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arXiv 0903.0255math.PR
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利用中心极限定理求Kac方程解的最佳收敛速率

Reaching the best possible rate of convergence to equilibrium for solutions of Kac's equation via central limit theorem

Emanuele Dolera, Ester Gabetta, Eugenio Regazzini

摘要:

令$f(\cdot,t)$为概率密度函数,其表示Kac方程在时间$t$的解,具有初始数据$f_0$,并令$g_σ$为具有零均值和方差$σ^2$的高斯密度,$σ^2$为$f_0$的二阶矩的值。这是第一个证明$f(\cdot,t)$和$g_σ$之间的总变异距离趋于零的研究,即$t\to +\infty$,其指数率等于-1/4。本文在$f_0$具有有限四阶矩且其傅里叶变换$φ_0$满足$|φ_0(ξ)|=o(|ξ|^{-p})$为$|ξ|\to+\infty$的条件下,证明了这一事实。这些假设肯定是弱于迄今为止在国家的最先进的文献,在任何情况下,获得较低的精确率。

英文摘要:

Let $f(\cdot,t)$ be the probability density function which represents the solution of Kac's equation at time $t$, with initial data $f_0$, and let $g_σ$ be the Gaussian density with zero mean and variance $σ^2$, $σ^2$ being the value of the second moment of $f_0$. This is the first study which proves that the total variation distance between $f(\cdot,t)$ and $g_σ$ goes to zero, as $t\to +\infty$, with an exponential rate equal to -1/4. In the present paper, this fact is proved on the sole assumption that $f_0$ has finite fourth moment and its Fourier transform $φ_0$ satisfies $|φ_0(ξ)|=o(|ξ|^{-p})$ as $|ξ|\to+\infty$, for some $p>0$. These hypotheses are definitely weaker than those considered so far in the state-of-the-art literature, which in any case, obtains less precise rates.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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