Stein's method via induction
Probability
2020-05-12 v2 Combinatorics
Abstract
Applying an inductive technique for Stein and zero bias couplings yields Berry-Esseen theorems for normal approximation for two new examples. The conditions of the main results do not require that the couplings be bounded. Our two applications, one to the Erd\H{o}s-R\'enyi, random graph with a fixed number of edges, and one to Jack measure on tableaux, demonstrate that the method can handle non-bounded variables with non-trivial global dependence, and can produce bounds in the Kolmogorov metric with the optimal rate.
Keywords
Cite
@article{arxiv.1903.09319,
title = {Stein's method via induction},
author = {Louis H. Y. Chen and Larry Goldstein and Adrian Röllin},
journal= {arXiv preprint arXiv:1903.09319},
year = {2020}
}
Comments
59 pages