Alpha waves play an important role in brain activity and research suggests that they may be beneficial for reducing symptoms of anxiety and depression. Neurofeedback is one approach that can allow you to induce these brain waves to a certain extent.
Alpha waves have a frequency from 8 to 12 hertz. Humans can't hear an alpha wave, and regular speakers can't produce such a low frequency, so the wave is created by playing a slightly different frequency in each ear. The result is an alpha wave. For best results, use headphones.