PUB - Publikationen an der Universität Bielefeld

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• [64]
  

  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
   
• [63]
  

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

  Iksanov, A., and 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., and Wachtel, V. (2023). Green Function for an Asymptotically Stable Random Walk in a Half Space. Journal of Theoretical Probability .

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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• [34]
  

  2015 | Zeitschriftenaufsatz | PUB-ID: 2980607

  Denisov, D., and Wachtel, V. (2015). Random walks in cones. Ann. Probab. 43, 992-1044.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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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, 407-424.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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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, 1189-1214.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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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, 644-659.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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• [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.

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