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arXiv · 2504.01107

Third Order Cumulants of products

Octavio Arizmendi·Daniel Munoz George·Saylé Sigarreta
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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.

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Octavio Arizmendi, Daniel Munoz George, Saylé Sigarreta. 2025-04-01. Third Order Cumulants of products. https://arxiv.org/abs/2504.01107

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