Institute of Mathematical Statistics Lecture Notes - Monograph Series

Stein’s method and non-reversible Markov chains

Jason Fulman

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Let $W(\pi)$ be either the number of descents or inversions of a permutation $\pi \in S_n$. Stein's method is applied to show that $W$ satisfies a central limit theorem with error rate $n^{-1/2}$. The construction of an exchangeable pair $(W,W')$ used in Stein's method is non-trivial and uses a non-reversible Markov chain.

Chapter information

Persi Diaconis and Susan Holmes, eds., Stein's Method: Expository Lectures and Applications (Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2004) , 66-74

First available in Project Euclid: 28 November 2007

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Copyright © 2004, Institute of Mathematical Statistics


Fulman, Jason. Stein’s method and non-reversible Markov chains. Stein's Method, 66--74, Institute of Mathematical Statistics, Beachwood, Ohio, USA, 2004. doi:10.1214/lnms/1196283800.

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