Vitali Wachtel

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

66 Publikationen

Alle markieren

  • [66]
    2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2999514
    Denisov, D. & Wachtel, V. (2024). Harmonic measure in a multidimensional gambler’s problem. Annals of Applied Probability, 34(5), 4387-4407. Institute of Mathematical Statistics. doi:10.1214/24-AAP2069.
    PUB | DOI | WoS
     
  • [65]
    2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2988206
    Iksanov, A. & Wachtel, V. (2024). Precise Tail Behaviour of Some Dirichlet Series. Journal of Theoretical Probability , 37(3), 2704-2737. Springer. doi:10.1007/s10959-024-01318-4.
    PUB | DOI | WoS
     
  • [64]
    2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2984081
    Denisov, D. & Wachtel, V. (2024). Green Function for an Asymptotically Stable Random Walk in a Half Space. Journal of Theoretical Probability , 37(2), 1745-1786. Springer. doi:10.1007/s10959-023-01283-4.
    PUB | DOI | WoS
     
  • [63]
    2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2991438
    Denisov, D., Gotthardt, N., Korshunov, D. & Wachtel, V. (2024). Probabilistic approach to risk processes with level-dependent premium rate. Insurance: Mathematics and Economics, 118, 142-156. Elsevier. doi:10.1016/j.insmatheco.2024.06.002.
    PUB | DOI | WoS
     
  • [62]
    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. Institute of Mathematical Statistics. doi:10.1214/22-AIHP1331.
    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. Institute of Mathematical Statistics . doi:10.1214/22-AAP1811.
    PUB | DOI | WoS
     
  • [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. doi:10.4213/tm4241.
    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. doi:10.5802/ahl.130.
    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. doi:10.1214/22-EJP879.
    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. Society for Industrial and Applied Mathematics. doi:10.1137/S0040585X97T990939.
    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. doi: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 (Progr. Probab.). A lifetime of excursions through random walks and Levy processes---a volume in honour of Ron Doney's 80th birthday (S. 181-203). Birkh\"{a}user/Springer, Cham. doi:10.1007/978-3-030-83309-1\_10.
    PUB | DOI
     
  • [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.
    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. doi:10.1007/s10959-018-0850-0.
    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. doi:10.1007/s10955-020-02546-8.
    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. doi:10.1016/j.spa.2019.11.004.
    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. doi: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. doi:10.1214/19-EJP283.
    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. doi:10.1214/19-ejp349.
    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 (Springer Proc. Math. Stat.). Statistical mechanics of classical and disordered systems (S. 241-266). Springer, Cham. doi:10.1007/978-3-030-29077-1\_10.
    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. doi: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. doi:10.1007/s00440-016-0751-z.
    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. doi:10.1017/apr.2018.26.
    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. doi:10.1017/jpr.2018.39.
    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. doi:10.1214/17-AOP1248.
    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. doi:10.1017/apr.2018.86.
    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. doi: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. doi:10.1007/s00184-017-0609-0.
    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. doi:10.1214/15-ECP3995.
    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. doi:10.1137/S0040585X97T987740.
    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. doi:10.1007/978-3-319-50085-0.
    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. doi:10.1214/13-AIHP577.
    PUB | DOI
     
  • [34]
    2015 | Zeitschriftenaufsatz | PUB-ID: 2980607
    Denisov, D. & Wachtel, V. (2015). Random walks in cones. Ann. Probab., 43(3), 992-1044. doi:10.1214/13-AOP867.
    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. doi:10.1112/jlms/jdu078.
    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. doi:10.1214/14-AOP951.
    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. doi:10.1214/EJP.v19-3426.
    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. doi:10.1016/j.spa.2013.04.011.
    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. doi:10.1239/jap/1389370104.
    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. doi:10.1214/ECP.v17-1757.
    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. doi:10.1214/EJP.v17-1719.
    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. doi:10.1007/s00440-010-0326-3.
    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 $1+\beta$ (Springer Proc. Math.). Probability in complex physical systems (S. 409-421). Springer, Heidelberg. doi:10.1007/978-3-642-23811-6\_16.
    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. doi:10.1007/s10959-010-0334-3.
    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. doi:10.1214/EJP.v15-752.
    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. doi:10.1214/09-AOP501.
    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. doi:10.1137/S0040585X97984796.
    PUB | DOI
     
  • [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. doi:10.1007/s00440-007-0124-8.
    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. doi:10.1214/07-AIHP162.
    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. doi: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. doi: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. doi:10.1007/s00440-007-0090-1.
    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. doi:10.1016/j.spa.2007.11.001.
    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. doi:10.1007/s11202-008-0105-x.
    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. doi:10.1016/j.anihpb.2006.03.001.
    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. doi:10.1239/jap/1189717543.
    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. doi: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. doi: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. doi: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. doi: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.
    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. doi: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. doi: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. doi: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.
    PUB
     
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