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

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 (c d o t, t)

of Kac's equation and the Gaussian density

(0, s i g m a^{2})

has an upper bound which goes to zero with an exponential rate equal to -1/4 as

t o + i n f t y

. 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

k a p p a_{4}

. Moreover, we show that upper bounds like

are valid for some

h o_{d e l t a}

vanishing at infinity when

i n t_{m a t h b b R} | v |^{4 + d e l t a} f_{0} (v), d v < + i n f t y

for some

d e l t a

in

[0, 2 [

and

k a p p a_{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.

Review text

Loosely speaking, the paper deals with the convergence of the solution of the Kac equation to the normal law, which is here characterized by the total variation distance (or total deviation) between these probability densities. In a previous paper [Ann. Appl. Probab. 19, No. 1, 186--209 (2009; Zbl 1163.60007)] the authors showed that this total deviation is upper bounded by \(Cexp{-(1/4)t}\) where \(C\) is a constant which depends upon the physical system. Here, and it is the main result of the paper, they show that the total deviation is also lower bounded by an exponential which decreases with the same rate.

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