Second order cumulants of products
نویسندگان
چکیده
منابع مشابه
Second Order Cumulants of Products
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 semicircular and Haar unitary operator.
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ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 2009
ISSN: 0002-9947
DOI: 10.1090/s0002-9947-09-04696-0