A short survey of Stein's method

Understand

Stein's method is a powerful technique for proving central limit theorems in probability theory when more straightforward approaches cannot be implemented easily.

• This article begins with a survey of the historical development of Stein's method and some recent advances.
• This is followed by a description of a "general purpose" variant of Stein's method that may be called the generalized perturbative approach, and an application of this method to minimal spanning trees.
• The article concludes with the descriptions of some well known open problems that may possibly be solved by the perturbative approach or some other variant of Stein's method.