English

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.

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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}
}

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59 pages