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On the asymptotic behavior of the distributions of first-passage times I
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3543115718
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On subexponential distributions and the asymptotics of the distribution of the maximum of successive sums
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to appear
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A. A. Borovkov, "On subexponential distributions and the asymptotics of the distribution of the maximum of successive sums," Sibirsk. Mat. Zh. [Siberian Math. J.] (to appear).
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Sibirsk. Mat. Zh. [Siberian Math. J.]
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Limiting behaviour of the distribution of the maxima of partial sums of certain random walks
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On the asymptotic behaviour of first-passage times for transient random walk
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New limit theorems in boundary-value problems for sums of independent terms
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A. A. Borovkov, "New limit theorems in boundary-value problems for sums of independent terms," Sibirsk. Mat. Zh. [Siberian Math. J.], 3 (1962), no. 5, 645-694.
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On the Cramer transform, large deviations in boundary-value problems, and the conditional invariance principle
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A. A. Borovkov, "On the Cramer transform, large deviations in boundary-value problems, and the conditional invariance principle," Sibirsk. Mat. Zh. [Siberian Math. J.], 36 (1995), no. 3, 493-509.
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On conditional distributions related to large deviations
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On the rate of convergence of the distribution of the maximum of sums of independent random variables
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To asymptotics of the distributions of the maximum deviations
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V. S. Korolyuk, "To asymptotics of the distributions of the maximum deviations," Dokl. Akad. Nauk SSSR [Soviet Math. Dokl.], 142 (1962), no. 3, 522-525.
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Asymptotic analysis of distributions of maximal deviations in the lattice scheme of a walk
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Estimates for the distribution of the sums and the maxima of the sums of random variables for the case in which the Cramer condition fails
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A. A. Borovkov, "Estimates for the distribution of the sums and the maxima of the sums of random variables for the case in which the Cramer condition fails," Sibirsk. Mat. Zh. [Siberian Math. J.], 5 (2000), no. 5, 997-1038.
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