Vitali Wachtel

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Asymptotic expansions for random walks conditioned to stay positive
Electronic Journal of Probability
2026-02-25Paper
Absorption probability for non-symmetric planar random walk
Pure and Applied Functional Analysis
2026-01-09Paper
Multinomial random combinatorial structures and r-versions of Stirling, Eulerian and Lah numbers
Discrete Mathematics
2025-12-16Paper
Markov chains with asymptotically zero drift. Lamperti's problem
New Mathematical Monographs
2025-04-28Paper
Harmonic measure in a multidimensional gambler's problem
The Annals of Applied Probability
2024-10-16Paper
Probabilistic approach to risk processes with level-dependent premium rate
Insurance Mathematics & Economics
2024-09-18Paper
Precise tail behaviour of some Dirichlet series
Journal of Theoretical Probability
2024-08-24Paper
Random walks in cones revisited
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2024-04-12Paper
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 positive
The Annals of Applied Probability
2023-06-05Paper
Harmonic measure in a multidimensional gambler's problem2022-12-22Paper
Persistence of autoregressive sequences with logarithmic tails
Electronic Journal of Probability
2022-12-08Paper
First-passage times for random walks in the triangular array setting
(available as arXiv preprint)
2022-10-07Paper
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 excursion
Theory of Probability & Its Applications
2022-08-22Paper
Martin boundary of random walks in convex cones
Annales Henri Lebesgue
2022-05-10Paper
Crossing an asymptotically square-root boundary by the Brownian motion
Proceedings of the Steklov Institute of Mathematics
2022-05-04Paper
Persistence of autoregressive sequences with logarithmic tails
(available as arXiv preprint)
2022-03-28Paper
Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments
Journal of Applied Probability
2021-03-03Paper
On the asymptotics of the distribution of the exit time beyond a non-increasing boundary for a compound renewal process
Sibirskie Elektronnye Matematicheskie Izvestiya
2021-02-09Paper
Renewal theory for transient Markov chains with asymptotically zero drift
Transactions of the American Mathematical Society
2020-10-01Paper
Renewal theory for transient Markov chains with asymptotically zero drift
Transactions of the American Mathematical Society
2020-10-01Paper
Invariance principle for a Potts interface along a wall
Journal of Statistical Physics
2020-08-25Paper
Tightness and line ensembles for Brownian polymers under geometric area tilts
Statistical Mechanics of Classical and Disordered Systems
2020-07-07Paper
Invariance principles for random walks in cones
Stochastic Processes and their Applications
2020-05-26Paper
Persistence of one-dimensional AR(1)-sequences
Journal of Theoretical Probability
2020-02-18Paper
Multi-type subcritical branching processes in a random environment
Advances in Applied Probability
2020-02-05Paper
Local asymptotics for the area under the random walk excursion
Advances in Applied Probability
2020-02-05Paper
Markov chains on \({{\mathbb{Z}}^+}\): analysis of stationary measure via harmonic functions approach
Queueing Systems
2019-10-18Paper
Confinement of Brownian polymers under geometric area tilts
Electronic Journal of Probability
2019-05-16Paper
Confinement of Brownian polymers under geometric area tilts
Electronic Journal of Probability
2019-05-16Paper
First-Passage Times over Moving Boundaries for Asymptotically Stable Walks
Theory of Probability & Its Applications
2019-02-07Paper
First-passage times for random walks with nonidentically distributed increments
The Annals of Probability
2018-11-08Paper
First-passage times for random walks with nonidentically distributed increments
The Annals of Probability
2018-11-08Paper
First-passage time asymptotics over moving boundaries for random walk bridges
Journal of Applied Probability
2018-09-26Paper
Green function of a random walk in a cone2018-07-19Paper
Dyson Ferrari-Spohn diffusions and ordered walks under area tilts
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2018-02-12Paper
The variance of the discrepancy distribution of rounding procedures, and sums of uniform random variables
Metrika
2017-04-20Paper
At the Edge of Criticality: Markov Chains with Asymptotically Zero Drift2016-12-05Paper
Regularity and irregularity of superprocesses with (1 + )-stable branching mechanism
SpringerBriefs in Probability and Mathematical Statistics
2016-12-01Paper
An exact asymptotics for the moment of crossing a curved boundary by an asymptotically stable random walk
Theory of Probability and its Applications
2016-09-23Paper
Universality of local times of killed and reflected random walks
Electronic Communications in Probability
2016-05-23Paper
Universality of local times of killed and reflected random walks
Electronic Communications in Probability
2016-05-23Paper
Multifractal analysis of superprocesses with stable branching in dimension one
The Annals of Probability
2015-10-30Paper
Multifractal analysis of superprocesses with stable branching in dimension one
The Annals of Probability
2015-10-30Paper
Random walks in cones
The Annals of Probability
2015-07-06Paper
Random walks in cones
The Annals of Probability
2015-07-06Paper
Local asymptotics for the area of random walk excursions
Journal of the London Mathematical Society
2015-04-14Paper
Exit times for integrated random walks
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2015-03-09Paper
Exit times for integrated random walks
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2015-03-09Paper
Local probabilities for random walks with negative drift conditioned to stay nonnegative
Electronic Journal of Probability
2015-02-03Paper
Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics
Stochastic Processes and their Applications
2014-04-28Paper
Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case
Proceedings of the Steklov Institute of Mathematics
2014-04-16Paper
Upper bounds for the maximum of a random walk with negative drift
Journal of Applied Probability
2014-04-04Paper
Upper bounds for the maximum of a random walk with negative drift
Journal of Applied Probability
2014-04-04Paper
Harmonic functions and stationary distributions for asymptotically homogeneous transition kernels on Z^+2013-12-08Paper
Trap models with vanishing drift: scaling limits and ageing regimes
ALEA. Latin American Journal of Probability and Mathematical Statistics
2013-12-03Paper
Trap models with vanishing drift: scaling limits and ageing regimes
ALEA. Latin American Journal of Probability and Mathematical Statistics
2013-12-03Paper
Multifractal analysis of superprocesses with stable branching in dimension one2012-12-03Paper
Properties of states of super--stable motion with branching of index 1+
Probability in Complex Physical Systems
2012-08-23Paper
Ordered random walks with heavy tails
Electronic Journal of Probability
2012-06-22Paper
Martingale approach to subexponential asymptotics for random walks
Electronic Communications in Probability
2012-06-22Paper
Local limit theorem for the maximum of asymptotically stable random walks
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2012-04-26Paper
A unified approach to the heavy-traffic analysis of the maximum of random walks
Theory of Probability & Its Applications
2011-08-09Paper
Hölder index at a given point for density states of super-\(\alpha \)-stable motion of index \(1+\beta \)
Journal of Theoretical Probability
2011-03-31Paper
scientific article; zbMATH DE number 5836300 (Why is no real title available?)2011-01-13Paper
scientific article; zbMATH DE number 5836300 (Why is no real title available?)2011-01-13Paper
Sudden extinction of a critical branching process in a random environment
Theory of Probability & Its Applications
2010-12-14Paper
Optimal local Hölder index for density states of superprocesses with \((1+\beta )\)-branching mechanism
The Annals of Probability
2010-07-19Paper
Transition phenomena for ladder epochs of random walks with small negative drift
Advances in Applied Probability
2010-05-11Paper
Conditional limit theorems for ordered random walks
Electronic Journal of Probability
2010-04-30Paper
Conditional limit theorems for ordered random walks
Electronic Journal of Probability
2010-04-30Paper
Conditional limit theorems for ordered random walks
Electronic Journal of Probability
2010-04-30Paper
On the left tail asymptotics for the limit law of supercritical Galton-Watson processes in the Böttcher case
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2009-08-24Paper
Limit Theorems for Probabilities of Large Deviations of a Critical Galton–Watson Process Having Power Tails
Theory of Probability & Its Applications
2009-02-19Paper
Heavy-traffic analysis of the maximum of an asymptotically stable random walk2009-02-12Paper
Local probabilities for random walks conditioned to stay positive
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2008-12-01Paper
Moderate deviations for a random walk in random scenery
Stochastic Processes and their Applications
2008-11-14Paper
Critical Galton–Watson Processes: The Maximum of Total Progenies within a Large Window
Theory of Probability & Its Applications
2008-11-03Paper
Large deviations for sums indexed by the generations of a Galton-Watson process
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2008-06-17Paper
On sums of independent random variables without power moments
Doklady Mathematics
2008-03-13Paper
The Critical Galton-Watson Process Without Further Power Moments
Journal of Applied Probability
2008-02-05Paper
Lower deviation probabilities for supercritical Galton-Watson processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2007-04-16Paper
Lower deviation probabilities for supercritical Galton-Watson processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2007-04-16Paper
Lower deviation probabilities for supercritical Galton-Watson processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2007-04-16Paper
On the Local Limit Theorem for a Critical Galton–Watson Process
Theory of Probability & Its Applications
2007-04-02Paper
Local limit theorems for ladder epochs2007-01-31Paper
Hydrodynamic limit fluctuations of super-Brownian motion with a stable catalyst
Electronic Journal of Probability
2006-11-03Paper
Hydrodynamic limit fluctuations of super-Brownian motion with a stable catalyst
Electronic Journal of Probability
2006-11-03Paper
Large scale localization of a spatial version of Neveu's branching process
Stochastic Processes and their Applications
2006-10-05Paper
Probability Inequalities for a Critical Galton--Watson Process
Theory of Probability & Its Applications
2006-06-09Paper
Limit theorems for probabilities of large deviations of a Galton–Watson process
Discrete Mathematics and Applications
2004-08-30Paper
scientific article; zbMATH DE number 1439048 (Why is no real title available?)2000-05-04Paper
Persistence of AR(1) sequences with Rademacher innovations and linear mod 1 transforms
(available as arXiv preprint)
N/APaper
Expansions for random walks conditioned to stay positive
(available as arXiv preprint)
N/APaper
Multinomial random combinatorial structures and r-versions of Stirling, Eulerian and Lah numbers
(available as arXiv preprint)
N/APaper


Research outcomes over time


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