Central limit theorem for the solution of the Kac equation

Citation
Gabetta, Ester et Regazzini, Eugenio, Central limit theorem for the solution of the Kac equation, Annals of applied probability , 18(6), 2008, pp. 2320-2336
ISSN journal
10505164
Volume
18
Issue
6
Year of publication
2008
Pages
2320 - 2336
Database
ACNP
SICI code
Abstract
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+. for some . 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.