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Fundamentals of Stein’s method. (English) Zbl 1245.60033
Summary: This survey article discusses the main concepts and techniques of Stein’s method for distributional approximation by the normal, Poisson, exponential, and geometric distributions, and also its relation to concentration of measure inequalities. The material is presented at a level accessible to beginning graduate students studying probability with the main emphasis on the themes that are common to these topics and also to much of the Stein’s method literature.

MSC:
60F05 Central limit and other weak theorems
60C05 Combinatorial probability
05C80 Random graphs (graph-theoretic aspects)
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