From Stein identities to moderate deviations
Authors:
- Louis H. Y. ChenLCLouis H. Y. Chen
- Xiao FangXFXiao Fang
- Qi-Man ShaoQSQi-Man Shao
Open Access
- 1 January 2013
- journal article
- research article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 41 (1) , 262-293
Abstract
Stein’s method is applied to obtain a general Cramér-type moderate deviation result for dependent random variables whose dependence is defined in terms of a Stein identity. A corollary for zero-bias coupling is deduced. The result is also applied to a combinatorial central limit theorem, a general system of binary codes, the anti-voter model on a complete graph, and the Curie–Weiss model. A general moderate deviation result for independent random variables is also proved.Keywords
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