Zacks S. Sample Path Analysis and Distributions of Boundary Crossing Times

Springer International Publishing AG, 2017. — 141 p. — (Lecture Notes in Mathematics 2203) — ISBN: 978-3-319-67058-4.The material presented in this manuscript was developed for different applications and published in many papers which are listed among the references.My colleagues recommended that I gather all this material into one manuscript, to have it readily available to students and researchers in applied probability. The Lecture Notes series is an appropriate location for such a project. I wrote first a draft which I gave to several colleagues to read and provide comments. I then revised the manuscript accordingly. I hope this manuscript is helpful to students and researchers in different fields of applied probability and other areas of scienceTechnical Prerequisites
First Crossing by Poisson Processes
First Crossing by Compound Poisson Processes
Telegraph Processes
Sequential Estimation
First Crossing a Random Process
Failure Times of Deterioration Processes
Miscellaneous Topics
Appendix. Computing Algorithms