Fundamentals of Stein's method

Authors :: Ross, Nathan
Publication Year :: 2011
Abstract: 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 inequalities. The material is presented at a level accessible to beginning graduate 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.<br />Comment: 86 pages