Inequalities for the Occurrence Times of Rare Events in Mixing Processes. The State of the Art
2001, v.7, №1, 97-112
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 bounds for the error term of this approximation. We shall focus on papers treating the problem in a general mixing framework.
Keywords: mixing processes,occurrence time of a rare event,exponentialapproximation