From Stein identities to moderate deviations

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Chen, Louis H. Y.
Fang, Xiao
Shao, Qi-Man
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Abstract
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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.
Comment: Published in at http://dx.doi.org/10.1214/12-AOP746 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
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Mathematics - Probability
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