Fundamentals of Stein's method

  title={Fundamentals of Stein's method},
  author={Nathan Ross},
  journal={Probability Surveys},
  • Nathan Ross
  • Published 9 September 2011
  • Mathematics
  • Probability Surveys
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. 

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Preface.- 1.Introduction.- 2.Fundamentals of Stein's Method.- 3.Berry-Esseen Bounds for Independent Random Variables.- 4.L^1 Bounds.- 5.L^1 by Bounded Couplings.- 6 L^1: Applications.- 7.Non-uniform