A constant regression characterization of a Marchenko-Pastur law
Operator Algebras
2016-08-17 v1 Probability
Abstract
Lukacs type characterization of Marchenko--Pastur distribution in free probability is studied here. We prove that for free and when conditional moments of order and of given are constant then and have Marchenko--Pastur distribution.
Cite
@article{arxiv.1503.00917,
title = {A constant regression characterization of a Marchenko-Pastur law},
author = {Kamil Szpojankowski},
journal= {arXiv preprint arXiv:1503.00917},
year = {2016}
}