From Stein identities to moderate deviations
Probability
2013-02-06 v4
Abstract
Stein's method is applied to obtain a general Cramer-type moderate deviation result for dependent random variables whose dependence is defined in terms of a Stein identity. A corollary for zero-bias coupling is deduced. The result is also applied to a combinatorial central limit theorem, a general system of binary codes, the anti-voter model on a complete graph, and the Curie-Weiss model. A general moderate deviation result for independent random variables is also proved.
Cite
@article{arxiv.0911.5373,
title = {From Stein identities to moderate deviations},
author = {Louis H. Y. Chen and Xiao Fang and Qi-Man Shao},
journal= {arXiv preprint arXiv:0911.5373},
year = {2013}
}
Comments
Published in at http://dx.doi.org/10.1214/12-AOP746 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)