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 ∫ℝ|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.

The role of the central limit theorem in discovering sharp rates of convergence to equilibrium for the solution of the Kac equation / Dolera, Emanuele; Eugenio, Regazzini. - In: THE ANNALS OF APPLIED PROBABILITY. - ISSN 1050-5164. - STAMPA. - 20:(2010), pp. 430-461. [10.1214/09-AAP623]

The role of the central limit theorem in discovering sharp rates of convergence to equilibrium for the solution of the Kac equation

DOLERA, Emanuele;
2010

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(⋅, 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 ∫ℝ|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.
2010
20
430
461
The role of the central limit theorem in discovering sharp rates of convergence to equilibrium for the solution of the Kac equation / Dolera, Emanuele; Eugenio, Regazzini. - In: THE ANNALS OF APPLIED PROBABILITY. - ISSN 1050-5164. - STAMPA. - 20:(2010), pp. 430-461. [10.1214/09-AAP623]
Dolera, Emanuele; Eugenio, Regazzini
File in questo prodotto:
File Dimensione Formato  
09-AAP623.pdf

Open access

Tipologia: Versione pubblicata dall'editore
Dimensione 314.89 kB
Formato Adobe PDF
314.89 kB Adobe PDF Visualizza/Apri
Pubblicazioni consigliate

Licenza Creative Commons
I metadati presenti in IRIS UNIMORE sono rilasciati con licenza Creative Commons CC0 1.0 Universal, mentre i file delle pubblicazioni sono rilasciati con licenza Attribuzione 4.0 Internazionale (CC BY 4.0), salvo diversa indicazione.
In caso di violazione di copyright, contattare Supporto Iris

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11380/828420
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 17
  • ???jsp.display-item.citation.isi??? 16
social impact