arXiv Analytics

Sign in

arXiv:2205.13081 [math.PR]AbstractReferencesReviewsResources

Higher order moments of complex Wigner matrices

Daniel Munoz, James A. Mingo

Published 2022-05-25Version 1

We compute the third order moments of a complex Wigner matrix. We provide a formula for the third order moments $\alpha_{m_1,m_2,m_3}$ in terms of quotient graphs $T_{m_1,m_2,m_3}^{\pi}$ where $\pi$ is the Kreweras complement of a non-crossing pairing on the annulus. We prove that these graphs can be counted using the set of partitioned permutations, this permits us to write the third order moments in terms of the high order free cumulants which have a simple expression.

Related articles: Most relevant | Search more
arXiv:2203.15307 [math.PR] (Published 2022-03-29)
Higher order moments for SPDE with monotone nonlinearities
arXiv:2212.13921 [math.PR] (Published 2022-12-28)
On higher order moments and recurrence of an SDE with switching
arXiv:2407.17608 [math.PR] (Published 2024-07-24)
Asymptotic limit of cumulants and higher order free cumulants of complex Wigner matrices