Second order cumulants: Second order even elements and -diagonal elements
Octavio Arizmendi, James A. Mingo
Source abstract
We introduce R -diagonal and even operators of second order. We give a formula for the second order free cumulants of the square x^2 of a second order even element in terms of the second order free cumulants of x . Similar formulas are proved for the second order free cumulants of aa^* , when a is a second order R -diagonal operator. We also show that if r is second order R -diagonal and b is second order free from r , then rb is also second order R -diagonal. We present a large number of examples, in particular, the limit distribution of products of Ginibre matrices. We prove the conjectured formula of Dartois and Forrester for the fluctuations moments of the product of two independent complex Wishart matrices and generalize it to any number of factors.
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