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Stein's method for concentration inequalities

Probability Theory and Related Fields (2007) 138(1-2) 305-321
DOI: 10.1007/s00440-006-0029-y
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Abstract

We introduce a version of Stein's method for proving concentration and moment inequalities in problems with dependence. Simple illustrative examples from combinatorics, physics, and mathematical statistics are provided. © 2006 Springer-Verlag.

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Chatterjee, S. (2007). Stein’s method for concentration inequalities. Probability Theory and Related Fields, 138(1–2), 305–321. https://doi.org/10.1007/s00440-006-0029-y

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