PUB - Publikationen an der Universität Bielefeld

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• [66]
  

  2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2999514

  Denisov, D., Wachtel, V.: Harmonic measure in a multidimensional gambler’s problem. Annals of Applied Probability. 34, 4387-4407 (2024).

  PUB | DOI | WoS
   
• [65]
  

  2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2988206

  Iksanov, A., Wachtel, V.: Precise Tail Behaviour of Some Dirichlet Series. Journal of Theoretical Probability . 37, 2704-2737 (2024).

  PUB | DOI | WoS
   
• [64]
  

  2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2984081

  Denisov, D., Wachtel, V.: Green Function for an Asymptotically Stable Random Walk in a Half Space. Journal of Theoretical Probability . 37, 1745-1786 (2024).

  PUB | DOI | WoS
   
• [63]
  

  2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2991438

  Denisov, D., Gotthardt, N., Korshunov, D., Wachtel, V.: Probabilistic approach to risk processes with level-dependent premium rate. Insurance: Mathematics and Economics. 118, 142-156 (2024).

  PUB | DOI | WoS
   
• [62]
  

  2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2988958

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

  PUB | DOI | WoS
   
• [61]
  

  2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2978105

  Bär, M., Duraj, J., Wachtel, V.: Invariance principles for integrated random walks conditioned to stay positive. Annals of Applied Probability. 33, 127-160 (2023).

  PUB | DOI | WoS
   
• [60]
  

  2022 | Zeitschriftenaufsatz | PUB-ID: 2980568

  Denisov, D.E., Hinrichs, G., Sakhanenko, A.I., Wachtel, V.: Crossing an asymptotically square-root boundary by the Brownian motion. Tr. Mat. Inst. Steklova. 316, 113-128 (2022).

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• [59]
  

  2022 | Zeitschriftenaufsatz | PUB-ID: 2980566

  Duraj, J., Raschel, K., Tarrago, P., Wachtel, V.: Martin boundary of random walks in convex cones. Ann. H. Lebesgue. 5, 559-609 (2022).

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• [58]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2968907

  Denisov, D., Hinrichs, G., Kolb, M., Wachtel, V.: Persistence of autoregressive sequences with logarithmic tails. Electronic Journal of Probability . 27, : 154 (2022).

  PUB | DOI | WoS
   
• [57]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2968208

  Perfilev, E., Wachtel, V.: 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 (2022).

  PUB | DOI | WoS
   
• [56]
  

  2021 | Zeitschriftenaufsatz | PUB-ID: 2980576

  Denisov, D., Perfilev, E., Wachtel, V.: Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments. J. Appl. Probab. 58, 217-237 (2021).

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• [55]
  

  2021 | Sammelwerksbeitrag | PUB-ID: 2980570

  Denisov, D., Sakhanenko, A., Wachtel, V.: 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. 78, p. 181-203. Birkh\"{a}user/Springer, Cham (2021).

  PUB | DOI
   
• [54]
  

  2021 | Zeitschriftenaufsatz | PUB-ID: 2980572

  Sakhanenko, A.I., Wachtel, V., Prokopenko, E.I., Shelepova, A.D.: 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 (2021).

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• [53]
  

  2020 | Zeitschriftenaufsatz | PUB-ID: 2980581

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

  PUB | DOI
   
• [52]
  

  2020 | Zeitschriftenaufsatz | PUB-ID: 2980578

  Ioffe, D., Ott, S., Velenik, Y., Wachtel, V.: Invariance principle for a Potts interface along a wall. J. Stat. Phys. 180, 832-861 (2020).

  PUB | DOI
   
• [51]
  

  2020 | Zeitschriftenaufsatz | PUB-ID: 2980580

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

  PUB | DOI
   
• [50]
  

  2020 | Zeitschriftenaufsatz | PUB-ID: 2980577

  Denisov, D., Korshunov, D., Wachtel, V.: Renewal theory for transient Markov chains with asymptotically zero drift. Trans. Amer. Math. Soc. 373, 7253-7286 (2020).

  PUB | DOI
   
• [49]
  

  2019 | Zeitschriftenaufsatz | PUB-ID: 2980591

  Caputo, P., Ioffe, D., Wachtel, V.: Confinement of Brownian polymers under geometric area tilts. Electron. J. Probab. 24, Paper No. 37, 21 (2019).

  PUB | DOI
   
• [48]
  

  2019 | Zeitschriftenaufsatz | PUB-ID: 2980590

  Denisov, D., Wachtel, V.: Alternative constructions of a harmonic function for a random walk in a cone. Electron. J. Probab. 24, Paper No. 92, 26 (2019).

  PUB | DOI
   
• [47]
  

  2019 | Sammelwerksbeitrag | PUB-ID: 2980584

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

  PUB | DOI
   
• [46]
  

  2019 | Zeitschriftenaufsatz | PUB-ID: 2980586

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

  PUB | DOI
   
• [45]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980598

  Ioffe, D., Velenik, Y., Wachtel, V.: Dyson Ferrari-Spohn diffusions and ordered walks under area tilts. Probab. Theory Related Fields. 170, 11-47 (2018).

  PUB | DOI
   
• [44]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980597

  Perfilev, E., Wachtel, V.: Local asymptotics for the area under the random walk excursion. Adv. in Appl. Probab. 50, 600-620 (2018).

  PUB | DOI
   
• [43]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980593

  Sloothaak, F., Wachtel, V., Zwart, B.: First-passage time asymptotics over moving boundaries for random walk bridges. J. Appl. Probab. 55, 627-651 (2018).

  PUB | DOI
   
• [42]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980592

  Denisov, D., Sakhanenko, A., Wachtel, V.: First-passage times for random walks with nonidentically distributed increments. Ann. Probab. 46, 3313-3350 (2018).

  PUB | DOI
   
• [41]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980588

  Vatutin, V., Wachtel, V.: Multi-type subcritical branching processes in a random environment. Adv. in Appl. Probab. 50, 281-289 (2018).

  PUB | DOI
   
• [40]
  

  2018 | Zeitschriftenaufsatz | PUB-ID: 2980587

  Denisov, D., Sakhanenko, A., Wachtel, V.: First-passage times over moving boundaries for asymptotically stable walks. Teor. Veroyatn. Primen. 63, 755-778 (2018).

  PUB | DOI
   
• [39]
  

  2017 | Zeitschriftenaufsatz | PUB-ID: 2980599

  Heinrich, L., Pukelsheim, F., Wachtel, V.: The variance of the discrepancy distribution of rounding procedures, and sums of uniform random variables. Metrika. 80, 363-375 (2017).

  PUB | DOI
   
• [38]
  

  2016 | Zeitschriftenaufsatz | PUB-ID: 2980603

  Denisov, D., Wachtel, V.: Universality of local times of killed and reflected random walks. Electron. Commun. Probab. 21, Paper No. 1, 11 (2016).

  PUB | DOI
   
• [37]
  

  2016 | Zeitschriftenaufsatz | PUB-ID: 2980601

  Wachtel, V., Denisov, D.: An exact asymptotics for the moment of crossing a curved boundary by an asymptotically stable random walk. Theory Probab. Appl. 60, 481-500 (2016).

  PUB | DOI
   
• [36]
  

  2016 | Monographie | PUB-ID: 2980600

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

  PUB | DOI
   
• [35]
  

  2015 | Zeitschriftenaufsatz | PUB-ID: 2980608

  Denisov, D., Wachtel, V.: Exit times for integrated random walks. Ann. Inst. Henri Poincar\'{e} Probab. Stat. 51, 167-193 (2015).

  PUB | DOI
   
• [34]
  

  2015 | Zeitschriftenaufsatz | PUB-ID: 2980607

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

  PUB | DOI
   
• [33]
  

  2015 | Zeitschriftenaufsatz | PUB-ID: 2980606

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

  PUB | DOI
   
• [32]
  

  2015 | Zeitschriftenaufsatz | PUB-ID: 2980604

  Mytnik, L., Wachtel, V.: Multifractal analysis of superprocesses with stable branching in dimension one. Ann. Probab. 43, 2763-2809 (2015).

  PUB | DOI
   
• [31]
  

  2014 | Zeitschriftenaufsatz | PUB-ID: 2980609

  Denisov, D., Vatutin, V., Wachtel, V.: Local probabilities for random walks with negative drift conditioned to stay nonnegative. Electron. J. Probab. 19, no. 88, 17 (2014).

  PUB | DOI
   
• [30]
  

  2013 | Zeitschriftenaufsatz | PUB-ID: 2980613

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

  PUB | DOI
   
• [29]
  

  2013 | Zeitschriftenaufsatz | PUB-ID: 2980612

  Kugler, J., Wachtel, V.: Upper bounds for the maximum of a random walk with negative drift. J. Appl. Probab. 50, 1131-1146 (2013).

  PUB | DOI
   
• [28]
  

  2013 | Zeitschriftenaufsatz | PUB-ID: 2980610

  Wachtel, V., Denisov, D., Korshunov, D.: 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 (2013).

  PUB
   
• [27]
  

  2012 | Zeitschriftenaufsatz | PUB-ID: 2980620

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

  PUB | DOI
   
• [26]
  

  2012 | Zeitschriftenaufsatz | PUB-ID: 2980619

  Denisov, D., Wachtel, V.: Ordered random walks with heavy tails. Electron. J. Probab. 17, no. 4, 21 (2012).

  PUB | DOI
   
• [25]
  

  2012 | Zeitschriftenaufsatz | PUB-ID: 2980618

  Wachtel, V.: Local limit theorem for the maximum of asymptotically stable random walks. Probab. Theory Related Fields. 152, 407-424 (2012).

  PUB | DOI
   
• [24]
  

  2012 | Sammelwerksbeitrag | PUB-ID: 2980616

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

  PUB | DOI
   
• [23]
  

  2011 | Zeitschriftenaufsatz | PUB-ID: 2980621

  Fleischmann, K., Mytnik, L., Wachtel, V.: 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 (2011).

  PUB | DOI
   
• [22]
  

  2010 | Zeitschriftenaufsatz | PUB-ID: 2980627

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

  PUB | DOI
   
• [21]
  

  2010 | Zeitschriftenaufsatz | PUB-ID: 2980626

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

  PUB | DOI
   
• [20]
  

  2010 | Zeitschriftenaufsatz | PUB-ID: 2980625

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

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• [19]
  

  2010 | Zeitschriftenaufsatz | PUB-ID: 2980623

  Wachtel, V., Shneer, S.: A general approach to the analysis of the maximum of a random walk in heavy traffic. Teor. Veroyatn. Primen. 55, 335-344 (2010).

  PUB | DOI
   
• [18]
  

  2009 | Zeitschriftenaufsatz | PUB-ID: 2980630

  Vatutin, V.A., Wachtel, V.: Local probabilities for random walks conditioned to stay positive. Probab. Theory Related Fields. 143, 177-217 (2009).

  PUB | DOI
   
• [17]
  

  2009 | Zeitschriftenaufsatz | PUB-ID: 2980629

  Fleischmann, K., Wachtel, V.: 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 (2009).

  PUB | DOI
   
• [16]
  

  2009 | Zeitschriftenaufsatz | PUB-ID: 2980628

  Wachtel, V.: Transition phenomena for ladder epochs of random walks with small negative drift. Adv. in Appl. Probab. 41, 1189-1214 (2009).

  PUB | DOI
   
• [15]
  

  2009 | Zeitschriftenaufsatz | PUB-ID: 2980624

  Vatutin, V., Wachtel, V.: Sudden extinction of a critical branching process in a random environment. Teor. Veroyatn. Primen. 54, 417-438 (2009).

  PUB | DOI
   
• [14]
  

  2008 | Zeitschriftenaufsatz | PUB-ID: 2980635

  Fleischmann, K., Wachtel, V.: Large deviations for sums indexed by the generations of a Galton-Watson process. Probab. Theory Related Fields. 141, 445-470 (2008).

  PUB | DOI
   
• [13]
  

  2008 | Zeitschriftenaufsatz | PUB-ID: 2980634

  Fleischmann, K., M\, P., Wachtel, V.: Moderate deviations for a random walk in random scenery. Stochastic Process. Appl. 118, 1768-1802 (2008).

  PUB | DOI
   
• [12]
  

  2008 | Zeitschriftenaufsatz | PUB-ID: 2980633

  Nagaev, S., Wachtel, V.: On sums of independent random variables without power moments. Sibirsk. Mat. Zh. 49, 1369-1380 (2008).

  PUB | DOI
   
• [11]
  

  2007 | Zeitschriftenaufsatz | PUB-ID: 2980637

  Fleischmann, K., Wachtel, V.: Lower deviation probabilities for supercritical Galton-Watson processes. Ann. Inst. H. Poincar\'{e} Probab. Statist. 43, 233-255 (2007).

  PUB | DOI
   
• [10]
  

  2007 | Zeitschriftenaufsatz | PUB-ID: 2980636

  Nagaev, S., Wachtel, V.: The critical Galton-Watson process without further power moments. J. Appl. Probab. 44, 753-769 (2007).

  PUB | DOI
   
• [9]
  

  2007 | Zeitschriftenaufsatz | PUB-ID: 2980632

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

  PUB | DOI
   
• [8]
  

  2007 | Zeitschriftenaufsatz | PUB-ID: 2980631

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

  PUB | DOI
   
• [7]
  

  2006 | Zeitschriftenaufsatz | PUB-ID: 2980640

  Fleischmann, K., Wachtel, V.: Large scale localization of a spatial version of Neveu's branching process. Stochastic Process. Appl. 116, 983-1011 (2006).

  PUB | DOI
   
• [6]
  

  2006 | Zeitschriftenaufsatz | PUB-ID: 2980639

  Fleischmann, K., Mörters, P., Wachtel, V.: Hydrodynamic limit fluctuations of super-Brownian motion with a stable catalyst. Electron. J. Probab. 11, no. 29, 723-767 (2006).

  PUB | DOI
   
• [5]
  

  2006 | Zeitschriftenaufsatz | PUB-ID: 2980638

  Nagaev, S., Wachtel, V.: On sums of independent random variables without power moments. Dokl. Akad. Nauk. 410, 318-320 (2006).

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• [4]
  

  2005 | Zeitschriftenaufsatz | PUB-ID: 2980642

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

  PUB | DOI
   
• [3]
  

  2005 | Zeitschriftenaufsatz | PUB-ID: 2980641

  Nagaev, S., Wachtel, V.: On a local limit theorem for a critical Galton-Watson process. Teor. Veroyatn. Primen. 50, 457-479 (2005).

  PUB | DOI
   
• [2]
  

  2003 | Zeitschriftenaufsatz | PUB-ID: 2980643

  Nagaev, S., Wachtel, V.: Limit theorems for probabilities of large deviations of a Galton-Watson process. Diskret. Mat. 15, 3-27 (2003).

  PUB | DOI
   
• [1]
  

  1999 | Zeitschriftenaufsatz | PUB-ID: 2980644

  Nagaev, S., Nedorezov, L., Wachtel, V.: A probabilistic continuous-discrete model of the dynamics of the size of an isolated population. Sib. Zh. Ind. Mat. 2, 147-152 (1999).

  PUB