
  

  2021 | Sammelwerksbeitrag | PUB-ID: 2980570

  Denisov, Denis, Sakhanenko, Alexander, and Wachtel, Vitali. 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, 78:181-203. Progr. Probab. Birkh\"{a}user/Springer, Cham.

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• [54]
  

  2021 | Zeitschriftenaufsatz | PUB-ID: 2980572

  Sakhanenko, A. I., Wachtel, Vitali, Prokopenko, E. I., and 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, Günter, Kolb, Martin, and Wachtel, Vitali. 2020. “Persistence of one-dimensional $\rm AR(1)$-sequences”. J. Theoret. Probab. 33 (1): 65-102.

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• [52]
  

  2020 | Zeitschriftenaufsatz | PUB-ID: 2980578

  Ioffe, Dmitry, Ott, Sebastien, Velenik, Yvan, and Wachtel, Vitali. 2020. “Invariance principle for a Potts interface along a wall”. J. Stat. Phys. 180 (1-6): 832-861.

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• [51]
  

  2020 | Zeitschriftenaufsatz | PUB-ID: 2980580

  Duraj, Jetlir, and Wachtel, Vitali. 2020. “Invariance principles for random walks in cones”. Stochastic Process. Appl. 130 (7): 3920-3942.

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• [50]
  

  2020 | Zeitschriftenaufsatz | PUB-ID: 2980577

  Denisov, Denis, Korshunov, Dmitry, and Wachtel, Vitali. 2020. “Renewal theory for transient Markov chains with asymptotically zero drift”. Trans. Amer. Math. Soc. 373 (10): 7253-7286.

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• [49]
  

  2019 | Zeitschriftenaufsatz | PUB-ID: 2980591

  Caputo, Pietro, Ioffe, Dmitry, and Wachtel, Vitali. 2019. “Confinement of Brownian polymers under geometric area tilts”. Electron. J. Probab. 24: Paper No. 37, 21.

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• [48]
  

  2019 | Zeitschriftenaufsatz | PUB-ID: 2980590

  Denisov, Denis, and Wachtel, Vitali. 2019. “Alternative constructions of a harmonic function for a random walk in a cone”. Electron. J. Probab. 24: Paper No. 92, 26.

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• [47]
  

  2019 | Sammelwerksbeitrag | PUB-ID: 2980584

  Caputo, Pietro, Ioffe, Dmitry, and Wachtel, Vitali. 2019. “Tightness and line ensembles for Brownian polymers under geometric area tilts”. In Statistical mechanics of classical and disordered systems, 293:241-266. Springer Proc. Math. Stat. Springer, Cham.

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• [46]
  

  2019 | Zeitschriftenaufsatz | PUB-ID: 2980586

  Denisov, Denis, Korshunov, Dmitry, and Wachtel, Vitali. 2019. “Markov chains on $\Bbb Z^+$: analysis of stationary measure via harmonic functions approach”. Queueing Syst. 91 (3-4): 265-295.

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• [45]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980598

  Ioffe, Dmitry, Velenik, Yvan, and Wachtel, Vitali. 2018. “Dyson Ferrari-Spohn diffusions and ordered walks under area tilts”. Probab. Theory Related Fields 170 (1-2): 11-47.

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• [44]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980597

  Perfilev, Elena, and Wachtel, Vitali. 2018. “Local asymptotics for the area under the random walk excursion”. Adv. in Appl. Probab. 50 (2): 600-620.

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• [43]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980593

  Sloothaak, Fiona, Wachtel, Vitali, and Zwart, Bert. 2018. “First-passage time asymptotics over moving boundaries for random walk bridges”. J. Appl. Probab. 55 (2): 627-651.

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• [42]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980592

  Denisov, Denis, Sakhanenko, Alexander, and Wachtel, Vitali. 2018. “First-passage times for random walks with nonidentically distributed increments”. Ann. Probab. 46 (6): 3313-3350.

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• [41]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980588

  Vatutin, Vladimir, and Wachtel, Vitali. 2018. “Multi-type subcritical branching processes in a random environment”. Adv. in Appl. Probab. 50 (A): 281-289.

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• [40]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980587

  Denisov, Denis, Sakhanenko, Alexandr, and Wachtel, Vitali. 2018. “First-passage times over moving boundaries for asymptotically stable walks”. Teor. Veroyatn. Primen. 63 (4): 755-778.

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• [39]
  

  2017 | Zeitschriftenaufsatz | PUB-ID: 2980599

  Heinrich, Lothar, Pukelsheim, Friedrich, and Wachtel, Vitali. 2017. “The variance of the discrepancy distribution of rounding procedures, and sums of uniform random variables”. Metrika 80 (3): 363-375.

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• [38]
  

  2016 | Zeitschriftenaufsatz | PUB-ID: 2980603

  Denisov, Denis, and Wachtel, Vitali. 2016. “Universality of local times of killed and reflected random walks”. Electron. Commun. Probab. 21: Paper No. 1, 11.

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• [37]
  

  2016 | Zeitschriftenaufsatz | PUB-ID: 2980601

  Wachtel, Vitali, and Denisov, Denis. 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.

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• [36]
  

  2016 | Monographie | PUB-ID: 2980600

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

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• [35]
  

  2015 | Zeitschriftenaufsatz | PUB-ID: 2980608

  Denisov, Denis, and Wachtel, Vitali. 2015. “Exit times for integrated random walks”. Ann. Inst. Henri Poincar\'{e} Probab. Stat. 51 (1): 167-193.

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• [34]
  

  2015 | Zeitschriftenaufsatz | PUB-ID: 2980607

  Denisov, Denis, and Wachtel, Vitali. 2015. “Random walks in cones”. Ann. Probab. 43 (3): 992-1044.

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• [33]
  

  2015 | Zeitschriftenaufsatz | PUB-ID: 2980606

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

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• [32]
  

  2015 | Zeitschriftenaufsatz | PUB-ID: 2980604

  Mytnik, Leonid, and Wachtel, Vitali. 2015. “Multifractal analysis of superprocesses with stable branching in dimension one”. Ann. Probab. 43 (5): 2763-2809.

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• [31]
  

  2014 | Zeitschriftenaufsatz | PUB-ID: 2980609

  Denisov, Denis, Vatutin, Vladimir, and Wachtel, Vitali. 2014. “Local probabilities for random walks with negative drift conditioned to stay nonnegative”. Electron. J. Probab. 19: no. 88, 17.

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• [30]
  

  2013 | Zeitschriftenaufsatz | PUB-ID: 2980613

  Denisov, Denis, Korshunov, Dmitry, and Wachtel, Vitali. 2013. “Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics”. Stochastic Process. Appl. 123 (8): 3027-3051.

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• [29]
  

  2013 | Zeitschriftenaufsatz | PUB-ID: 2980612

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

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• [28]
  

  2013 | Zeitschriftenaufsatz | PUB-ID: 2980610

  Wachtel, Vitali, Denisov, Denis, and Korshunov, Dmitry. 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, Denis, and Wachtel, Vitali. 2012. “Martingale approach to subexponential asymptotics for random walks”. Electron. Commun. Probab. 17: no. 6, 9.

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• [26]
  

  2012 | Zeitschriftenaufsatz | PUB-ID: 2980619

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

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• [25]
  

  2012 | Zeitschriftenaufsatz | PUB-ID: 2980618

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

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• [24]
  

  2012 | Sammelwerksbeitrag | PUB-ID: 2980616

  Fleischmann, Klaus, Mytnik, Leonid, and Wachtel, Vitali. 2012. “Properties of states of super-$\alpha$-stable motion with branching of index $1+\beta$”. In Probability in complex physical systems, 11:409-421. Springer Proc. Math. Springer, Heidelberg.

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• [23]
  

  2011 | Zeitschriftenaufsatz | PUB-ID: 2980621

  Fleischmann, Klaus, Mytnik, Leonid, and Wachtel, Vitali. 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.

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• [22]
  

  2010 | Zeitschriftenaufsatz | PUB-ID: 2980627

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

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• [21]
  

  2010 | Zeitschriftenaufsatz | PUB-ID: 2980626

  Fleischmann, Klaus, Mytnik, Leonid, and Wachtel, Vitali. 2010. “Optimal local H\"older index for density states of superprocesses with $(1+\beta)$-branching mechanism”. Ann. Probab. 38 (3): 1180-1220.

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• [20]
  

  2010 | Zeitschriftenaufsatz | PUB-ID: 2980625

  Gantert, Nina, Mörters, Peter, and Wachtel, Vitali. 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, Vitali, and Shneer, Seva. 2010. “A general approach to the analysis of the maximum of a random walk in heavy traffic”. Teor. Veroyatn. Primen. 55 (2): 335-344.

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• [18]
  

  2009 | Zeitschriftenaufsatz | PUB-ID: 2980630

  Vatutin, Vladimir A., and Wachtel, Vitali. 2009. “Local probabilities for random walks conditioned to stay positive”. Probab. Theory Related Fields 143 (1-2): 177-217.

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• [17]
  

  2009 | Zeitschriftenaufsatz | PUB-ID: 2980629

  Fleischmann, Klaus, and Wachtel, Vitali. 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.

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• [16]
  

  2009 | Zeitschriftenaufsatz | PUB-ID: 2980628

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

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• [15]
  

  2009 | Zeitschriftenaufsatz | PUB-ID: 2980624

  Vatutin, Vladimir, and Wachtel, Vitali. 2009. “Sudden extinction of a critical branching process in a random environment”. Teor. Veroyatn. Primen. 54 (3): 417-438.

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• [14]
  

  2008 | Zeitschriftenaufsatz | PUB-ID: 2980635

  Fleischmann, Klaus, and Wachtel, Vitali. 2008. “Large deviations for sums indexed by the generations of a Galton-Watson process”. Probab. Theory Related Fields 141 (3-4): 445-470.

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• [13]
  

  2008 | Zeitschriftenaufsatz | PUB-ID: 2980634

  Fleischmann, Klaus, M\, Peter, and Wachtel, Vitali. 2008. “Moderate deviations for a random walk in random scenery”. Stochastic Process. Appl. 118 (10): 1768-1802.

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• [12]
  

  2008 | Zeitschriftenaufsatz | PUB-ID: 2980633

  Nagaev, Sergei, and Wachtel, Vitali. 2008. “On sums of independent random variables without power moments”. Sibirsk. Mat. Zh. 49 (6): 1369-1380.

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• [11]
  

  2007 | Zeitschriftenaufsatz | PUB-ID: 2980637

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

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• [10]
  

  2007 | Zeitschriftenaufsatz | PUB-ID: 2980636

  Nagaev, Sergei, and Wachtel, Vitali. 2007. “The critical Galton-Watson process without further power moments”. J. Appl. Probab. 44 (3): 753-769.

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• [9]
  

  2007 | Zeitschriftenaufsatz | PUB-ID: 2980632

  Wachtel, Vitali. 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.

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• [8]
  

  2007 | Zeitschriftenaufsatz | PUB-ID: 2980631

  Vatutin, Vladimir, Wachtel, Vitali, and Fleischmann, Klaus. 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.

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• [7]
  

  2006 | Zeitschriftenaufsatz | PUB-ID: 2980640

  Fleischmann, Klaus, and Wachtel, Vitali. 2006. “Large scale localization of a spatial version of Neveu's branching process”. Stochastic Process. Appl. 116 (7): 983-1011.

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• [6]
  

  2006 | Zeitschriftenaufsatz | PUB-ID: 2980639

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

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• [5]
  

  2006 | Zeitschriftenaufsatz | PUB-ID: 2980638

  Nagaev, Sergei, and Wachtel, Vitali. 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, Sergei, and Wachtel, Vitali. 2005. “Probability inequalities for a critical Galton-Watson process”. Teor. Veroyatn. Primen. 50 (2): 266-291.

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• [3]
  

  2005 | Zeitschriftenaufsatz | PUB-ID: 2980641

  Nagaev, Sergei, and Wachtel, Vitali. 2005. “On a local limit theorem for a critical Galton-Watson process”. Teor. Veroyatn. Primen. 50 (3): 457-479.

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• [2]
  

  2003 | Zeitschriftenaufsatz | PUB-ID: 2980643

  Nagaev, Sergei, and Wachtel, Vitali. 2003. “Limit theorems for probabilities of large deviations of a Galton-Watson process”. Diskret. Mat. 15 (1): 3-27.

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• [1]
  

  1999 | Zeitschriftenaufsatz | PUB-ID: 2980644

  Nagaev, Sergei, Nedorezov, Lev, and Wachtel, Vitali. 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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