Invariance Principle for a Potts Interface Along a Wall
Ioffe, Dmitry, Ott, Sébastien, Velenik, Yvan, Wachtel, Vitali
Published in Journal of statistical physics (01.09.2020)
Published in Journal of statistical physics (01.09.2020)
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Journal Article
Local probabilities for random walks conditioned to stay positive
Vatutin, Vladimir A., Wachtel, Vitali
Published in Probability theory and related fields (01.01.2009)
Published in Probability theory and related fields (01.01.2009)
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Journal Article
Persistence of One-Dimensional AR(1)-Sequences
Hinrichs, Günter, Kolb, Martin, Wachtel, Vitali
Published in Journal of theoretical probability (01.03.2020)
Published in Journal of theoretical probability (01.03.2020)
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Journal Article
Crossing an Asymptotically Square-Root Boundary by the Brownian Motion
Denisov, Denis E., Hinrichs, Günter, Sakhanenko, Alexander I., Wachtel, Vitali I.
Published in Proceedings of the Steklov Institute of Mathematics (01.03.2022)
Published in Proceedings of the Steklov Institute of Mathematics (01.03.2022)
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Journal Article
Conference Proceeding
Invariance principles for random walks in cones
Duraj, Jetlir, Wachtel, Vitali
Published in Stochastic processes and their applications (01.07.2020)
Published in Stochastic processes and their applications (01.07.2020)
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Journal Article
Dyson Ferrari–Spohn diffusions and ordered walks under area tilts
Ioffe, Dmitry, Velenik, Yvan, Wachtel, Vitali
Published in Probability theory and related fields (01.02.2018)
Published in Probability theory and related fields (01.02.2018)
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Journal Article
Confinement of Brownian polymers under geometric area tilts
Caputo, Pietro, Ioffe, Dmitry, Wachtel, Vitali
Published in Electronic journal of probability (01.01.2019)
Published in Electronic journal of probability (01.01.2019)
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Journal Article
Probabilistic approach to risk processes with level-dependent premium rate
Denisov, Denis, Gotthardt, Niklas, Korshunov, Dmitry, Wachtel, Vitali
Published in Insurance, mathematics & economics (01.09.2024)
Published in Insurance, mathematics & economics (01.09.2024)
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Journal Article
Exit times for integrated random walks
Denisov, Denis, Wachtel, Vitali
Published in Annales de l'I.H.P. Probabilités et statistiques (01.02.2015)
Published in Annales de l'I.H.P. Probabilités et statistiques (01.02.2015)
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Journal Article
Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments
Denisov, Denis, Perfilev, Elena, Wachtel, Vitali
Published in Journal of applied probability (01.03.2021)
Published in Journal of applied probability (01.03.2021)
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Journal Article
Persistence of autoregressive sequences with logarithmic tails
Denisov, Denis, Hinrichs, Günter, Kolb, Martin, Wachtel, Vitali
Published in Electronic journal of probability (01.01.2022)
Published in Electronic journal of probability (01.01.2022)
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Journal Article
First-passage time asymptotics over moving boundaries for random walk bridges
Sloothaak, Fiona, Wachtel, Vitali, Zwart, Bert
Published in Journal of applied probability (01.06.2018)
Published in Journal of applied probability (01.06.2018)
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Journal Article