- 00-211 Abadi, M.
- Exponential aproximation for hitting times in mixing systems
(36K, LATeX 2e)
May 5, 00
(auto. generated ps),
of related papers
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
or with general $\phi$-mixing property.
We prove a lower bound for this error in terms of
of the cylinder and an upper bound as a function of the measure of
plus the decay of correlation of the process.