A constant regression characterization of a Marchenko-Pastur law

preprint2015arXivOpen access

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.

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