You may have heard of Ivan Pavlov and his dogs and how he created a conditioned response in the dogs. Basically, what he did was the following:
He brought food to a dog and of course, the dog began to salivate when the food arrived. After a while, he started to ring a bell as the food arrived and of course the dog would salivate. What he then discovered is that if he just rang the bell, the dog would salivate even though there was no food presented – the sound of the bell triggered the same response.
This same experiment (ethically dubious experiment) was later carried out on a young child by the renowned psychologist John Watson. The experiment involved making a frightening sound by hitting a metal bar with a hammer while different animals were presented (animals to which he previously showed no fear). The child now developed a fear of the animals even though the metal bar was not hit to produce a frightening sound. The experiment was called “The Little Albert Experiment” (You can look at articles on the internet and see youtube videos for further insight into the experiments).
Classical conditioning theory means learning a new behaviour via the process of association. Simply, two stimuli are linked together to produce a newly learned response. Classical conditioning has a huge part to play in anxiety problems.
I will give you an example of what I mean by this. Let's say this guy was in a shop and you got a call on his mobile phone to say that his wife was in a serious crash, he gets a panic attack and leaves to go to the hospital. The guy goes back into the shop a week later and gets a panic attack in the shop and has to leave. He has developed a fear of going to the shop in case he gets another panic attack.
The shop had NO CONNECTION whatsoever with his original panic attack, it JUST HAPPENED that he was in the shop when he got the panic attack BUT the shop got linked to his emotional state at the time and this formed a conditioned response. Now when he goes into the shop it TRIGGERS a panic attack. Of course, the shop doesn't cause an attack, it is his mind (his learned response) that triggers the attack.
Just knowing this fact alone can be a solution for people who suffer from panic attacks in certain situations. I have seen so many people going deliberately to where they had a panic attack and tried to DELIBERATELY bring on an attack and they couldn't bring on an attack.