Third Order Cumulants of products

2025/04/01 by Arizmendi, Octavio, George, Daniel Munoz, Sigarreta, Saylé
#06A07 (Secondary) #46L54 (Primary) 60C05 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2504.01107

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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