In one paper authors tell:
We let the initialised elements in $W_l$ be independent and identically distributed (i.i.d.). We assume that the elements in $x_l$ are also i.i.d. and $x_l$ and $W_l$ are independent of each other. Then we have:
We let $w_l$ have zero mean. Then the variance of the product of independent variables gives us:
$$Var[y_l] = n_lVar[w_l]E[x_l²]$$
Could someone please describe what might be the way from the first equation to the second?