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), p 4387-4407.
    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), p 2704-2737.
    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), p 1745-1786.
    PUB | DOI | WoS
     
  • [63]
    2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2991438
    Denisov, D., et al., 2024. Probabilistic approach to risk processes with level-dependent premium rate. Insurance: Mathematics and Economics, 118, p 142-156.
    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), p 126-166.
    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), p 127-160.
    PUB | DOI | WoS
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    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), p 294-309.
    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), p 217-237.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    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), p 65-102.
    PUB | DOI
     
  • [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.
    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), p 3920-3942.
    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), p 7253-7286.
    PUB | DOI
     
  • [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.
    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, p Paper No. 92, 26.
    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. In Statistical mechanics of classical and disordered systems. Springer Proc. Math. Stat. no.293 Springer, Cham, pp. 241-266.
    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), p 265-295.
    PUB | DOI
     
  • [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.
    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), p 600-620.
    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), p 627-651.
    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), p 3313-3350.
    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), p 281-289.
    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), p 755-778.
    PUB | DOI
     
  • [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.
    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, p Paper No. 1, 11.
    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), p 481-500.
    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.
    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), p 167-193.
    PUB | DOI
     
  • [34]
    2015 | Zeitschriftenaufsatz | PUB-ID: 2980607
    Denisov, D., & Wachtel, V., 2015. Random walks in cones. Ann. Probab., 43(3), p 992-1044.
    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), p 495-513.
    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), p 2763-2809.
    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, p no. 88, 17.
    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), p 3027-3051.
    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), p 1131-1146.
    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), p 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, p no. 6, 9.
    PUB | DOI
     
  • [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.
    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), p 407-424.
    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 $1+\beta$. In Probability in complex physical systems. Springer Proc. Math. no.11 Springer, Heidelberg, pp. 409-421.
    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), p 66-92.
    PUB | DOI
     
  • [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.
    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), p 1180-1220.
    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, p 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), p 335-344.
    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), p 177-217.
    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), p 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(4), p 1189-1214.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    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), p 1768-1802.
    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), p 1369-1380.
    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), 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.
    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), p 644-659.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    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), p 266-291.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB | DOI
     
  • [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.
    PUB
     
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