Stein’s method for concentration inequalities

@article{Chatterjee2006SteinsMF,
  title={Stein’s method for concentration inequalities},
  author={Sourav Chatterjee},
  journal={Probability Theory and Related Fields},
  year={2006},
  volume={138},
  pages={305-321}
}
  • S. Chatterjee
  • Published 16 April 2006
  • Mathematics
  • Probability Theory and Related Fields
We introduce a version of Stein’s method for proving concentration and moment inequalities in problems with dependence. Simple illustrative examples from combinatorics, physics, and mathematical statistics are provided. 
Stein ’ s method for concentration inequalities
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