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A previous paper discussed explicit bounds in the exponential approximation for the distribution of the waiting time until a stationary reversible Markov chain first enters a 'rare' subset of states. In this paper Stein's method is used to get explicit (but complicated) bounds on the Poisson...
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If a Markov chain converges rapidly to stationarity, then the time until the first hit on a rarely-visited set of states is approximately exponentially distributed; moreover an explicit bound for the error in this approximation can be given. This complements results of Keilson.
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Consider a Poisson process of unit squares in the plane, with intensity [theta]. Let q(L, [theta]) be the chance that an L x L square is completely covered by the randomly-positioned unit squares. Stein's method is used to give explicit bounds on q(L, [theta]), improving on the known asymptotic...
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Consider an array of random variables (Xi,j), 1 = i,j [infinity], such that permutations of rows or of columns do not alter the distribution of the array. We show that such an array may be represented as functions f([alpha], [xi]i, [eta]j, [lambda]i,j) of underlying i.i.d, random variables....
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