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Publications in Math-Net.Ru
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On the Asymptotic Laplace Method and Its Application to Random Chaos
Mat. Zametki, 97:6 (2015), 868–883
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Tail asymptotics for the supercritical Galton–Watson process in the heavy-tailed case
Trudy Mat. Inst. Steklova, 282 (2013), 288–314
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Moments for stationary Markov chains with asymptotically zero drift
Sibirsk. Mat. Zh., 52:4 (2011), 829–840
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An analog of Wald's identity for random walks with infinite mean
Sibirsk. Mat. Zh., 50:4 (2009), 836–840
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Lower Limits for Distribution Tails of Randomly Stopped Sums
Teor. Veroyatnost. i Primenen., 52:4 (2007), 794–802
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On the distribution density of the supremum of a random walk in the subexponential case
Sibirsk. Mat. Zh., 47:6 (2006), 1296–1302
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The critical case of the Cramer–Lundberg theorem on the asymptotic tail behavior of the maximum of a negative drift random walk
Sibirsk. Mat. Zh., 46:6 (2005), 1335–1340
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One-dimensional Asymptotically Homogeneous Markov Chains: Cramér Transform and Large Deviation Probabilities
Mat. Tr., 6:2 (2003), 102–143
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Asymptotics for random walks with dependent heavy-tailed increments
Sibirsk. Mat. Zh., 44:5 (2003), 1067–1081
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Limit theorems for general Markov chains
Sibirsk. Mat. Zh., 42:2 (2001), 354–371
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Large-Deviation Probabilities for One-Dimensional Markov Chains. Part 3: Prestationary Distributions in the Subexponential Case
Teor. Veroyatnost. i Primenen., 46:4 (2001), 640–657
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Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution
Teor. Veroyatnost. i Primenen., 46:2 (2001), 387–397
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Large-deviation probabilities for one-dimensional Markov chains. Part 2: Prestationary distributions in the exponential case
Teor. Veroyatnost. i Primenen., 45:3 (2000), 437–468
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Tightness and continuity of a family of invariant measures for Markov chains depending on a parameter
Sibirsk. Mat. Zh., 37:4 (1996), 832–850
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Large-deviation probabilities for one-dimensional Markov chains. Part 1: Stationary distributions
Teor. Veroyatnost. i Primenen., 41:1 (1996), 3–30
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Transient phenomena for real-valued Markov chains
Trudy Inst. Mat. SO RAN, 20 (1993), 116–161
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Transient phenomena for real-valued Markov chains
Teor. Veroyatnost. i Primenen., 38:1 (1993), 184–187
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