165 citations · 259 across the 55 of their papers we have counts for
4 papers · 2 filters
Conditional limit theorems for ordered random walks
D. Denisov, V. Wachtel
In a recent paper of Eichelsbacher and Koenig (2008) the model of ordered random walks has been considered. There it has been shown that, under certain moment conditions, one can c…
Transition phenomena for ladder epochs of random walks with small negative drift
Vitali Wachtel
For a family of random walks satisfying we consider ladder epochs . We study the asymptotic, as $a\to0…
Heavy-traffic analysis of the maximum of an asymptotically stable random walk
Seva Shneer, Vitali Wachtel
For families of random walks with we consider their maxima . We investigate the asymptotic behav…
H"older index at a given point for density states of super-alpha-stable motion of index 1+beta
Klaus Fleischmann, Leonid Mytnik, Vitali Wachtel
A H"older regularity index at given points for density states of (alpha,1,beta)-superprocesses with alpha>1+beta is determined. It is shown that this index is strictly greater than…