We analyze a class of smoothing transformations on probability measures in multiple space dimensions. Applying a synthesis of probabilistic methods and Fourier analysis, we prove existence and uniqueness of a fixed point inside the class of probability measures of finite second moment, characterize it as a scale mixture of Gaussians, and discuss its regularity. We also classify its tail, which might be of Pareto type. As an application, we study the stability of stationary solutions in a Kac-type kinetic model. In particular, we prove that the domain of attraction is precisely the probability measures of finite second moment. © 2013 Published by Elsevier B.V.
Multi-dimensional smoothing transformations: Existence, regularity and stability of fixed points
BASSETTI, FEDERICO;
2014-01-01
Abstract
We analyze a class of smoothing transformations on probability measures in multiple space dimensions. Applying a synthesis of probabilistic methods and Fourier analysis, we prove existence and uniqueness of a fixed point inside the class of probability measures of finite second moment, characterize it as a scale mixture of Gaussians, and discuss its regularity. We also classify its tail, which might be of Pareto type. As an application, we study the stability of stationary solutions in a Kac-type kinetic model. In particular, we prove that the domain of attraction is precisely the probability measures of finite second moment. © 2013 Published by Elsevier B.V.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
