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Kozlov A M
Publications in Math-Net.Ru
On the probabilities of large deviations of the Shepp statistic
Diskr. Mat.
,
16
:1 (2004),
140–145
Large deviations of the Shepp statistics for Gaussian random walk
Vestnik Moskov. Univ. Ser. 1. Mat. Mekh.
, 2004, no. 3,
48–52
On large jumps of a Cramer random walk
Teor. Veroyatnost. i Primenen.
,
47
:4 (2002),
803–814
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Steklov Math. Inst. of RAS
, 2024