A constant regression characterization of the Marchenko-Pastur law

• Autorzy: Szpojankowski K.
• Języki publikacji: EN

Abstrakty

EN

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)^−1/2 X(X + Y)^−1/2 given X + Y are constant, then X and Y follow the Marchenko-Pastur distribution.

Słowa kluczowe

EN

Lukacs characterization; free Poisson distribution; free cumulants

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2016
• Tom: Vol. 36, Fasc. 1
• Strony: 137--145
• Opis fizyczny: Bibliogr. 15 poz.

Twórcy

autor

Szpojankowski K.

• Faculty of Mathematics and Information Science, Warsaw University of Technology, ul. Koszykowa 75, 00-662 Warszawa, Poland

Bibliografia

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Uwagi

Opracowanie rekordu w ramach umowy 509/P-DUN/2018 ze środków MNiSW przeznaczonych na działalność upowszechniającą naukę (2019).