Stein’s method has been invented in 1972 by Charles Stein and consists nowadays of a collection of techniques to derive probabilistic limit theorems. In particular, it allows to study the speed of convergence in such results. The lecture introduces the fundamental ideas of Stein’s method. The principal focus will be on limit theorems having a Poisson random variable as a target. The abstract results will be applied to concrete situations especially arising in the theory of combinatorial or geometric random graphs.
Semester: SoSe 2024