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N(0,1) random variables, \\(S_ n=X_ 1+...+X_ n\\), \\(U_ n=X^ 2_ 1+...+X^ 2_ n\\). Given a twice differentiable function g(t), \\(0<t\\leq 1\\), and \\(m\\geq 1\\), let  \\[  \\tau =\\tau_ m=\\inf \\{n\\leq m: S_ n\\geq m g(n/m)\\}.  \\]  Denote  \\[  P^{(m)}_{x,y}(A)=P(A| S_ m=x,\\quad U_ m=y)\\quad and  \\]   \\[  \\nu (t)=2t^{-2}\\exp \\{-2\\sum^{\\infty}_{n=1}n^{-1}\\Phi (- tn^{1/2}/2)\\},  \\]  where \\(\\Phi\\) is the N(0,1) distribution function. The main result is an asymptotic expression for \\(P^{(m)}_{\\xi,\\lambda}(\\tau <m)\\) (m\\(\\to \\infty)\\) given in terms of \\(\\nu\\) and g. Here \\(\\xi\\) and \\(\\lambda\\) depend on m.    The method extends that of \\textit{D. Siegmund} [Ann. Probab. 10, 581-588 (1982; Zbl 0487.60028)]. For details on the function \\(\\nu\\) see Ch. 10 of \\textit{D. Siegmund}, Sequential analysis. Tests and confidence intervals. (1985; Zbl 0573.62071).    The result is applied to a normal change-point problem to approximate null distributions of test statistics and to obtain approximate confidence sets for the 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