Student Probability Seminar

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Stein's Method for Concentration Inequalities and a Simple Application to Spin Glass Systems and Random Permutations

Speaker: Antonio Auffinger and Ivan Corwin

Location: Warren Weaver Hall 813

Date: Friday, November 14, 2008, 3 p.m.

Synopsis:

This talk will be based on Sourav Chatterjee's Ph.D. thesis. We will give a brief introduction on how to use Stein's method to get concentration inequalities. As an application, we will get concentration bounds for the magnetization on the Curie-Weiss model and concetration for the number of fixed points of a random permutation.