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arxiv: 0911.5373 · v4 · pith:VWEGZO2Vnew · submitted 2009-11-28 · 🧮 math.PR

From Stein identities to moderate deviations

classification 🧮 math.PR
keywords generalmoderateresultsteinapplieddeviationmodelrandom
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Stein's method is applied to obtain a general Cramer-type moderate deviation result for dependent random variables whose dependence is defined in terms of a Stein identity. A corollary for zero-bias coupling is deduced. The result is also applied to a combinatorial central limit theorem, a general system of binary codes, the anti-voter model on a complete graph, and the Curie-Weiss model. A general moderate deviation result for independent random variables is also proved.

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