The role of the central limit theorem in discovering sharp rates of convergence to equilibrium for the solution of the Kac equation
Dolera, Emanuele ; Regazzini, Eugenio
Ann. Appl. Probab., Tome 20 (2010) no. 1, p. 430-461 / Harvested from Project Euclid
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.
Publié le : 2010-04-15
Classification:  Berry–Esseen inequalities,  central limit theorem,  Kac’s equation,  cumulants,  kurtosis coefficient,  total variation distance,  Wild’s sum,  60F05,  82C40
@article{1268143429,
     author = {Dolera, Emanuele and Regazzini, Eugenio},
     title = {The role of the central limit theorem in discovering sharp rates of convergence to equilibrium for the solution of the Kac equation},
     journal = {Ann. Appl. Probab.},
     volume = {20},
     number = {1},
     year = {2010},
     pages = { 430-461},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1268143429}
}
Dolera, Emanuele; Regazzini, Eugenio. 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., Tome 20 (2010) no. 1, pp.  430-461. http://gdmltest.u-ga.fr/item/1268143429/