Geodesic
On factorization identities and properties of the distribution of the sequential sums supremum
Teoriâ veroâtnostej i ee primeneniâ, Tome 15 (1970) no. 3, pp. 377-418

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The paper consists of two parts. The first one is mostly of surveying character and in particular, treats analytical methods of obtaining multiparametrical factorization identities. These methods, being simple enough, seem to contain more possibilities in comparison with direct probabilistic approaches. The second part treats the investigation of properties of the sequential sums supremum of independent identically distributed random variables. 
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     author = {A. A. Borovkov},
     title = {On factorization identities and properties of the distribution of the sequential sums supremum},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {377--418},
     publisher = {mathdoc},
     volume = {15},
     number = {3},
     year = {1970},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1970_15_3_a0/}
}
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A. A. Borovkov. On factorization identities and properties of the distribution of the sequential sums supremum. Teoriâ veroâtnostej i ee primeneniâ, Tome 15 (1970) no. 3, pp. 377-418. http://geodesic.mathdoc.fr/item/TVP_1970_15_3_a0/