Borovkov, A. A. Second order approximation for the distribution of the maximum of a with negative drift and infinite variance. (English. Russian original) Zbl 1333.60039 Theory Probab. Appl. 59, No. 1, 3-22 (2015); translation from Teor. Veroyatn. Primen. 59, No. 1, 5-27 (2014). MSC: 60F10 60G50 60G70 60K05 PDF BibTeX XML Cite \textit{A. A. Borovkov}, Theory Probab. Appl. 59, No. 1, 3--22 (2015; Zbl 1333.60039); translation from Teor. Veroyatn. Primen. 59, No. 1, 5--27 (2014) Full Text: DOI OpenURL
Borovkov, A. A. On subexponential distributions and asymptotics of the distribution of the maximum of sequential sums. (Russian, English) Zbl 1012.60050 Sib. Mat. Zh. 43, No. 6, 1235-1264 (2002); translation in Sib. Math. J. 43, No. 6, 995-1022 (2002). Reviewer: A.A.Mogul’skij (Novosibirsk) MSC: 60G50 PDF BibTeX XML Cite \textit{A. A. Borovkov}, Sib. Mat. Zh. 43, No. 6, 1235--1264 (2002; Zbl 1012.60050); translation in Sib. Math. J. 43, No. 6, 995--1022 (2002) Full Text: EuDML OpenURL