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.

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

Regazzini E
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.
2009
Berry-Esseen inequalities
central limit theorem
Kac's equation
total variation distance
Wild's sum
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/2278
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