- 00-211 Abadi, M.
- Exponential aproximation for hitting times in mixing systems
(36K, LATeX 2e)
May 5, 00
-
Abstract ,
Paper (src),
View paper
(auto. generated ps),
Index
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
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.
- Files:
00-211.tex