On Stein's method for stochastically monotone single-birth chains

DOI10.1016/j.spl.2023.109993arXiv2207.00376OpenAlexW4388948891MaRDI QIDQ6152250

Fraser Daly

Publication date: 13 February 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.00376

zbMATH Keywords

Poisson's equationStein's methodtotal variation distancestochastic monotonicitysingle-birth Markov chain

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

• Unnamed Item
• Fundamentals of Stein's method
• Augmented truncation approximations of discrete-time Markov chains
• Stein's method and birth-death processes
• Approximating stationary distributions of fast mixing Glauber dynamics, with applications to exponential random graphs
• Stein's method for stationary distributions of Markov chains and application to Ising models
• Poisson's equation for discrete-time single-birth processes
• Stein's Method and Stochastic Orderings
• Truncation approximations of invariant measures for Markov chains
• Geometric Convergence Rates for Stochastically Ordered Markov Chains
• Error bounds for augmented truncation approximations of Markov chains via the perturbation method
• Stochastically monotone Markov Chains

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