Borovkov, A.A., Teoriya veroyatnostei (Probability Theory), Moscow: Librokom, 2009, 5th ed.
Borovkov, A.A., The Convergence of Distributions of Functionals of Stochastic Processes, Uspekhi Mat. Nauk, 1972, vol. 27, no. 1 (163), pp. 3–41 [Russian Math. Surveys (Engl. Transl.), 1972, vol. 27, no. 1, pp. 1–42].
Borovkov, A.A., The Rate of Convergence in the Invariance Principle, Teor. Veroyatn. Primen., 1973, vol. 18, no. 2, pp. 217–234 [Theory Probab. Appl. (Engl. Transl.), 1974, vol. 18, no. 2, pp. 207–225].
Skorokhod, A.V., Limit Theorems for Random Processes, Teor. Veroyatnost. i Primenen., 1956, vol. 1, no. 2, pp. 289–319 [Theory Probab. Appl. (Engl. Transl.), 1956, vol. 1, no. 3, pp. 261–290].
Borovkov, A.A. and Mogulskii, A.A., Large Deviation Principles for Random Walk Trajectories. I, II, III, Teor. Veroyatn. Primen., 2011, vol. 56, no. 4, pp. 627–655; 2012, vol. 57, no. 1, pp. 3–34; 2013, vol. 58, no. 1, pp. 37–52 [Theory Probab. Appl. (Engl. Transl.), 2012, vol. 56, no. 4, pp. 538–561; 2013, vol. 57, no. 1, pp. 1–27; 2014, vol. 58, no. 1, pp. 25–37].
Mogul’skiĭ, A.A., The Large Deviation Principle for a Compound Poisson Process, Mat. Tr., 2016, vol. 19, no. 2, pp. 119–157 [Siberian Adv. Math. (Engl. Transl.), 2017, vol. 27, no. 3, pp. 160–186].
Borovkov, A.A., Asimptoticheskii analiz sluchainykh bluzhdanii. Bystro ubyvayushchie raspredeleniya prirashchenii (Asymptotic Analysis of Random Walks. Rapidly Decreasing Distributions of Increments), Moscow: Fizmatlit, 2013.
Klebaner, F.C., Logachov, A.V., and Mogulskii, A.A., Large Deviations for Processes on Half-line, Electron. Commun. Probab., 2015, vol. 20, Paper no. 75 (14 pp.).
Riesz, F. and Szőkefalvi-Nagy, B., Leçons d’analyse fonctionnelle, Budapest: Akad. Kiadó, 1952. Translated under the title Lektsii po funktsional’nomu analizu, Moscow: Inostr. Lit., 1953.
Borovkov, A.A., Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces, Teor. Veroyatnost. i Primenen., 1967, vol. 12, no. 4, pp. 635–654 [Theory Probab. Appl. (Engl. Transl.), 1967, vol. 12, no. 4, pp. 575–595].
Borovkov, A.A. and Mogulskii, A.A., Bol’shie ukloneniya i proverka statisticheskikh gipotez (Large Deviations and Statistical Hypotheses Testing), Novosibirsk: Nauka, 1992.
Borovkov, A.A. and Mogul’skiĭ, A.A., Properties of a Functional of Trajectories Which Arises in Studying the Probabilities of Large Deviations of Random Walks, Sibirsk. Mat. Zh., 2011, vol. 52, no. 4, pp. 777–795 [Sib. Math. J. (Engl. Transl.), 2011, vol. 52, no. 4, pp. 612–627].
Mogul’skiĭ, A.A., The Expansion Theorem for the Deviation Integral, Mat. Tr., 2012, vol. 15, no. 2, pp. 127–145 [Siberian Adv. Math. (Engl. Transl.), 2013, vol. 23, no. 4, pp. 250–262].
Klebaner F.C., Mogulskii A.A. Large Deviations for Processes on Half-line: Random Walk and Compound Poisson Process, Siberian Electron. Math. Rep., 2019, vol. 16, pp. 1–20. Available at http://semr.math.nsc.ru/v16/p1-20.pdf.
Borovkov, A.A. and Mogul’skiĭ, A.A., Inequalities and Principles of Large Deviations for the Trajectories of Processes with Independent Increments, Sibirsk. Mat. Zh., 2013, vol. 54, no. 2, pp. 286–297 [Sib. Math. J. (Engl. Transl.), 2013, vol. 54, no. 2, pp. 217–226].
Borovkov, A.A. and Mogulskii, A.A., Moderately Large Deviation Principles for the Trajectories of Random Walks and Processes with Independent Increments, Teor. Veroyatn. Primen., 2013, vol. 58, no. 4, pp. 648–671 [Theory Probab. Appl. (Engl. Transl.), 2014, vol. 58, no. 4, pp. 562–581].
Lynch, J. and Sethuraman, J., Large Deviations for Processes with Independent Increments, Ann. Probab., 1987, vol. 15, no. 2, pp. 610–627.
Mogul’skiĭ, A.A., The Extended Large Deviation Principle for a Process with Independent Increments, Sibirsk. Mat. Zh., 2017, vol. 58, no. 3, pp. 660–672 [Sib. Math. J. (Engl. Transl.), 2017, vol. 58, no. 3, pp. 515–524].
Dobrushin, R.L. and Pechersky, E.A., Large Deviations for Random Processes with Independent Increments on Infinite Intervals, Probl. Peredachi Inf., 1998, vol. 34, no. 4, pp. 76–108 [Probl. Inf. Transm. (Engl. Transl.), 1998, vol. 34, no. 4, pp. 354–382].
Borovkov, A.A. and Mogul’skii, A.A., On Large Deviation Principles in Metric Spaces, Sibirsk. Mat. Zh., 2010, vol. 51, no. 6, pp. 1251–1269 [Sib. Math. J. (Engl. Transl.), 2010, vol. 51, no. 6, pp. 989–1003].
Doob, J.L., Stochastic Processes, New York: Wiley, 1953. Translated under the title Veroyatnostnye protsessy, Moscow: Inostr. Lit., 1956.