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Latest revision as of 09:38, 30 July 2024
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English | Stein's method in high dimensions with applications |
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Stein's method in high dimensions with applications (English)
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6 June 2013
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Using Stein's method, the paper provides a bound for the mathematical expectation difference \(\operatorname{E}h(X)-\operatorname{E}h(Z)\), where \(X\) is a multivariable random vector or for which the components are not necessarily independent, \(Z\) is a Gaussian multi-variable random vector and \(h(\,.\,)\) is a given real-valued function. This result could be useful to approximate random variables by Gaussian random variables.
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Stein's method
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Gaussian interpolation
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last passage percolation
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Sherrington-Kirkpatrick model
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Curie-Weiss model
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