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Boundary crossing for moving sumsGlaz, J.; Johnson, B. · Journal of Applied Probability · 1988
Approximations of the boundary crossing probabilities for the maximum of moving weighted sumsNoonan, Jack; Zhigljavsky, Anatoly · Statistical Papers · 2018
Approximations for the boundary crossing probabilities of moving sums of normal random variablesNoonan, Jack; Zhigljavsky, Anatoly · Communications in Statistics - Simulation and Computation · 2019
Subexponential Distributions and Integrated TailsClaudia Klüppelberg · Journal of Applied Probability · 1988
Diffusion Approximations in Collective Risk TheoryDonald L. Iglehart · Journal of Applied Probability · 1969
Optimal Estimation for SemimartingalesA. Thavaneswaran and M. E. Thompson · Journal of Applied Probability · 1986
The Generalised Coupon Collector ProblemPeter Neal · Journal of Applied Probability · 2008
Honest Bernoulli ExcursionsLaurel Smith and Persi Diaconis · Journal of Applied Probability · 1988
On Aggregated Markov ProcessesDonald R. Fredkin and John A. Rice · Journal of Applied Probability · 1986
Maximum Dynamic Entropy ModelsMajid Asadi, Nader Ebrahimi, G. G. Hamedani and Ehsan S. Soofi · Journal of Applied Probability · 2004
The Distribution of Brownian QuantilesMarc Yor · Journal of Applied Probability · 1995