Stein's method for concentration inequalities
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Publication:2369871
DOI10.1007/S00440-006-0029-YzbMATH Open1116.60056arXivmath/0604352OpenAlexW2077532179MaRDI QIDQ2369871FDOQ2369871
Publication date: 21 June 2007
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Abstract: We introduce a version of Stein's method for proving concentration and moment inequalities in problems with dependence. Simple illustrative examples from combinatorics, physics, and mathematical statistics are provided.
Full work available at URL: https://arxiv.org/abs/math/0604352
Stein's methodIsing modelGibbs measuresCurie-Weiss modelRandom permutationsConcentration inequalities
Inequalities; stochastic orderings (60E15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Combinatorial probability (60C05) Interacting particle systems in time-dependent statistical mechanics (82C22)
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Cited In (71)
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