  In this paper, we extend the spectral method developed \cite{DP} to any
dimension $d\geqslant 1$, in order to construct an eigen-solution for the
Fokker-Planck operator with heavy tail equilibria, of the form
$(1+|v|^2)^{-\frac{\beta}{2}}$, in the range $\beta \in ]d,d+4[$. The method
developed in dimension 1 was inspired by the work of H. Koch on nonlinear KdV
equation \cite{Koch}. The strategy in this paper is the same as in dimension 1
but the tools are different, since dimension 1 was based on ODE methods. As a
direct consequence of our construction, we obtain the fractional diffusion
limit for the kinetic Fokker-Planck equation, for the correct density $\rho :=
\int_{R^d} f \mathrm{d}v$, with a fractional Laplacian
$\kappa(-\Delta)^{\frac{\beta-d+2}{6}}$ and a positive diffusion coefficient
$\kappa$.
