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Reaching the best possible rate of convergence to equilibrium for solutions of Kac's equation via central limit theorem

Articolo
Data di Pubblicazione:
2009
Abstract:
Let f(?, t) be the probability density function which represents the solution of Kac's equation at time t, with initial data f_0, and let g_? be the Gaussian density with zero mean and variance ?^2, ?^2 being the value of the second moment of f_0. This is the first study which proves that the total variation distance between f(?, t) and g? 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 f_0 has finite fourth moment and its Fourier transform ?_0 satisfies |?_0(?)|=o(|?|-p) as |?|->+?, 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.
Tipologia CRIS:
01.01 Articolo in rivista
Keywords:
Berry-Esseen inequalities; central limit theorem; Kac's equation; total variation distance; Wild's sum
Elenco autori:
Regazzini, Eugenio
Link alla scheda completa:
https://iris.cnr.it/handle/20.500.14243/2278
Pubblicato in:
THE ANNALS OF APPLIED PROBABILITY
Journal
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