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An exchangeable pair approach is commonly taken in the normal and non-normal approximation using Stein's method. It has been successfully used to identify the limiting distribution and provide an error of approximation. However, when the…

概率论 · 数学 2021-04-28 Qi-Man Shao , Zhuo-Song Zhang

This paper establishes a non-uniform Berry--Esseen bound for non-normal approximation using Stein's method. The main theorem generalizes the result of the authors in [Comptes Rendus Mathematique, 2024] to the context of non-normal…

概率论 · 数学 2025-06-23 Lê Vǎn Thành , Nguyen Ngoc Tu

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…

概率论 · 数学 2009-08-14 Peter Eichelsbacher , Matthias Löwe

In Stein's method, the exchangeable pair approach is commonly used to estimate the approximation errors in normal approximation. In this paper, we establish a Cram\'er-type moderate deviation theorem of normal approximation for unbounded…

概率论 · 数学 2022-09-26 Zhuo-Song Zhang

We study the inhomogeneous Curie-Weiss model with external field, where the inhomogeneity is introduced by adding a positive weight to every vertex and letting the interaction strength between two vertices be proportional to the product of…

概率论 · 数学 2020-02-25 Sander Dommers , Peter Eichelsbacher

In this paper, a new technique is introduced to obtain non-uniform Berry-Esseen bounds of normal and nonnormal approximation for unbounded exchangeable pairs. This technique does not rely on the concentration inequalities developed by Chen…

统计理论 · 数学 2019-12-24 Dali Liu , Zheng Li , Hanchao Wang , Zengjing Chen

This paper establishes a non-uniform Berry--Esseen bound in normal approximation for exchangeable pairs using Stein's method via a concentration inequality approach. The main theorem extends and improves several results in the literature,…

概率论 · 数学 2025-02-18 Lê Vǎn Thành , Nguyen Ngoc Tu

We generalize the well-known zero bias distribution and the $\lambda$-Stein pair to an approximate zero bias distribution and an approximate $\lambda,R$-Stein pair, respectively. Berry Esseen type bounds to the normal, based on approximate…

概率论 · 数学 2017-11-27 Nathakhun Wiroonsri

In this paper, we establish optimal Berry--Esseen bounds for the generalized $U$-statistics. The proof is based on a new Berry--Esseen theorem for exchangeable pair approach by Stein's method under a general linearity condition setting. As…

概率论 · 数学 2021-04-09 Zhuo-Song Zhang

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…

概率论 · 数学 2010-11-11 Sourav Chatterjee , Partha S. Dey

General Berry-Esseen bounds are developed for the exponential distribution using Stein's method. As an application, a sharp error term is obtained for Hora's result that the spectrum of the Bernoulli-Laplace Markov chain has an exponential…

概率论 · 数学 2008-10-04 Sourav Chatterjee , Jason Fulman , Adrian Rollin

In the present paper we obtain rates of convergence for the limit theorems of the density vector in the Curie-Weiss-Potts model via Stein's Method of exchangeable pairs. Our results include Kolmogorov bounds for multivariate normal…

概率论 · 数学 2013-01-10 Peter Eichelsbacher , Bastian Martschink

We consider the imitative monomer-dimer model on the complete graph introduced in [1]. It was understood that this model is described by the monomer density and has a phase transition along certain critical line. By reverting the model to a…

概率论 · 数学 2016-08-24 Wei-Kuo Chen

Applying Stein's method, an inductive technique and size bias coupling yields a Berry-Esseen theorem for normal approximation without the usual restriction that the coupling be bounded. The theorem is applied to counting the number of…

概率论 · 数学 2013-02-26 Larry Goldstein

Let W be either the number of descents or inversions of a permutation. Stein's method is applied to show that W satisfies a central limit theorem with error rate n^(-1/2). The construction of an exchangeable pair (W,W') used in Stein's…

概率论 · 数学 2007-05-23 Jason Fulman

We study the distribution of the magnetization of the critical mean-field O(N) model with N > 1. Specifically, we bound the Wasserstein distance between the finite-volume and limiting distributions, in terms of the number of spins. To…

概率论 · 数学 2025-12-08 Timothy M. Garoni , Aram Perez , Zongzheng Zhou

We propose a new version of Stein's method of exchangeable pairs, which, given a suitable exchangeable pair $(W,W')$ of real-valued random variables, suggests the approximation of the law of $W$ by a suitable absolutely continuous…

概率论 · 数学 2015-10-21 Christian Döbler

Limit theorems for the magnetization in the $p$-spin Curie-Weiss model, for $p \geq 3$, has been derived recently by Mukherjee et al. (2021). In this paper, we strengthen these results by proving Cram\'er-type moderate deviation theorems…

概率论 · 数学 2024-03-22 Somabha Mukherjee , Tianyu Liu , Bhaswar B. Bhattacharya

We propose a new functional analytic approach to Stein's method of exchangeable pairs that does not require the pair at hand to satisfy any approximate linear regression property. We make use of this theory in order to derive abstract…

概率论 · 数学 2020-08-13 Christian Döbler

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…

概率论 · 数学 2018-09-18 Guy Bresler , Dheeraj M. Nagaraj
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