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

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.