FROM STEIN IDENTITIES TO MODERATE DEVIATIONS

• 成果类型: Article
• 署名作者: Chen, Louis H. Y.; Fang, Xiao; Shao, Qi-Man
• 署名单位: National University of Singapore; National University of Singapore; Hong Kong University of Science & Technology; Chinese University of Hong Kong
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/12-AOP746
• 发表日期: 2013
• 页码: 262-293
• 关键词: Approximation

摘要

Stein's method is applied to obtain a general Cramer-type moderate deviation result for dependent random variables whose dependence is defined in terms of a Stein identity. A corollary for zero-bias coupling is deduced. The result is also applied to a combinatorial central limit theorem, a general system of binary codes, the anti-voter model on a complete graph, and the Curie-Weiss model. A general moderate deviation result for independent random variables is also proved.