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1
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0040852864
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New limit theorems for boundary problems for sums of independent summands
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Borovkov A. A., "New limit theorems for boundary problems for sums of independent summands," Sibirsk. Mat. Zh., 3, No. 5, 654-694 (1962).
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Borovkov, A.A.1
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Limit theorems for random walks with boundaries
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Univ. California Press
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Borovkov A. A., "Limit theorems for random walks with boundaries," in: Proc. Sixth Berkeley Symp. on Math. Stat. Prob. V. III, Univ. California Press, 1970, pp. 19-30.
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Borovkov, A.A.1
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0042486496
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Limit theorems for the time and place of the first crossing of the boundary by a multidimensional random walk
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Borovkov A. A., "Limit theorems for the time and place of the first crossing of the boundary by a multidimensional random walk," Dokl. Akad. Nauk, 353, No. 6, 711-713 (1997).
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7
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0000971593
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On the Cramér transform, large deviations in boundary value problems, and the conditional invariance principle
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Borovkov A. A., "On the Cramér transform, large deviations in boundary value problems, and the conditional invariance principle," Sibirsk. Mat. Zh., 36, No. 3, 493-509 (1995).
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21444436966
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On the limit conditional distributions connected with large deviations
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Borovkov A. A., "On the limit conditional distributions connected with large deviations," Sibirsk. Mat. Zh., 37, No. 4, 732-744 (1996).
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Borovkov, A.A.1
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9
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0032235942
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Integro-local limit theorems including large deviations for sums of random vectors. I
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Borovkov A. A. and Mogul'skiǐ A. A., "Integro-local limit theorems including large deviations for sums of random vectors. I," Teor. Veroyatnost. i Primenen., 43, No. 1, 3-17 (1998).
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0034562538
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Integro-local limit theorems including large deviations for sums of random vectors. II
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Borovkov A. A. and Mogul'skiǐ A. A., "Integro-local limit theorems including large deviations for sums of random vectors. II," Teor. Veroyatnost. i Primenen., 45, No. 1, 5-19 (2000).
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0041985631
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An asymptotic exit problem for multidimensional Markov chains
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Borovkov A. A., "An asymptotic exit problem for multidimensional Markov chains," Markov Processes and Related Fields, 3, No. 4, 547-564 (1997).
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13
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0040517155
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Stochastic Approximation Methods for Constrained and Unconstrained Systems
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Springer-Verlag, New York etc
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Kushner H. J. and Clark D. S., Stochastic Approximation Methods for Constrained and Unconstrained Systems, Springer-Verlag, New York etc. (1978). (Appl. Math. Sci.; 26.)
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Kushner, H.J.1
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0003270114
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Numerical Methods for Stochastic Control Problems in Continuous Time Springer-Verlag
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New York etc
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Kushner H. J. and Dupuis P. G., Numerical Methods for Stochastic Control Problems in Continuous Time Springer-Verlag, New York etc. (1992). (Appl. Math.; 24.)
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Kushner, H.J.1
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17
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84855637148
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Estimates for excess of a random walk across a boundary
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Mogul'skiǐ A. A., "Estimates for excess of a random walk across a boundary," Teor. Veroyatnost. i Primenen., 18, No. 2, 350-357 (1973).
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MoguL'Skiǐ, A.A.1
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0039587837
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Large deviations and testing statistical hypotheses
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Borovkov A. A. and Mogul'skiǐ A. A., "Large deviations and testing statistical hypotheses," Trudy Inst. Mat. Sibirsk. Otdel. Akad. Nauk SSSR, 1992, 19, pp. 1-63. (English transl.: Siberian Adv. Math., 2, No. 3-4 (1992).; 3, No 1-2 (1993).).
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English transl
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Borovkov A. A. and Mogul'skiǐ A. A., "Large deviations and testing statistical hypotheses," Trudy Inst. Mat. Sibirsk. Otdel. Akad. Nauk SSSR, 1992, 19, pp. 1-63. (English transl.: Siberian Adv. Math., 2, No. 3-4 (1992).; 3, No 1-2 (1993).).
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Siberian Adv. Math.
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22
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85011906603
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Borovkov A. A. and Mogul'skiǐ A. A., "Large deviations and testing statistical hypotheses," Trudy Inst. Mat. Sibirsk. Otdel. Akad. Nauk SSSR, 1992, 19, pp. 1-63. (English transl.: Siberian Adv. Math., 2, No. 3-4 (1992).; 3, No 1-2 (1993).).
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Siberian Adv. Math.
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23
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0002068870
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Random walks in a positive quadrant. II. Local theorems
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Mogul'skiǐ A. A. and Ragozin B. A., "Random walks in a positive quadrant. II. Local theorems," Mat. Trudy, 2, No. 2, 57-97 (1999).
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0012406899
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Random walks in a positive quadrant. II. Integral theorems
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Mogul'skiǐ A. A. and Rogozin B. A., "Random walks in a positive quadrant. II. Integral theorems," Mat. Trudy, 3, No. 1, 48-118 (2000).
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MoguL'Skiǐ, A.A.1
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25
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21444437162
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The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks
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Borovkov A. A. and Mogul'skiǐ A. A., "The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks," Sibirsk. Mat. Zh., 37, No. 4, 745-782 (1996).
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Borovkov, A.A.1
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85011854558
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Estimates for the value of excess
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Borovkov A. A. and Foss S. G., "Estimates for the value of excess," Teor. Veroyatnost. i Primenen., 44, No. 2, 1-24 (1999).
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Borovkov, A.A.1
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