Third Order Cumulants of products

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.

Publication Details

Journal
ArXiv.org
Published
2025-04-01
Primary Topic
Random Matrices and Applications
Type
article
Field-Weighted Citation Impact
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article

Third Order Cumulants of products

ArXiv.org
Random Matrices and Applications
article

Third Order Cumulants of products

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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.

ArXiv.org
Decent work and economic growth
Openalex Percentile: Top 45%
Random Matrices and Applications
Open Access PDFOpenAlex
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Third Order Cumulants of products · ArXiv.org (2025) | TGRS Research Map | TGRS