I dont think it is so much the incense that relaxes you.
I find that the soft candle light the music the pleasant aroma creates a very relaxing atmosphere.
In my son's school when they do creative writing they open all the blinds to let in loads of light, play Mozart and burn lavender oil!
But he's 8 so I don't think relaxed comes in to it - but he smells nice when he comes home lol!