CLT-related large deviation bounds based on Stein's method
نویسندگان
چکیده
منابع مشابه
CLT-related large deviation bounds based on Stein’s method
Large deviation estimates are derived for sums of random variables with certain dependence structures. Our results cover local dependence (including U -statistics and Nash equilibria), finite population statistics and random graphs. The argument is based on Stein’s method, but with a novel modification of Stein’s equation inspired by the Cramér transform.
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ژورنال
عنوان ژورنال: Advances in Applied Probability
سال: 2007
ISSN: 0001-8678,1475-6064
DOI: 10.1239/aap/1189518636