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): 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): 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): 1745-1786.
    PUB | DOI | WoS
     
  • [63]
    2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2991438
    Denisov, D.; Gotthardt, N.; Korshunov, D.; Wachtel, V. (2024): Probabilistic approach to risk processes with level-dependent premium rate Insurance: Mathematics and Economics,118: 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): 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): 127-160.
    PUB | DOI | WoS
     
  • [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.
    PUB | DOI
     
  • [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.
    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. Birkh\"{a}user/Springer, Cham. (Progr. Probab., 78). S. 181-203.
    PUB | DOI
     
  • [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.
    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): 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.
    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): 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.
    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): 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.
    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): 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.
    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): 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.
    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): 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.
    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): 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. 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): 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.
    PUB
     
  • [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.
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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: 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.
    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, 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.
    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: 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.
    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): 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.
    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): 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): 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): 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): 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.
    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): 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): 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.
    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): 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): 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.
    PUB
     
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