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February 2009 Reaching the best possible rate of convergence to equilibrium for solutions of Kac’s equation via central limit theorem
Emanuele Dolera, Ester Gabetta, Eugenio Regazzini
Ann. Appl. Probab. 19(1): 186-209 (February 2009). DOI: 10.1214/08-AAP538

Abstract

Let f(⋅, t) be the probability density function which represents the solution of Kac’s equation at time t, with initial data f0, and let gσ be the Gaussian density with zero mean and variance σ2, σ2 being the value of the second moment of f0. This is the first study which proves that the total variation distance between f(⋅, t) and gσ goes to zero, as t→+∞, with an exponential rate equal to −1/4. In the present paper, this fact is proved on the sole assumption that f0 has finite fourth moment and its Fourier transform ϕ0 satisfies |ϕ0(ξ)|=o(|ξ|p) as |ξ|→+∞, for some p>0. These hypotheses are definitely weaker than those considered so far in the state-of-the-art literature, which in any case, obtains less precise rates.

Citation

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Emanuele Dolera. Ester Gabetta. Eugenio Regazzini. "Reaching the best possible rate of convergence to equilibrium for solutions of Kac’s equation via central limit theorem." Ann. Appl. Probab. 19 (1) 186 - 209, February 2009. https://doi.org/10.1214/08-AAP538

Information

Published: February 2009
First available in Project Euclid: 20 February 2009

zbMATH: 1163.60007
MathSciNet: MR2498676
Digital Object Identifier: 10.1214/08-AAP538

Subjects:
Primary: 60F05 , 82C40

Keywords: Berry–Esseen inequalities , central limit theorem , Kac’s equation , total variation distance , Wild’s sum

Rights: Copyright © 2009 Institute of Mathematical Statistics

Vol.19 • No. 1 • February 2009
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