Stein kernels for $q$-moment measures and new bounds for the rate of convergence in the central limit theorem

Huynh Khanh, Filippo Santambrogio, Doan Thai Son

Given an isotropic probability measure $\mu$ on ${\mathbb{R}}^d$ with $\mathrm{d}\mu \left(x\right)={\left(\varrho \left(x\right)\right)}^{-\alpha }\mathrm{d}x$, where $\alpha >d+1$ and $\v…