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arXiv · 1503.00917

A constant regression characterization of a Marchenko-Pastur law

Kamil Szpojankowski
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Abstract

Lukacs type characterization of Marchenko--Pastur distribution in free probability is studied here. We prove that for free $\mathbb{X}$ and $\mathbb{Y}$ when conditional moments of order $1$ and $-1$ of $(\mathbb{X+Y})^{-1/2}\mathbb{X}(\mathbb{X+Y})^{-1/2}$ given $\mathbb{X+Y}$ are constant then $\mathbb{X}$ and $\mathbb{Y}$ have Marchenko--Pastur distribution.

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Kamil Szpojankowski. 2015-03-03. A constant regression characterization of a Marchenko-Pastur law. https://arxiv.org/abs/1503.00917

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