Upper Bounds for the Maximum of a Random Walk with Negative Drift. - Johannes Kugler; Vitali Wachtel (J. Appl. Probab., 2013)

Local asymptotics for the area of random walk excursions. - Denis Denisov; Martin Kolb; Vitali Wachtel (J. Lond. Math. Soc., 2015)

First-passage time asymptotics over moving boundaries for random walk bridges. - Fiona Sloothaak; Vitali Wachtel; Bert Zwart (J. Appl. Probab., 2018)

Markov chains on ℤ+ : analysis of stationary measure via harmonic functions approach. - Denis Denisov; Dmitry Korshunov; Vitali Wachtel (Queueing Syst. Theory Appl., 2019)

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)