Stein's method for discrete Gibbs measures
Abstract
Stein's method provides a way of bounding the distance of a probability distribution to a target distribution . Here we develop Stein's method for the class of discrete Gibbs measures with a density , where 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].
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)