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CLT-related large deviation bounds based on Stein's method
Published online by Cambridge University Press: 01 July 2016
Abstract
Large deviation estimates are derived for sums of random variables with certain dependence structures, including finite population statistics and random graphs. The argument is based on Stein's method, but with a novel modification of Stein's equation inspired by the Cramér transform.
MSC classification
- Type
- General Applied Probability
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- Copyright © Applied Probability Trust 2007
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