Second order cumulants of products

DOI10.1090/S0002-9947-09-04696-0zbMATH Open1186.46067arXiv0708.0586MaRDI QIDQ3394975FDOQ3394975

Authors: James A. Mingo, Roland Speicher, Edward Tan 

Publication date: 11 September 2009

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Abstract: We derive a formula which expresses a second order cumulant whose entries are products as a sum of cumulants where the entries are single factors. This extends to the second order case the formula of Krawczyk and Speicher. We apply our result to the problem of calculating the second order cumulants of a semi-circular and Haar unitary operator.

Full work available at URL: https://arxiv.org/abs/0708.0586

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zbMATH Keywords

second order freenesssecond order cumulants of products

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Free probability and free operator algebras (46L54)

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Cited In (9)

• Stochastic aspects of the unitary dual group
• Non-crossing annular pairings and the infinitesimal distribution of the GOE
• Optimal second-order product probability bounds
• Freeness and the transposes of unitarily invariant random matrices
• Combinatorics of dispersionless integrable systems and universality in random matrix theory
• Real second order freeness and Haar orthogonal matrices
• On the global fluctuations of block Gaussian matrices
• A review of exact results for fluctuation formulas in random matrix theory
• Algebras with two multiplications and their cumulants

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