Geodesic
Asymptotic Analysis of Distributions of Maximum Deviations in a Lattice Random Walk
Teoriâ veroâtnostej i ee primeneniâ, Tome 7 (1962) no. 4, pp. 393-409 Cet article a éte moissonné depuis la source Math-Net.Ru

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An algorithm is described for constructing asymptotic expansions of distributions for maximum deviations of normalized sums of independent uniformly distributed stochastic lattice variables having finite moments of a rather high order. Asymptotic analysis of equations having a small parameter is employed. 
@article{TVP_1962_7_4_a1,
     author = {V. S. Korolyuk},
     title = {Asymptotic {Analysis} of {Distributions} of {Maximum} {Deviations} in a {Lattice} {Random} {Walk}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {393--409},
     year = {1962},
     volume = {7},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1962_7_4_a1/}
}
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V. S. Korolyuk. Asymptotic Analysis of Distributions of Maximum Deviations in a Lattice Random Walk. Teoriâ veroâtnostej i ee primeneniâ, Tome 7 (1962) no. 4, pp. 393-409. http://geodesic.mathdoc.fr/item/TVP_1962_7_4_a1/