Stein’s method for discrete Gibbs measures
Eichelsbacher, Peter ; Reinert, Gesine
Ann. Appl. Probab., Tome 18 (2008) no. 1, p. 1588-1618 / Harvested from Project Euclid
Stein’s method provides a way of bounding the distance of a probability distribution to a target distribution μ. Here we develop Stein’s method for the class of discrete Gibbs measures with a density eV, where V is the energy function. Using size bias couplings, we treat an example of Gibbs convergence for strongly correlated random variables due to Chayes and Klein [Helv. Phys. Acta 67 (1994) 30–42]. We obtain estimates of the approximation to a grand-canonical Gibbs ensemble. As side results, we slightly improve on the Barbour, Holst and Janson [Poisson Approximation (1992)] bounds for Poisson approximation to the sum of independent indicators, and in the case of the geometric distribution we derive better nonuniform Stein bounds than Brown and Xia [Ann. Probab. 29 (2001) 1373–1403].
Publié le : 2008-08-15
Classification:  Stein’s method,  Gibbs measures,  birth and death processes,  size bias coupling,  60E05,  60F05,  60E15,  82B05
@article{1216677133,
     author = {Eichelsbacher, Peter and Reinert, Gesine},
     title = {Stein's method for discrete Gibbs measures},
     journal = {Ann. Appl. Probab.},
     volume = {18},
     number = {1},
     year = {2008},
     pages = { 1588-1618},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1216677133}
}
Eichelsbacher, Peter; Reinert, Gesine. Stein’s method for discrete Gibbs measures. Ann. Appl. Probab., Tome 18 (2008) no. 1, pp.  1588-1618. http://gdmltest.u-ga.fr/item/1216677133/