Stein's method for concentration inequalities
概率论
2007-05-23 v2 组合数学
摘要
We introduce a version of Stein's method for proving concentration and moment inequalities in problems with dependence. Simple illustrative examples from combinatorics, physics, and mathematical statistics are provided.
引用
@article{arxiv.math/0604352,
title = {Stein's method for concentration inequalities},
author = {Sourav Chatterjee},
journal= {arXiv preprint arXiv:math/0604352},
year = {2007}
}
备注
15 pages. To appear in PTRF