Third Order Cumulants of products
Probability
2025-04-03 v1
Abstract
We provide a formula for the third order free cumulants of products as entries. We apply this formula to find the third order free cumulants of various Random Matrix Ensambles including product of Ginibre Matrices and Wishart matrices, both in the Gaussian case.
Cite
@article{arxiv.2504.01107,
title = {Third Order Cumulants of products},
author = {Octavio Arizmendi and Daniel Munoz George and Saylé Sigarreta},
journal= {arXiv preprint arXiv:2504.01107},
year = {2025}
}
Comments
48 pages, 6 figures