Stein's Method and Non-Reversible Markov Chains

Details Stein's Method and Non-Reversible Markov Chains Stein's Method and Non-Reversible Markov Chains

1997-12-09

arxiv.org/abs/math/9712241v2

Mathematics

Probability

9 pages; final version appearing in IMS Lecture Notes, Volume 46 "Stein's Method: Expository Lectures and Applications". Chang

Scientific paper

Let W be either the number of descents or inversions of a permutation.
Stein's method is applied to show that W satisfies a central limit theorem with
error rate n^(-1/2). The construction of an exchangeable pair (W,W') used in
Stein's method is non-trivial and uses a non-reversible Markov chain.

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