Applications of Stein’s method for concentration inequalities

Authors:
  • SCSourav Chatterjee
    Sourav Chatterjee
  • PDPartha S. Dey
    Partha S. Dey
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Abstract
Stein’s method for concentration inequalities was introduced to prove concentration of measure in problems involving complex dependencies such as random permutations and Gibbs measures. In this paper, we provide some extensions of the theory and three applications: (1) We obtain a concentration inequality for the magnetization in the Curie–Weiss model at critical temperature (where it obeys a nonstandard normalization and super-Gaussian concentration). (2) We derive exact large deviation asymptotics for the number of triangles in the Erdős–Rényi random graph G(n, p) when p ≥ 0.31. Similar results are derived also for general subgraph counts. (3) We obtain some interesting concentration inequalities for the Ising model on lattices that hold at all temperatures.

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