Fundamentals of Stein's method

Details Fundamentals of Stein's method Fundamentals of Stein's method

2011-09-09

arxiv.org/abs/1109.1880v1

Mathematics

Probability

86 pages

Scientific paper

This survey article discusses the main concepts and techniques of Stein's method for distributional approximation by the normal, Poisson, exponential, and geometric distributions, and also its relation to concentration inequalities. The material is presented at a level accessible to beginning graduate students studying probability with the main emphasis on the themes that are common to these topics and also to much of the Stein's method literature.

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