PUB - Publikationen an der Universität Bielefeld

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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): 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): 127-160.

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• [60]
  

  2022 | Zeitschriftenaufsatz | PUB-ID: 2980568

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

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• [59]
  

  2022 | Zeitschriftenaufsatz | PUB-ID: 2980566

  Duraj, J.; Raschel, K.; Tarrago, P.; 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.; 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.; 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): 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): 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. Birkh\"{a}user/Springer, Cham. (Progr. Probab., 78). S. 181-203.

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• [54]
  

  2021 | Zeitschriftenaufsatz | PUB-ID: 2980572

  Sakhanenko, A. I.; Wachtel, V.; Prokopenko, E. I.; 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:(1): 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): 65-102.

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• [52]
  

  2020 | Zeitschriftenaufsatz | PUB-ID: 2980578

  Ioffe, D.; Ott, S.; Velenik, Y.; Wachtel, V. (2020): Invariance principle for a Potts interface along a wall J. Stat. Phys.,180:(1-6): 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): 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): 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: 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: 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, Cham. (Springer Proc. Math. Stat., 293). S. 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): 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): 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): 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): 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): 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): 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): 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): 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: 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): 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. 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): 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): 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): 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): 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: 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): 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): 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): 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: 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: 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): 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, Heidelberg. (Springer Proc. Math., 11). S. 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): 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: 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): 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: 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): 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): 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): 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): 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): 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): 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): 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): 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): 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): 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): 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): 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): 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: 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): 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): 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): 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): 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): 147-152.

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