Stein's method for concentration inequalities

Details Stein's method for concentration inequalities Stein's method for concentration inequalities

2006-04-16

arxiv.org/abs/math/0604352v2

Mathematics

Probability

15 pages. To appear in PTRF

Scientific paper

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.

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