Stein's method for concentration inequalities

• 成果类型: Article
• 署名作者: Chatterjee, Sourav
• 署名单位: University of California System; University of California Berkeley
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-006-0029-y
• 发表日期: 2007
• 页码: 305-321
• 关键词: approximations

摘要

We introduce a version of Stein's method for proving concentration and moment inequalities in problems with dependence. Simple illustrative examples from combinatorics, physics, and mathematical statistics are provided.