Stein's method in high dimensions with applications (Q1951509)

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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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