Second order cumulants of products

James Mingo, Roland Speicher, Edward Tan

Source record

Source: Crossref

Published: Apr 21, 2009

DOI: 10.1090/s0002-9947-09-04696-0

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Source 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.

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