Nonnormal approximation by Stein's method of exchangeable pairs with application to the Curie-Weiss model

From MaRDI portal
Publication:535198


DOI10.1214/10-AAP712zbMath1216.60018arXiv0907.4450MaRDI QIDQ535198

Sourav Chatterjee, Qui-Man Shao

Publication date: 11 May 2011

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0907.4450


60F05: Central limit and other weak theorems

60G09: Exchangeability for stochastic processes


Related Items

A Stein characterisation of the generalized hyperbolic distribution, Dirichlet approximation of equilibrium distributions in Cannings models with mutation, A general parametric Stein characterization, Limit theorems for monomer-dimer mean-field models with attractive potential, Asymptotics of the mean-field Heisenberg model, Fundamentals of Stein's method, Asymptotics of mean-field \(\mathrm{O}(N)\) models, Identifying the limiting distribution by a general approach of Stein's method, Applications of Stein's method for concentration inequalities, Approximation of stable law in Wasserstein-1 distance by Stein's method, Generalized gamma approximation with rates for urns, walks and trees, Mixing and concentration by Ricci curvature, Stein's method for positively associated random variables with applications to the Ising and voter models, bond percolation, and contact process, Self-normalization: taming a wild population in a heavy-tailed world, Stein's method and approximating the quantum harmonic oscillator, Berry-Esseen bounds of normal and nonnormal approximation for unbounded exchangeable pairs, Error bounds in local limit theorems using Stein's method, Fourth moment theorems on the Poisson space in any dimension, From Stein identities to moderate deviations, Stein's method in high dimensions with applications, Fluctuation results for general block spin Ising models, Fixed point characterizations of continuous univariate probability distributions and their applications, First-order covariance inequalities via Stein's method, Fluctuations of the magnetization in the \(p\)-spin Curie-Weiss model, Cramér-type moderate deviation theorems for nonnormal approximation, Stein's method for the Poisson-Dirichlet distribution and the Ewens sampling formula, with applications to Wright-Fisher models, On rereading Stein's lemma: its intrinsic connection with Cramér-Rao identity and some new identities, Non-uniform Berry-Esseen bound by unbounded exchangeable pairs approach, Rates of convergence in the Blume-Emery-Griffiths model, On rates of convergence in the Curie-Weiss-Potts model with an external field, Measuring sample quality with diffusions, Approximating stationary distributions of fast mixing Glauber dynamics, with applications to exponential random graphs, Berry-Esseen bounds in the inhomogeneous Curie-Weiss model with external field, Multivariate approximations in Wasserstein distance by Stein's method and Bismut's formula, Fluctuations of the magnetization for Ising models on dense Erdős-Rényi random graphs, Local limit theorems via Landau-Kolmogorov inequalities, Bounds on convergence for the empirical vector of the Curie-Weiss-Potts model with a non-zero external field vector, Stable and metastable phases for the Curie-Weiss-Potts model in vector-valued fields via singularity theory, Limit theorems in the imitative monomer-dimer mean-field model via Stein’s method, Nonnormal Small Jump Approximation of Infinitely Divisible Distributions, Critical Behavior of Mean-Field XY and Related Models



Cites Work