Vitali Wachtel

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Person:287767

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zbMath Open wachtel.vitali-iMaRDI QIDQ287767

List of research outcomes





PublicationDate of PublicationType
Harmonic measure in a multidimensional gambler's problem2024-10-16Paper
Probabilistic approach to risk processes with level-dependent premium rate2024-09-18Paper
Precise tail behaviour of some Dirichlet series2024-08-24Paper
Random walks in cones revisited2024-04-12Paper
Probabilistic approach to risk processes with level-dependent premium rate2023-11-04Paper
Precise tail behavior of some Dirichlet series2023-10-16Paper
Invariance principles for integrated random walks conditioned to stay positive2023-06-05Paper
Harmonic measure in a multidimensional gambler's problem2022-12-22Paper
Persistence of autoregressive sequences with logarithmic tails2022-12-08Paper
First-passage times for random walks in the triangular array setting2022-10-07Paper
Green function for an asymptotically stable random walk in a half space2022-09-26Paper
Local Tail Asymptotics for the Joint Distribution of the Length and of the Maximum of a Random Walk Excursion2022-08-22Paper
Martin boundary of random walks in convex cones2022-05-10Paper
Crossing an asymptotically square-root boundary by the Brownian motion2022-05-04Paper
Persistence of autoregressive sequences with logarithmic tails2022-03-28Paper
Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments2021-03-03Paper
On the asymptotics of the distribution of the exit time beyond a non-increasing boundary for a compound renewal process2021-02-09Paper
Renewal theory for transient Markov chains with asymptotically zero drift2020-10-01Paper
Invariance principle for a Potts interface along a wall2020-08-25Paper
Tightness and Line Ensembles for Brownian Polymers Under Geometric Area Tilts2020-07-07Paper
Invariance principles for random walks in cones2020-05-26Paper
Persistence of one-dimensional AR(1)-sequences2020-02-18Paper
Multi-type subcritical branching processes in a random environment2020-02-05Paper
Local asymptotics for the area under the random walk excursion2020-02-05Paper
Markov chains on \({{\mathbb{Z}}^+}\): analysis of stationary measure via harmonic functions approach2019-10-18Paper
Confinement of Brownian polymers under geometric area tilts2019-05-16Paper
First-Passage Times over Moving Boundaries for Asymptotically Stable Walks2019-02-07Paper
First-passage times for random walks with nonidentically distributed increments2018-11-08Paper
First-passage time asymptotics over moving boundaries for random walk bridges2018-09-26Paper
Green function of a random walk in a cone2018-07-19Paper
Dyson Ferrari-Spohn diffusions and ordered walks under area tilts2018-02-12Paper
The variance of the discrepancy distribution of rounding procedures, and sums of uniform random variables2017-04-20Paper
At the Edge of Criticality: Markov Chains with Asymptotically Zero Drift2016-12-05Paper
Regularity and Irregularity of Superprocesses with (1 + β)-stable Branching Mechanism2016-12-01Paper
An exact asymptotics for the moment of crossing a curved boundary by an asymptotically stable random walk2016-09-23Paper
Universality of local times of killed and reflected random walks2016-05-23Paper
Multifractal analysis of superprocesses with stable branching in dimension one2015-10-30Paper
Random walks in cones2015-07-06Paper
Local asymptotics for the area of random walk excursions2015-04-14Paper
Exit times for integrated random walks2015-03-09Paper
Local probabilities for random walks with negative drift conditioned to stay nonnegative2015-02-03Paper
Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics2014-04-28Paper
Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case2014-04-16Paper
Upper Bounds for the Maximum of a Random Walk with Negative Drift2014-04-04Paper
Harmonic functions and stationary distributions for asymptotically homogeneous transition kernels on $Z^+$2013-12-08Paper
Trap models with vanishing drift: scaling limits and ageing regimes2013-12-03Paper
Multifractal analysis of superprocesses with stable branching in dimension one2012-12-03Paper
Properties of States of Super-α-Stable Motion with Branching of Index 1 + β2012-08-23Paper
Ordered random walks with heavy tails2012-06-22Paper
Martingale approach to subexponential asymptotics for random walks2012-06-22Paper
Local limit theorem for the maximum of asymptotically stable random walks2012-04-26Paper
A Unified Approach to the Heavy-Traffic Analysis of the Maximum of Random Walks2011-08-09Paper
Hölder index at a given point for density states of super-\(\alpha \)-stable motion of index \(1+\beta \)2011-03-31Paper
https://portal.mardi4nfdi.de/entity/Q30683082011-01-13Paper
Sudden extinction of a critical branching process in a random environment2010-12-14Paper
Optimal local Hölder index for density states of superprocesses with \((1+\beta )\)-branching mechanism2010-07-19Paper
Transition phenomena for ladder epochs of random walks with small negative drift2010-05-11Paper
Conditional limit theorems for ordered random walks2010-04-30Paper
On the left tail asymptotics for the limit law of supercritical Galton-Watson processes in the Böttcher case2009-08-24Paper
Limit Theorems for Probabilities of Large Deviations of a Critical Galton–Watson Process Having Power Tails2009-02-19Paper
Heavy-traffic analysis of the maximum of an asymptotically stable random walk2009-02-12Paper
Local probabilities for random walks conditioned to stay positive2008-12-01Paper
Moderate deviations for a random walk in random scenery2008-11-14Paper
Critical Galton–Watson Processes: The Maximum of Total Progenies within a Large Window2008-11-03Paper
Large deviations for sums indexed by the generations of a Galton-Watson process2008-06-17Paper
On sums of independent random variables without power moments2008-03-13Paper
The Critical Galton-Watson Process Without Further Power Moments2008-02-05Paper
Lower deviation probabilities for supercritical Galton-Watson processes2007-04-16Paper
On the Local Limit Theorem for a Critical Galton–Watson Process2007-04-02Paper
Local limit theorems for ladder epochs2007-01-31Paper
Hydrodynamic limit fluctuations of super-Brownian motion with a stable catalyst2006-11-03Paper
Large scale localization of a spatial version of Neveu's branching process2006-10-05Paper
Probability Inequalities for a Critical Galton--Watson Process2006-06-09Paper
Limit theorems for probabilities of large deviations of a Galton–Watson process2004-08-30Paper
https://portal.mardi4nfdi.de/entity/Q49513772000-05-04Paper
Persistence of AR($1$) sequences with Rademacher innovations and linear mod $1$ transformsN/APaper
Expansions for random walks conditioned to stay positiveN/APaper
Multinomial random combinatorial structures and $r$-versions of Stirling, Eulerian and Lah numbersN/APaper

Research outcomes over time

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