___

• Aliyev, R. T., Khaniyev, T. A. and Kesemen, T., (2010), Asymptotic expansions for the moments of a semi-Markovian random walk with gamma distributed interference of chance, Communications in Statistics-Theory and Methods, 39, 130-143.
• Aliyev, R., Kucuk, Z. and Khaniyev, T., (2010), Three-term asymptotic expansions for the moments of the random walk with triangular distributed interference of chance, Applied Mathematical Modeling, 34(11), 3599-3607.
• Aras, G. and Woodroofe, M., (1993), Asymptotic expansions for the moments of a randomly stopped average, Annals of Statistics, 21, 503-519.
• Borovkov, A. A., (1984), Asymptotic Methods in Queuing Theory, John Wiley, New York.
• Chang, J. T. and Peres, Y., (1997), Ladder heights, Gaussian random walks and Riemann zeta function, Annals of Probability, 25, 782-802.
• Chang, J. T., (1992), On moments of the first ladder height of random walks with small drift, Annals of Applied Probability, 2, 714-738.
• El-Shehawey, M. A., (1992), Limit distribution of first hitting time of delayed random walk, Journal of Indian Society of Operation Research, 13(1-4), 63-72.
• Feller, W., (1971), An Introduction to Probability Theory and Its Applications II, John Wiley, New York.
• Gihman, I. I. and Skorohod, A. V., (1975), Theory of Stochastic Processes II, Springer, New York.
• Janssen, A. J. E. M. and Leeuwaarden, J. S. H., (2007), On Lerch’s transcendent and the Gaussian random walk. Annals of Applied Probability, 17(2), 421-439.
• Khaniyev, T. A. and Mammadova, Z. I., (2006), On the stationary characteristics of the extended model of type (s, S) with Gaussian distribution of summands, Journal of Statistical Computation and Simulation, 76(10), 861-874.
• Lotov, V. I., (1996), On some boundary crossing problems for Gaussian random walks, Annals of Probability, 24(4), 2154-2171.
• Rogozin, B. A., (1964), On the distribution of the first jump, Theory of Probability and its Applica- tions, 9(3), 450-464.