Abstract
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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Chatterjee, S. Stein’s method for concentration inequalities. Probab. Theory Relat. Fields 138, 305–321 (2007). https://doi.org/10.1007/s00440-006-0029-y
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DOI: https://doi.org/10.1007/s00440-006-0029-y
Keywords
- Concentration inequalities
- Random permutations
- Gibbs measures
- Stein’s method
- Curie–Weiss model
- Ising model