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 language | English (US) |
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Pages (from-to) | 2443-2485 |
Number of pages | 43 |
Journal | Annals of Probability |
Volume | 38 |
Issue number | 6 |
DOIs | |
State | Published - Nov 2010 |
Externally published | Yes |
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