- Vitali Wachtel, “Transition phenomena for ladder epochs of random walks with small negative drift”, Advances in Applied Probability, 41, № 4, 2009, 1189
- David S. Moore, Encyclopedia of Statistical Sciences, 2004
- L. Saulis, “Asymptotic expansion in the large deviation zones of the distribution function of a random variable with a regular behavior of its semi-invariants”, Lith Math J, 36, № 3, 1996, 291
- Johannes Kugler, Vitali Wachtel, “Upper Bounds for the Maximum of a Random Walk with Negative Drift”, Journal of Applied Probability, 50, № 4, 2013, 1131
- Francis Comets, Serguei Popov, “On multidimensional branching random walks in random environment”, Ann. Probab., 35, № 1, 2007
- Yang Yang, Kaiyong Wang, “Precise large deviations for dependent random variables with applications to the compound renewal risk model”, Rocky Mountain J. Math., 43, № 4, 2013
- Amine Asselah, Bruno Schapira, “The two regimes of moderate deviations for the range of a transient walk”, Probab. Theory Relat. Fields, 180, № 1-2, 2021, 439
- N. V. Smorodina, M. M. Faddeev, “Theorems on convergence of stochastic integrals distributions to signed measures and local limit theorems for large deviations”, J Math Sci, 167, № 4, 2010, 550
- F. Götze, A. Yu. Zaitsev, “Bounds for the Rate of Strong Approximation in the Multidimensional Invariance Principle”, Theory Probab. Appl., 53, № 1, 2009, 59
- Inés Armendáriz, Michail Loulakis, “Conditional distribution of heavy tailed random variables on large deviations of their sum”, Stochastic Processes and their Applications, 121, № 5, 2011, 1138