We derive an analytical expression for the local two-particle vertex of the Falicov-Kimball model, including its dependence on all three frequencies, the full vertex and all reducible vertices. This allows us to calculate the self energy in diagrammatic extensions of dynamical mean field theory, specifically in the dual fermion and the one-particle irreducible approach. Non-local correlations are thence included and originate here from charge density wave fluctuations. At low temperatures and in two dimensions, they lead to a larger self energy contribution at low frequencies and a more insulating spectrum.
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