Open Access
August 2008 Stein’s method for discrete Gibbs measures
Peter Eichelsbacher, Gesine Reinert
Ann. Appl. Probab. 18(4): 1588-1618 (August 2008). DOI: 10.1214/07-AAP0498

Abstract

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].

Citation

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Peter Eichelsbacher. Gesine Reinert. "Stein’s method for discrete Gibbs measures." Ann. Appl. Probab. 18 (4) 1588 - 1618, August 2008. https://doi.org/10.1214/07-AAP0498

Information

Published: August 2008
First available in Project Euclid: 21 July 2008

zbMATH: 1146.60011
MathSciNet: MR2434182
Digital Object Identifier: 10.1214/07-AAP0498

Subjects:
Primary: 60E05
Secondary: 60E15 , 60F05 , 82B05

Keywords: birth and death processes , Gibbs measures , size bias coupling , Stein’s method

Rights: Copyright © 2008 Institute of Mathematical Statistics

Vol.18 • No. 4 • August 2008
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