165 citations · 259 across the 55 of their papers we have counts for
3 papers · 2 filters
At the Edge of Criticality: Markov Chains with Asymptotically Zero Drift
Denis Denisov, Dmitry Korshunov, Vitali Wachtel
The main goal of this text is comprehensive study of time homogeneous Markov chains on the real line whose drift tends to zero at infinity, we call such processes Markov chains wit…
First-passage times for random walks with non-identically distributed increments
Denis Denisov, Alexander Sakhanenko, Vitali Wachtel
We consider random walks with independent but not necessarily identical distributed increments. Assuming that the increments satisfy the well-known Lindeberg condition, we investig…
Dyson Ferrari--Spohn diffusions and ordered walks under area tilts
Dmitry Ioffe, Yvan Velenik, Vitali Wachtel
We consider families of non-colliding random walks above a hard wall, which are subject to a self-potential of tilted area type. We view such ensembles as effective models for the…