0 \rl $ has a geometric distribution with parameter $1-q$. The mean value theorem gives the following bound for the error of the approximation. \beq \lv -\log(1-q) - {1\over\bbe(\ta)} \rv \ \max \ll -\log(1-q) \ ; \ {1\over\bbe(\ta)} \rl^{-1} \approx \pi(a) \ . \eeq \section{\bf Aldous and Brown 1992} In a further paper Aldous and Brown (1992) study the hitting time of a rare event $A \subset {\cal E}$ in the following setting. $\ll X_t:t\ge 0\rl$ is a continuous-time finite-state Markov chain with transition matrix $Q= (q(i,j); i,j \in {\cal E} )$ and where $q(i,i)= - \sum_{i \not= j} q(i,j)$. Here $\eta= 1/\lambda_2$, where $ \lambda_2$ is the second eigenvalue of $-Q$. \proclaim{\bf Theorem}. For any subset $A \subset {\cal E}$ \beqn \sup_{t > 0} \lv \P\ll \ta > t \rl - e^{\ds{- t/ \bbe(\ta) }} \rv \le \frac{\eta/\bbe(\ta)}{1+ \eta/\bbe(\ta)} \le \eta/\bbe(\ta) \label{eq:aldous} \nn \ . \eeqn \vs This upper bound is useful only if the relaxation time of the chain is much smaller than the expectation of the occurrence time of the rare event. \vs An example can help understanding the type of difficulties one can find to apply this upper bound. In Ferrari, Galves and Ligget (1995) there is an upper bound for the symmetric simple exclusion process. The process can be informally defined as follows. Infinitely many particles perform interacting random walks on $\bbz$. At most one particle is allowed in each site $x\in \bbz$ and, at rate one, the contents of sites $x$ and $x+1$ are interchanged. Hence if both sites are occupied or both sites are empty, nothing happens but if one of the sites is occupied and the other is empty, the interchange is seen as a jump of the particle to the empty site. The only extremal invariant measures for this system are the product measures $\mu_\rho$, $\rho\in [0,1]$. Under the measure $\mu_\rho$, the probability that a site is occupied by a particle is $\rho$ and the occupation variables of different sites are independent random variables. Consider the symmetric simple exclusion process over $\bbz$ starting with the equilibrium product measure $\mu_\rho$ with density $\rho \in (0,1)$. Let $\tau_N$ the first time for which the interval $\{1, \dots , N\}$ is totally occupied. Since the symmetric simple exclusion process is reversible with respect to $\mu_\rho$, it is tempting to apply Aldous and Brown approach to obtain the error for the law of $\tau_N$. Unfortunately the process takes values on $\{0,1\}^{\bbz}$ which is not finite, and therefore a direct application of the result of Aldous and Brown is excluded. A possible way to overcome this difficulty is to approximate the infinite particle system by a sequence of symmetric simple exclusion processes taking values on the finite sets $\{0,1\}^A_N$, where $A_N =[-\ell_N, N+\ell_N]$ with any boundary condition that leaves invariant the measure $\mu_\rho$ restricted to the box. We need to estimate $\eta_N/ \bbe(\tau_N)$ where $1/\eta_N$ is the second eigenvalue of the continuous time Markov chain in the finite box. To apply this to obtain the result for the infinite system we need to take a box of length $\ell_N=(\bbe\tau_N)^{(1+\varepsilon)/2}$ for some $\varepsilon>0$. This is necessary to guarantee that the time of occurrence of the rare event for the finite and the infinite systems behave in the same way. Indeed the influence of the boundary behaves {\it at~least} as a simple symmetric random walk, and it takes a time of the order of the square of the length of the box to arrive to the center of the box. On the other hand, Lu and Yau (1993) proved that $\eta_N$ is of the order at least of the square of the length of the box. Hence the upper bound in (\ref{eq:aldous}) diverges and the finite approximation cannot be used naively. Actually, Ferrari, Galves and Ligget (1995) presents the following upper bound \proclaim Theorem. There exists positive constants $\a'$, $\a''$, $A$ and $A'$ independent of $N$ and a sequence $\a_N\in[\a',\a'']$ such that $$ \sup_{t\ge 0}\left\vert P\left\{\a_N\rho^N\tau_N >t\right\} - e^{-t} \right\vert \le A \rho^{A'N}. $$ We remark that the scaling factor $\rho^N$ is just the probability of the rare event by $\mu_\rho$. This is suggested by Kac`s Lemma(cf. \cite{Kac}) which says that the expectation of the first return time to a given event is just the inverse of the probability of the event. The approach followed by Ferrari, Galves and Ligget (1995) was successively used by Asselah and Dai Pra (1997) to obtain the error term for more general types of rare events for the symmetric simple exclusion process and by Simonis to study the same type of rare event for the contact process. This approach was also the starting point of the result by Galves and Schmitt (1997). \vskip 2truemm \section{\bf Galves and Schmitt 1997} This paper considers the general setting of $\phi$-mixing processes, with $\phi$ summable. The result holds for any type of cylinder set $A$. The scaling factor is $\la\pa$ with $\la$ belonging to an interval bounded away from zero (an containing the number one). The result is the following. \vskip 2truemm \proclaim{\bf Theorem}. Let $\ofpt$ be $\phi$-mixing and let us suppose that the function $\phi:{\bbn}\rightarrow {\bbr}_{+}$ is summable. Then, there exist four strictly positive constants $ {\Lambda}_1, {\Lambda}_2, \beta, C$, such that for any $n$ and any $A \in {\cal C}_n$, there exists $ \lambda(A) \in \left[\Lambda_1, \Lambda_2 \right] $, for which the following inequality holds \beqn \sup_{t > 0}\left\vert \P\left\{\ta > {t \over {\lambda(A) \pa}}\right\} - e^{\ds{- t}}\right\vert \le C \P(A)^{\beta} \ . \label{eq:gasc} \nn \eeqn \vskip4truemm The proof of the theorem has two parts. First it is shown a factorization property holds for $\P\ll \ta >\fa t\rl$, namely \beq \P\ll \ta > \fa (t+s) \rl= \P\ll \ta > {\fa t }\rl\P\ll \ta > {\fa s }\rl \eeq for all $t$ and $s$ in $\Re_+$, where $\fa$ is a suitable scaling factor. This will follows as a consequence of the mixing property, if the event $\ll \ta > {\fa(t+s) }\rl$ is replaced by the event which says that the cylinder $A$ is not visited between times $0$ and $\fa t$ and between $\fa t +\Del$ and $\fa(t+s)$, where $\Del$ is a suitable gap. The game here is to compensate the length of the gap with the loss of memory of the process. The second part of proof is to choose the right scaling factor $\fa$, in such a way that the limit is a non-degenerated distribution. A natural question suggested by the theorem is the precise value of the parameter $\la$. Kac's lemma suggests that $\la=1$. Collet, Galves and Schmitt (1999) shows that this is typically the case. \vskip 2truemm \section{\bf Collet, Galves and Schmitt 1999} Collet, Galves and Schmitt (1999) shows that the correction factor depends on the short time returns of the rare event to itself in the firsts steps. As a consequence, for a overwhelming set of cylinders the scaling factor $\la$ in (\ref{eq:gasc}) is asymptotically one, as suggested by Kac's lemma. \vskip 4truemm \noindent{\bf Definition.} Let $s \in \bbn$. Define ${\cal B}_{n}= {\cal B}_{n}(s)$ as the set of sequences of length $n$ of elements in ${\cal E}$ which recur before time $n/s$, namely, $A \in {\cal B}_{n}$ if and only if there is an integer $j$, $ 1\le j \le n/s$ such that $A \cap T^{-j}A \not= \emptyset$. \vskip 4truemm \proclaim{\bf Theorem}. Let $\ofpt$ be exponentially $\phi$-mixing and let us suppose that the function $\phi:{\bbn}\rightarrow {\bbr}_{+}$ is summable. Then, there exist two strictly positive constants $c, C$, such that for any $n$ and any $A \in {\cal C}_n / {\cal B}_n$, there exists $ \lambda(A) \in \left[\Lambda_1, \Lambda_2 \right] $, for which the following inequality holds $$ \sup_{t > 0} \lv \P\ll \ta > {t \over \pa}\rl - e^{\ds{- t}} \rv \le C e^{-cn} \ . $$ Moreover, \beq \P\big\{ {\cal B}_{n}(3)\big\}\le Ce^{-cn}\;. \eeq \section{\bf Hirata, Saussol and Vaienti 1999} This paper shows that the distribution of the first hitting time into $A$ and the first return time to $A$, suitably rescaled, are close to an exponential one law if and only if both distributions are mutually close in the following sense, \vs \proclaim{\bf Theorem}. Let us define $c(k,A) = | \Q(\ta>k) - \P(\ta>k) |$ and set $c(A) = \sup_k c(k,A)$. The distribution of the rescaled first hitting time into the set $A$ differs from the exponential-one law up to $d(A) := 4 \pa+ c(A) (1+\log c(A)^{-1})$, namely~: \beq \sup_{t\geq 0} \left| \P \lp \ta > \frac{t}{\pa} \rp - e^{-t} \right| \leq d(U) \eeq and the same holds starting from $A$~: \beq \sup_{t\geq 0} \left| \Q \lp \ta > \frac{t}{\pa} \rp - e^{-t} \right| \leq d(U). \eeq Conversely, the difference between the rescaled hitting time and the rescaled return time can be bounded in terms of the distance $\wt{c}(A):= \sup_{t\geq 0} | \Q(\ta>t/\pa) - e^{-t}|$, namely, \beq c(A) \leq 2\pa + \wt{c}(A) ( 2 + \log \wt{c}(A)^{-1}) \ . \eeq This theorem gives a {\em necessary and sufficient condition} to obtain the exponential law for the first hitting time and the first return time. That is $c(A) \to 0$, if and only if $\wt{c}(A) \to 0$. The proof holds for any stationary measure $\P$, without any assumption with respect to its ergodicity. It is clear that with this is generality we can not expect to assure the convergence of $c(A)$. The next lemma gives an upper bound for $c(A)$, which indicates when we can expect convergence. \vs \proclaim{\bf Lemma}. Let $A\subset \Omega$ a measurable set. The following estimate holds \beq c(A) \leq \inf_{k\in\bbn} \ll a_k(A) + b_k(A) + k \pa \rl \eeq where the quantities are defined by \beqa a_k(A) &=& \Q ( \bigcup_{j=1}^k T^{-j}A )= \Q(\ta \leq k) , \\ b_k(A) &=& \sup_{W\in {\cal F}_{\{0,.,n\}}} | \Q(T^{-k}W) - \P(W)| \eeqa \vs Note that $b_k(A)= \alpha(k-n)$, if the process is $\alpha$-mixing, and $b_k(A)= \gamma(k-n)/\pa$, if the process is $\gamma$-mixing. \vs The key element in this upper bound is the quantity $a_k(A)=\Q(\ta \leq k)$. For instance, if $A \in {\cal C}_n /{\cal B}_n(s)$, then $a_k(A)=0$ for $k=1,...,s$. If the process looses memory fast enough, then $b_k(A)$ decreases to $0$ and the theorem assures the asymptotic convergence to the exponential law. \vs It is important to remark that in many situations $c(A)$ does not converge to zero. The classical Ehrenfest model provides an example of this fact. The Ehrenfest model is a Markov chain, taking values on the set ${\cal E}=\{0,1\}^d$, where $N$ is a positive integer. For any $x \in {\cal E}$ and any index $i \in \{1,\ldots,N\}$, the state $x^i$ is defined as the string which coincides with $x$ in all the coordinates with the exception of coordinate $i$. We define the transition probabilities of the chain as follows \beq Q(x, y)= \ll \begin{array}{cc} {1\over 2N} & \hbox{if\ \ } x^i=y\ , \hbox {\ \ for some\ \ } i=1, \dots,N \ , \\ {1\over2} & \hbox{if\ \ } x=y\ , \\ 0\ & \hbox{otherwise}\ . \end{array} \right. \eeq The invariant measure for the chain is the uniform distribution on ${\cal E}$. Now consider the event $A=\{(1,\dots,1)\}$. If $N$ is large this is a rare event. Let us suppose that the chain starts with its invariant measure and define $\tau_A$ as the first time the chain visits $A$. Then a straightforward computation gives that, \beqa \Q(\ta > 1) &=& 1\over{2} \eeqa and \beqa \P(\ta > 1) &\geq& 1-{{N+1}\over{2N}} \ .\eeqa Therefore, $c(1, A)$ converges to $1/2$, when $N$ diverges. \vs Hirata, Saussol and Vaienti(1999) and Collet, Galves and Schmitt(1999) prove that $\pa$ is the right scaling factor for cylinders which do not recur too fast. Galves and Schmitt(1998) prove that the exponential approximation is true {\it for all} cylinders using the scaling factor $\la\pa$, where the possibility that $\la=1$ is not excluded. Therefore the question remains. Is it true that the parameter $\la$ can be different from $1$? In Abadi (2000) a computable estimation of this value is presented and it is shown that $\la$ can be really different from $1$. \section{\bf Abadi 2000} Abadi (2000) presents a modification of Galves and Schmitt's approach and obtains a sharper upper bound for the exponential approximation. The improvement is obtained in part by changing the scaling factor. Moreover, it is shown that the scaling factor can be written as $\xamt \pa$, where $\xamt$ is bounded below and above by two strictly positive constants $\Xi_1$ and $\Xi_2$, respectively, independent of $A, n$ and $t$. This technique works for all type of cylinders, for any $\phi$-mixing processes and also for $\alpha$-mixing processes with summable $\alpha$. Kac's lemma says that the right scaling factor for return times is $\pa$. This suggests to use $\pa$ as the scaling factor for hitting times. We show that this is not always a good choice for first occurrence times. In the main theorem of this paper it is proven that a better rate of convergence can be obtained by rescaling the first occurrence time by a certain correction factor and letting this factor have some (bounded) fluctuations. \vskip 2truemm \proclaim{\bf Theorem 1}. Let $\ofpt$ be $\phi$-mixing or $\alpha$-mixing with $\alpha$ summable. Then, there exists strictly positive constants $\Xi_1, {\Xi}_2, C_1 $ and $C_2$ such that for any $n, A \in {\cal C}_n$ and $t>0$ there exists $\xamt\in \left[\Xi_1, \Xi_2 \right] $, for which the following inequality holds \beq \sup_{t > 0} \lv \P \ll \ta > {\frac{t}{\xamt\pa}} \rl - e^{- t} \rv \le C_2 \inf_{\Delta\ge n} \left[ \maj \right] \ . \eeq where * stands for $\alpha$ or $\phi$. Moreover $e^{-\xamt\pa t}$ is left-continuous non-increasing function of $t$ over each $ [k/\pa , (k+1)/\pa]$ and for all $k \in \bbn$ \beq \lv \lim_{t\rightarrow \lp \frac{k+1}{\pa} \rp^-} e^{ -\xi_{A,\mu(t)}} - e^{-\xi_{A,\mu\lp(k+1)/\pa\rp } } \rv \le \maj \ . \eeq The use of $\xamt \pa$ as scaling factor provides a good approximation to the exponential law. However an explicit computation of this scaling factor is usually a most difficult task. To overcome this real difficulty it is presented a computable approximation $\za$ for this parameter in terms of the short recurrence times of each cylinder. A corollary presents conditions on the process and on the cylinders, assuring that $\za=1$. In particular, it is proven that $\za=1$ for an overwhelming set of cylinders. Finally the paper presents a class of examples in which the parameter is arbitrarily small. \vskip 4truemm The proof uses the following extensions of the result in Galves and Schmitt(1997). \vskip 4truemm \proclaim{\bf Theorem 2}. Let $\ofpt$ be $\phi$-mixing. Then, there exists strictly positive constants ${\Lambda}_1, {\Lambda}_2, C_1 $ and $C_2$ such that for any $n$ and any $A \in {\cal C}_n$, there exists $\la\in \left[\Lambda_1, \Lambda_2 \right] $, for which the following inequality holds \beq C_1 \P(A) \le \sup_{t > 0} \lv \P \ll \tau_A > {\frac{t}{\la\pa}} \rl - e^{- t} \rv \le C_2 \, b(A) \eeq where $b(A)=\pa^\eta$, $0<\eta<1$ if $\phi(n)\le C/n^{\epsilon}$ for all $n>n_o$ with $\epsilon > 0$ and $b(A)=\phi^{1/2}(n)$ otherwise. \vskip 4truemm Then upper bound in Galves and Schmitt(1997) is $\pa^\beta$ with $0<\beta<1$ for $\phi$ summable systems. Theorem 2 extends that result for $any$ type of decreasing function $\phi$, and improves the upper bound. \vskip 4truemm \proclaim{\bf Theorem 3}. Let $\ofpt$ be $\alpha$-mixing and let us suppose that the function $\alpha: \bbn \rightarrow \bbr_{+} $ is summable. Then, there exists strictly positive constants ${\Lambda}_1, {\Lambda}_2, C_1$, $C_2$ and $\kappa$ such that for any $n$ and any $A \in {\cal C}_n$, there exists $\lambda_A \in \left[\Lambda_1, \Lambda_2 \right] $, for which the following inequality holds \beq C_1 \P(A) \le \sup_{t > 0} \lv \P\ll\tau_A > {\frac{t}{\la\pa}}\rl - e^{-t} \rv \le C_2 \pa^\kappa \eeq \vskip 2truemm We emphasize that in both theorems the constants ${\Lambda}_1, {\Lambda}_2, C_1, C_2, \eta$ and $\kappa$ are independent of $n$ and $A$. As usual, $ {\Lambda}_1,{\Lambda}_2, C_1$, and $C_2$ stand for (possibly) different constants in each theorem. \vskip 2truemm The difference between theorem 1 and theorems 2 and 3 is that the first one provides a more accurate upper bound, given that we use $\xamt$ instead of $\la$ as a scaling factor. \vskip 2truemm The next theorem gives an estimation of $\xamt$. Let $s$ be a positive integer. We define \beq \zas = \P_A \ll \ta >\frac{n}{s} \rl = \frac{\P \ll \ta > \frac{n}{s} \; \cap A \rl}{\pa} \ . \eeq \proclaim{\bf Theorem 4}. Let $\ofpt$ be exponentially $\alpha$-mixing. Let $s$ be a positive integer. Then, there exist strictly positive constants ${\Zeta}_1, {\Zeta}_2, C_1, C_2$ and $c$ such that for any $n$ and any $A \in {\cal C}_n$, there exists $\za\in \left[\Zeta_1, \Zeta_2 \right] $, for which the following inequality holds \beq C_1 \P(A) \le \sup_{t > 0} \lv \P \ll \tau_A > t \rl - e^{- t \za \pa} \rv \le C_2 e^{-c n} \ . \eeq \vskip 4truemm Now we prove that the cylinders for which Theorem 4 holds, are typical in the following sense \proclaim{\bf Lemma}. Let the system be $\alpha$-mixing (at any rate). There exist $s \in \bbn$ and two positive constants $C$ and $c$ such that \beq \P\big\{ {\cal B}_{n}(s)\big\}\le Ce^{-cn}\;. \eeq \vskip4truemm We now provide an example of a process and a sequence of cylinders $A_n$ such that $\lambda_{A_n} < 1$. Let ${\cal E} = \{ 0,1 \}$ and $A=A_n = \{ X_0 =1,\dots,X_{n-1}=1 \} \; \forall n \in \bbn $. Suppose that $X_n$ are i.i.d. with $\P ( X_n = 1 ) = p $. Then $\za=1-p$. 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