Asymptotic limit of cumulants and higher order free cumulants of complex Wigner matrices

James A. Mingo, Daniel Munoz George

Published 2024-07-24Version 1

We compute the fluctuation moments $\alpha_{m_1,\dots,m_r}$ of a Complex Wigner Matrix $X_N$ given by the limit $\lim_{N\rightarrow\infty}N^{r-2}k_r(Tr(X_N^{m_1}),\dots,Tr(X_N^{m_r}))$. We prove the limit exists and characterize the leading order via planar graphs that result to be trees. We prove these graphs can be counted by the set of non-crossing partitioned permutations which permit us to express the moments $\alpha_{m_1,\dots,m_r}$ in terms of simpler quantities $\overline{\kappa}_{m_1,\dots,m_r}$ which we call the pseudo-cumulants. We prove the pseudo-cumulants coincide with the higher order free cumulants up to $r=4$ which permit us to find the higher order free cumulants $\kappa_{m_1,\dots,m_r}$ associated to the moment sequence $\alpha_{m_1,\dots,m_r}$ up to order 4.