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Stein's Method and Non-Reversible Markov Chains

Jason Fulman

math.PRarXiv:math/9712241

Abstract

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.

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