00-211 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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