Stein Kernels and Normal Approximation for Log-Concave Bilinear Forms

Abstract

Jiang, Lee, and Vempala conjectured that if $X,Y\in\mathbb{R}^n$ are independent isotropic log-concave random vectors, then $W_2(L(\langle X,Y\rangle),N(0,n))$ is bounded by a universal constant. Subject to Theorems 1.2 and 2.5 of arXiv:2607.24164v1, we prove this conjecture and a rectangular bilinear-form extension. For independent isotropic log-concave $X\in\mathbb{R}^m$, $Y\in\mathbb{R}^n$, and nonzero $B\in\mathbb{R}^{m\times n}$, put \[ r_4(B)=\frac{(\operatorname{Tr}(B^\top B))^2} {\operatorname{Tr}((B^\top B)^2)}. \] We construct a nonnegative scalar Stein kernel for $X^\top B Y/\|B\|_F$ whose squared $L^2$ discrepancy is at most $20/r_4(B)$, and consequently obtain the same bound for squared $2$-Wasserstein distance to $N(0,1)$. The proof develops an exact covariance identity and deficit decomposition for trace observables of moment-map Stein kernels, together with a stability theorem for positive Stein kernels under log-concave approximation. Taking $B=I_n$ yields \[ W_2^2\left(L\left(\frac{\langle X,Y\rangle}{\sqrt{n}}\right),N(0,1)\right)\leq\frac{20}{n}, \] which is the Jiang--Lee--Vempala conjecture.