{ "id": "1009.3406", "version": "v1", "published": "2010-09-17T12:09:09.000Z", "updated": "2010-09-17T12:09:09.000Z", "title": "The role of the central limit theorem in discovering sharp rates of convergence to equilibrium for the solution of the Kac equation", "authors": [ "Emanuele Dolera", "Eugenio Regazzini" ], "comment": "Published in at http://dx.doi.org/10.1214/09-AAP623 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)", "journal": "Annals of Applied Probability 2010, Vol. 20, No. 2, 430-461", "doi": "10.1214/09-AAP623", "categories": [ "math.PR" ], "abstract": "In Dolera, Gabetta and Regazzini [Ann. Appl. Probab. 19 (2009) 186-201] it is proved that the total variation distance between the solution $f(\\cdot,t)$ of Kac's equation and the Gaussian density $(0,\\sigma^2)$ has an upper bound which goes to zero with an exponential rate equal to -1/4 as $t\\to+\\infty$. 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 $f_0$ has nonzero fourth cumulant $\\kappa_4$. Moreover, we show that upper bounds like $\\bar{C}_{\\delta}e^{-({1/4})t}\\rho_{\\delta}(t)$ are valid for some $\\rho_{\\delta}$ vanishing at infinity when $\\int_{\\mathbb{R}}|v|^{4+\\delta}f_0(v)\\,dv<+\\infty$ for some $\\delta$ in $[0,2[$ and $\\kappa_4=0$. 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.", "revisions": [ { "version": "v1", "updated": "2010-09-17T12:09:09.000Z" } ], "analyses": { "keywords": [ "central limit theorem", "discovering sharp rates", "kac equation", "convergence", "equilibrium" ], "tags": [ "journal article" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2010arXiv1009.3406D" } } }