We study correlations of spin currents flowing through a Coulomb blockaded quantum dot. While they vanish for generic parameter values in the regime of elastic cotunneling, these correlations develop as the quantum dot enters the Kondo regime. We analyze this effect for a small effective Kondo coupling such that fluctuations of the spin of the quantum dot can be captured by the perturbative renormalization group. Even in this regime we find that-unlike the mean current-the spin current correlator is not accessible by perturbation theory. It is nonperturbative in the effective coupling of the QD to the leads.
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