Vitali Wachtel

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

66 Publikationen

Alle markieren

  • [66]
    2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2999514
    Denisov, D., and Wachtel, V. (2024). Harmonic measure in a multidimensional gambler’s problem. Annals of Applied Probability 34, 4387-4407.
    PUB | DOI | WoS
     
  • [65]
    2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2988206
    Iksanov, A., and Wachtel, V. (2024). Precise Tail Behaviour of Some Dirichlet Series. Journal of Theoretical Probability 37, 2704-2737.
    PUB | DOI | WoS
     
  • [64]
    2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2984081
    Denisov, D., and Wachtel, V. (2024). Green Function for an Asymptotically Stable Random Walk in a Half Space. Journal of Theoretical Probability 37, 1745-1786.
    PUB | DOI | WoS
     
  • [63]
    2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2991438
    Denisov, D., Gotthardt, N., Korshunov, D., and Wachtel, V. (2024). Probabilistic approach to risk processes with level-dependent premium rate. Insurance: Mathematics and Economics 118, 142-156.
    PUB | DOI | WoS
     
  • [62]
    2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2988958
    Denisov, D., and Wachtel, V. (2024). Random walks in cones revisited. Annales de l'Institut Henri Poincaré (B): Probability and Statistics 60, 126-166.
    PUB | DOI | WoS
     
  • [61]
    2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2978105
    Bär, M., Duraj, J., and Wachtel, V. (2023). Invariance principles for integrated random walks conditioned to stay positive. Annals of Applied Probability 33, 127-160.
    PUB | DOI | WoS
     
  • [60]
    2022 | Zeitschriftenaufsatz | PUB-ID: 2980568
    Denisov, D. E., Hinrichs, G., Sakhanenko, A. I., and Wachtel, V. (2022). Crossing an asymptotically square-root boundary by the Brownian motion. Tr. Mat. Inst. Steklova 316, 113-128.
    PUB | DOI
     
  • [59]
    2022 | Zeitschriftenaufsatz | PUB-ID: 2980566
    Duraj, J., Raschel, K., Tarrago, P., and Wachtel, V. (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, D., Hinrichs, G., Kolb, M., and 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., and 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, 294-309.
    PUB | DOI | WoS
     
  • [56]
    2021 | Zeitschriftenaufsatz | PUB-ID: 2980576
    Denisov, D., Perfilev, E., and Wachtel, V. (2021). Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments. J. Appl. Probab. 58, 217-237.
    PUB | DOI
     
  • [55]
    2021 | Sammelwerksbeitrag | PUB-ID: 2980570
    Denisov, D., Sakhanenko, A., and 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., vol. 78, (Birkh\"{a}user/Springer, Cham), 181-203.
    PUB | DOI
     
  • [54]
    2021 | Zeitschriftenaufsatz | PUB-ID: 2980572
    Sakhanenko, A. I., Wachtel, V., 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, 9-26.
    PUB
     
  • [53]
    2020 | Zeitschriftenaufsatz | PUB-ID: 2980581
    Hinrichs, G., Kolb, M., and Wachtel, V. (2020). Persistence of one-dimensional $\rm AR(1)$-sequences. J. Theoret. Probab. 33, 65-102.
    PUB | DOI
     
  • [52]
    2020 | Zeitschriftenaufsatz | PUB-ID: 2980578
    Ioffe, D., Ott, S., Velenik, Y., and Wachtel, V. (2020). Invariance principle for a Potts interface along a wall. J. Stat. Phys. 180, 832-861.
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  • [51]
    2020 | Zeitschriftenaufsatz | PUB-ID: 2980580
    Duraj, J., and Wachtel, V. (2020). Invariance principles for random walks in cones. Stochastic Process. Appl. 130, 3920-3942.
    PUB | DOI
     
  • [50]
    2020 | Zeitschriftenaufsatz | PUB-ID: 2980577
    Denisov, D., Korshunov, D., and Wachtel, V. (2020). Renewal theory for transient Markov chains with asymptotically zero drift. Trans. Amer. Math. Soc. 373, 7253-7286.
    PUB | DOI
     
  • [49]
    2019 | Zeitschriftenaufsatz | PUB-ID: 2980591
    Caputo, P., Ioffe, D., and 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., and Wachtel, V. (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, P., Ioffe, D., and 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., vol. 293, (Springer, Cham), 241-266.
    PUB | DOI
     
  • [46]
    2019 | Zeitschriftenaufsatz | PUB-ID: 2980586
    Denisov, D., Korshunov, D., and Wachtel, V. (2019). Markov chains on $\Bbb Z^+$: analysis of stationary measure via harmonic functions approach. Queueing Syst. 91, 265-295.
    PUB | DOI
     
  • [45]
    2018 | Zeitschriftenaufsatz | PUB-ID: 2980598
    Ioffe, D., Velenik, Y., and Wachtel, V. (2018). Dyson Ferrari-Spohn diffusions and ordered walks under area tilts. Probab. Theory Related Fields 170, 11-47.
    PUB | DOI
     
  • [44]
    2018 | Zeitschriftenaufsatz | PUB-ID: 2980597
    Perfilev, E., and Wachtel, V. (2018). Local asymptotics for the area under the random walk excursion. Adv. in Appl. Probab. 50, 600-620.
    PUB | DOI
     
  • [43]
    2018 | Zeitschriftenaufsatz | PUB-ID: 2980593
    Sloothaak, F., Wachtel, V., and Zwart, B. (2018). First-passage time asymptotics over moving boundaries for random walk bridges. J. Appl. Probab. 55, 627-651.
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  • [42]
    2018 | Zeitschriftenaufsatz | PUB-ID: 2980592
    Denisov, D., Sakhanenko, A., and Wachtel, V. (2018). First-passage times for random walks with nonidentically distributed increments. Ann. Probab. 46, 3313-3350.
    PUB | DOI
     
  • [41]
    2018 | Zeitschriftenaufsatz | PUB-ID: 2980588
    Vatutin, V., and Wachtel, V. (2018). Multi-type subcritical branching processes in a random environment. Adv. in Appl. Probab. 50, 281-289.
    PUB | DOI
     
  • [40]
    2018 | Zeitschriftenaufsatz | PUB-ID: 2980587
    Denisov, D., Sakhanenko, A., and Wachtel, V. (2018). First-passage times over moving boundaries for asymptotically stable walks. Teor. Veroyatn. Primen. 63, 755-778.
    PUB | DOI
     
  • [39]
    2017 | Zeitschriftenaufsatz | PUB-ID: 2980599
    Heinrich, L., Pukelsheim, F., and Wachtel, V. (2017). The variance of the discrepancy distribution of rounding procedures, and sums of uniform random variables. Metrika 80, 363-375.
    PUB | DOI
     
  • [38]
    2016 | Zeitschriftenaufsatz | PUB-ID: 2980603
    Denisov, D., and 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., and Denisov, D. (2016). An exact asymptotics for the moment of crossing a curved boundary by an asymptotically stable random walk. Theory Probab. Appl. 60, 481-500.
    PUB | DOI
     
  • [36]
    2016 | Monographie | PUB-ID: 2980600
    Mytnik, L., and 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., and Wachtel, V. (2015). Exit times for integrated random walks. Ann. Inst. Henri Poincar\'{e} Probab. Stat. 51, 167-193.
    PUB | DOI
     
  • [34]
    2015 | Zeitschriftenaufsatz | PUB-ID: 2980607
    Denisov, D., and Wachtel, V. (2015). Random walks in cones. Ann. Probab. 43, 992-1044.
    PUB | DOI
     
  • [33]
    2015 | Zeitschriftenaufsatz | PUB-ID: 2980606
    Denisov, D., Kolb, M., and Wachtel, V. (2015). Local asymptotics for the area of random walk excursions. J. Lond. Math. Soc. (2) 91, 495-513.
    PUB | DOI
     
  • [32]
    2015 | Zeitschriftenaufsatz | PUB-ID: 2980604
    Mytnik, L., and Wachtel, V. (2015). Multifractal analysis of superprocesses with stable branching in dimension one. Ann. Probab. 43, 2763-2809.
    PUB | DOI
     
  • [31]
    2014 | Zeitschriftenaufsatz | PUB-ID: 2980609
    Denisov, D., Vatutin, V., and 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., and Wachtel, V. (2013). Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics. Stochastic Process. Appl. 123, 3027-3051.
    PUB | DOI
     
  • [29]
    2013 | Zeitschriftenaufsatz | PUB-ID: 2980612
    Kugler, J., and Wachtel, V. (2013). Upper bounds for the maximum of a random walk with negative drift. J. Appl. Probab. 50, 1131-1146.
    PUB | DOI
     
  • [28]
    2013 | Zeitschriftenaufsatz | PUB-ID: 2980610
    Wachtel, V., Denisov, D., and 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, 288-314.
    PUB
     
  • [27]
    2012 | Zeitschriftenaufsatz | PUB-ID: 2980620
    Denisov, D., and 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., and 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, 407-424.
    PUB | DOI
     
  • [24]
    2012 | Sammelwerksbeitrag | PUB-ID: 2980616
    Fleischmann, K., Mytnik, L., and 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., vol. 11, (Springer, Heidelberg), 409-421.
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  • [23]
    2011 | Zeitschriftenaufsatz | PUB-ID: 2980621
    Fleischmann, K., Mytnik, L., and 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, 66-92.
    PUB | DOI
     
  • [22]
    2010 | Zeitschriftenaufsatz | PUB-ID: 2980627
    Denisov, D., and 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., and Wachtel, V. (2010). Optimal local H\"older index for density states of superprocesses with $(1+\beta)$-branching mechanism. Ann. Probab. 38, 1180-1220.
    PUB | DOI
     
  • [20]
    2010 | Zeitschriftenaufsatz | PUB-ID: 2980625
    Gantert, N., Mörters, P., and 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., and Shneer, S. (2010). A general approach to the analysis of the maximum of a random walk in heavy traffic. Teor. Veroyatn. Primen. 55, 335-344.
    PUB | DOI
     
  • [18]
    2009 | Zeitschriftenaufsatz | PUB-ID: 2980630
    Vatutin, V. A., and Wachtel, V. (2009). Local probabilities for random walks conditioned to stay positive. Probab. Theory Related Fields 143, 177-217.
    PUB | DOI
     
  • [17]
    2009 | Zeitschriftenaufsatz | PUB-ID: 2980629
    Fleischmann, K., and 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, 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, 1189-1214.
    PUB | DOI
     
  • [15]
    2009 | Zeitschriftenaufsatz | PUB-ID: 2980624
    Vatutin, V., and Wachtel, V. (2009). Sudden extinction of a critical branching process in a random environment. Teor. Veroyatn. Primen. 54, 417-438.
    PUB | DOI
     
  • [14]
    2008 | Zeitschriftenaufsatz | PUB-ID: 2980635
    Fleischmann, K., and Wachtel, V. (2008). Large deviations for sums indexed by the generations of a Galton-Watson process. Probab. Theory Related Fields 141, 445-470.
    PUB | DOI
     
  • [13]
    2008 | Zeitschriftenaufsatz | PUB-ID: 2980634
    Fleischmann, K., M\, P., and Wachtel, V. (2008). Moderate deviations for a random walk in random scenery. Stochastic Process. Appl. 118, 1768-1802.
    PUB | DOI
     
  • [12]
    2008 | Zeitschriftenaufsatz | PUB-ID: 2980633
    Nagaev, S., and Wachtel, V. (2008). On sums of independent random variables without power moments. Sibirsk. Mat. Zh. 49, 1369-1380.
    PUB | DOI
     
  • [11]
    2007 | Zeitschriftenaufsatz | PUB-ID: 2980637
    Fleischmann, K., and Wachtel, V. (2007). Lower deviation probabilities for supercritical Galton-Watson processes. Ann. Inst. H. Poincar\'{e} Probab. Statist. 43, 233-255.
    PUB | DOI
     
  • [10]
    2007 | Zeitschriftenaufsatz | PUB-ID: 2980636
    Nagaev, S., and Wachtel, V. (2007). The critical Galton-Watson process without further power moments. J. Appl. Probab. 44, 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, 644-659.
    PUB | DOI
     
  • [8]
    2007 | Zeitschriftenaufsatz | PUB-ID: 2980631
    Vatutin, V., Wachtel, V., and Fleischmann, K. (2007). Critical Galton-Watson branching processes: the maximum of the total number of particles within a large window. Teor. Veroyatn. Primen. 52, 419-445.
    PUB | DOI
     
  • [7]
    2006 | Zeitschriftenaufsatz | PUB-ID: 2980640
    Fleischmann, K., and Wachtel, V. (2006). Large scale localization of a spatial version of Neveu's branching process. Stochastic Process. Appl. 116, 983-1011.
    PUB | DOI
     
  • [6]
    2006 | Zeitschriftenaufsatz | PUB-ID: 2980639
    Fleischmann, K., Mörters, P., and 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., and Wachtel, V. (2006). On sums of independent random variables without power moments. Dokl. Akad. Nauk 410, 318-320.
    PUB
     
  • [4]
    2005 | Zeitschriftenaufsatz | PUB-ID: 2980642
    Nagaev, S., and Wachtel, V. (2005). Probability inequalities for a critical Galton-Watson process. Teor. Veroyatn. Primen. 50, 266-291.
    PUB | DOI
     
  • [3]
    2005 | Zeitschriftenaufsatz | PUB-ID: 2980641
    Nagaev, S., and Wachtel, V. (2005). On a local limit theorem for a critical Galton-Watson process. Teor. Veroyatn. Primen. 50, 457-479.
    PUB | DOI
     
  • [2]
    2003 | Zeitschriftenaufsatz | PUB-ID: 2980643
    Nagaev, S., and Wachtel, V. (2003). Limit theorems for probabilities of large deviations of a Galton-Watson process. Diskret. Mat. 15, 3-27.
    PUB | DOI
     
  • [1]
    1999 | Zeitschriftenaufsatz | PUB-ID: 2980644
    Nagaev, S., Nedorezov, L., and Wachtel, V. (1999). A probabilistic continuous-discrete model of the dynamics of the size of an isolated population. Sib. Zh. Ind. Mat. 2, 147-152.
    PUB
     
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