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• [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), p 126-166.

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• [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 .

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• [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 .

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• [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), p 127-160.

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• [60]
  

  2022 | Zeitschriftenaufsatz | PUB-ID: 2980568

  Denisov, D.E., et al., 2022. Crossing an asymptotically square-root boundary by the Brownian motion. Tr. Mat. Inst. Steklova, 316(Vetvyashchesya Protsessy i Smezhiye Voprosy), p 113-128.

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• [59]
  

  2022 | Zeitschriftenaufsatz | PUB-ID: 2980566

  Duraj, J., et al., 2022. Martin boundary of random walks in convex cones. Ann. H. Lebesgue, 5, p 559-609.

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• [58]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2968907

  Denisov, D., et al., 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., & 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), p 294-309.

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• [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), p 217-237.

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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. In A lifetime of excursions through random walks and Levy processes---a volume in honour of Ron Doney's 80th birthday. Progr. Probab. no.78 Birkh\"{a}user/Springer, Cham, pp. 181-203.

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• [54]
  

  2021 | Zeitschriftenaufsatz | PUB-ID: 2980572

  Sakhanenko, A.I., et al., 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), p 9-26.

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• [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), p 65-102.

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• [52]
  

  2020 | Zeitschriftenaufsatz | PUB-ID: 2980578

  Ioffe, D., et al., 2020. Invariance principle for a Potts interface along a wall. J. Stat. Phys., 180(1-6), p 832-861.

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• [51]
  

  2020 | Zeitschriftenaufsatz | PUB-ID: 2980580

  Duraj, J., & Wachtel, V., 2020. Invariance principles for random walks in cones. Stochastic Process. Appl., 130(7), p 3920-3942.

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• [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), p 7253-7286.

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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, p Paper No. 37, 21.

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• [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, p Paper No. 92, 26.

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• [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. no.293 Springer, Cham, pp. 241-266.

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• [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), p 265-295.

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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), p 11-47.

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• [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), p 600-620.

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• [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), p 627-651.

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• [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), p 3313-3350.

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• [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), p 281-289.

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• [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), p 755-778.

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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), p 363-375.

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• [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, p Paper No. 1, 11.

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• [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), p 481-500.

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• [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.

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• [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), p 167-193.

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• [34]
  

  2015 | Zeitschriftenaufsatz | PUB-ID: 2980607

  Denisov, D., & Wachtel, V., 2015. Random walks in cones. Ann. Probab., 43(3), p 992-1044.

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• [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), p 495-513.

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• [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), p 2763-2809.

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• [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, p no. 88, 17.

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• [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), p 3027-3051.

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• [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), p 1131-1146.

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• [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), p 288-314.

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• [27]
  

  2012 | Zeitschriftenaufsatz | PUB-ID: 2980620

  Denisov, D., & Wachtel, V., 2012. Martingale approach to subexponential asymptotics for random walks. Electron. Commun. Probab., 17, p no. 6, 9.

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• [26]
  

  2012 | Zeitschriftenaufsatz | PUB-ID: 2980619

  Denisov, D., & Wachtel, V., 2012. Ordered random walks with heavy tails. Electron. J. Probab., 17, p 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(3-4), p 407-424.

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• [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. no.11 Springer, Heidelberg, pp. 409-421.

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• [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), p 66-92.

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• [22]
  

  2010 | Zeitschriftenaufsatz | PUB-ID: 2980627

  Denisov, D., & Wachtel, V., 2010. Conditional limit theorems for ordered random walks. Electron. J. Probab., 15, p no. 11, 292-322.

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• [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), p 1180-1220.

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• [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, p 477-501.

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• [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), p 335-344.

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• [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), p 177-217.

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• [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), p 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(4), p 1189-1214.

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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), p 417-438.

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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), p 445-470.

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• [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), p 1768-1802.

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• [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), p 1369-1380.

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• [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), p 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), p 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(4), p 644-659.

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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), p 419-445.

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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), p 983-1011.

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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, p no. 29, 723-767.

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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), p 318-320.

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• [4]
  

  2005 | Zeitschriftenaufsatz | PUB-ID: 2980642

  Nagaev, S., & Wachtel, V., 2005. Probability inequalities for a critical Galton-Watson process. Teor. Veroyatn. Primen., 50(2), p 266-291.

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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), p 457-479.

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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), p 3-27.

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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), p 147-152.

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