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相关论文: A note on the exchangeability condition in Stein's…

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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

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 combine the method of exchangeable pairs with Stein's method for functional approximation. As a result, we give a general linearity condition under which an abstract Gaussian approximation theorem for stochastic processes holds. We apply…

概率论 · 数学 2020-10-22 Mikolaj J. Kasprzak

It is shown that the method of exchangeable pairs introduced by Stein [Approximate Computation of Expectations (1986) IMS, Hayward, CA] for normal approximation can effectively be used for translated Poisson approximation. Introducing an…

概率论 · 数学 2010-04-06 Adrian Röllin

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

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

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

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

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

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

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

This is a survey paper on Poisson approximation using Stein's method of exchangeable pairs. We illustrate using Poisson-binomial trials and many variations on three classical problems of combinatorial probability: the matching problem, the…

概率论 · 数学 2007-05-23 Sourav Chatterjee , Persi Diaconis , Elizabeth Meckes

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 extend Stein's celebrated Wasserstein bound for normal approximation via exchangeable pairs to the multi-dimensional setting. As an intermediate step, we exploit the symmetry of exchangeable pairs to obtain an error bound for smooth test…

概率论 · 数学 2020-09-22 Xiao Fang , Yuta Koike

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

Random events in space and time often exhibit a locally dependent structure. When the events are very rare and dependent structure is not too complicated, various studies in the literature have shown that Poisson and compound Poisson…

概率论 · 数学 2011-02-22 Aihua Xia , Fuxi Zhang

We propose a way of finding a Stein type characterization of a given absolutely continuous distribution $\mu$ on $\R$ which is motivated by a regression property satisfied by an exchangeable pair $(W,W')$ where $\calL(W)$ is supposed or…

概率论 · 数学 2012-07-24 Christian Döbler

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

Motivated by the central limit problem for convex bodies, we study normal approximation of linear functionals of high-dimensional random vectors with various types of symmetries. In particular, we obtain results for distributions which are…

概率论 · 数学 2016-09-07 Elizabeth S. Meckes , Mark W. Meckes

We show how the infinitesimal exchangeable pairs approach to Stein's method combines naturally with the theory of Markov semigroups. We present a multivariate normal approximation theorem for functions of a random variable invariant with…

概率论 · 数学 2025-10-01 David Grzybowski , Mark Meckes
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