Central limit theorem for the solution of the Kac equation
Gabetta, Ester ; Regazzini, Eugenio
Ann. Appl. Probab., Tome 18 (2008) no. 1, p. 2320-2336 / Harvested from Project Euclid
We prove that the solution of the Kac analogue of Boltzmann’s equation can be viewed as a probability distribution of a sum of a random number of random variables. This fact allows us to study convergence to equilibrium by means of a few classical statements pertaining to the central limit theorem. In particular, a new proof of the convergence to the Maxwellian distribution is provided, with a rate information both under the sole hypothesis that the initial energy is finite and under the additional condition that the initial distribution has finite moment of order 2+δ for some δ in (0, 1]. Moreover, it is proved that finiteness of initial energy is necessary in order that the solution of Kac’s equation can converge weakly. While this statement may seem to be intuitively clear, to our knowledge there is no proof of it as yet.
Publié le : 2008-12-15
Classification:  Central limit theorem,  Kac’s equation,  Kologorov distance,  Wild’s sum,  60F05,  82C40
@article{1227708920,
     author = {Gabetta, Ester and Regazzini, Eugenio},
     title = {Central limit theorem for the solution of the Kac equation},
     journal = {Ann. Appl. Probab.},
     volume = {18},
     number = {1},
     year = {2008},
     pages = { 2320-2336},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1227708920}
}
Gabetta, Ester; Regazzini, Eugenio. Central limit theorem for the solution of the Kac equation. Ann. Appl. Probab., Tome 18 (2008) no. 1, pp.  2320-2336. http://gdmltest.u-ga.fr/item/1227708920/