Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 7 / 4 / c / Solution

Write $F=F_N$ and integrate the Kac master equation over $v_2,\dots ,v_N$. For a pair $i,j\ge 2$, the rotation acts only on integrated variables. Its unit Jacobian determinant makes the integrated gain identical to the integrated loss, so all those pairs cancel.

The only remaining pairs are $(1,j)$, $j=2,\dots ,N$. For such a pair, first integrate over every variable except $v_1$ and $v_j$. This yields the corresponding two-coordinate marginal distribution evaluated at the rotated pair. Permutation symmetry of $F_N$ makes all $N-1$ resulting integrals identical to the one for $(1,2)$. The coefficient isConsequently the Kac marginal evolution equation isThe time argument has been suppressed on the right. The loss is consistent with normalization, since $\int {\Pi }_2(v_1,v_2)d{v}_2={\Pi }_1(v_1)$. Under the printed definition $k<N$, this use of ${\Pi }_2$ requires $N\ge 3$. For $N=2$ the same formula holds with the natural extension ${\Pi }_N(F_N)=F_N$.

This identity is exact and generally unclosed. Replacing the two-coordinate marginal distribution by the product of one-coordinate marginals would produce the quadratic collision equation associated with Kac chaos. Permutation symmetry alone does not imply that product approximation.