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Probability Theory and Related Fields
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arXiv.org e-Print Archive
Preprint . 2006
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Probability Theory and Related Fields
Article . 2006 . Peer-reviewed
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https://dx.doi.org/10.48550/ar...
Article . 2006
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Probability Theory and Related Fields
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Stein’s method for concentration inequalities

descriptionPublicationkeyboard_double_arrow_right Article , Preprint 19 Oct 2006Embargo end date: 01 Jan 2006 English Publisher:Springer Science and Business Media LLCJournal:Probability Theory and Related Fields, volume 138, pages 305-321 (issn: 0178-8051, eissn: 1432-2064, Copyright policy )
Authors: Sourav Chatterjee;

doi: 10.1007/s00440-006-0029-y , 10.48550/arxiv.math/0604352

arXiv: http://arxiv.org/abs/math/0604352

Stein’s method for concentration inequalities

Abstract

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.

15 pages. To appear in PTRF

Related Organizations
Keywords

60E15; 60C05; 60K35; 82C22, 60K35, Probability (math.PR), FOS: Mathematics, Mathematics - Combinatorics, 60C05, Combinatorics (math.CO), 60E15, 82C22, Mathematics - Probability

  • BIP!
    Impact byBIP!
    citations
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 120
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Top 10%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 Top 10%
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Top 10%
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citations
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
120
Top 10%
Top 10%
Top 10%
Green
bronze