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 Probability Surveys > Vol. 8 (2011) open journal systems 

Fundamentals of Stein's method

Nathan F. Ross, University of California, Berkeley

This survey article discusses the main concepts and techniques of Stein's method for distributional approximation by the normal, Poisson, exponential, and geometric distributions, and also its relation to concentration of measure inequalities. The material is presented at a level accessible to beginning raduate students studying probability with the main emphasis on the themes that are common to these topics and also to much of the Stein's method literature.

AMS 2000 subject classifications: Primary 60F05, 60C05; secondary 05C80.

Keywords: Stein's method, distributional approximation, concentration of measure inequalities, size-bias distribution, exchangeable pairs.

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Ross, Nathan F., Fundamentals of Stein's method, Probability Surveys, 8, (2011), 210-293 (electronic). DOI: 10.1214/11-PS182.


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