Vitali Wachtel

Publication Activity (10 Years)

Years Active: 2013-2021
Publications (10 Years): 4

Top Topics

Stationary Distribution

Transition Probability Matrix

Top Venues

J. Appl. Probab.

J. Lond. Math. Soc.

Queueing Syst. Theory Appl.

Publications

Denis Denisov, Elena Perfilev, Vitali Wachtel
Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments. J. Appl. Probab. 58 (1) (2021)
Denis Denisov, Dmitry Korshunov, Vitali Wachtel
: analysis of stationary measure via harmonic functions approach. Queueing Syst. Theory Appl. 91 (3-4) (2019)
Fiona Sloothaak, Vitali Wachtel, Bert Zwart
First-passage time asymptotics over moving boundaries for random walk bridges. J. Appl. Probab. 55 (2) (2018)
Denis Denisov, Martin Kolb, Vitali Wachtel
Local asymptotics for the area of random walk excursions. J. Lond. Math. Soc. 91 (2) (2015)
Johannes Kugler, Vitali Wachtel
Upper Bounds for the Maximum of a Random Walk with Negative Drift. J. Appl. Probab. 50 (4) (2013)