Vitali Wachtel

According to our database, Vitali Wachtel authored at least 5 papers between 2013 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments.

Denis Denisov, Elena Perfilev, Vitali Wachtel

J. Appl. Probab., 2021

2019

Markov chains on ℤ⁺ : analysis of stationary measure via harmonic functions approach.

Denis Denisov, Dmitry Korshunov, Vitali Wachtel

Queueing Syst. Theory Appl., 2019

2018

First-passage time asymptotics over moving boundaries for random walk bridges.

Fiona Sloothaak, Vitali Wachtel, Bert Zwart

J. Appl. Probab., 2018

2015

Local asymptotics for the area of random walk excursions.

Denis Denisov, Martin Kolb, Vitali Wachtel

J. Lond. Math. Soc., 2015

2013

Upper Bounds for the Maximum of a Random Walk with Negative Drift.

Johannes Kugler, Vitali Wachtel

J. Appl. Probab., 2013