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n}S_k,\\;S_n=\\sum_1^n X_l,\\;n=1,2,\\dots,\\;S_0=0,\\;X_l-\\) i.i.d.r.v.'s. It was showed also that \\(n-\\tau_n\\;(\\tau_n=\\min\\{k:\\;S_k=M_n\\})\\) conditionally converges to an exponential r.v. in distribution when \\(M_n\\geq \\theta n,\\) so the limit process in the functional limit theorem for the processes set by \\(S_n\\) in the case \\(M_n\\geq \\theta n\\) is the same as in the case \\(S_n\\geq \\theta n,\\) namely, the Brownian bridge. To motivate the abovementioned results the author used two equivalences, established for \\(P(S_n\\geq \\theta n-u)\\) in \\textit{V. V. Petrov} [Teor. Verojatn. Primen. 10, 310--322 (1965; Zbl 0235.60028); translation in Theor. Probab. Appl. 10, 287--298 (1965)] and for \\(P(M_n\\geq \\theta n-u)\\) in 2001 by \\textit{A. A. Borovkov} and \\textit{D. A. Korshunov} [Theory Probab. Appl. 46, No. 4, 603--618 (2001); translation from Teor. Veroyatn. 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