To get a full answer you should really get in touch with the owner of the app, because it does really depend on how their track is constructed and how they intend it to work. I have one 50-minute sleep track which takes you down into delta (http://www.mindamend.com/shop/sleeping-and-dreaming/sleep-induction-isochronic-tones/) and that is designed to just get you to sleep, so you just let play until the end. If you played that track on repeat it might make you jump and wake you up, as the track begins at a higher frequency. I have another 8-hour sleep track which is meant to be played all throughout the night (http://www.mindamend.com/shop/sleeping-and-dreaming/deep-sleep-8-hour-sleep-cycle/). So it does depend on the individual track you are using.
A more extensive study of over 100 participants who were undergoing general anesthesia for a day procedure, reported a decrease in pre-operative anxiety. The participants in this study listened to 30 minutes of binaural beats before surgery, but the researchers noted that people experiencing high levels of pre-operative anxiety could listen to binaural beats for up to 1 hour before anesthesia to reduce levels of anxiety.
Binaural beats are auditory brainstem responses which originate in the superior olivary nucleus of each hemisphere. They result from the interaction of two different auditory impulses, originating in opposite ears, below 1000 Hz and which differ in frequency between one and 30 Hz (Oster, 1973).For example, if a pure tone of 400 Hz is presented to the right ear and a pure tone of 410 Hz is presented simultaneously to the left ear, an amplitude modulated standing wave of 10 Hz, the difference between the two tones, is experienced as the two wave forms mesh in and out of phase within the superior olivary nuclei. This binaural beat is not heard in the ordinary sense of the word (the human range of hearing is from 20-20,000 Hz). It is perceived as an auditory beat and theoretically can be used to entrain specific neural rhythms through the frequency-following response (FFR)--the tendency for cortical potentials to entrain to or resonate at the frequency of an external stimulus. Thus, it is theoretically possible to utilize a specific binaural-beat frequency as a consciousness management technique to entrain a specific cortical rhythm.  
... These factors may be the specific frequency of BB; the targeted population-because it is known that older people have different quality of brainwave activity than, e.g., youngsters (Bazanova & Aftanas, 2008;Clark et al., 2004), and the tests used to detect the possible changes in working memory capacity. Based on the research showing a positive impact of alpha-range BB on cognitive functioning, specifically attention, auditory sequential memory, working memory, working memory storage, reasoning ability, cognitive processing and hemispheric synchronization, (Carter & Russell, 1993;Cruceanu & Rotarescu, 2013;Foster, 1990;Kennerly, 1994;McMurray, 2006) as well as on the wealth of research documenting the important role of alpha brain wave activity on vigilance, in-hibitory processes, attention, filtering out irrelevant information working memory, the visuo-spatial component of working memory, perceptual abilities and information processing speed (Braboszcz & Delorme, 2011;Clark et al., 2004;Engle et al., 1999a;Freunberger et al., 2011;Klimesch et al., 2007;Lachat et al., 2012;Oprisan, 2004;Palva & Palva, 2007;Rihs et al., 2007;Sauseng et al., 2009;Tuladhar et al., 2007;VanRullen & Koch, 2003), we believe that BB of a frequency that corresponds to the alpha range of brain activity has a temporary effect on working memory capacity. In our study, subjects were exposed to 9.55 Hz BB stimulation while we measured their working memory capacity through the Automated Operation Span Task (AOSPAN). ...
In addition to its calming physical effects, the relaxation response also increases energy and focus, combats illness, relieves aches and pains, heightens problem-solving abilities, and boosts motivation and productivity. Best of all, anyone can reap these benefits with regular practice. And while you may choose to pay for a professional massage or acupuncture session, for example, most relaxation techniques can be done on your own or with the aid of free audio downloads or inexpensive smartphone apps.
Your brain cells reset their sodium & potassium ratios when the brain is in Theta state. The sodium & potassium levels are involved in osmosis which is the chemical process that transports chemicals into and out of your brain cells. After an extended period in the Beta state the ratio between potassium and sodium is out of balance. This the main cause of what is known as "mental fatigue". A brief period in Theta (about 5 - 15min) can restore the ratio to normal resulting in mental refreshment.  
While the physiological and psychological processes being uncovered by brain science in the study of brainwaves is sometimes complex and still being investigated, certain basic principles are well-established, easily understood, and helpful for achieving the most effectively use of brainwave entrainment when seeking relaxation, improved sleep, lowering of anxiety, or other goals. This important background information and scientific knowledge presented here includes: 
While the physiological and psychological processes being uncovered by brain science in the study of brainwaves is sometimes complex and still being investigated, certain basic principles are well-established, easily understood, and helpful for achieving the most effectively use of brainwave entrainment when seeking relaxation, improved sleep, lowering of anxiety, or other goals. This important background information and scientific knowledge presented here includes: 
For example, according to Wikipedia, if you take one frequency in one speaker in a pair of headphones, say, 300Hz, and the other speaker for your other ear has a frequency of 310Hz, the resulting difference of 10Hz would be the rate that the pulse, or beat, plays at. 10Hz (Alpha Waves) would correspond to what the brain puts out when you are generally relaxed. So, in effect, listening to a 10Hz binaural beat for a certain amount of time should take the edge off.

One of my habitual ways to unwind, get into an easy meditative state, and let the stress of the day melt away is by listening to binaural beats from these guys. So please do try them out! Their work is of the highest quality. (Note: yes, our website does earn affiliate commissions from them, but I only recommend them because I personally use their music to help relax my mind and reduce nervous tension – and it works!)
Exercise and stress research has typically focused on aerobic exercise. There have been consistent findings that people report feeling calmer after a 20- to 30-minute bout of aerobic exercise, and the calming effect can last for several hours after exercise. Recently, there has been an increased amount of research on the role of mind-body types of exercise such as yoga or Tai Chi. Unfortunately, there is somewhat limited research on the role of resistance exercise in stress management.
Yoga involves a series of both moving and stationary poses, combined with deep breathing. As well as reducing anxiety and stress, yoga can also improve flexibility, strength, balance, and stamina. Since injuries can happen when yoga is practiced incorrectly, it’€™s best to learn by attending group classes, hiring a private teacher, or at least following video instructions. Once you’€™ve learned the basics, you can practice alone or with others, tailoring your practice as you see fit.

I wouldn’t personally recommend listening to delta wave frequencies for depression, so I’m not sure who advised you to do that? People with depression usually have a higher ratio of theta and delta wave activity, so I would normally recommend listening to high alpha wave and low beta wave frequencies, to help balance things. I have some 10Hz alpha tracks for serotonin release, which you can try for free on my YouTube channel here: https://www.youtube.com/watch?v=3NSUcuzpRcY&list=PLveg0IEcZWN6T86nhmSrdwG2kMQtcLRou. I also recommend you give these SMR (low beta wave) tracks a try: https://www.youtube.com/watch?v=HGTvBbrEwZQ&list=PLveg0IEcZWN7yaMaKr8F-eWHALk2_zGqY. I hope that helps.

As to the second question raised in the above paragraph, audio with embedded binaural beats alters the electrochemical environment of the brain. This allows mind-consciousness to have different experiences. When the brain is entrained to lower frequencies and awareness is maintained, a unique state of consciousness emerges. This state is often referred to as hypnogogia "mind awake/body asleep."  

I have a strange reaction to Binaural beats, as well as isochronic beats, and anything similar. After listening, I often feel vey fatigued, nauseous, and sometimes quite depressed. This effect can last a few days. So I stay away from it now, as well as guided meditations that have such beats in the background. Have you heard of this kind of reaction before?
Brainwaves, or neural oscillations, share the fundamental constituents with acoustic and optical waves, including frequency, amplitude and periodicity. Consequently, Huygens' discovery precipitated inquiry[citation needed] into whether or not the synchronous electrical activity of cortical neural ensembles might not only alter in response to external acoustic or optical stimuli but also entrain or synchronize their frequency to that of a specific stimulus.[16][17][18][19]
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