- Advances in Probability Theory: Limit Theorems for Sums of Random Variables. Proceedings of the Institute of Mathematics, Novosibirsk (3) (Springer Series in Social Psychology)
- Wahrscheinlichkeitstheorie: Eine Einfuhrung
- Probability Theory
- Stochastic Processes in Queueing Theory
- Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions