V. Wachtel

activity

20052026

most citedRandom walks in cones

165 citations · 259 across the 55 of their papers we have counts for

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3 papers · 1 filter

math.PR2026

Random walks with drift in the positive quadrant

Tuan Anh Nguyen, Vitali Wachtel

We consider two dimensional random walks conditioned to stay in the positive quadrant. Assuming that the increments of the walk have finite second moments and that the drift vector…

math.PR2026

Harmonic polynomials and other exactly computable characteristics for $2$ -dimensional random walks in cones

Denis Denisov, Nikita Elizarov, Vitali Wachtel

In this note we consider $2$ -dimensional lattice random walks killed at leaving a wedge with opening $α \in (0, π]$ . Assuming that the walk cannot jump over the boundary of the wedge…

math.PR2026

First passage times for decoupled random walks

Alexander Iksanov, Zakhar Kabluchko, Vitali Wachtel

Motivated by a connection to the infinite Ginibre point process, decoupled random walks were introduced in a recent article Alsmeyer, Iksanov and Kabluchko (2025). The decoupled ra…

Random walks with drift in the positive quadrant

Harmonic polynomials and other exactly computable characteristics for 2-dimensional random walks in cones

First passage times for decoupled random walks

Harmonic polynomials and other exactly computable characteristics for $2$ -dimensional random walks in cones