From Stein identities to moderate deviations

• Autores: Louis H.Y. Chen, Xiao Fang, Qi-Man Shao
• Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 41, Nº. 1, 2013, págs. 262-293
• Idioma: inglés
• DOI: 10.1214/12-AOP746
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• Resumen

  • Stein’s method is applied to obtain a general Cramér-type moderate deviation result for dependent random variables whose dependence is defined in terms of a Stein identity. A corollary for zero-bias coupling is deduced. The result is also applied to a combinatorial central limit theorem, a general system of binary codes, the anti-voter model on a complete graph, and the Curie–Weiss model. A general moderate deviation result for independent random variables is also proved.