Blanchet, Jose; Liu, Jingchen Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks. (English) Zbl 1248.65016 Stochastic Processes Appl. 122, No. 8, 2994-3031 (2012). MSC: 65C50 60F05 60F17 60G50 65C05 PDF BibTeX XML Cite \textit{J. Blanchet} and \textit{J. Liu}, Stochastic Processes Appl. 122, No. 8, 2994--3031 (2012; Zbl 1248.65016) Full Text: DOI arXiv
Baltrūnas, A.; Daley, D. J.; Klüppelberg, C. Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times. (English) Zbl 1082.60080 Stochastic Processes Appl. 111, No. 2, 237-258 (2004); corrigendum ibid. 121, No. 9, 2186-2187 (2011). Reviewer: Hans Daduna (Hamburg) MSC: 60K25 90B22 PDF BibTeX XML Cite \textit{A. Baltrūnas} et al., Stochastic Processes Appl. 111, No. 2, 237--258 (2004; Zbl 1082.60080) Full Text: DOI
Borovkov, A. A. Estimates for the distribution of sums and maxima of sums of random variables without the Cramér condition. (English, Russian) Zbl 0969.60047 Sib. Math. J. 41, No. 5, 811-848 (2000); translation from Sib. Mat. Zh. 41, No. 5, 997-1038 (2000). Reviewer: D.A.Korshunov (Novosibirsk) MSC: 60G50 60F05 60F10 PDF BibTeX XML Cite \textit{A. A. Borovkov}, Sib. Math. J. 41, No. 5, 997--1038 (2000; Zbl 0969.60047); translation from Sib. Mat. Zh. 41, No. 5, 997--1038 (2000) Full Text: DOI EuDML
Kudajbergenov, K. Zh. Homogeneous models and generic extensions. (English. Russian original) Zbl 0953.03043 Sib. Math. J. 41, No. 4, 671-678 (2000); translation from Sib. Mat. Zh. 41, No. 4, 811-821 (2000). Reviewer: A.S.Morozov (Novosibirsk) MSC: 03C50 03C55 03E99 PDF BibTeX XML Cite \textit{K. Zh. Kudajbergenov}, Sib. Math. J. 41, No. 4, 811--821 (2000; Zbl 0953.03043); translation from Sib. Mat. Zh. 41, No. 4, 811--821 (2000) Full Text: DOI EuDML
Baltrūnas, A. The asymptotic behavior of one-sided large deviation probabilities. II. (English. Russian original) Zbl 0886.60018 Lith. Math. J. 36, No. 3, 215-223 (1996); translation from Liet. Mat. Rink. 36, No. 3, 271-280 (1996). Reviewer: D.Szynal (Lublin) MSC: 60F10 PDF BibTeX XML Cite \textit{A. Baltrūnas}, Lith. Math. J. 36, No. 3, 215--223 (1996; Zbl 0886.60018); translation from Liet. Mat. Rink. 36, No. 3, 271--280 (1996) Full Text: DOI
Baltrūnas, A. On the asymptotics of one-sided large deviation probabilities. (English. Russian original) Zbl 0843.60029 Lith. Math. J. 35, No. 1, 11-17 (1995); translation from Liet. Mat. Rink. 35, No. 1, 14-22 (1995). Reviewer: D.Szynal (Lublin) MSC: 60F10 PDF BibTeX XML Cite \textit{A. Baltrūnas}, Lith. Math. J. 35, No. 1, 11--17 (1995; Zbl 0843.60029); translation from Liet. Mat. Rink. 35, No. 1, 14--22 (1995) Full Text: DOI
Amosova, N. N. A problem of A. N. Kolmogorov from the theory of the summation of independent random variables. (English) Zbl 0538.60027 Math. Notes 33, 235-239 (1983). MSC: 60F05 60G50 60F10 PDF BibTeX XML Cite \textit{N. N. Amosova}, Math. Notes 33, 235--239 (1983; Zbl 0538.60027) Full Text: DOI