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Related papers: Stein's method and Narayana numbers

200 papers

We approximate the distribution of the sum of independent but not necessarily identically distributed Bernoulli random variables using a shifted binomial distribution where the three parameters (the number of trials, the probability of…

Probability · Mathematics 2010-04-02 Vydas Čekanavičius , Erol A. Peköz , Adrian Röllin , Michael Shwartz

We study the asymptotic distributions of the number of crossings and the number of simple chords in a random chord diagram. Using size-bias coupling and Stein's method, we obtain bounds on the Kolmogorov distance between the distribution of…

Probability · Mathematics 2023-01-13 J. E. Paguyo

We provide a general result for bounding the difference between point probabilities of integer supported distributions and the translated Poisson distribution, a convenient alternative to the discretized normal. We illustrate our theorem in…

Probability · Mathematics 2017-12-05 A. D. Barbour , Adrian Röllin , Nathan Ross

This work presents the first systematic development of Stein's method for matrix distributions. We establish the basic essential ingredients of Stein's method for matrix normal approximation: we derive a generator-based Stein identity from…

Statistics Theory · Mathematics 2026-01-19 Robert E. Gaunt , Frédéric Ouimet , Donald Richards

We develop a new technique, based on Stein's method, for comparing two stationary distributions of irreducible Markov Chains whose update rules are `close enough'. We apply this technique to compare Ising models on $d$-regular expander…

Probability · Mathematics 2018-09-18 Guy Bresler , Dheeraj M. Nagaraj

We obtain bounds to quantify the distributional approximation in the delta method for vector statistics (the sample mean of $n$ independent random vectors) for normal and non-normal limits, measured using smooth test functions. For normal…

Statistics Theory · Mathematics 2023-05-11 Robert E. Gaunt , Heather Sutcliffe

The purpose of this dissertation is to introduce a version of Stein's method of exchangeable pairs to solve problems in measure concentration. We specifically target systems of dependent random variables, since that is where the power of…

Probability · Mathematics 2016-03-09 Sourav Chatterjee

Random events in space and time often exhibit a locally dependent structure. When the events are very rare and dependent structure is not too complicated, various studies in the literature have shown that Poisson and compound Poisson…

Probability · Mathematics 2011-02-22 Aihua Xia , Fuxi Zhang

In this article, we obtain, for the total variance distance, the error bounds between Poisson and convolution of power series distributions via Stein's method. This provides a unified approach to many known discrete distributions. Several…

Probability · Mathematics 2020-06-26 A. N. Kumar , P. Vellaisamy , F. Viens

This paper concerns the development of Stein's method for chi-square approximation and its application to problems in statistics. New bounds for the derivatives of the solution of the gamma Stein equation are obtained. These bounds involve…

Probability · Mathematics 2017-05-30 Robert E. Gaunt , Alastair Pickett , Gesine Reinert

($k_1,k_2$)-runs have received a special attention in the literature and its distribution can be obtained using combinatorial method (Huang and Tsai) and Markov chain approach (Dafnis et al). But the formulae are difficult to use when the…

Probability · Mathematics 2020-07-16 A. N. Kumar , N. S. Upadhye

We build on the formalism developed in [arXiv:1906.08372v1] to propose new representations of solutions to Stein equations. We provide new uniform and non uniform bounds on these solutions (a.k.a.\ Stein factors). We use these…

Probability · Mathematics 2019-11-14 Marie Ernst , Yvik Swan

We apply the Stein-Chen method to problems from extreme value theory. On the one hand, the Stein-Chen method for Poisson approximation allows us to obtain bounds on the Kolmogorov distance between the law of the maximum of i.i.d. random…

Probability · Mathematics 2013-10-10 Anne Feidt

This paper gives the Kolmogorov and Wasserstein bounds in normal approximation for the squared-length of total spin in the mean field classical $N$-vector models. The Kolmogorov bound is new while the Wasserstein bound improves a result…

Probability · Mathematics 2019-03-27 Lê Vǎn Thành , Nguyen Ngoc Tu

We study an approximation method of stationary characters of a two-dimensional Markov chain via the Stein method. For this purpose, innovative methods are developed to estimate the moments of the Markov chain, as well as the solution to the…

Probability · Mathematics 2021-12-13 Yingdong Lu

We adapt Stein's method of diffusion approximations, developed by Barbour, to the study of chaotic dynamical systems. We establish an error bound in the functional central limit theorem with respect to an integral probability metric of…

Dynamical Systems · Mathematics 2025-11-05 Juho Leppänen , Yuto Nakajima , Yushi Nakano

Let $(W,W')$ be an exchangeable pair. Assume that \[E(W-W'|W)=g(W)+r(W),\] where $g(W)$ is a dominated term and $r(W)$ is negligible. Let $G(t)=\int_0^tg(s)\,ds$ and define $p(t)=c_1e^{-c_0G(t)}$, where $c_0$ is a properly chosen constant…

Probability · Mathematics 2011-04-13 Sourav Chatterjee , Qi-Man Shao

We propose a new general version of Stein's method for univariate distributions. In particular we propose a canonical definition of the Stein operator of a probability distribution {which is based on a linear difference or differential-type…

Probability · Mathematics 2016-03-28 Christophe Ley , Gesine Reinert , Yvik Swan

Friedman's chi-square test is a non-parametric statistical test for $r\geq2$ treatments across $n\ge1$ trials to assess the null hypothesis that there is no treatment effect. We use Stein's method with an exchangeable pair coupling to…

Statistics Theory · Mathematics 2022-07-01 Robert E. Gaunt , Gesine Reinert

We consider distributional approximation by generalized Dickman distributions, which appear in number theory, perpetuities, logarithmic combinatorial structures and many other areas. We prove bounds in the Kolmogorov distance for the…

Probability · Mathematics 2022-11-21 Chinmoy Bhattacharjee , Matthias Schulte