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This survey article discusses the main concepts and techniques of Stein's method for distributional approximation by the normal, Poisson, exponential, and geometric distributions, and also its relation to concentration inequalities. The…

Probability · Mathematics 2011-09-12 Nathan Ross

In this paper, we are interested in the mixing behaviour of simple random walks on inhomogeneous directed graphs. We focus our study on the Chung-Lu digraph, which is an inhomogeneous network that generalizes the Erd\H{o}s-R\'enyi digraph.…

Probability · Mathematics 2024-09-25 Alessandra Bianchi , Giacomo Passuello

Stein's method is used to approximate sums of discrete and locally dependent random variables by a centered and symmetric Binomial distribution. Under appropriate smoothness properties of the summands, the same order of accuracy as in the…

Probability · Mathematics 2007-05-23 Adrian Röllin

Random walks on expanders play a crucial role in Markov Chain Monte Carlo algorithms, derandomization, graph theory, and distributed computing. A desirable property is that they are rapidly mixing, which is equivalent to having a spectral…

Probability · Mathematics 2024-12-18 Sam Olesker-Taylor , Thomas Sauerwald , John Sylvester

We consider independent long-range percolation models on locally finite vertex-transitive graphs. Using coupling ideas we prove strict monotonicity of the critical points with respect to local perturbations in the connection function,…

Probability · Mathematics 2025-10-31 Stein Andreas Bethuelsen , Christian Mönch

We establish general conditions under which there exists uniform in time convergence between a stochastic process and its approximated system. These standardised conditions consist of a local in time estimate between the original and the…

Probability · Mathematics 2024-12-09 Katharina Schuh , Iain Souttar

We present a rather general method for proving local limit theorems, with a good rate of convergence, for sums of dependent random variables. The method is applicable when a Stein coupling can be exhibited. Our approach involves both…

Probability · Mathematics 2020-07-07 A. D. Barbour , Peter Braunsteins , Nathan Ross

In this article we obtain concentration inequalities for Poisson $U$-statistics $F_m(f,\eta)$ of order $m\ge 1$ with kernels $f$ under general assumptions on $f$ and the intensity measure $\gamma \Lambda$ of underlying Poisson point process…

Probability · Mathematics 2024-08-12 Gilles Bonnet , Anna Gusakova

We study normal approximation of subgraph counts in a model of spatial scale-free random networks known as the age-dependent random connection model. In the light-tailed regime where only moments of order $(2 + \varepsilon)$ are finite, we…

Probability · Mathematics 2025-05-15 Christian Hirsch , Raphaël Lachièze-Rey , Takashi Owada

We combine Malliavin calculus with Stein's method to derive bounds for the Variance-Gamma approximation of functionals of isonormal Gaussian processes, in particular of random variables living inside a fixed Wiener chaos induced by such a…

Probability · Mathematics 2014-09-22 Peter Eichelsbacher , Christoph Thäle

Kemeny's constant for random walks on a graph is defined as the mean hitting time from one node to another selected randomly according to the stationary distribution. It has found numerous applications and attracted considerable research…

Social and Information Networks · Computer Science 2024-09-10 Haisong Xia , Zhongzhi Zhang

Stein's method is used to prove limit theorems for random character ratios. Tools are developed for four types of structures: finite groups, Gelfand pairs, twisted Gelfand pairs, and association schemes. As one example an error term is…

Combinatorics · Mathematics 2007-05-23 Jason Fulman

In this paper, we explore some links between transforms derived by Stein's method and concentration inequalities. In particular, we show that the stochastic domination of the zero bias transform of a random variable is equivalent to…

Probability · Mathematics 2022-11-24 Santiago Arenas-Velilla , Emilien Joly

Azuma's inequality is a tool for proving concentration bounds on random variables. The inequality can be thought of as a natural generalization of additive Chernoff bounds. On the other hand, the analogous generalization of multiplicative…

Data Structures and Algorithms · Computer Science 2025-01-07 William Kuszmaul , Qi Qi

In [4], we examined the use of coupling to obtain bounds on the mixing time of statistics on Markov chains. In the present paper, we consider the same general problem, but using strong stationary times rather than coupling. We discuss…

Probability · Mathematics 2019-10-10 Graham White

The diameter distribution of a given species of deciduous trees in mature, temperate zone forests is well approximated by a Gamma distribution. Here we give new experimental evidence for this conjecture by analyzing deciduous tree size data…

Populations and Evolution · Quantitative Biology 2023-10-17 Szabolcs Kelemen , Máté Józsa , Tibor Hartel , György Csóka , Zoltán Néda

This paper considers linear functions constructed on two different weighted branching processes and provides explicit bounds for their Kantorovich-Rubinstein distance in terms of couplings of their corresponding generic branching vectors.…

Probability · Mathematics 2015-06-26 Ningyuan Chen , Mariana Olvera-Cravioto

We present a comprehensive and versatile theoretical framework to study site and bond percolation on clustered and correlated random graphs. Our contribution can be summarized in three main points. (i) We introduce a set of iterative…

Statistical Mechanics · Physics 2015-12-16 Antoine Allard , Laurent Hébert-Dufresne , Jean-Gabriel Young , Louis J. Dubé

We provide a new general theorem for multivariate normal approximation on convex sets. The theorem is formulated in terms of a multivariate extension of Stein couplings. We apply the results to a homogeneity test in dense random graphs and…

Probability · Mathematics 2016-08-14 Xiao Fang , Adrian Röllin

We propose a novel coupling inequality of the min-max type for two random matrices with finite absolute third moments, which generalizes the quantitative versions of the well-known inequalities by Gordon. Previous results have calculated…

Probability · Mathematics 2024-11-14 Zijun Chen , Yiming Chen , Chengfu Wei