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We use Stein's method to bound the Wasserstein distance of order $2$ between a measure $\nu$ and the Gaussian measure using a stochastic process $(X_t)_{t \geq 0}$ such that $X_t$ is drawn from $\nu$ for any $t > 0$. If the stochastic…

Probability · Mathematics 2020-05-12 Thomas Bonis

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

Stein's method is used to study discrete representations of multidimensional distributions that arise as approximations of states of quantum harmonic oscillators. These representations model how quantum effects result from the interaction…

Probability · Mathematics 2021-05-31 Ian W. McKeague , Yvik Swan

A Cram\'er-type moderate deviation theorem quantifies the relative error of the tail probability approximation. It provides theoretical justification when the limiting tail probability can be used to estimate the tail probability under…

Probability · Mathematics 2021-04-28 Qi-Man Shao , Mengchen Zhang , Zhuo-Song Zhang

This paper deals with Poisson approximation to weighted sums of locally dependent random variables using Stein's method. The derived result represents a significant improvement of existing results. To illustrate the effectiveness of our…

Probability · Mathematics 2023-12-08 Pratima Eknath Kadu

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

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

Using Stein's method techniques, we develop a framework which allows one to bound the error terms arising from approximation by the Laplace distribution and apply it to the study of random sums of mean zero random variables. As a corollary,…

Probability · Mathematics 2014-10-29 John Pike , Haining Ren

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 offer an alternative proof, using the Stein-Chen method, of Bollob\'{a}s' theorem concerning the distribution of the extreme degrees of a random graph. Our proof also provides a rate of convergence of the extreme degree to its asymptotic…

Combinatorics · Mathematics 2023-11-20 Yaakov Malinovsky

We present a straightforward formulation of Stein's method for the semicircular distribution, specifically designed for the analysis of non-commutative random variables. Our approach employs a non-commutative version of Stein's heuristic,…

Probability · Mathematics 2024-12-03 Mario Díaz , Arturo Jaramillo

In this paper, a new method based on probability generating functions is used to obtain multiple Stein operators for various random variables closely related to Poisson, binomial and negative binomial distributions. Also, Stein operators…

Probability · Mathematics 2016-05-10 N. S. Upadhye , V. Cekanavicius , P. Vellaisamy

Estimation of the mean vector and covariance matrix is of central importance in the analysis of multivariate data. In the framework of generalized linear models, usually the variances are certain functions of the means with the normal…

Methodology · Statistics 2023-01-25 Anupam Kundu , Mohsen Pourahmadi

Statistical field theory methods have been very successful with a number of random graph and random matrix problems, but it is challenging to apply these methods to graphs with prescribed degree sequences due to the extensive number of…

Statistical Mechanics · Physics 2025-05-20 Pawat Akara-pipattana , Oleg Evnin

For a family of linear preferential attachment graphs, we provide rates of convergence for the total variation distance between the degree of a randomly chosen vertex and an appropriate power law distribution as the number of vertices tends…

Probability · Mathematics 2012-08-09 Nathan Ross

From the distributional characterizations that lie at the heart of Stein's method we derive explicit formulae for the mass functions of discrete probability laws that identify those distributions. These identities are applied to develop…

Methodology · Statistics 2022-02-16 Steffen Betsch , Bruno Ebner , Franz Nestmann

In this paper, we give a short proof of the weak convergence to the Kesten-McKay distribution for the normalized spectral measures of random $N$-lifts. This result is derived by generalizing a formula of Friedman involving Chebyshev…

Combinatorics · Mathematics 2024-10-15 Yulin Gong , Wenbo Li , Shiping Liu

In this paper we provide explicit upper bounds on some distances between the (law of the) output of a random Gaussian NN and (the law of) a random Gaussian vector. Our results concern both shallow random Gaussian neural networks with…

The ratio $P(S_n=x)/P(Z_n=x)$ is investigated for three cases: (a) when $S_n$ is a sum of 1-dependent non-negative integer-valued random variables (rvs), satisfying some moment conditions, and $Z_n$ is Poisson rv; (b) when $S_n$ is a…

Statistics Theory · Mathematics 2019-01-14 Vydas Čekanavičius , Palaniappan Vellaisamy

We develop a variant of Stein's method of comparison of generators to bound the Kolmogorov, total variation, and Wasserstein-1 distances between distributions on the real line. Our discrepancy is expressed in terms of the ratio of reverse…

Probability · Mathematics 2025-10-28 Paul Mansanarez , Guillaume Poly , Yvik Swan