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

birth and death processesGibbs measuressize bias couplingStein's method

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].

Review text

New bounds for the increments of the solution, and the solution itself, of the Stein equation are presented, and applied to the Gibbs measures case.

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Cited in

(20)

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

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