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• [64]
  

  2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2988958

  D. Denisov and V. Wachtel, “Random walks in cones revisited”, Annales de l'Institut Henri Poincaré (B): Probability and Statistics , vol. 60, 2024, pp. 126-166.

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• [63]
  

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

  A. Iksanov and V. Wachtel, “Precise Tail Behaviour of Some Dirichlet Series”, Journal of Theoretical Probability , 2024.

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• [62]
  

  2023 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2984081

  D. Denisov and V. Wachtel, “Green Function for an Asymptotically Stable Random Walk in a Half Space”, Journal of Theoretical Probability , 2023.

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• [61]
  

  2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2978105

  M. Bär, J. Duraj, and V. Wachtel, “Invariance principles for integrated random walks conditioned to stay positive”, Annals of Applied Probability, vol. 33, 2023, pp. 127-160.

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• [60]
  

  2022 | Zeitschriftenaufsatz | PUB-ID: 2980568

  D.E. Denisov, et al., “Crossing an asymptotically square-root boundary by the Brownian motion”, Tr. Mat. Inst. Steklova, vol. 316, 2022, pp. 113-128.

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• [59]
  

  2022 | Zeitschriftenaufsatz | PUB-ID: 2980566

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

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• [58]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2968907

  D. Denisov, et al., “Persistence of autoregressive sequences with logarithmic tails”, Electronic Journal of Probability , vol. 27, 2022, : 154.

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• [57]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2968208

  E. Perfilev and V. Wachtel, “Local tail asymptotics for the joint distribution of length and of maximum of a random walk excursion”, Theory of Probability and its Applications, vol. 67, 2022, pp. 294-309.

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• [56]
  

  2021 | Zeitschriftenaufsatz | PUB-ID: 2980576

  D. Denisov, E. Perfilev, and V. Wachtel, “Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments”, J. Appl. Probab., vol. 58, 2021, pp. 217-237.

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• [55]
  

  2021 | Sammelwerksbeitrag | PUB-ID: 2980570

  D. Denisov, A. Sakhanenko, and V. Wachtel, “First-passage times for random walks in the triangular array setting”, 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, 2021, pp.181-203.

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• [54]
  

  2021 | Zeitschriftenaufsatz | PUB-ID: 2980572

  A.I. Sakhanenko, et al., “On the asymptotics of the distribution of the exit time beyond a non-increasing boundary for a compound renewal process”, Sib. \`Elektron. Mat. Izv., vol. 18, 2021, pp. 9-26.

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• [53]
  

  2020 | Zeitschriftenaufsatz | PUB-ID: 2980581

  G. Hinrichs, M. Kolb, and V. Wachtel, “Persistence of one-dimensional $\rm AR(1)$-sequences”, J. Theoret. Probab., vol. 33, 2020, pp. 65-102.

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• [52]
  

  2020 | Zeitschriftenaufsatz | PUB-ID: 2980578

  D. Ioffe, et al., “Invariance principle for a Potts interface along a wall”, J. Stat. Phys., vol. 180, 2020, pp. 832-861.

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• [51]
  

  2020 | Zeitschriftenaufsatz | PUB-ID: 2980580

  J. Duraj and V. Wachtel, “Invariance principles for random walks in cones”, Stochastic Process. Appl., vol. 130, 2020, pp. 3920-3942.

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• [50]
  

  2020 | Zeitschriftenaufsatz | PUB-ID: 2980577

  D. Denisov, D. Korshunov, and V. Wachtel, “Renewal theory for transient Markov chains with asymptotically zero drift”, Trans. Amer. Math. Soc., vol. 373, 2020, pp. 7253-7286.

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• [49]
  

  2019 | Zeitschriftenaufsatz | PUB-ID: 2980591

  P. Caputo, D. Ioffe, and V. Wachtel, “Confinement of Brownian polymers under geometric area tilts”, Electron. J. Probab., vol. 24, 2019, pp. Paper No. 37, 21.

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• [48]
  

  2019 | Zeitschriftenaufsatz | PUB-ID: 2980590

  D. Denisov and V. Wachtel, “Alternative constructions of a harmonic function for a random walk in a cone”, Electron. J. Probab., vol. 24, 2019, pp. Paper No. 92, 26.

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• [47]
  

  2019 | Sammelwerksbeitrag | PUB-ID: 2980584

  P. Caputo, D. Ioffe, and V. Wachtel, “Tightness and line ensembles for Brownian polymers under geometric area tilts”, Statistical mechanics of classical and disordered systems, Springer Proc. Math. Stat., vol. 293, Springer, Cham, 2019, pp.241-266.

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• [46]
  

  2019 | Zeitschriftenaufsatz | PUB-ID: 2980586

  D. Denisov, D. Korshunov, and V. Wachtel, “Markov chains on $\Bbb Z^+$: analysis of stationary measure via harmonic functions approach”, Queueing Syst., vol. 91, 2019, pp. 265-295.

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• [45]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980598

  D. Ioffe, Y. Velenik, and V. Wachtel, “Dyson Ferrari-Spohn diffusions and ordered walks under area tilts”, Probab. Theory Related Fields, vol. 170, 2018, pp. 11-47.

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• [44]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980597

  E. Perfilev and V. Wachtel, “Local asymptotics for the area under the random walk excursion”, Adv. in Appl. Probab., vol. 50, 2018, pp. 600-620.

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• [43]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980593

  F. Sloothaak, V. Wachtel, and B. Zwart, “First-passage time asymptotics over moving boundaries for random walk bridges”, J. Appl. Probab., vol. 55, 2018, pp. 627-651.

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• [42]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980592

  D. Denisov, A. Sakhanenko, and V. Wachtel, “First-passage times for random walks with nonidentically distributed increments”, Ann. Probab., vol. 46, 2018, pp. 3313-3350.

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• [41]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980588

  V. Vatutin and V. Wachtel, “Multi-type subcritical branching processes in a random environment”, Adv. in Appl. Probab., vol. 50, 2018, pp. 281-289.

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• [40]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980587

  D. Denisov, A. Sakhanenko, and V. Wachtel, “First-passage times over moving boundaries for asymptotically stable walks”, Teor. Veroyatn. Primen., vol. 63, 2018, pp. 755-778.

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• [39]
  

  2017 | Zeitschriftenaufsatz | PUB-ID: 2980599

  L. Heinrich, F. Pukelsheim, and V. Wachtel, “The variance of the discrepancy distribution of rounding procedures, and sums of uniform random variables”, Metrika, vol. 80, 2017, pp. 363-375.

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• [38]
  

  2016 | Zeitschriftenaufsatz | PUB-ID: 2980603

  D. Denisov and V. Wachtel, “Universality of local times of killed and reflected random walks”, Electron. Commun. Probab., vol. 21, 2016, pp. Paper No. 1, 11.

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• [37]
  

  2016 | Zeitschriftenaufsatz | PUB-ID: 2980601

  V. Wachtel and D. Denisov, “An exact asymptotics for the moment of crossing a curved boundary by an asymptotically stable random walk”, Theory Probab. Appl., vol. 60, 2016, pp. 481-500.

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• [36]
  

  2016 | Monographie | PUB-ID: 2980600

  L. Mytnik and V. Wachtel, Regularity and irregularity of superprocesses with $(1+\beta )$-stable branching mechanism, SpringerBriefs in Probability and Mathematical Statistics, Springer, Cham, 2016.

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• [35]
  

  2015 | Zeitschriftenaufsatz | PUB-ID: 2980608

  D. Denisov and V. Wachtel, “Exit times for integrated random walks”, Ann. Inst. Henri Poincar\'{e} Probab. Stat., vol. 51, 2015, pp. 167-193.

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• [34]
  

  2015 | Zeitschriftenaufsatz | PUB-ID: 2980607

  D. Denisov and V. Wachtel, “Random walks in cones”, Ann. Probab., vol. 43, 2015, pp. 992-1044.

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• [33]
  

  2015 | Zeitschriftenaufsatz | PUB-ID: 2980606

  D. Denisov, M. Kolb, and V. Wachtel, “Local asymptotics for the area of random walk excursions”, J. Lond. Math. Soc. (2), vol. 91, 2015, pp. 495-513.

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• [32]
  

  2015 | Zeitschriftenaufsatz | PUB-ID: 2980604

  L. Mytnik and V. Wachtel, “Multifractal analysis of superprocesses with stable branching in dimension one”, Ann. Probab., vol. 43, 2015, pp. 2763-2809.

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• [31]
  

  2014 | Zeitschriftenaufsatz | PUB-ID: 2980609

  D. Denisov, V. Vatutin, and V. Wachtel, “Local probabilities for random walks with negative drift conditioned to stay nonnegative”, Electron. J. Probab., vol. 19, 2014, pp. no. 88, 17.

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• [30]
  

  2013 | Zeitschriftenaufsatz | PUB-ID: 2980613

  D. Denisov, D. Korshunov, and V. Wachtel, “Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics”, Stochastic Process. Appl., vol. 123, 2013, pp. 3027-3051.

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• [29]
  

  2013 | Zeitschriftenaufsatz | PUB-ID: 2980612

  J. Kugler and V. Wachtel, “Upper bounds for the maximum of a random walk with negative drift”, J. Appl. Probab., vol. 50, 2013, pp. 1131-1146.

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• [28]
  

  2013 | Zeitschriftenaufsatz | PUB-ID: 2980610

  V. Wachtel, D. Denisov, and D. Korshunov, “On the asymptotics of the tail of distribution of a supercritical Galton-Watson process in the case of heavy tails”, Tr. Mat. Inst. Steklova, vol. 282, 2013, pp. 288-314.

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• [27]
  

  2012 | Zeitschriftenaufsatz | PUB-ID: 2980620

  D. Denisov and V. Wachtel, “Martingale approach to subexponential asymptotics for random walks”, Electron. Commun. Probab., vol. 17, 2012, pp. no. 6, 9.

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• [26]
  

  2012 | Zeitschriftenaufsatz | PUB-ID: 2980619

  D. Denisov and V. Wachtel, “Ordered random walks with heavy tails”, Electron. J. Probab., vol. 17, 2012, pp. no. 4, 21.

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• [25]
  

  2012 | Zeitschriftenaufsatz | PUB-ID: 2980618

  V. Wachtel, “Local limit theorem for the maximum of asymptotically stable random walks”, Probab. Theory Related Fields, vol. 152, 2012, pp. 407-424.

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• [24]
  

  2012 | Sammelwerksbeitrag | PUB-ID: 2980616

  K. Fleischmann, L. Mytnik, and V. Wachtel, “Properties of states of super-$\alpha$-stable motion with branching of index $1+\beta$”, Probability in complex physical systems, Springer Proc. Math., vol. 11, Springer, Heidelberg, 2012, pp.409-421.

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• [23]
  

  2011 | Zeitschriftenaufsatz | PUB-ID: 2980621

  K. Fleischmann, L. Mytnik, and V. Wachtel, “H\"older index at a given point for density states of super-$\alpha$-stable motion of index $1+\beta$”, J. Theoret. Probab., vol. 24, 2011, pp. 66-92.

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• [22]
  

  2010 | Zeitschriftenaufsatz | PUB-ID: 2980627

  D. Denisov and V. Wachtel, “Conditional limit theorems for ordered random walks”, Electron. J. Probab., vol. 15, 2010, pp. no. 11, 292-322.

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• [21]
  

  2010 | Zeitschriftenaufsatz | PUB-ID: 2980626

  K. Fleischmann, L. Mytnik, and V. Wachtel, “Optimal local H\"older index for density states of superprocesses with $(1+\beta)$-branching mechanism”, Ann. Probab., vol. 38, 2010, pp. 1180-1220.

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• [20]
  

  2010 | Zeitschriftenaufsatz | PUB-ID: 2980625

  N. Gantert, P. Mörters, and V. Wachtel, “Trap models with vanishing drift: scaling limits and ageing regimes”, ALEA Lat. Am. J. Probab. Math. Stat., vol. 7, 2010, pp. 477-501.

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• [19]
  

  2010 | Zeitschriftenaufsatz | PUB-ID: 2980623

  V. Wachtel and S. Shneer, “A general approach to the analysis of the maximum of a random walk in heavy traffic”, Teor. Veroyatn. Primen., vol. 55, 2010, pp. 335-344.

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• [18]
  

  2009 | Zeitschriftenaufsatz | PUB-ID: 2980630

  V.A. Vatutin and V. Wachtel, “Local probabilities for random walks conditioned to stay positive”, Probab. Theory Related Fields, vol. 143, 2009, pp. 177-217.

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• [17]
  

  2009 | Zeitschriftenaufsatz | PUB-ID: 2980629

  K. Fleischmann and V. Wachtel, “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., vol. 45, 2009, pp. 201-225.

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• [16]
  

  2009 | Zeitschriftenaufsatz | PUB-ID: 2980628

  V. Wachtel, “Transition phenomena for ladder epochs of random walks with small negative drift”, Adv. in Appl. Probab., vol. 41, 2009, pp. 1189-1214.

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• [15]
  

  2009 | Zeitschriftenaufsatz | PUB-ID: 2980624

  V. Vatutin and V. Wachtel, “Sudden extinction of a critical branching process in a random environment”, Teor. Veroyatn. Primen., vol. 54, 2009, pp. 417-438.

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• [14]
  

  2008 | Zeitschriftenaufsatz | PUB-ID: 2980635

  K. Fleischmann and V. Wachtel, “Large deviations for sums indexed by the generations of a Galton-Watson process”, Probab. Theory Related Fields, vol. 141, 2008, pp. 445-470.

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• [13]
  

  2008 | Zeitschriftenaufsatz | PUB-ID: 2980634

  K. Fleischmann, P. M\, and V. Wachtel, “Moderate deviations for a random walk in random scenery”, Stochastic Process. Appl., vol. 118, 2008, pp. 1768-1802.

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• [12]
  

  2008 | Zeitschriftenaufsatz | PUB-ID: 2980633

  S. Nagaev and V. Wachtel, “On sums of independent random variables without power moments”, Sibirsk. Mat. Zh., vol. 49, 2008, pp. 1369-1380.

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• [11]
  

  2007 | Zeitschriftenaufsatz | PUB-ID: 2980637

  K. Fleischmann and V. Wachtel, “Lower deviation probabilities for supercritical Galton-Watson processes”, Ann. Inst. H. Poincar\'{e} Probab. Statist., vol. 43, 2007, pp. 233-255.

  PUB | DOI
   
• [10]
  

  2007 | Zeitschriftenaufsatz | PUB-ID: 2980636

  S. Nagaev and V. Wachtel, “The critical Galton-Watson process without further power moments”, J. Appl. Probab., vol. 44, 2007, pp. 753-769.

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• [9]
  

  2007 | Zeitschriftenaufsatz | PUB-ID: 2980632

  V. Wachtel, “Limit theorems for the probabilities of large deviations of a critical Galton-Watson process with exponential tails”, Teor. Veroyatn. Primen., vol. 52, 2007, pp. 644-659.

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• [8]
  

  2007 | Zeitschriftenaufsatz | PUB-ID: 2980631

  V. Vatutin, V. Wachtel, and K. Fleischmann, “Critical Galton-Watson branching processes: the maximum of the total number of particles within a large window”, Teor. Veroyatn. Primen., vol. 52, 2007, pp. 419-445.

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• [7]
  

  2006 | Zeitschriftenaufsatz | PUB-ID: 2980640

  K. Fleischmann and V. Wachtel, “Large scale localization of a spatial version of Neveu's branching process”, Stochastic Process. Appl., vol. 116, 2006, pp. 983-1011.

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• [6]
  

  2006 | Zeitschriftenaufsatz | PUB-ID: 2980639

  K. Fleischmann, P. Mörters, and V. Wachtel, “Hydrodynamic limit fluctuations of super-Brownian motion with a stable catalyst”, Electron. J. Probab., vol. 11, 2006, pp. no. 29, 723-767.

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• [5]
  

  2006 | Zeitschriftenaufsatz | PUB-ID: 2980638

  S. Nagaev and V. Wachtel, “On sums of independent random variables without power moments”, Dokl. Akad. Nauk, vol. 410, 2006, pp. 318-320.

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• [4]
  

  2005 | Zeitschriftenaufsatz | PUB-ID: 2980642

  S. Nagaev and V. Wachtel, “Probability inequalities for a critical Galton-Watson process”, Teor. Veroyatn. Primen., vol. 50, 2005, pp. 266-291.

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• [3]
  

  2005 | Zeitschriftenaufsatz | PUB-ID: 2980641

  S. Nagaev and V. Wachtel, “On a local limit theorem for a critical Galton-Watson process”, Teor. Veroyatn. Primen., vol. 50, 2005, pp. 457-479.

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• [2]
  

  2003 | Zeitschriftenaufsatz | PUB-ID: 2980643

  S. Nagaev and V. Wachtel, “Limit theorems for probabilities of large deviations of a Galton-Watson process”, Diskret. Mat., vol. 15, 2003, pp. 3-27.

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• [1]
  

  1999 | Zeitschriftenaufsatz | PUB-ID: 2980644

  S. Nagaev, L. Nedorezov, and V. Wachtel, “A probabilistic continuous-discrete model of the dynamics of the size of an isolated population”, Sib. Zh. Ind. Mat., vol. 2, 1999, pp. 147-152.

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