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arXiv:math/9712241 [math.PR]AbstractReferencesReviewsResources

Stein's Method and Non-Reversible Markov Chains

Jason Fulman

Published 1997-12-09, updated 2004-08-17Version 2

Let W be either the number of descents or inversions of a permutation. Stein's method is applied to show that W satisfies a central limit theorem with error rate n^(-1/2). The construction of an exchangeable pair (W,W') used in Stein's method is non-trivial and uses a non-reversible Markov chain.

Comments: 9 pages; final version appearing in IMS Lecture Notes, Volume 46 "Stein's Method: Expository Lectures and Applications". Change in title, slightly better bounds and exposition, updated bibliography
Categories: math.PR, math.CO
Subjects: 60F05, 20B30
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