A characterization of the Marchenko-Pastur probability measure

DOI10.1016/J.SPL.2022.109660zbMath1498.60073OpenAlexW4292235929MaRDI QIDQ2081775

Raouf Fakhfakh

Publication date: 30 September 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2022.109660

zbMATH Keywords

variance functionCauchy kernelMarchenko-Pastur lawBoolean additive convolution

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Characteristic functions; other transforms (60E10) Free probability and free operator algebras (46L54)

Cites Work

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• Cauchy–Stieltjes families with polynomial variance functions and generalized orthogonality

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