English

Stein's method for discrete Gibbs measures

Probability 2008-08-22 v1

Abstract

Stein's method provides a way of bounding the distance of a probability distribution to a target distribution μ\mu. Here we develop Stein's method for the class of discrete Gibbs measures with a density eVe^V, where VV 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].

Keywords

Cite

@article{arxiv.0808.2877,
  title  = {Stein's method for discrete Gibbs measures},
  author = {Peter Eichelsbacher and Gesine Reinert},
  journal= {arXiv preprint arXiv:0808.2877},
  year   = {2008}
}

Comments

Published in at http://dx.doi.org/10.1214/07-AAP0498 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)

R2 v1 2026-06-21T11:12:34.870Z