English

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 X\mathbb{X} and Y\mathbb{Y} when conditional moments of order 11 and 1-1 of (X+Y)1/2X(X+Y)1/2(\mathbb{X+Y})^{-1/2}\mathbb{X}(\mathbb{X+Y})^{-1/2} given X+Y\mathbb{X+Y} are constant then X\mathbb{X} and Y\mathbb{Y} 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}
}