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MR1317979 (95m:60070) 60G40 (60F10)
Borovkov, A. A.; Utev, S. A. Estimates for distributions of sums stopped at a Markov time. (Russian) Teor. Veroyatnost. i Primenen. 38 (1993), no. 2, 259--272; translation in Theory Probab. Appl. 38 (1993), no. 2, 214–225
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