Applications of Stein's method for concentration inequalities

Sourav Chatterjee, Partha S. Dey

Research output: Contribution to journalArticlepeer-review

Abstract

Stein's method for concentration inequalities was introduced to prove concentration of measure in problems involving complex dependencies such as random permutations and Gibbs measures. In this paper, we provide some extensions of the theory and three applications: (1)We obtain a concentration inequality for the magnetization in the Curie-Weiss model at critical temperature (where it obeys a nonstandard normalization and super-Gaussian concentration). (2) We derive exact large deviation asymptotics for the number of triangles in the Erdo{double acute}s-Rényi random graph G(n,p) when p ≥ 0.31. Similar results are derived also for general subgraph counts. (3) We obtain some interesting concentration inequalities for the Ising model on lattices that hold at all temperatures.

Original languageEnglish (US)
Pages (from-to)2443-2485
Number of pages43
JournalAnnals of Probability
Volume38
Issue number6
DOIs
StatePublished - Nov 2010
Externally publishedYes

Keywords

  • Concentration inequality
  • Curie-Weiss model
  • Erdo{double acute}s-Rényi random graph
  • Exponential random graph
  • Gibbs measures
  • Ising model
  • Large deviation
  • Stein's method

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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