A constant regression characterization of the Marchenko– Pastur law

  1. Kamil Szpojankowski

Abstract

In this paper, Lukacs type characterization of Marchenko–Pastur distribution in free probability is studied. We prove that for free X and Y, if conditional moments of order 1 and −1 of
(X + Y)−1/2X(X + Y)−1/2 given X + Y are constant, then X and Y follow the Marchenko–Pastur distribution.

Download article

This article

Probability and Mathematical Statistics

36, z. 1, 2016

Pages from 137 to 145

Other articles by author

Google Scholar

zamknij

Your cart (products: 0)

No products in cart

Your cart Checkout