Exponential rates of convergence for waiting times and generalized AEP

Abstract

In this work, we first relate rate of convergence of waiting times Wn(D), until a D-close version of the first n symbols of a realization of a process appears in the realization of another independent process, with rate of convergence in generalized AEP. We then identify the conditions under which exponential rates of convergence holds in generalized AEP and for waiting times.