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.
%0 Journal Article
%1 mingo2007second
%A Mingo, James A.
%A Speicher, Roland
%A Tan, Edward
%D 2007
%K probability theory
%R 10.1090/S0002-9947-09-04696-0
%T Second Order Cumulants of products
%U http://arxiv.org/abs/0708.0586
%X 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.
@article{mingo2007second,
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.},
added-at = {2020-02-06T15:17:29.000+0100},
author = {Mingo, James A. and Speicher, Roland and Tan, Edward},
biburl = {https://www.bibsonomy.org/bibtex/2790d042f616d6f77ca6eed9f767deb26/kirk86},
description = {[0708.0586] Second Order Cumulants of products},
doi = {10.1090/S0002-9947-09-04696-0},
interhash = {3505bb3a4779fc5279dc2f19a614749c},
intrahash = {790d042f616d6f77ca6eed9f767deb26},
keywords = {probability theory},
note = {cite arxiv:0708.0586Comment: 37 pages, 23 figures},
timestamp = {2020-02-06T15:17:29.000+0100},
title = {Second Order Cumulants of products},
url = {http://arxiv.org/abs/0708.0586},
year = 2007
}