Please use this identifier to cite or link to this item: http://hdl.handle.net/1783.1/55599

FROM STEIN IDENTITIES TO MODERATE DEVIATIONS

Authors Chen, Louis H.Y.
Fang, Xiao
Shao, Qi-Man View this author's profile
Issue Date 2013
Source Annals of Probability , v. 41, (1), January 2013, p. 262-293
Summary 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.
Subjects
ISSN 0091-1798
Language English
Format Article
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