 00211 Abadi, M.
 Exponential aproximation for hitting times in mixing systems
(36K, LATeX 2e)
May 5, 00

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Abstract. We present bounds of the error of the exponential approximation
of the first occurrence time of a rare event
in a stationary stochastic process with finite alphabet
with $\alpha$mixing property with a summable
function $\alpha$
or with general $\phi$mixing property.
We prove a lower bound for this error in terms of
the measure
of the cylinder and an upper bound as a function of the measure of
the cylinder
plus the decay of correlation of the process.
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