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April 2010 The role of the central limit theorem in discovering sharp rates of convergence to equilibrium for the solution of the Kac equation
Emanuele Dolera, Eugenio Regazzini
Ann. Appl. Probab. 20(2): 430-461 (April 2010). DOI: 10.1214/09-AAP623

Abstract

In Dolera, Gabetta and Regazzini [Ann. Appl. Probab. 19 (2009) 186–201] it is proved that the total variation distance between the solution f(⋅, t) of Kac’s equation and the Gaussian density (0, σ2) has an upper bound which goes to zero with an exponential rate equal to −1/4 as t→+∞. In the present paper, we determine a lower bound which decreases exponentially to zero with this same rate, provided that a suitable symmetrized form of f0 has nonzero fourth cumulant κ4. Moreover, we show that upper bounds like ̅Cδe−(1/4)tρδ(t) are valid for some ρδ vanishing at infinity when |v|4+δf0(v) dv<+∞ for some δ in [0, 2[ and κ4=0. Generalizations of this statement are presented, together with some remarks about non-Gaussian initial conditions which yield the insuperable barrier of −1 for the rate of convergence.

Citation

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Emanuele Dolera. Eugenio Regazzini. "The role of the central limit theorem in discovering sharp rates of convergence to equilibrium for the solution of the Kac equation." Ann. Appl. Probab. 20 (2) 430 - 461, April 2010. https://doi.org/10.1214/09-AAP623

Information

Published: April 2010
First available in Project Euclid: 9 March 2010

zbMATH: 1195.60033
MathSciNet: MR2650038
Digital Object Identifier: 10.1214/09-AAP623

Subjects:
Primary: 60F05 , 82C40

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

Rights: Copyright © 2010 Institute of Mathematical Statistics

Vol.20 • No. 2 • April 2010
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