Statistical deconvolution of the free Fokker-Planck equation at fixed time-Reference-Cited by-同舟云学术

Statistical deconvolution of the free Fokker-Planck equation at fixed time

Published:2022-05-01 Issue:2 Volume:28 Page:
ISSN:1350-7265
Container-title:Bernoulli
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Short-container-title:Bernoulli

Author:

Maïda Mylène¹,Nguyen Tien Dat²,Pham Ngoc Thanh Mai²,Rivoirard Vincent³,Tran Viet Chi⁴

Affiliation:

1. Univ. Lille, CNRS, UMR 8524 - Laboratoire Paul Painlevé, F-59000 Lille, France

2. Laboratoire de Mathématiques d’Orsay, CNRS, Université Paris-Saclay, 91405, Orsay, France

3. CEREMADE, CNRS, UMR 7534, Université Paris-Dauphine, PSL University, 75016 Paris, France

4. LAMA, Univ Gustave Eiffel, Univ Paris Est Creteil, CNRS, F-77454 Marne-la-Vallée, France

Publisher

Bernoulli Society for Mathematical Statistics and Probability

Subject

Statistics and Probability

Reference39 articles.

1. Lacour, C. (2006). Rates of convergence for nonparametric deconvolution. C. R. Math. Acad. Sci. Paris 342 877–882.

2. Bai, Z. and Silverstein, J.W. (2010). Spectral Analysis of Large Dimensional Random Matrices, 2nd ed. Springer Series in Statistics. New York: Springer.

3. Anderson, G.W., Guionnet, A. and Zeitouni, O. (2010). An Introduction to Random Matrices. Cambridge Studies in Advanced Mathematics 118. Cambridge: Cambridge Univ. Press.

4. Arizmendi, O., Tarrago, P. and Vargas, C. (2020). Subordination methods for free deconvolution. Ann. Inst. Henri Poincaré Probab. Stat. 56 2565–2594.

5. Belinschi, S.T. and Bercovici, H. (2007). A new approach to subordination results in free probability. J. Anal. Math. 101 357–365.

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