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Stein’s method for concentration inequalities
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  • Published: 19 October 2006

Stein’s method for concentration inequalities

  • Sourav Chatterjee1 

Probability Theory and Related Fields volume 138, pages 305–321 (2007)Cite this article

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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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Authors and Affiliations

  1. Department of Statistics, University of California, 367 Evans Hall #3860, Berkeley, CA, 94720-3860, USA

    Sourav Chatterjee

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  1. Sourav Chatterjee
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Correspondence to Sourav Chatterjee.

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Cite this article

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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  • Received: 17 May 2006

  • Revised: 28 August 2006

  • Published: 19 October 2006

  • Issue Date: May 2007

  • DOI: https://doi.org/10.1007/s00440-006-0029-y

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Keywords

  • Concentration inequalities
  • Random permutations
  • Gibbs measures
  • Stein’s method
  • Curie–Weiss model
  • Ising model

Mathematics Subject Classification (2000)

  • 60E15
  • 60C05
  • 60K35
  • 82C22
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