Vitali Wachtel
2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2003 | 1999

2020

Dmitry Ioffe, Sébastien Ott, Yvan Velenik and Vitali Wachtel
Invariance principle for a potts interface along a wall

BibTeX | RIS | DOI

2019

Denis Denisov and Vitali Wachtel
Alternative constructions of a harmonic function for a random walk in a cone

PDF | BibTeX | RIS | DOI

Pietro Caputo, Dmitry Ioffe and Vitali Wachtel
Confinement of Brownian polymers under geometric area tilts

PDF | BibTeX | RIS | DOI

Denis Denisov, Alexander Sakhanenko and Vitali Wachtel
First-passage times over moving boundaries for asymptotically stable walks

PDF | BibTeX | RIS | DOI

Elena Perfilev and Vitali Wachtel
Local tail asymptotics for the joint distribution of length and of maximum of a random walk excursion

BibTeX | RIS | URL

Denis Denisov, Dmitry A. Korshunov and Vitali Wachtel
Markov chains on Z(+): analysis of stationary measure via harmonic functions approach

PDF | BibTeX | RIS | DOI

Denis Denisov, Dmitry Korshunov and Vitali Wachtel
Renewal theory for transient Markov chains with asymptotically zero drift

BibTeX | RIS | URL

Denis Denisov, Elena Perfilev and Vitali Wachtel
Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments

BibTeX | RIS | URL

Pietro Caputo, Dmitry Ioffe and Vitali Wachtel
Tightness and line ensembles for Brownian polymers under geometric area tilts

BibTeX | RIS | URL

2018

Fiona Sloothaak, Vitali Wachtel and Bert Zwart
First-passage time asymptotics over moving boundaries for random walk bridges

BibTeX | RIS | DOI

Denis Denisov, Alexander Sakhanenko and Vitali Wachtel
First-passage times for random walks with nonidentically distributed increments

PDF | BibTeX | RIS | DOI

Elena Perfilev and Vitali Wachtel
Local asymptotics for the area under the random walk excursion

BibTeX | RIS | DOI

Vladimir Alekseevich Vatutin and Vitali Wachtel
Multi-type subcritical branching processes in a random environment

BibTeX | RIS | DOI

Günter Hinrichs, Martin Kolb and Vitali Wachtel
Persistence of one-dimensional AR(1)-sequences

BibTeX | RIS | URL

2017

Dmitry Ioffe, Yvan Velenik and Vitali Wachtel
Dyson Ferrari–Spohn diffusions and ordered walks under area tilts

BibTeX | RIS | DOI

Lothar Heinrich, Friedrich Pukelsheim and Vitali Wachtel
The variance of the discrepancy distribution of rounding procedures, and sums of uniform random variables

BibTeX | RIS | DOI

2016

Vitali Wachtel and Denis Denisov
An exact asymptotics for the moment of crossing a curved boundary by an asymptotically stable random walk

PDF | BibTeX | RIS | DOI

Denis Denisov, Dmitry A. Korshunov and Vitali Wachtel
At the Edge of Criticality: Markov Chains with Asymptotically Zero Drift

BibTeX | RIS | URL

Leonid Mytnik and Vitali Wachtel
Regularity and irregularity of superprocesses with (1+β)-stable branching mechanism

BibTeX | RIS | DOI

Lothar Heinrich, Friedrich Pukelsheim and Vitali Wachtel
The Variance of the Discrepancy Distribution of Rounding Procedures, and Sums of Uniform Random Variables

PDF | BibTeX | RIS

Denis Denisov and Vitali Wachtel
Universality of local times of killed and reflected random walks

PDF | BibTeX | RIS | DOI

2015

Denis Denisov and Vitali Wachtel
Exit times for integrated random walks

PDF | BibTeX | RIS | DOI

Jetlir Duraj and Vitali Wachtel
Invariance principles for random walks in cones

BibTeX | RIS | URL

Denis Denisov, Martin Kolb and Vitali Wachtel
Local asymptotics for the area of random walk excursions

BibTeX | RIS | DOI

Leonid Mytnik and Vitali Wachtel
Multifractal analysis of superprocesses with stable branching in dimension one

PDF | BibTeX | RIS | DOI

Denis Denisov and Vitali Wachtel
Random walks in cones

PDF | BibTeX | RIS | DOI

2014

Denis Denisov, Vladimir Alekseevich Vatutin and Vitali Wachtel
Local probabilities for random walks with negative drift conditioned to stay nonnegative

PDF | BibTeX | RIS | DOI

2013

Denis Denisov, Dmitry A. Korshunov and Vitali Wachtel
Potential analysis for positive recurrent Markov chains with asymptotically zero drift: Power-type asymptotics

BibTeX | RIS | DOI

Vitali Wachtel, D. E. Denisov and Dmitry A. Korshunov
Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case

BibTeX | RIS | DOI

Johannes Kugler and Vitali Wachtel
Upper Bounds for the Maximum of a Random Walk with Negative Drift

BibTeX | RIS | DOI

2012

Denis Denisov and Vitali Wachtel
Martingale approach to subexponential asymptotics for random walks

PDF | BibTeX | RIS | DOI

Denis Denisov and Vitali Wachtel
Ordered random walks with heavy tails

PDF | BibTeX | RIS | DOI

2011

S. Shneer and Vitali Wachtel
A unified approach to the heavy-traffic analysis of the maximum of random walks

PDF | BibTeX | RIS | DOI

Published in Russian as: Общий подход к анализу максимума случайного блуждания в условиях тяжелой нагрузки. IN: Teoriya Veroyatnostei i ee Primeneniya, 55, 2, S. 335-343, https://doi.org/10.4213/tvp4203

Klaus Fleischmann, Leonid Mytnik and Vitali Wachtel
Properties of States of Super-α-Stable Motion with Branching of Index 1 + β

BibTeX | RIS | DOI

2010

Denis Denisov and Vitali Wachtel
Conditional limit theorems for ordered random walks

PDF | BibTeX | RIS | DOI

Klaus Fleischmann, Leonid Mytnik and Vitali Wachtel
Hölder Index at a Given Point for Density States of Super-α-Stable Motion of Index 1+β

BibTeX | RIS | DOI

Vitali Wachtel
Local limit theorem for the maximum of asymptotically stable random walks

BibTeX | RIS | DOI

Klaus Fleischmann, Leonid Mytnik and Vitali Wachtel
Optimal local Hölder index for density states of superprocesses with (1+ β)-branching mechanism

PDF | BibTeX | RIS | DOI

Vladimir Alekseevich Vatutin and Vitali Wachtel
Sudden extinction of a critical branching process in a random environment

PDF | BibTeX | RIS | DOI

Published in Russian as: Внезапное вырождение критического ветвящегося процесса в случайной среде. IN: Teoriya Veroyatnostei i ee Primeneniya, 54, 3, S. 417-438, https://doi.org/10.4213/tvp2803

Nina Gantert, Peter Mörters and Vitali Wachtel
Trap models with vanishing drift: scaling limits and ageing regimes

PDF | BibTeX | RIS | URL

2009

Klaus Fleischmann and Vitali Wachtel
On the left tail asymptotics for the limit law of supercritical Galton–Watson processes in the Böttcher case

PDF | BibTeX | RIS | DOI

Vitali Wachtel
Transition phenomena for ladder epochs of random walks with small negative drift

BibTeX | RIS | DOI

2008

Vladimir Alekseevich Vatutin, Vitali Wachtel and Klaus Fleischmann
Critical Galton–Watson processes: the maximum of total progenies within a large window

PDF | BibTeX | RIS | DOI

Published in Russian as: Критические процессы Гальтона - Ватсона: Максимум общего числа частиц внутри большого окна. IN: Teoriya Veroyatnostei i ee Primeneniya, 52, 3, S. 419-445, https://doi.org/10.4213/tvp72

Vitali Wachtel
Limit theorems for probabilities of large deviations of a critical Galton–Watson process having power tails

PDF | BibTeX | RIS | DOI

Published in Russian as: Предельные теоремы для вероятностей больших уклонений критического процесса Гальтона - Ватсона со степенными хвостами. IN: Teoriya Veroyatnostei i ee Primeneniya, 52, 4, S. 644-659, https://doi.org/10.4213/tvp1527

Vladimir Alekseevich Vatutin and Vitali Wachtel
Local probabilities for random walks conditioned to stay positive

BibTeX | RIS | DOI

Klaus Fleischmann, Peter Mörters and Vitali Wachtel
Moderate deviations for a random walk in random scenery

BibTeX | RIS | DOI

S. V. Nagaev and V. I. Vachtel
On sums of independent random variables without power moments

BibTeX | RIS | DOI

2007

Klaus Fleischmann and Vitali Wachtel
Large deviations for sums indexed by the generations of a Galton–Watson process

BibTeX | RIS | DOI

Klaus Fleischmann and Vitali Wachtel
Lower deviation probabilities for supercritical Galton–Watson processes

BibTeX | RIS | DOI

S. V. Nagaev and Vitali Wachtel
The Critical Galton-Watson Process Without Further Power Moments

BibTeX | RIS | DOI

2006

Klaus Fleischmann, Peter Mörters and Vitali Wachtel
Hydrodynamic limit fluctuations of super-Brownian motion with a stable catalyst

PDF | BibTeX | RIS | DOI

Klaus Fleischmann and Vitali Wachtel
Large scale localization of a spatial version of Neveu’s branching process

BibTeX | RIS | DOI

S. V. Nagaev and Vitali Wachtel
On sums of independent random variables without power moments

BibTeX | RIS | DOI

S. V. Nagaev and Vitali Wachtel
On the local limit theorem for a critical Galton–Watson process

PDF | BibTeX | RIS | DOI

Published in Russian as: О локальной предельной теореме для критического процесса Гальтона - Ватсона. IN: Teoriya Veroyatnostei i ee Primeneniya, 50, 3, S. 457-479, https://doi.org/10.4213/tvp89

S. V. Nagaev and Vitali Wachtel
Probability inequalities for a critical Galton-Watson process

PDF | BibTeX | RIS | DOI

Published in Russian as: Вероятностные неравенства для критического процесса Гальтона - Ватсона. IN: Teoriya Veroyatnostei i ee Primeneniya, 50, 2, S. 266-291, https://doi.org/10.4213/tvp107

2003

S. V. Nagaev and Vitali Wachtel
Limit theorems for probabilities of large deviations of a Galton–Watson process

PDF | BibTeX | RIS | DOI

Published in Russian as: Предельные теоремы для вероятностей больших уклонений процесса Гальтона - Ватсона. IN: Diskretnaya Matematika, 15, 1, S. 3-27, https://doi.org/10.4213/dm183

1999

S. V. Nagaev, L. V. Nedorezov and Vitali Wachtel
Вероятностная непрерывно-дискретная модель динамики численности изолированной популяции [ = A probabilistic continuous-discrete model of the dynamics of the size of an isolated population]

PDF | BibTeX | RIS | URL

Plugin Linkteaser (Linkliste)

Das Plugin Linkteaser (Linkliste) erlaubt es eine geordnete Übersicht gebündelt darzustellen, denen eine Zusammenfassung vorangestellt wird.

Suche