Abadi M., Galves A.
Inequalities for the occurrence times of rare events in mixing 
processes. The state of the art.
(38K, LATeX 2e)

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.