The Prelimit Generator Comparison Approach of Stein’s Method

This paper uses the generator comparison approach of Stein’s method to analyze gap between steady-state distributions Markov chains and diffusion processes. The “standard” starts with Poisson equation for diffusion, main technical difficulty is obtain bounds on derivatives solution equation, also known as Stein factor bounds. In this we propose starting chain; term prelimit approach. Although one still needs bounds, they now correspond finite differences chain rather than equation. certain cases, former are easier obtain. We use [Formula: see text] model a simple working example illustrate our