Georgia Institute of Technology College of Sciences

Charles Stein brought the method that now bears his name to life in a 1972 Berkeley symposium paper that presented a new way to obtain information on the quality of the normal approximation, justified by the Central Limit Theorem asymptotic, by operating directly on random variables. At the heart of the method is the seemingly harmless characterization that a random variable $W$ has the standard normal ${\cal N}(0,1)$ distribution if and only if E[Wf(W)]=E[f'(W)] for all functions $f$ for which these expressions exist. From its inception, it was clear that Stein's approach had the power to provide non-asymptotic bounds, and to handle various dependency structures. In the near half century since the appearance of this work for the normal, the `characterizing equation' approach driving Stein's method has been applied to roughly thirty additional distributions using variations of the basic techniques, coupling and distributional transformations among them. Further offshoots are connections to Malliavin calculus and the concentration of measure phenomenon, and applications to random graphs and permutations, statistics, stochastic integrals, molecular biology and physics.