Abstract <p> 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 <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(q\)</EquationSource> </InlineEquation>-moment maps and describe construction of Stein kernels using <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(q\)</EquationSource> </InlineEquation>-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. </p>

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\(q\)-Moment Stein Kernels: Application to the Rate of Convergence in the Multidimensional CLT

  • H. Khanh

摘要

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.