A constant regression characterization of a Marchenko-Pastur law

Abstract: Lukacs type characterization of Marchenko--Pastur distribution in free probability is studied here. We prove that for free

m a t h b b X

and

m a t h b b Y

when conditional moments of order

1

and

- 1

of

(m a t h b b X + Y)^{- 1 / 2} m a t h b b X (m a t h b b X + Y)^{- 1 / 2}

given

m a t h b b X + Y

are constant then

m a t h b b X

and

m a t h b b Y

have Marchenko--Pastur distribution.

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