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Let $\{X_{i}, i\in J\}$ be a family of locally dependent non-negative integer-valued random variables with finite expectations and variances. We consider the sum $W=\sum_{i\in J}X_i$ and use Stein's method to establish general upper error…

Probability · Mathematics 2024-11-26 Zhonggen Su , Xiaolin Wang

Stein's method for concentration inequalities was introduced to prove concentration of measure in problems involving complex dependencies such as random permutations and Gibbs measures. In this paper, we provide some extensions of the…

Probability · Mathematics 2010-11-11 Sourav Chatterjee , Partha S. Dey

We obtain rates of convergence in limit theorems of partial sums $S_n$ for certain sequences of dependent, identically distributed random variables, which arise naturally in statistical mechanics, in particular, in the context of the…

Probability · Mathematics 2009-08-14 Peter Eichelsbacher , Matthias Löwe

We use Stein's method to obtain bounds on the rate of convergence for a class of statistics in geometric probability obtained as a sum of contributions from Poisson points which are exponentially stabilizing, i.e. locally determined in a…

Probability · Mathematics 2007-05-23 Mathew D. Penrose , J. E. Yukich

We consider a measure given as the continuum limit of a one-dimensional Ising model with long-range translationally invariant interactions. Mathematically, the measure can be described by a self-interacting Poisson driven jump process. We…

Mathematical Physics · Physics 2022-01-20 David Hasler , Benjamin Hinrichs , Oliver Siebert

Using combinatorial optimisation techniques we study the critical properties of the two- and the three-dimensional Ising model with uniformly distributed random antiferromagnetic couplings $(1 \le J_i \le 2)$ in the presence of a…

Disordered Systems and Neural Networks · Physics 2022-06-08 Jean-Christian Anglès d'Auriac , Ferenc Iglói

We consider the random transverse-field Ising model in $d=3$ dimensions with long-range ferromagnetic interactions which decay as a power $\alpha > d$ with the distance. Using a variant of the strong disorder renormalization group method we…

Statistical Mechanics · Physics 2016-06-08 István A. Kovács , Róbert Juhász , Ferenc Iglói

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…

Probability · Mathematics 2020-05-12 Louis H. Y. Chen , Larry Goldstein , Adrian Röllin

Let F ($\nu$) be the centered Gamma law with parameter $\nu$ > 0 and let us denote by P Y the probability distribution of a random vector Y. We develop a multidimensional variant of the Stein's method for Gamma approximation that allows to…

Probability · Mathematics 2023-05-10 Ciprian A Tudor , Jérémy Zurcher

Let $(X_{i}, i\in J)$ be a family of locally dependent nonnegative integer-valued random variables, and consider the sum $W=\sum\nolimits_{i\in J}X_i$. We first establish a general error upper bound for $d_{TV}(W, M)$ using Stein's method,…

Probability · Mathematics 2023-12-12 Zhonggen Su , Vladimir V. Ulyanov , Xiaolin Wang

Let $h$ be a three times partially differentiable function on $R^n$, let $X=(X_1,\dots,X_n)$ be a collection of real-valued random variables and let $Z=(Z_1,\dots,Z_n)$ be a multivariate Gaussian vector. In this article, we develop Stein's…

Probability · Mathematics 2015-05-27 Adrian Röllin

In this paper we use a Malliavin-Stein type method to investigate Poisson and normal approximations for the measurable functions of infinitely many independent random variables. We combine Stein's method with the difference operators in…

Probability · Mathematics 2018-08-13 Nguyen Tien Dung

We use Stein's method to obtain explicit bounds on the rate of convergence for the Laplace approximation of two different sums of independent random variables; one being a random sum of mean zero random variables and the other being a…

Probability · Mathematics 2021-06-29 Robert E. Gaunt

Let $W$ be a random variable with mean zero and variance $\sigma^2$. The distribution of a variate $W^*$, satisfying $EWf(W)=\sigma ^2 Ef'(W^*)$ for smooth functions $f$, exists uniquely and defines the zero bias transformation on the…

Probability · Mathematics 2007-05-23 Larry Goldstein , Gesine Reinert

We introduce a version of Stein's method of comparison of operators specifically tailored to the problem of bounding the Wasserstein-1 distance between continuous and discrete distributions on the real line. Our approach rests on a new…

Probability · Mathematics 2023-11-03 Gilles Germain , Yvik Swan

This work explores the possibilities of the Gibbs-Bogoliubov-Feynman variational method, aiming at finding room for designing various drawing schemes. For example, mean-field approximation can be viewed as a result of using site-independent…

Statistical Mechanics · Physics 2025-09-08 Oliwier Urbański

Let $S_{n}$ be a sum of independent identically distribution random variables with finite first moment and $h_{M}$ be a call function defined by $g_{M}(x)=\max\{x-M,0\}$ for $x\in\mathbb{R}$, $M>0$. In this paper, we assume the random…

Probability · Mathematics 2024-11-26 Peng Chen , Tianyi Qi , Ting Zhang

A $d$-dimensional Ising model on a lattice torus is considered. As the size $n$ of the lattice tends to infinity, a Poisson approximation is given for the distribution of the number of copies in the lattice of any given local configuration,…

Probability · Mathematics 2009-11-11 David Coupier

In this study the magnetization phenomenon has been investigated as a behavior of interacting elementary moments ensemble, with the help of Ising model [1] in the frame of non-extensive statistical mechanics. To investigate the physical…

Statistical Mechanics · Physics 2007-05-23 M. Karabekirogullari , F. Buyukkilic , D. Demirhan

Transfer-matrix methods are used to calculate spin-spin correlation functions ($G$), Helmholtz free energies ($f$) and magnetizations ($m$) in the two-dimensional random-field Ising model close to the zero-field bulk critical temperature…

Statistical Mechanics · Physics 2009-11-07 S. L. A. de Queiroz , R. B. Stinchcombe