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Wachtel, Vitalii

Statistics Math-Net.Ru
Total publications: 17
Scientific articles: 17
Presentations: 10

Number of views:
This page:712
Abstract pages:7446
Full texts:2353
References:831
Candidate of physico-mathematical sciences (2003)
Speciality: 01.01.05 (Probability theory and mathematical statistics)
E-mail:

https://www.mathnet.ru/eng/person27950
List of publications on Google Scholar
List of publications on ZentralBlatt
https://mathscinet.ams.org/mathscinet/MRAuthorID/668465

Publications in Math-Net.Ru Citations
2022
1. Denis E. Denisov, Günter Hinrichs, Alexander I. Sakhanenko, Vitali I. Wachtel, “Crossing an Asymptotically Square-Root Boundary by the Brownian Motion”, Trudy Mat. Inst. Steklova, 316 (2022),  113–128  mathnet; Proc. Steklov Inst. Math., 316 (2022), 105–120  scopus 1
2. E. Perfilev, V. Waсhtel, “Local tail asymptotics for the joint distribution of the length and of the maximum of a random walk excursion”, Teor. Veroyatnost. i Primenen., 67:2 (2022),  365–383  mathnet  mathscinet  zmath; Theory Probab. Appl., 67:2 (2022), 294–309  scopus
2021
3. A. I. Sakhanenko, V. I. Wachtel, E. I. Prokopenko, A. D. Shelepova, “On the asymptotics of the distribution of the exit time beyond a non-increasing boundary for a compound renewal process”, Sib. Èlektron. Mat. Izv., 18:1 (2021),  9–26  mathnet 1
2018
4. Vladimir Vatutin, Vitali Wachtel, “Multi-type subcritical branching processes in a random environment”, Adv. in Appl. Probab., 50:1 (2018),  281–289  mathnet  mathscinet  isi  scopus 9
5. D. Denisov, A. Sakhanenko, V. Wachtel, “First-passage times over moving boundaries for asymptotically stable walks”, Teor. Veroyatnost. i Primenen., 63:4 (2018),  755–778  mathnet  elib; Theory Probab. Appl., 63:4 (2019), 613–633  isi  scopus 3
2015
6. V. I. Vakhtel', D. È. Denisov, “Exact asymptotics for the instant of crossing a curved boundary by an asymptotically stable random walk”, Teor. Veroyatnost. i Primenen., 60:3 (2015),  459–481  mathnet  mathscinet  elib; Theory Probab. Appl., 60:3 (2016), 481–500  isi  scopus 9
2014
7. D. Denisov, V. Vatutin, V. Wachtel, “Local probabilities for random walks with negative drift conditioned to stay nonnegative”, Electron. J. Probab., 19 (2014),  88–17  mathnet  mathscinet  zmath  isi  scopus 3
2013
8. V. I. Wachtel, D. E. Denisov, D. A. Korshunov, “Tail asymptotics for the supercritical Galton–Watson process in the heavy-tailed case”, Trudy Mat. Inst. Steklova, 282 (2013),  288–314  mathnet  mathscinet  elib; Proc. Steklov Inst. Math., 282 (2013), 273–297  isi  elib  scopus 6
2010
9. V. I. Vakhtel', V. V. Shneer, “General approach to the maximum of a random walk under heavy upload”, Teor. Veroyatnost. i Primenen., 55:2 (2010),  335–344  mathnet  mathscinet; Theory Probab. Appl., 55:2 (2011), 332–341  isi  scopus 10
2009
10. V. A. Vatutin, V. I. Vakhtel', “Sudden extinction of the critical branching process in random environment”, Teor. Veroyatnost. i Primenen., 54:3 (2009),  417–438  mathnet  mathscinet; Theory Probab. Appl., 54:3 (2010), 466–484  isi  scopus 13
2008
11. S. V. Nagaev, V. I. Vakhtel', “On sums of independent random variables without power moments”, Sibirsk. Mat. Zh., 49:6 (2008),  1369–1380  mathnet  mathscinet; Siberian Math. J., 49:6 (2008), 1091–1100  isi  scopus 5
2007
12. V. I. Vakhtel', “Limit Theorems for Probabilities of Large Deviations of a Critical Galton–Watson Process Having Power Tails”, Teor. Veroyatnost. i Primenen., 52:4 (2007),  644–659  mathnet  mathscinet  zmath; Theory Probab. Appl., 52:4 (2008), 674–688  isi  scopus 5
13. V. A. Vatutin, V. I. Vakhtel', K. Fleischmann, “Critical Galton–Watson process: The maximum of total progenies within a large window”, Teor. Veroyatnost. i Primenen., 52:3 (2007),  419–445  mathnet  mathscinet  elib; Theory Probab. Appl., 52:3 (2008), 470–492  isi  scopus 11
2005
14. S. V. Nagaev, V. I. Vakhtel', “On the local limit theorem for critical Galton–Watson process”, Teor. Veroyatnost. i Primenen., 50:3 (2005),  457–479  mathnet  mathscinet  zmath  elib; Theory Probab. Appl., 50:3 (2006), 400–419  isi 6
15. S. V. Nagaev, V. I. Vakhtel', “Probability inequalities for the Galton–Watson critical process”, Teor. Veroyatnost. i Primenen., 50:2 (2005),  266–291  mathnet  mathscinet  zmath  elib; Theory Probab. Appl., 50:2 (2006), 225–247  isi 10
2003
16. S. V. Nagaev, V. I. Vakhtel', “Limit theorems for probabilities of large deviations of a Galton-Watson process”, Diskr. Mat., 15:1 (2003),  3–27  mathnet  mathscinet  zmath; Discrete Math. Appl., 13:1 (2003), 1–26 5
1999
17. S. V. Nagaev, L. V. Nedorezov, V. I. Vakhtel', “A probabilistic continuous-discrete model of the dynamics of the size of an isolated population”, Sib. Zh. Ind. Mat., 2:2 (1999),  147–152  mathnet  mathscinet  zmath 6

Presentations in Math-Net.Ru
1. Asymptotic Expansions for First-Passage Times of an Oscillating Random Walk
Vitali Wachtel
Borovkov Meeting
August 25, 2022 17:30
2. First-passage times for random walks with nonidentically distributed increments
V. Wachtel
Seminar on Probability Theory and Mathematical Statistics
December 17, 2021 18:00
3. Integrated random walks conditioned to stay positive
Vitalii Vakhtel'
Seminar by Department of Discrete Mathematic, Steklov Mathematical Institute of RAS
November 16, 2021 16:00
4. Асимптотическое поведение ветвящихся процессов с миграцией и размножением, зависящим от состояния
V. I. Vakhtel'
Seminar by Department of Discrete Mathematic, Steklov Mathematical Institute of RAS
October 30, 2018 16:00
5. Asymptotically homogeneous Markov chains II
Vitali Wachtel
Seminar of Chebyshev Laboratory on Probability Theory
October 3, 2013 15:00
6. Asymptotically homogeneous Markov chains I
Vitali Wachtel
Seminar of Chebyshev Laboratory on Probability Theory
October 1, 2013 15:00
7. Ordered random walks
Vitalii Vakhtel'
Seminar of Chebyshev Laboratory on Probability Theory
November 21, 2011 15:00
8. Ordered random walks
V. Wachtel
Seminar by Department of Discrete Mathematic, Steklov Mathematical Institute of RAS
September 21, 2010 15:00
9. Критический процесс Гальтона–Ватсона без дополнительных степенных моментов
V. Wachtel
Seminar by Department of Discrete Mathematic, Steklov Mathematical Institute of RAS
March 17, 2009 16:00
10. Малые уклонения для надкритических ветвящихся процессов
V. Wachtel
Seminar by Department of Discrete Mathematic, Steklov Mathematical Institute of RAS
September 5, 2006

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