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MR916870 (88m:60085) 60F15 (60F05 60F17 60G40 60G50)
Gut, Allan Stopped random walks. Limit theorems and applications. Applied Probability. A Series of the Applied Probability Trust, 5. Springer-Verlag, New York, 1988. x+199 pp. ISBN: 0-387-96590-4
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