Louis H. Y. CHEN

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Selected Publications

  1. On the convergence of Poisson binomial to Poisson distributions, Ann. Probab. 2 (1974), 178-180.
  2. Poisson approximation for dependent trials. Ann. Probab. 3 (1975), 534-545.
  3. An approximation theorem for sums of certain randomly selected indicators. Z. Wahrsch. Verw. Gebiete. 33 (1975), 69-74.
  4. An approximation theorem for convolutions of probability measures. Ann. Probab. 3 (1975), 992-999.
  5. (With S. T. Ho) An Lp bound for the remainder in a combinatorial central limit theorem. Ann. Probab. 6 (1978), 231-249.
  6. A short note on the conditional Borel-Cantelli lemma, Ann. Probab. 6 (1978), 699-700.
  7. Two central limit problems for dependent random variables. Z. Wahrsch. Verw. Gebiete. 43 (1978), 223-243. (PDF)
  8. A martingale inequality for the square and maximal functions. Ann. Probab. 7 (1979), 1051-1055.
  9. Martingale transform and random Abel-Dini series. Ann. Probab. 8 (1980), 475-482.
  10. Martingale convergence via the square function. Proc. Amer. Math. Soc. 83 (1981), 125-127.
  11. An inequality for the multivariate normal distribution, J. Multivariate Anal. 12 (1982), 306-315.
  12. Poincaré-type inequalities via stochastic integrals. Z. Wahrsch. Verw. Gebiete. 69 (1985), 251-277.
  13. The rate of convergence in a central limit theorem for dependent random variables with arbitrary index set. IMA Preprint Series #243, Univ. Minnesota, 1986.(PDF)
  14. (With J. H. Lou) Characterization of probability distributions by Poincaré-type inequalities. Ann. Inst. H. Poincaré Sect. B (N.S.) 23 (1987), 91-110.
  15. The central limit theorem and Poincare-type inequalities. Ann. Probab. 16 (1988), 300-304.
  16. Comment on "Poisson approximation and the Chen-Stein method" by R. Arratia, L. Goldstein and L. Gordon. Statist. Sci. 5 (1990), 429-432.
  17. (With A. D. Barbour) On the binary expansion of a random integer, Statist. Probab. Lett. 14 (1992), 235-241.
  18. (With A. D. Barbour and W. L. Loh) Compound Poisson approximation for nonnegative random variables via Stein's method. Ann. Probab. 20 (1992), 1843- 1866.
  19. (With K. P. Choi) Some Asymptotic and large deviation results in Poisson approximation. Ann. Probab. 20 (1992), 1867-1876.
  20. Extending the Poisson approximation. Science 262 (1993), 379-380.
  21. (With A. D. Barbour and K. P. Choi) Poisson approximation for unbounded functions, I: independent summands. Statist. Sinica 5 (1995), 749-766.
  22. (With M. Roos) Compound Poisson approximation for unbounded functions on a group, with application to large deviations. Probab. Theory and Relat. Fields 103 (1995), 515-528.
  23. Stein's method: some perspectives with applications. Probability Towards 2000 (L. Accardi and C. C. Heyde, eds.), Lecture Notes in Statistics No. 128, Springer Verlag, 1998, 97-122.
  24. Non-uniform bounds in probability approximations using Stein's method. Probability and Statistical Models with Applications: A Volume in Honor of Theophilos Cacoullos (Ch. A. Charalambides, M. V. Koutras and N. Balakrishnan, eds.), Chapman & Hall/CRC Press, Boca Raton, Florida, 2000, 3-14.
  25. (With Qi-Man Shao) A non-uniform Berry-Esseen bound via Stein's method. Probab. Theory and Relat. Fields 120 (2001), 236-254.
  26. (With Qi-Man Shao) Normal approximation under local dependence. Ann. Probab. 32 (2004), 1985-2028. (PDF)
  27. (With Aihua Xia) Stein's method, Palm theory and Poisson process approximation. Ann. Probab. 32 (2004), 2545-2569. (PDF)
  28. (With T. N. T. Goodman and S. L. Lee) Asymptotic normality of scaling functions. SIAM J. Math. Anal. 36 (2004), 323-346. (PDF)
  29. (With Q. M.Shao) Stein's method for normal approximation, An Introduction to Stein's Method (A.D. Barbour and L. H. Y. Chen, eds), Lecture Notes Series No. 4, Institute for Mathematical Sciences, National University of Singapore, Singapore University Press and World Scientific 2005, 1-59. (PDF) (Copyright (2005) Singapore University Press and World Scientific Publishing)
  30. (With A. D. Barbour) The permutation distribution of matrix correlation statistics, Stein's Method and Applications (A.D. Barbour and L. H. Y. Chen, eds), Lecture Notes Series No. 5, Institute for Mathematical Sciences, National University of Singapore, Singapore University Press and World Scientific 2005, 223-245. (PDF) (Copyright (2005) Singapore University Press and World Scientific Publishing)
  31. (With Ming-Ying Leung, K. P Choi and Aihua Xia) Nonrandom clusters of palindromes in herpesvirus genomes. J. Computat. Bio. 12 (2005), 331-354. (PDF)
  32. (With Aihua Xia) Poisson process approximation: from Palm theory to Stein’s method. Time Series and Related Topics, IMS Lecture Notes Monograph Series Vol. 52 (2006), 236-244. (PDF)
  33. (With Qi-Man Shao) Normal approximation for nonlinear statistics using a concentration inequality approach. Bernoulli 13 (2007), 581-599. (PDF, Long version PDF).

 

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