Stein's method for discrete Gibbs measures

DOI10.1214/07-AAP0498zbMATH Open1146.60011arXiv0808.2877WikidataQ57747978 ScholiaQ57747978MaRDI QIDQ939082FDOQ939082

Authors: Peter Eichelsbacher, Gesine Reinert 

Publication date: 20 August 2008

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

Abstract: Stein's method provides a way of bounding the distance of a probability distribution to a target distribution $mu$. Here we develop Stein's method for the class of discrete Gibbs measures with a density $e^V$, where $V$ is the energy function. Using size bias couplings, we treat an example of Gibbs convergence for strongly correlated random variables due to Chayes and Klein [Helv. Phys. Acta 67 (1994) 30--42]. We obtain estimates of the approximation to a grand-canonical Gibbs ensemble. As side results, we slightly improve on the Barbour, Holst and Janson [Poisson Approximation (1992)] bounds for Poisson approximation to the sum of independent indicators, and in the case of the geometric distribution we derive better nonuniform Stein bounds than Brown and Xia [Ann. Probab. 29 (2001) 1373--1403].

Full work available at URL: https://arxiv.org/abs/0808.2877

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zbMATH Keywords

Stein's methodGibbs measuresbirth and death processessize bias coupling

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Classical equilibrium statistical mechanics (general) (82B05)

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Cited In (19)

• Characterizations of non-normalized discrete probability distributions and their application in statistics
• A unified approach to Stein's method for stable distributions
• Some simple variance bounds from Stein's method
• Hitting time and mixing time bounds of Stein's factors
• Stein's method for positively associated random variables with applications to the Ising and voter models, bond percolation, and contact process
• The structure of low-complexity Gibbs measures on product spaces
• Stein's method for stationary distributions of Markov chains and application to Ising models
• Stein's method for the beta distribution and the Pólya-Eggenberger urn
• Asymptotic behaviour of the noisy voter model density process
• Approximations to weighted sums of random variables
• Gibbs point process approximation: total variation bounds using Stein's method
• A Pólya approximation to the Poisson-binomial law
• Stein's method and stochastic orderings
• On discrete Gibbs measure approximation to runs
• A diffusion approach to Stein's method on Riemannian manifolds
• Approximations related to the sums of \(m\)-dependent random variables
• On Stein operators for discrete approximations
• Binomial approximation to locally dependent collateralized debt obligations
• Approximating stationary distributions of fast mixing Glauber dynamics, with applications to exponential random graphs

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