Stein's method for concentration inequalities

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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.
15 pages. To appear in PTRF

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Probability, Combinatorics, 60E15; 60C05; 60K35; 82C22

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http://salesiana.dossiersoluciones.com/handle/123456789/111585

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0604352
 http://arxiv.org/abs/math/0604352

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arXiv