Vitali Wachtel
Universität Augsburg
H-index: 19
Europe-Germany
Top articles of Vitali Wachtel
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Multinomial random combinatorial structures and -versions of Stirling, Eulerian and Lah numbers | arXiv preprint arXiv:2403.16448 | Alexander Iksanov Zakhar Kabluchko Alexander Marynych Vitali Wachtel | 2024/3/25 |
Precise Tail Behaviour of Some Dirichlet Series | Journal of Theoretical Probability | Alexander Iksanov Vitali Wachtel | 2024/3/5 |
Random walks in cones revisited | Annales de l'Institut Henri Poincare (B) Probabilites et statistiques | Denis Denisov Vitali Wachtel | 2024/2 |
Expansions for random walks conditioned to stay positive | arXiv preprint arXiv:2401.09929 | Denis Denisov Alexander Tarasov Vitali Wachtel | 2024/1/18 |
Green function for an asymptotically stable random walk in a half space | Journal of Theoretical Probability | Denis Denisov Vitali Wachtel | 2023/9/29 |
Persistence of AR() sequences with Rademacher innovations and linear mod transforms | arXiv preprint arXiv:2305.10038 | Vladislav Vysotsky Vitali Wachtel | 2023/5/17 |
THE ANNALS | The Annals of Probability | PETER K FRIZ PAVEL ZORIN-KRANICH XIN CHEN XUEMEI LI BO WU | 2023/3 |
Invariance principles for integrated random walks conditioned to stay positive | The Annals of Applied Probability | Michael Bär Jetlir Duraj Vitali Wachtel | 2023/2 |
Probabilistic approach to risk processes with level-dependent premium rate | arXiv preprint arXiv:2311.02484 | Denis Denisov Niklas Gotthardt Dmitry Korshunov Vitali Wachtel | 2023/11/4 |
Crossing an asymptotically square-root boundary by the Brownian motion | Proceedings of the Steklov Institute of Mathematics | Denis E Denisov Günter Hinrichs Alexander I Sakhanenko Vitali I Wachtel | 2022/3 |
Persistence of autoregressive sequences with logarithmic tails | Electronic Journal of Probability | Denis Denisov Günter Hinrichs Martin Kolb Vitali Wachtel | 2022 |
Martin boundary of random walks in convex cones | Annales Henri Lebesgue | Jetlir Duraj Kilian Raschel Pierre Tarrago Vitali Wachtel | 2022 |
Local tail asymptotics for the joint distribution of the length and of the maximum of a random walk excursion | Theory of Probability & Its Applications | Elena Perfilev Vitali Wachtel | 2022 |
Harmonic measure in a multidimensional gambler's problem | arXiv preprint arXiv:2212.11526 | Denis Denisov Vitali Wachtel | 2022/12/22 |
Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments | Journal of Applied Probability | Denis Denisov Elena Perfilev Vitali Wachtel | 2021/3 |
On the asymptotics of the distribution of the exit time beyond a non-increasing boundary for a compound renewal process | Alexander Sakhanenko Vitali Wachtel Evgeny Prokopenko Anastasiya Shelepova | 2021 | |
First-passage times for random walks in the triangular array setting | A Lifetime of Excursions Through Random Walks and Lévy Processes: A Volume in Honour of Ron Doney’s 80th Birthday | Denis Denisov Alexander Sakhanenko Vitali Wachtel | 2021 |
Stochastic Processes under Constraints | Oberwolfach Reports | Frank Aurzada Martin Kolb Francoise Pène Vitali Wachtel | 2021/9/13 |
Persistence of one-dimensional AR (1)-sequences | Journal of Theoretical Probability | Günter Hinrichs Martin Kolb Vitali Wachtel | 2020/3 |
Renewal theory for transient Markov chains with asymptotically zero drift | Transactions of the American Mathematical Society | Denis Denisov Dmitry Korshunov Vitali Wachtel | 2020/10 |
Co-Authors
