A Survey of Recent Progress on Level-Crossing Problems for Random Processes

Since Blake and Lindsey’s [19] comprehensive survey of results and techniques for level-crossing problems for random processes appeared in 1973, a number of interesting new results addressing both classical and new problem areas have been developed. As there are many diverse areas of application of level crossing results, the theoretical literature is fairly widely dispersed. The present survey is intended to be an update of Blake and Lindsey’s and is intended to be similar to theirs with an emphasis on explicit analytical results for continuous parameter processes. As they discussed many of the techniques and methods available in an accessible tutorial fashion, the present survey will be confined to an overview of the results that are available.

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