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.