Reseach Interests:
- Branching Processes
- Large Deviations
- Random Walks
Publications and Preprints:
- S.V. Nagaev, L.V. Nedorezov and V.I. Vakhtel.
A probabilistic continuous-discrete model of the dynamics of the size of an isolated population. (in Russian)
Sib. Zh. Ind. Mat. 2(1999), no. 2, 147--152.
- S.V. Nagaev and V.I. Vakhtel.
Limit theorems for probabilities of large deviations of a Galton-Watson process. (in Russian)
Diskret. Mat. 15(2003), no. 1, 3--27;
English translation in Discrete Math. Appl. 13(2003), no. 1, 1--26.
- S.V. Nagaev and V.I. Vakhtel.
Probability inequalities for critical Galton-Watson processes. (in Russian)
Teor. Verojatn. i Primenen. 50(2005), no.2, 266-291.
English translation in Theory Probab. Appl. 50(2006), no.2, 225-247.
Article.
- S.V. Nagaev and V.I. Vakhtel.
On the local limit theorem for critical Galton-Watson processes. (in Russian)
Teor. Verojatn. i Primenen. 50(2005), no.3, 457 - 479.
English translation in Theory Probab. Appl. 50(2006), no.3, 400-419.
Article.
- K. Fleischmann and V. Wachtel.
Large scale localization of a spatial version of Neveu's branching process.
Stochastic Process. Appl. 116(2006), 983-1011.
WIAS Preprint no. 951.
Article.
- K. Fleischmann, P. Mörters and V. Wachtel.
Hydrodynamic limit fluctuations of super-Brownian motion with a stable catalyst.
Electron. J. Probab., 11(2006), 723 - 767.
WIAS Preprint no. 1052.
Article.
- S.V. Nagaev and V.I. Vakhtel.
On a sum of independent random variables without power moments.
Doklady Mathematics, 74(2006), 683-685.
Article.
- K. Fleischmann and V. Wachtel.
Lower deviation probabilities for supercritical Galton-Watson processes.
Ann. Inst. H. Poincare Probab. Statist., 43(2007), 233-255.
WIAS Preprint no. 1025.
Article.
- S.V. Nagaev and V. Wachtel.
The critical Galton-Watson process without further power moments.
J. Appl. Probab., 44(2007), 753-769.
WIAS Preprint no. 1062.
Article.
- K. Fleischmann, V. Vatutin and V. Wachtel.
Critical Galton-Watson processes: The maximum of total progenies within a large window.
(in Russian)
Teor. Verojatn. i Primenen. 52(2007), no.3, 419 - 445.
English translation in Theory Probab. Appl. 52(2008), no.3, 470-492.
WIAS Preprint no. 1091.
Article.
- V. Wachtel.
Limit theorems for large deviation probabilities for critical
Galton-Watson processes with power tails.
(in Russian)
Teor. Verojatn. i Primenen. 52(2007), no.4, 644 - 659.
English translation in Theory Probab. Appl. 52(2008), no.4, 674-688.
Article.
- K. Fleischmann and V. Wachtel.
Large deviations for sums indexed by the generations of a Galton-Watson process.
Probab. Theory Related Fields, 141(2008), 445--470.
WIAS Preprint no. 1135.
Article.
- K. Fleischmann, P. Mörters and V. Wachtel.
Moderate deviations for random walk in random scenery.
Stochastic Process. Appl., 118(2008), 1768-1802.
WIAS Preprint no. 1167.
Article.
- S.V. Nagaev and V.I. Vakhtel.
On sums of independent random variables without power moments.
Siberian Math. J. 49(2008), 1091-1100.
Article.
- K. Fleischmann and V. Wachtel.
On the left tail asymptotics for the limit of supercritical Galton-Watson
processes in the Böttcher case.
Ann. Inst. H. Poincare Probab. Statist., 45(2009), 201-225.
WIAS Preprint no. 1224.
Article.
- V. Vatutin and V. Wachtel.
Local probabilities for random walks conditioned to stay positive.
Probab. Theory Related Fields, 143(2009), 177-217.
ArXiv Preprint.
Article.
- V. Wachtel.
Transition phenomena for ladder epochs of random walks with small negative drift.
Adv. Appl. Probab., 41(2009), 1189-1214.
Article.
- V. Vatutin and V. Wachtel.
Sudden extinction of a critical branching process in random environment.
Teor. Verojatn. i Primenen. 54(2009), no.3, 418-438.
English translation in Theory Probab. Appl. 54(2010), no.3, 466-484.
ArXiv Preprint.
Article.
- D. Denisov and V. Wachtel.
Conditional limit theorems for ordered random walks.
Electron. J. Probab. 15(2010), 292-322.
Article.
- K. Fleischmann, L. Mytnik and V. Wachtel.
Optimal Hölder index for density states of superprocesses with (1+\beta)-branching mechanism.
Ann. Probab. 38(2010), 1180-1220.
WIAS Preprint no. 1327.
Article.
- S. Shneer and V. Wachtel.
Heavy-traffic analysis of the maximum of an asymptotically stable random walk.
Teor. Verojatn. i Primenen. 55(2010), no. 2, 335-344.
English translation in Theory Probab. Appl. 55(2011), no. 2, 332-341
ArXiv Preprint.
Article.
- N. Gantert, P. Mörters and V. Wachtel.
Trap models with vanishing drift: Scaling limits and aging regimes.
ALEA, 7(2010), 477-501.
Article.
- K. Fleischmann, L. Mytnik and V. Wachtel.
Hölder index for density states of (\alpha,1,\beta)-superprocesses at a given point.
J. Theor. Probab. 24(2011), 66-92.
Article.
- D. Denisov and V. Wachtel.
Ordered random walks with heavy tails.
Electron. J. Probab. 17(2012), Article no. 4, 1-21.
Article.
- D. Denisov and V. Wachtel.
Martingale approach to subexponential asymptotics for random walks.
Electron. Commun. Probab. 17(2012), Article no. 6, 1-9.
Article.
- V. Wachtel.
Local limit theorem for the maximum of asymptotically stable random walks
Probab. Theory Related Fields, 152(2012), 407-424.
Article.
- J. Kugler and V. Wachtel.
Upper bounds for the maximum of a random walk with negative drift .
ArXiv Preprint.
- D. Denisov and V. Wachtel.
Random walks in cones.
ArXiv Preprint.