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.

“Like the pulses of vibration that produce sound on a guitar string, your brain also creates pulses of vibrations. These vibrations are electrical impulses,” continues Naik. “Their activity can be measured by using an EEG (electroencephalogram), which measures the frequency of these pulses [which is measured in Hertz]. Your brain actually has a predominant frequency at which it operates in any given moment; this can be associated with your state of mind.”
Most of all, don't feel bad if you fall asleep. Your brain is still receiving many of the benefits of entrainment while you sleep through the audio tracks. In fact, many people report better, more restful sleep when they use brainwave entrainment to help them fall asleep. However, I recommend that you do not go to sleep with your brainwave track set to repeat, as that can be too much stimulation for the brain.
The functional role of neural oscillations is still not fully understood;[6] however they have been shown to correlate with emotional responses, motor control, and a number of cognitive functions including information transfer, perception, and memory.[7][8][9] Specifically, neural oscillations, in particular theta activity, are extensively linked to memory function, and coupling between theta and gamma activity is considered to be vital for memory functions, including episodic memory.[10][11][12]