From Stein Identities to Moderate Deviations

Mathematics – Probability

Scientific paper

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Scientific paper

Stein's method is applied to obtain a Cram\'er 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.

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