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CLT-related large deviation bounds based on Stein's method

Part of: Sampling theory, sample surveys Limit theorems Graph theory

Published online by Cambridge University Press:  01 July 2016

Martin Raič
Martin Raič*
Affiliation:
University of Ljubljana
*
∗ Postal address: Faculty of Mathematics and Physics, University of Ljubljana, Jadranska 19, SI-1000 Ljubljana, Slovenia. Email address: martin.raic@fmf.uni-lj.si
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Abstract

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Large deviation estimates are derived for sums of random variables with certain dependence structures, including finite population statistics and random graphs. The argument is based on Stein's method, but with a novel modification of Stein's equation inspired by the Cramér transform.

Keywords

Large deviationscentral limit theoremrandom graphsfinite population statistics

MSC classification

Primary: 60F10: Large deviations
Secondary: 60F05: Central limit and other weak theorems 05C80: Random graphs 62D05: Sampling theory, sample surveys
Type
General Applied Probability
Information
Advances in Applied Probability , Volume 39 , Issue 3 , September 2007 , pp. 731 - 752
Copyright
Copyright © Applied Probability Trust 2007 

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