Open Access
2011 Fundamentals of Stein’s method
Nathan Ross
Probab. Surveys 8: 210-293 (2011). DOI: 10.1214/11-PS182


This survey article discusses the main concepts and techniques of Stein’s method for distributional approximation by the normal, Poisson, exponential, and geometric distributions, and also its relation to concentration of measure inequalities. The material is presented at a level accessible to beginning graduate students studying probability with the main emphasis on the themes that are common to these topics and also to much of the Stein’s method literature.


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Nathan Ross. "Fundamentals of Stein’s method." Probab. Surveys 8 210 - 293, 2011.


Published: 2011
First available in Project Euclid: 28 October 2011

zbMATH: 1245.60033
MathSciNet: MR2861132
Digital Object Identifier: 10.1214/11-PS182

Primary: 60C05 , 60F05
Secondary: 05C80

Keywords: concentration of measure inequalities , distributional approximation , Exchangeable pairs , size-bias distribution , Stein’s method

Rights: Copyright © 2011 The Institute of Mathematical Statistics and the Bernoulli Society

Vol.8 • 2011
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