$$q$$-Moment Stein Kernels: Application to the Rate of Convergence in the Multidimensional CLT

In a recent study [Ann. Probab. 47 (4) 2172–2185, 2019], M. Fathi obtained new rates of convergence in the central limit theorem for the log-concave situations. His approach is based on analyzing Stein kernels using moment maps. In the present paper, we replace moment maps by $$q$$ -moment maps and describe construction of Stein kernels using $$q$$ -moment maps, which are convex solutions of a Monge–Ampère equation in [Nonlinear Anal. 239 (2024), 113417]. Then a bound on the Kantorovich–Wasserstein distance in the central limit theorem and in the context of probability distributions of negative powers is proved.

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Journal
Mathematical Notes
Published
2025-10-01
DOI
https://doi.org/10.1134/s0001434625600796
Primary Topic
Random Matrices and Applications
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article
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article

$$q$$-Moment Stein Kernels: Application to the Rate of Convergence in the Multidimensional CLT

H. V. Khanh
Mathematical Notes
Random Matrices and Applications
article

$$q$$-Moment Stein Kernels: Application to the Rate of Convergence in the Multidimensional CLT

H. V. Khanh
article en

Abstract

In a recent study [Ann. Probab. 47 (4) 2172–2185, 2019], M. Fathi obtained new rates of convergence in the central limit theorem for the log-concave situations. His approach is based on analyzing Stein kernels using moment maps. In the present paper, we replace moment maps by $$q$$ -moment maps and describe construction of Stein kernels using $$q$$ -moment maps, which are convex solutions of a Monge–Ampère equation in [Nonlinear Anal. 239 (2024), 113417]. Then a bound on the Kantorovich–Wasserstein distance in the central limit theorem and in the context of probability distributions of negative powers is proved.

Mathematical NotesVol. 118(3-4)
FPT University (VN)
Reduced inequalities
Openalex Percentile: Top 23%
Random Matrices and Applications
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$q$-Moment Stein Kernels: Application to the Rate of Convergence in the Multidimensional CLT — H. V. Khanh · Mathematical Notes (2025) | TGRS Research Map | TGRS