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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

In this paper we establish a multivariate exchangeable pairs approach within the framework of Stein's method to assess distributional distances to potentially singular multivariate normal distributions. By extending the statistics into a…

概率论 · 数学 2010-04-06 Gesine Reinert , Adrian Röllin

We construct a continuous family of exchangeable pairs by perturbing the random variable through diffusion processes on manifold in order to apply Stein method to certain geometric settings. We compare our perturbation by diffusion method…

概率论 · 数学 2020-07-07 Weitao Du

Narayana numbers appear in many places in combinatorics and probability, and it is known that they are asymptotically normal. Using Stein's method of exchangeable pairs, we provide an error of approximation in total variation to a symmetric…

概率论 · 数学 2020-05-13 Jason Fulman , Adrian Röllin

Using a characterizing equation for the Beta distribution, Stein's method is applied to obtain bounds of the optimal order for the Wasserstein distance between the distribution of the scaled number of white balls drawn from a…

概率论 · 数学 2013-01-03 Larry Goldstein , Gesine Reinert

Since the introduction of Stein's method in the early 1970s, much research has been done in extending and strengthening it; however, there does not exist a version of Stein's original method of exchangeable pairs for multivariate normal…

概率论 · 数学 2010-05-18 Sourav Chatterjee , Elizabeth Meckes

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

In work on the two alleles Moran model, Ewens showed that the stationary distribution for the number of genes of one type can be approximated by a Beta distribution. In this short note, we provide a sharp error term for this approximation.…

概率论 · 数学 2023-07-27 Jason Fulman

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…

概率论 · 数学 2016-03-09 Sourav Chatterjee

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…

概率论 · 数学 2016-03-28 Christophe Ley , Gesine Reinert , Yvik Swan

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 show by a surprisingly simple argument that the exchangeability condition, which is key to the exchangeable pair approach in Stein's method for distributional approximation, can be omitted in many standard settings. This is achieved by…

概率论 · 数学 2008-02-07 Adrian Röllin

We consider the distribution of cycle counts in a random regular graph, which is closely linked to the graph's spectral properties. We broaden the asymptotic regime in which the cycle counts are known to be approximately Poisson, and we…

组合数学 · 数学 2023-07-14 Tobias Johnson

Stein's method of exchangeable pairs is examined through five examples in relation to Poisson and normal distribution approximation. In particular, in the case where the exchangeable pair is constructed from a reversible Markov chain, we…

概率论 · 数学 2009-04-03 Nathan Ross

This paper provides a general framework for Stein's density method for multivariate continuous distributions. The approach associates to any probability density function a canonical operator and Stein class, as well as an infinite…

概率论 · 数学 2023-04-27 Guillaume Mijoule , Martin Raič , Gesine Reinert , Yvik Swan

We study the linear statistics of the circular $\beta$-ensemble with a Stein's method argument, where the exchangeable pair is generated through circular Dyson Brownian motion. This generalizes previous results obtained in such a way for…

概率论 · 数学 2016-04-26 Christian Webb

This paper develops an analytic theory for the study of some Polya urns with random rules. The idea is to extend the isomorphism theorem in Flajolet et al. (2006), which connects deterministic balanced urns to a differential system for the…

组合数学 · 数学 2012-07-25 Basile Morcrette , Hosam M. Mahmoud

In this paper we develop a framework for multivariate functional approximation by a suitable Gaussian process via an exchangeable pairs coupling that satisfies a suitable approximate linear regression property, thereby building on work by…

概率论 · 数学 2021-03-25 Christian Döbler , Mikołaj J. Kasprzak

In a recent paper by the authors, a new approach--called the "embedding method"--was introduced, which allows to make use of exchangeable pairs for normal and multivariate normal approximation with Stein's method in cases where the…

概率论 · 数学 2009-12-18 Gesine Reinert , Adrian Röllin

We study a new class of time inhomogeneous P\'olya-type urn schemes and give optimal rates of convergence for the distribution of the properly scaled number of balls of a given color to nearly the full class of generalized gamma…

概率论 · 数学 2016-06-28 Erol A. Peköz , Adrian Röllin , Nathan Ross
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