Stein's method for discrete Gibbs measures

DOI10.1214/07-AAP0498MaRDI QIDQ939082zbMATH OpenWikidataFDO

Authors Peter Eichelsbacher, Gesine Reinert

Publication date 20 August 2008

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

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

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)

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].

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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
• Hitting time and mixing time bounds of Stein's factors
• Some simple variance bounds from Stein's method
• 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
• Approximations to weighted sums of random variables
• Gibbs point process approximation: total variation bounds using Stein's method
• Asymptotic behaviour of the noisy voter model density process
• 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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