Fundamentals of Stein's method

DOI10.1214/11-PS182zbMath1245.60033arXiv1109.1880MaRDI QIDQ431512

Publication date: 28 June 2012

Published in: Probability Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1109.1880

zbMATH Keywords

Stein's method; exchangeable pairs; concentration of measure inequalities; distributional approximation; size-bias distribution

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

05C80: Random graphs (graph-theoretic aspects)

60C05: Combinatorial probability

Related Items

A Stein characterisation of the generalized hyperbolic distribution, Non uniform exponential bounds on normal approximation by Stein’s method and monotone size bias couplings, Stein's method for negatively associated random variables with applications to second-order stationary random fields, Stein's method using approximate zero bias couplings with applications to combinatorial central limit theorems under the Ewens distribution, Poisson statistics of eigenvalues in the hierarchical Dyson model, Limit Theorems for Empirical Density of Greatest Common Divisors, Maximum likelihood characterization of distributions, Second-order properties and central limit theorems for geometric functionals of Boolean models, A general parametric Stein characterization, Intrinsic volumes of random cubical complexes, Approximating dependent rare events, Berry-Esseen's bound and Cramér's large deviation expansion for a supercritical branching process in a random environment, On unfair permutations, Generalized gamma approximation with rates for urns, walks and trees, On the number of leaves in a random recursive tree, A Wright-Fisher model with indirect selection, Stein's method for nonlinear statistics: a brief survey and recent progress, Stein's method for positively associated random variables with applications to the Ising and voter models, bond percolation, and contact process, Exchangeable trait allocations, A state-dependent queueing system with asymptotic logarithmic distribution, A probabilistic proof of some integral formulas involving the Meijer \(G\)-function, Size biased couplings and the spectral gap for random regular graphs, Hitting time and mixing time bounds of Stein's factors, Bounded size biased couplings, log concave distributions and concentration of measure for occupancy models, Inequalities for integrals of modified Bessel functions and expressions involving them, Approximating by convolution of the normal and compound Poisson laws via Stein's method, An algebra of Stein operators, Degree asymptotics with rates for preferential attachment random graphs, Total variation error bounds for geometric approximation, A random walk approach to linear statistics in random tournament ensembles, Exchangeable pairs, switchings, and random regular graphs, Stein meets Malliavin in normal approximation, Energy landscape for large average submatrix detection problems in Gaussian random matrices, On leaf related statistics in recursive tree models, Improved lower bounds on the total variation distance for the Poisson approximation, Concentration inequalities via zero bias couplings, Characterizations of GIG laws: a survey, Power Laws in Preferential Attachment Graphs and Stein's Method for the Negative Binomial Distribution, On generalized moment identity and its applications: a unified approach, Least Squares Approximation to the Distribution of Project Completion Times with Gaussian Uncertainty

Cites Work