相关论文: Stein's method for positively associated random va…
Let $\boldsymbol{\xi}=(\xi_1,\ldots,\xi_m)$ be a negatively associated mean zero random vector with components that obey the bound $|\xi_i| \le B, i=1,\ldots,m$, and whose sum $W = \sum_{i=1}^m \xi_i$ has variance 1, the bound \[…
In this paper we extend Stein's method to the distribution of the product of $n$ independent mean zero normal random variables. A Stein equation is obtained for this class of distributions, which reduces to the classical normal Stein…
By the continuous mapping theorem, if a sequence of $d$-dimensional random vectors $(\mathbf{W}_n)_{n\geq1}$ converges in distribution to a multivariate normal random variable $\Sigma^{1/2}\mathbf{Z}$, then the sequence of random variables…
We obtain explicit error bounds for the $d$-dimensional normal approximation on hyperrectangles for a random vector that has a Stein kernel, or admits an exchangeable pair coupling, or is a non-linear statistic of independent random…
The concentration inequality approach for normal approximation by Stein's method is generalized to the multivariate setting. We use this approach to prove a non-smooth function distance for multivariate normal approximation for standardized…
Stein's method is used to obtain two theorems on multivariate normal approximation. Our main theorem, Theorem 1.2, provides a bound on the distance to normality for any nonnegative random vector. Theorem 1.2 requires multivariate size bias…
The one-dimensional Ising model in an external magnetic field with uniform long-range interactions and random short-range interactions satisfying bimodal annealed distributions is studied. This generalizes the random model discussed by…
We use Stein's method to provide non asymptotic $L^1$ bounds to the normal for functionals of associated point processes. As for supporting tools, we use the connection between association and $\alpha$-mixing properties that was recently…
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…
We consider long strips of finite width $L \leq 13$ sites of ferromagnetic Ising spins with random couplings distributed according to the binary distribution: $P(J_{ij})= {1 \over 2} ( \delta (J_{ij} -J_0) + \delta (J_{ij} -rJ_0) ) ,\ 0 < r…
This paper provides an introduction to the Stein method framework in the context of steady-state diffusion approximations. The framework consists of three components: the Poisson equation and gradient bounds, generator coupling, and moment…
We develop a new formulation of Stein's method to obtain computable upper bounds on the total variation distance between the geometric distribution and a distribution of interest. Our framework reduces the problem to the construction of a…
We obtain bounds to quantify the distributional approximation in the delta method for vector statistics (the sample mean of $n$ independent random vectors) for normal and non-normal limits, measured using smooth test functions. For normal…
The 3D Ising-like system in the external field is described using the non-perturbative collective variables method. The universal as well as nonuniversal system characteristics are obtained within the framework of this approach. The…
This paper is concerned with the Stein's method associated with a (possibly) asymmetric $\alpha$-stable distribution $Z$, in dimension one. More precisely, its goal is twofold. In the first part, we exhibit a genuine bound for the…
We provide a general result for bounding the difference between point probabilities of integer supported distributions and the translated Poisson distribution, a convenient alternative to the discretized normal. We illustrate our theorem in…
In a recent paper, Gaunt 2020 extended Stein's method to limit distributions that can be represented as a function $g:\mathbb{R}^d\rightarrow\mathbb{R}$ of a centered multivariate normal random vector $\Sigma^{1/2}\mathbf{Z}$ with…
We derive explicit central moment inequalities for random variables that admit a Stein coupling, such as exchangeable pairs, size--bias couplings or local dependence, among others. The bounds are in terms of moments (not necessarily…
There is proposed a model of scale-free random graphs which are locally close to the uncorrelated complex random networks with divergent $\langle k^2 \rangle$ studied in e.g. S. N. Dorogovtsev {\it et al}, Rev. Mod. Phys. {\bf 80}, 1275…
We investigate the statistical mechanics of the periodic one-dimensional Ising chain when the number of positive spins is constrained to be either an even or an odd number. We calculate the partition function using a generalization of the…