- 00-262 Abadi M., Galves A.
- Inequalities for the occurrence times of rare events in mixing
processes. The state of the art.
(38K, LATeX 2e)
Jun 9, 00
(auto. generated ps),
of related papers
Abstract. The first occurrence time of a rare event in a mixing process
typically has a distribution which can be well approximated by the
exponential law. In this paper we review recent theorems giving upper bounds
for the error term of this approximation. We shall focus on papers treating
the problem in a general mixing framework.