Previous article Next article On a Boundary Problem for a Nonrecurrent Random WalkA. V. NagaevA. V. Nagaevhttps://doi.org/10.1137/1131037PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] A. A. Borovkov, New limit theorems in boundary-value problems for sums of independent terms, Sibirsk. Mat. Ž., 3 (1962), 645–694, (In Russian.) 26:3099 Google Scholar[2] A. V. Nagaev, Some limit theorems of renewal theory, Theory Probab. Appl., 20 (1975), 323–337 10.1137/1120036 0363.60076 LinkGoogle Scholar[3] A. K. Aleshkyavichene, Masters Thesis, Limit theorems for the maximum sum of independent random variables and renewal processes, Competitive dissertation for the degree of doctor of physical and mathematical sciences, Romanov. Mat. Inst., Tashkent, 1980, (In Russian.) Google Scholar[4] A. V. Nagaev, On the maximal step of the distribution of the first ladder epoch, Limit theorems for random processes (Russian), Izdat. “Fan” Uzbek. SSR, Tashkent, 1977, 100–105, 166 56:9698 Google Scholar[5] William Feller, An introduction to probability theory and its applications. Vol. II., Second edition, John Wiley & Sons Inc., New York, 1971xxiv+669 42:5292 0219.60003 Google Scholar[6] A. V. Nagaev, Local theorems and boundary problems in $R_d$, $d \geqq 1$, International Conference on Probability Theory and Mathematical Statistics, Abstracts, Vol. 2, Vil'nyus, 1973, 99–102, (In Russian.) Google Scholar[7] A. V. Nagaev, Some generalizations of renewal theorems in ${\bf R}\sp d$Limit theorems for random processes and related problems (Russian), “Fan”, Tashkent, 1982, 159–167, 193 859 070 0542.60086 Google Scholar[8] A. V. Nagaev, Renewal theorems in $R_d$, Theory Probab. Appl., 24 (1979), 572–581 10.1137/1124066 0435.60085 LinkGoogle Scholar[9] A. V. Nagaev, Some properties of a ladder pair for a transient random walkLimit theorems for random processes and statistical inference, “Fan”, Tashkent, 1981, 141–144, 220, (In Russian.) 84d:60105 0543.60072 Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Large Deviation Theorems for the First Time of Crossing an Increasing Level in a Transient Random WalkA. V. Nagaev17 July 2006 | Theory of Probability & Its Applications, Vol. 38, No. 1AbstractPDF (581 KB) Volume 31, Issue 2| 1987Theory of Probability & Its Applications History Submitted:07 February 1984Published online:03 August 2006 InformationCopyright © 1987 © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1131037Article page range:pp. 313-317ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics