Second Order Cumulants of products

Details Second Order Cumulants of products Second Order Cumulants of products

2007-08-03

arxiv.org/abs/0708.0586v1

Trans. Amer. Math. Soc., vol. 361 (2009) 4751 -- 4781

Mathematics

Operator Algebras

37 pages, 23 figures

Scientific paper

10.1090/S0002-9947-09-04696-0

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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