Asymptotic Liberation in Free Probability

by
Josu e Daniel V azquez Becerra
A thesis submitted to the
Department of Mathematics and Statistics
in conformity with the requirements for
the degree of Master of Science
Queens University
Kingston, Ontario, Canada
September 2014
Copyright c _ Josue Daniel Vazquez Becerra, 2014
Abstract
Recently G. Anderson and B. Farrel presented the notion of asymptotic liberation on se-
quences of families of random unitary matrices. They showed that asymptotically liberating
sequences of families of random unitary matrices, when used for conjugation, delivers asymp-
totic freeness, a fundamental concept in free probability theory. Furthermore, applying the
Fibonacci-Whitle inequality together with some combinatorial manipulations, they estab-
lished sucient conditions on a sequence of families of random unitary matrices in order to
be asymptotically liberating.
On the other hand, a theorem by J. Mingo and R. Speicher states that given a graph
G = (E, V, s, r) there exists an optimal rational number r
G
, depending only on the structure
of G, such that for any collection of nn complex matrices A
e
= (A
e
(i
s(e)
, i
r(e)
)) [ e E
we have

iv
1
,...ivm
=1
_

eE
A
e
(i
s(e)
, i
r(e)
)
_

n
r
G

eE
|A
e
|
where V = v
1
, . . . , v
m
and || denotes the operator norm.
In this report we show how to use the latter inequality to prove the same result as G.
Anderson and B. Farrell regarding sucient conditions for asymptotic liberation.
i
Acknowledgments
I would like to....
ii
Contents
Abstract i
Acknowledgments ii
Contents iii
Chapter 1: Introduction 1
Chapter 2: Asymptotic Liberation in free probability 7
2.1 Basic concepts from free probability . . . . . . . . . . . . . . . . . . . . . . 7
2.1.1 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.2 Random matrices from the point of view of free probability . . . . . . . . . 9
2.3 Asymptotically liberating sequences . . . . . . . . . . . . . . . . . . . . . . 9
Chapter 3: A theorem on sucient conditions for asymptotic liberation 10
3.1 Main statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
3.2 Completion of proof via the Fibonacci-Whitle inequality . . . . . . . . . . . 13
3.3 Completion of proof via sharp bounds for graph sums . . . . . . . . . . . . 26
Bibliography 31
iii
1
Chapter 1
Introduction
Free probability theory was introduced by D. Voiculescu around 1985 motivated by his
research on von Neumann algebras of nitely generated free groups. While he was working
on the classication up to isomorphism of such algebras, he realized that some operator
algebra problems could be addressed by imitating some classical probability theory. Two
of his central observations were that such algebras could be equipped with tracial states,
certain unital linear functionals which resembled expectations of classical probability theory,
and by replacing tensor product with free product we get a new notion of independence. He
named this new notion of independence free independence, or simply freness, and its study
is now known as free probability.
It should be mentioned that freenes is a notion of independence incorporating both the
probabilistic idea of non-correlation of random variables and the algebraic idea of absence
of algebraic relations. Furthermore, many concepts taken from classical probability theory
such as the notions of distribution, convergence in distribution, central limit theorem, Brow-
nian motion, entropy, and more have natural analogues in suitable free probability spaces.
Therefore, free probability is a non-commutative probability theory in which the concept of
independence of classical probability is replaced by that of freeness and the corresponding
notion of independent random variables is then that of free random variables.
Now, although free probability had its origins in the operator algebras framework, one
2
of its main virtues is its relation with random matrix theory. Recall that random matrices
are simply matrix-valued random variables, and thus a natural question arises: what can
we say about their eigenvalues? It turns out that free probability through expectations of
normalized traces helps analyze the asymptotic behavior of distributions of eigenvalues of
random matrices.
1
For instance, the following result, originally proved by E. P. Wigner [5]
and considered the starting point of random matrix theory, was showed to be a consequence
of the central limit theorem for free random variables by D. Voiculescu [3].
Wigners semicircular law. Let b
i,j
[1 i < j
i,jN
and c
i

iN
be two independent
families of independent and identically distributed real-valued random variables with zero
mean such that Var (b
1,2
) = 1 and E
_
[b
1,2
[
k

, E
_
[c
1
[
k

< for all positive integers k. If

for each n N we consider the symmetric n-by-n random matrix A
n
with entries given by
A
n
(i, j) = A
n
(j, i) =
_

_
1

n
b
i,j
if i < j
1

n
c
i
if i = j
then
lim
n
1
n
E
_
tr(A
k
n
)
_
=
1
2
2
_
2
t
k
_
4 t
2
dt for k N
where tr(A
k
n
) denotes the trace of A
k
n
.
Let us now assume we are given a nite set M and for each n N a family A
n,m

mM
of (possibly random) n-by-n complex matrices. From the point of view of free probability,
one of the most desirable properties the sequence of families of matrices A
m

mM

nN
can have is that of asymptotic freeness. This is because if A
m

mM

nN
is asymptotically
free, then limits such as limcan be easily computed This is because
1
Let us suppose we are given a n-by-n random complex matrix A dened on a probability space (, F, ).
Then,
1
n
trA : C is a random variable with the peculiarity that for each the value (
1
n
trA)() is
the average of the eigenvalues of A() counting multiplicities. Therefore, we might expect that the sequence

1
n
tr(A
k
)

k=1
provides us some information about the distribution of the eigenvalues of A.
3
Hence, we may ask: given a sequence of random matrices, is there a way of making such
sequence asymptotically free?
4
one of the nicest properties a sequence of families of random matrices can have is that
of asymptotic freenees.
of the fundamentals concept of free probability used in random matrix theory is that
of asymptotic freeness. G free probability through expectations of normalized traces helps
analyze the asymptotic behavior of distributions of eigenvalues of random matrices
Suppose we have a non-empty set M and assume that for each n N we have a family
A
n,m

mM
of n-by-n random matrices dened on probability space depending only on n.
Asymptotic freeness is a fundamental concept from free probability to the study of
random matrices. Given
Let us consider the following situation. Assume we are given Is there any sequence
of families of random matrices U
n,m

mM

nN
such that U

n,m
A
n,m
U
n,m

mM

nN
is
asymptotically free? Voiculescu showed that this is true if U
n,m

mM

nN
are Haar inde-
pendent unitary. Under the same assumptions, any asymptotically liberating sequence leads
to freeness. Greg and Brendan gave sucient conditions on a sequence U
n,m

mM

nN
in order to be asymptotically liberating and hence delivers freeness. His proof relies in the
Fibonacci-Whitle inequality. We believed we might use the graph sums inequality to the
same end and we did it.
5
Assume for each n N we are given two, possibly random, n-by-n matrices, say X
n,1
and X
n,2
. what can we say about the asymptotic behavior of
1
n
E[tr(X
n,i
1
X
n,i
2
. . . X
n,i
l
)]
Let us make a a remark on the the Explain why E[tr()] is good to study distributions
of eigenvalues.
A theorem by Voiculescu implies the following. Suppose X
n,k
= U

n,k
A
n,k
U
n,k
for k =
1, 2, where A
n,1
and A
n,2
are n-by-n Hermitian matrices such that
sup
n
|A
n,1
| sup
n
|A
n,2
|
lim
n
E[A
k
n,1
] lim
n
E[A
k
n,2
]
and U
n,1
and U
n,2
are independent Haar unitary random matrices for every n, then X
n,1
, X
n,2

are asymptotically free A further we are given a two A

n,m

mM
of Assume that for each
n N we are given two n-by-n hermitian matrices, say A
n
and B
n
. Suppose that the
following holds,
Then, be
what sort of random matrices, when used for conjugation, delivers asymptotic freeness?
how much less random can we make U
n
and still get asymptotic freeness? We want to know
what and why makes sequences of matrices to be asymptotically free.
Let us now introduce a further result relating free probability and random matrix theory.
The following is A further result in [3] founding the relation between free probability
and random matrix theory.
Wigners semicircular law. Let M be a non-empty set. Assume A
n,m

mM
and B
n,m

mM
6
are families of n-by-n complex matrices for each n N. Suppose that the limit
exist for every k N and every m M. If U
n,m

mM

nN
is asymptotically liberating,
then U

n,m
A
n,m
U
n,m

mM

nN
is asymptotically free.
1.
2.
3.
More generally, we have the following problem. what sort of unitary random matrices
when used for conjugation delivers asymptotic freness
Wigners semicircular law. Suppose that A
n
and B
n
are n-by-n hermitian matrices for
every n N.
initiating the relation . The rest of this report is organized as follows. In Chapter
Then, in Chapter
Finally, in Chapter
7
Chapter 2
Asymptotic Liberation in free probability
2.1 Basic concepts from free probability
non-commutative probability space non-commutative random variable freeness asymptotic
freeness non-commutative polynomial algebra distribution convergence
Denition 1. A non-commutative probability space is a pair (/, ) consisting of a unital
algebra / over C and a linear functional : / C such that (1
A
) = 1, where 1
A
denotes
the multiplicative identity in /.
The elements of / are called non-commutative random variables.
Denition 2. Let (/, ) be a non-commutative probability space. The distribution of an
element a A is the linear
a
: C[X] / given by

a
(f) = (f(a)) for f C[X].
The joint distribution of a collection of non-commutative random variables a
m

mM
is the
linear functional
{am}
mM
: CX
m

mM
C given by

{am}
mM
(f) = (f(a
m

mM
)) for f CX
m

mM
.
2.1. BASIC CONCEPTS FROM FREE PROBABILITY 8
Denition 3. Let CX
m

mM
denote the non-commutative polynomial algebra over C
generated by the family X
m

mM
of non-commutative variables. Equivalently, CX
m

mM

is the algebra over C with Hamel basis given by all monomials X

m
1
X
m
2
. . . X
mr
with r0, 1, . . .
and m
k
and multiplication given on such basis elements by juxtaposition.
Denition 4. Let (/, ) be a non-commutative probability space. A family /
m

mM
of
unital sub-algebras of / is free independent, or simply free, with respect to if
(a
1
), . . . , (a
l
) = 0 (a
1
. . . a
l
) = 0
for every l 2, m
1
, . . . , m
l
M with m
1
,= m
2
, . . . , m
l1
,= m
l
and a
k
A
m
k
for 1 k l.
Denition 5. Let (/
n
,
n
)

n=1
be a sequence of non-commutative probability spaces. Let
M be a nite set and assume a
n,m

mM
is a family of non-commutative random variables
in /
n
for each n N. The sequence a
n,m

mM
of families of random variables is
convergent in distribution if there exists a non-commutative probability space (/, ) and
a
m

mM
contained in / such that
lim
n

n
(a
n,m
1
. . . a
n,m
l
) = (a
m
1
. . . a
m
l
)
for every l 2 and m
1
, . . . , m
l
M.
Lemma 6. Let
n

n=1
be a sequence of linear functionals dened on CX
m

mM
. Put

n,m
=
n

C{Xm}
and assume lim
n

n,m
exists for m M. Then, the following are
equivalent:
i) The limit lim
n

n
exists and makes CX
m

mM
free.
ii) For every l N, m
1
, . . . , m
l
M with m
1
,= m
2
, . . . , m
l1
,= m
l
, and f
k
CX
m
k

2.2. RANDOM MATRICES FROM THE POINT OF VIEW OF FREE

PROBABILITY 9
for 1 k n, the limit
lim
n

n
[(f
1

n
(f
1
)) . . . (f
l

n
(f
l
))]
exists and equals 0.
iii) For every l N, m
1
, . . . , m
l
M with m
1
,= m
2
, . . . , m
l1
,= m
l
, m
1
,= m
1
, and
f
k
CX
m
k
with
n
(f
k
) = 0 for 1 k n, the limit
lim
n

n
[(f
1
) . . . (f
l
)]
exists and equals 0.
2.1.1 Examples
2.2 Random matrices from the point of view of free probability
2.3 Asymptotically liberating sequences
Denition 7. Let M be a (nite?) index set. Assume U
n,m

mM
is a family of n-by-n
random unitary matrices dened on a probability space (
n
, T
n
,
n
) for each n N. We
say that the sequence U
n,m

mM

nN
is asymptotically liberating if for every l 2 and
m
1
, . . . , m
l
M with m
1
,= m
2
, . . . , m
l1
,= m
l
, m
l
,= m
1
there exists a constant C
m
1
,...,m
l
such that for any n N and A
1
, . . . , A
l
M
n
(C) of trace zero one has

E
_
tr(U
n,m
1
A
1
U

n,m
1
. . . U
n,m
l
A
l
U

n,m
l
)

C
m
1
,...,m
l
l

k=1
|A
k
|.
10
Chapter 3
A theorem on sucient conditions for asymptotic liberation
3.1 Main statement
Theorem 8. Let M be a (nite?) index set. Assume we have a family U
n,m

mM
of
n-by-n random unitary matrices dened on a probability space (
n
, T
n
,
n
) for each n N.
If
_
U
n,m

mM
_
nN
satises the following two conditions
(i) for every n N and every signed permutation matrix W
n
M
n
(C) we have that the
families
_
U

n,m
U
n,m

_
m,m

M
m=m

and
_
W

n,m
U
n,m
W
_
m,m

M
m=m

are equal in distribution

(ii) for every l N there exist a constant c
l
< such that

n
_
_
_
U

n,m
U
n,m

_
(i, j)
_
_
l
< c
l
for all m, m

M with m ,= m

, n N, and 1 i, j n
then
_
U
n,m

mM
_
nN
is asymptotically liberating.
Proof. Let l 2 and let m
1
, . . . , m
l
M such that m
1
,= m
2
, . . . , m
l1
,= m
l
, and m
l
,= m
1
.
For each n N, assume A
n,1
, A
n,2
, . . . , A
n,l
M
n
(C) are matrices of trace zero and
consider the functions A
n
, F
n
: [n]
2l
C dened for i = (i
1
, . . . , i
2l
) [n]
2l
by
A
n
(i) = A
n,1
(i
1
, i
2
) . . . A
n,l
(i
2l1
, i
2l
)
F
n
(i) = E[V
n,1
(i
2
, i
3
) . . . V
n,l1
(i
2l2
, i
2l1
)V
n,l
(i
2l
, i
1
)]
where V
n,k
= U

n,m
k
U
n,m
k+1
for 1 k l and m
l+1
:= m
1
.
3.1. MAIN STATEMENT 11
Suppose n N and (j
1
, . . . , j
2l
) [n]
2l
. Note that, by hypothesis i), there exists a
constant c
l
< such that

n
_
_
_
U

n,m
k
U
n,m
k+1
_
(j
2k1
, j
2k
)
_
_
l
=

n|V
n,k
(j
2k1
, j
2k
)|
l
< c
l
for 1 k l, and, by Holders inequality, we have
|V
n,1
(j
1
, j
2
) . . . V
n,l
(j
2l1
, j
2l
)|
1
|V
n,1
(j
1
, j
2
)|
l
. . . |V
n,l
(j
2l1
, j
2l
)|
l
.
Thus, since
max
i[n]
2l
[F
n
(i)[ = max
i[n]
2l
i=(i
1
,...,i
2l
)

E
_
V
n,1
(i
2
, i
3
) . . . V
n,l1
(i
2l2
, i
2l1
)V
n,l
(i
2l
, i
1
)

max
i[n]
2l
i=(i
1
,...,i
2l
)
_
_
V
n,1
(i
2
, i
3
) . . . V
n,l1
(i
2l2
, j
2i1
)V
n,l
(i
2l
, i
1
)
_
_
1
,
it follows
max
i[n]
2l
[F
n
(i)[
_
c
l

n
_
l
(c
l
)
l
n
l
2
for all n N. (1)
Observe now that

i[n]
2l
A
n
(i)F
n
(i) :=
n

i
1
,...,i
2l
=1
A
n,1
(i
1
, i
2
) . . . A
n,l
(i
2l1
, i
2l
)E
_
V
n,1
(i
2
, i
3
) . . . V
n,l
(i
2l
, i
1
)

=
n

i
1
,...,i
2l
=1
E
_
A
n,1
(i
1
, i
2
)V
n,1
(i
2
, i
3
) . . . A
n,l
(i
2l1
, i
2l
)V
n,l
(i
2l
, i
1
)

= E
_
n

i
1
,...,i
2l
=1
A
n,1
(i
1
, i
2
)V
n,1
(i
2
, i
3
) . . . A
n,l
(i
2l1
, i
2l
)V
n,l
(i
2l
, i
1
)
_
= E
_
tr(A
n,1
V
n,1
. . . A
n,l
V
n,l
)

= E
_
tr(A
n,1
U

n,m
1
U
n,m
2
. . . A
n,l
U

n,m
l
U
n,m
1
)

= E
_
tr(U
n,m
1
A
n,1
U

n,m
1
. . . U
n,m
l
A
n,l
U

n,m
l
)

for every n N. (2)

3.1. MAIN STATEMENT 12
Therefore, in order to conclude that
_
U
n,m

mM
_
nN
is asymptotically liberating, it suf-
ces to show that

i[n]
2l
F
n
(i)A
n
(i)

c
m
1
,...,m
l
n
l
2
max
i[n]
2l
[F
n
(i)[
l

k=1
|A
n,k
| for all n N (3)
for some constant c
m
1
,...,m
l
[0, ). Indeed, if c
m
1
,...,m
l
[0, ) satises (3), then taking
C
m
1
,...,m
l
= (c
l
)
l
c
m
1
,...,m
l
we have

E
_
tr(U
n,m
1
A
n,1
U

n,m
1
. . . U
n,m
l
A
n,l
U

n,m
l
)

C
m
1
,...,m
l
l

k=1
|A
n,k
| for all n N
by (2), (3), and (1).
Proposition 9. Let F : [n]
2l
be a -function. If n 6l then F is constant on
clump-equivalence classes.
3.2. COMPLETION OF PROOF VIA THE FIBONACCI-WHITLE
INEQUALITY 13
3.2 Completion of proof via the Fibonacci-Whitle inequality
Whitles inequality. Let X
1
, . . . , X
n
be real independent random variables with zero mean.
If |X
i
|
2p
for some p [2, ) and i = 1, . . . , n, then there exists a constant c
p
depending only on p such that
_
_
_
_
_
_
n

i,j=1
A(i, j)(X
i
X
j
E[X
i
X
j
])
_
_
_
_
_
_
p
c
p
_
_
n

i,j=1
[A(i, j)[
2
|X
i
|
2
2p
|X
j
|
2
2p
_
_
1
2
for all real matrices A M
n
(R).
Proposition 10. Let X
1
, . . . , X
n
be independent identically distributed Fibonacci random
variables. If l [2, ) then there exists a constant C
l
such that
_
_
_
_
_
_
n

i,j=1
[A(i, j)[(X
i
X
j

i,j
)
_
_
_
_
_
_
l
C
l
|A|
2
for all matrices A M
n
(C).
Proof. Easy implication of 3.2 ?
Proposition 11. If X
1
, . . . , X
n
are independent identically distributed Fibonacci random
variables, then
E
_
l

k=1
(X
i
2k1
X
i
2k

i
2k1
,i
2k
)
_

_
1, if (i) P(2l)
0, otherwise
for every i = (i
1
, . . . , i
2l
) [n]
2l
.
3.2. COMPLETION OF PROOF VIA THE FIBONACCI-WHITLE
INEQUALITY 14
Proof. Suppose X
1
, . . . , X
n
are independent identically distributed Fibonacci random vari-
ables. Let i = (i
1
, . . . , i
2l
) [n]
2l
. Note that for 1 i, j n (for i, j [n]) we have
X
i
X
j

i,j
= X
i
X
j
(1
i,j
) X
i

i,j
=
_

_
X
i
X
j
, if i ,= j
X
2
i
1 = X
i
, otherwise
(1)
since X
1
, . . . , X
n
are Fibonacci. Thus,
l

k=1
(X
i
2k1
X
i
2k

i
2k1
,i
2k
) =
n

=1
X

(2)
for some
1
, . . . ,
n
0, 1, 2, . . ., and hence
E
_
l

k=1
(X
i
2k1
X
i
2k

i
2k1
,i
2k
)
_
=
l

=1
E
_
X

0
since X
1
, . . . , X
n
are independent Fibonacci.
Suppose now

= 1 for some 1, 2, . . . , n. Then, by (2) and (1), there is one and

only one k 1, . . . , l such that X

is a factor of X
i
2k1
X
i
2k

i
2k1
,i
2k
. So, belongs to
i
2k1
, i
2k
but does not belong to i
2k

1
, i
2k
for k

1, . . . , l . Thus, either (i)

contains a singleton, if i
2k1
= i
2k
, or (i) contains a the block 2k 1, 2k, if i
2k1
,= i
2k
.
Therefore, if (i) P

(2l) then

,= 1 for = 1, . . . , n, and thus

E
_
l

k=1
(X
i
2k1
X
i
2k

i
2k1
,i
2k
)
_
=
l

=1
E
_
X

1
Lemma 12. Let A
1
, . . . , A
l
M
n
(C). If A : [n]
2l
C is dened by
A(i) =
l

k=1
A
k
(i
2k1
, i
2k
) for i = (i
1
, . . . , i
2l
) [n]
2l
3.2. COMPLETION OF PROOF VIA THE FIBONACCI-WHITLE
INEQUALITY 15
then there exists a constant K
l
such that

i[n]
2l
(i)P(2l)
[A(i)[ (K
l
)
l
l

k=1
|A
k
|
2
Proof. We may assume l 2 since otherwise there is nothing to prove because P

(2l) = .
Let X
1
, . . . , X
l
be independent identically distributed Fibonacci random variables.
By Holders inequality we have
E
_
_
l

k=1
_
_
n

i=1
n

j=1
[A
k
(i, j)[(X
i
X
j

i,j
)
_
_
_
_

k=1
_
_
_
_
_
_
n

i=1
n

j=1
[A
k
(i, j)[(X
i
X
j

i,j
)
_
_
_
_
_
_
l
(1)
and by lemma 5.3.3 there exists a constant K
l
such that
_
_
_
_
_
_
n

i=1
n

j=1
[A
k
(i, j)[(X
i
X
j

i,j
)
_
_
_
_
_
_
l
K
l
|A
k
| for 1 k n. (2)
Thus, since
l

k=1
_
_
n

i=1
n

j=1
[A
k
(i, j)[(X
i
X
j

i,j
)
_
_
=
n

i
1
,...,i
2l
=1
_
l

k=1
[A
k
(i
2k1
, i
2k
)[(X
i
2k1
X
i
2k

i
2k1
,i
2k
)
_
(3)
we get
E
_
_
n

i
1
,...,i
2l
=1
_
l

k=1
[A
k
(i
2k1
, i
2k
)[(X
i
2k1
X
i
2k

i
2k1
,i
2k
)
_
_
_
(K
l
)
l
l

k=1
|A
k
|
2
3.2. COMPLETION OF PROOF VIA THE FIBONACCI-WHITLE
INEQUALITY 16
by 1, 3, and 2. Finally, by lemma 5.3.2, it follows

i[n]
2l
(i)P(2l)
[A(i)[

i[n]
2l
i=(i
1
,...,i
2
)
[A(i)[ E
_
l

k=1
[(X
i
2k1
X
i
2k

i
2k1
,i
2k
)
_
= E
_
_
n

i
1
,...,i
2l
=1
_
l

k=1
[A
k
(i
2k1
, i
2k
)[(X
i
2k1
X
i
2k

i
2k1
,i
2k
)
_
_
_
(K
l
)
l
l

k=1
|A
k
|
2
Proposition 13. Let I be a nite set. Suppose we have functions f
1
, . . . , f
l
: I C and
let f : I
l
C be dened by f (i) = f
1
(i
1
) . . . f
l
(i
l
) for i = (i
1
, . . . , i
l
) I
l
. Then

distinct
i
1
,...,i
l
I
f(i
1
, . . . , i
l
) =

P(l)
(0
l
, )

iI
l
(i)
f(i) (3.1)
where 0
l
:= k[k = 1, . . . , l P(l) and : P(l) P(l) C is the Mobius inversion
function for the poset P(l). Moreover, we have

iI
l
(i)
f(i) =

iI

bB
f
b
(i) for every P(l), (3.2)
and if, in addition, J is a subset of I and

iI
f
k
(i) = 0 for 1 k l, then

iI\J

bB
f
b
(i)

iI
l
,J
[f(i)[ for every P(l) (3.3)
where I
l
,J
:=
_
i = (i
1
, . . . , i
2l
) I
l
[ k (i) i
k
J
_
.
Proof.
Let us rst prove equality (3.1). Recall that the Mobius inversion function for P(l) is
3.2. COMPLETION OF PROOF VIA THE FIBONACCI-WHITLE
INEQUALITY 17
the unique function : P(l) P(l) C such that for , P(l) we have

P(l)

(, )(, ) =
_

_
1 if =
0 otherwise
(1)
where : P(l) P(l) C is dened for , P(l) by
(, ) =
_

_
1 if
0 otherwise
.
Hence, for P(l) we have

P(l)

(0
l
, ) =

P(l)
0
l

(0
l
, ) =

P(l)
0
l

(0
l
, )(, ) =
_

_
1 if 0
l
=
0 otherwise
where 0
l
:= k[k = 1, . . . , l P(l). Thus,

iI
l
(i)=0
l
f(i) =

iI
l
f(i)

P(l)
(i)
(0
l
, )
but

iI
l
f(i)

P(l)
(i)
(0
l
, ) =

iI
l

P(l)
(i)
f(i)(0
l
, ) =

iI
l
,P(l)
(i)
f(i)(0
l
, )
=

P(l)

iI
l
(i)
f(i)(0
l
, ) =

P(l)
(0
l
, )

iI
l
(i)
f(i).
Therefore, since for a given i = (i
1
, . . . , i
l
) I
l
we have that (i) is the partition of 1, . . . , l
3.2. COMPLETION OF PROOF VIA THE FIBONACCI-WHITLE
INEQUALITY 18
dened by the equivalence relation k k

i
k
= i
k
for k, k

1, . . . , l, we conclude

distinct
i
1
,...,i
l
I
f(i
1
, . . . , i
l
) =

iI
l
(i)=0
l
f(i) =

P(l)
(0
l
, )

iI
l
(i)
f(i).
Let us now prove equalities (3.2) and (3.3). Suppose P(l) and assume
= B
1
, B
2
, . . . , B
m
and B
k
= b
k,1
, b
k,2
, . . . , b
k,p
k
for k = 1, . . . , m
with B
k
= B
k
k = k

and b
k,t
= b
k

,t
k = k

, t = t

.
Note that

i=I
l
(i)
f(i) =

i=(i
1
,...,i
l
)I
l
(i)
m

k=1
p
k

t=1
f
b
k,t
(i
b
k,t
)
since for every i = (i
1
, . . . , i
l
) I
l
we have
f(i) = f
1
(i
1
) . . . f
l
(i
l
) =

bB
f
b
(i
b
) =
m

k=1
p
k

t=1
f
b
k,t
(i
b
k,t
)
because 1, . . . , l = b
1,1
, b
1,2
, . . . , b
1,p
1
, . . . , b
m,1
, b
m,2
, . . . , b
m,pm
. But,

i=(i
1
,...,i
l
)I
l
(i)
m

k=1
p
k

t=1
f
b
k,t
(i
b
k,t
) =

i
1
,...,imI
m

k=1
p
k

t=1
f
b
k,t
(i
k
)
since for each i = (i
1
, . . . , i
l
) I
l
we have (i) if and only if i
b
k,1
= i
b
k,2
= . . . = i
b
k,p
k
for 1 k m. Therefore,

i=I
l
(i)
f(i) =

i
1
,...,imI
m

k=1
p
k

t=1
f
b
k,t
(i
k
) =
m

k=1

iI
p
k

t=1
f
b
k,t
(i) =

iI

bB
f
b
(i).
Now, let J be a subset of I and suppose

iI
f
k
(i) = 0 for 1 k l. Assume
r 0, . . . , m is such that, after relabeling if necessary, B
1
, . . . , B
r
are singletons whereas
B
r+1
, . . . , B
m
are not.
3.2. COMPLETION OF PROOF VIA THE FIBONACCI-WHITLE
INEQUALITY 19
Take B
k
= b
k
for 1 k r, and note that
r

k=1

iI\J

bB
k
f
b
(i) = (1)
r

i
1
,...,irJ
r

k=1
f
b
k
(i
k
) = (1)
r

i
1
,...,irJ
r

k=1

bB
k
f
b
(i
k
)
since by hypothesis we have

iI\J

bB
k
f
b
(i) =

iI\J
f
b
k
(i) =

iJ
f
b
k
(i) =

iJ

bB
k
f
b
(i),
for 1 k r, and hence
r

k=1

iI\J

bB
k
f
b
(i) =
r

k=1
_
_

iJ

bB
k
f
b
(i)
_
_
= (1)
r

i
1
,...,irJ
r

k=1

bB
k
f
b
(i
k
).
Note also that
m

k=r+1

iI\J

bB
k
f
b
(i) =

i
r+1
,...,imI\J
m

k=r+1

bB
k
f
b
(i
k
).
Thus, since

iI\J

bB
f
b
(i) =
_
_
r

k=1

iI\J

bB
k
f
b
(i)
_
_
_
_
m

k=r+1

iI\J

bB
k
f
b
(i)
_
_
,
it follows

iI\J

bB
f
b
(i) = (1)
r

i
1
,...,irJ
i
r+1
,...,imI\J
_
_
m

k=1

bB
k
f
b
(i
k
)
_
_
. (b)
Consider now the subset I
l,J
of I
l
given by
I
l,J
:=
_

_
(i
1
, . . . , i
l
) I
l

i
b
1
, . . . , i
br
J
i
b
k,1
= . . . = i
b
k,p
k
I J for r + 1 k m
_

_
3.2. COMPLETION OF PROOF VIA THE FIBONACCI-WHITLE
INEQUALITY 20
and observe that

iI
l,J
f(i) =

(i
1
,...,i
l
)I
l,J
_
_
m

k=1

bB
k
f
b
(i
b
)
_
_
=

i
1
,...,irJ
i
r+1
,...,imI\J
_
_
m

k=1

bB
k
f
b
(i
k
)
_
_
. (a)
Thus, by (b) and (a), it only remains to show that I
l,J
is contained in I
l
,J
to prove (3.3).
Suppose i = (i
1
, . . . , i
l
) I
l,J
and k

(i) for some k

1, . . . , l. Then, i
k
= i
k
if and
only if k = k

and i
b
k,1
= . . . = i
b
k,p
k
with 2 p
k
for r+1 k m. Hence, k

b
1
, . . . , b
r
,
and so i
k
J. It follows i I
l
,J
and I
l,J
I
l
,J
.
Corollary 14. Suppose we have functions f
1
, . . . , f
l
: [n] C and let f : I
l
C be dened
by f (i) = f
1
(i
1
) . . . f
l
(i
l
) for i = (i
1
, . . . , i
l
) [n]
l
. If J is a subset of [n] and

n
i=1
f
k
(i) = 0
for k = 1, . . . , n, then

distinct
i
1
,...,i
l
[n]\J
f(i
1
, . . . , i
l
)

l
2l

i[n]
l
,J
[f(i)[ for every P(l) (3.4)
where [n]
l
,J
:=
_
i = (i
1
, . . . , i
l
) [n]
l
[ k (i) i
k
J
_
.
Proof. Let J be a subset of [n]. Then, by (3.1) and (3.2), we have

distinct
i
1
,...,i
l
[n]\J
f(i
1
, . . . , i
l
) =

P(l)
(0
l
, )

i([n]\J)
l
(i)
f(i) =

P(l)
(0
l
, )

i[n]\J

bB
f
b
(i)
and hence, by (3.3), we get

distinct
i
1
,...,i
l
[n]\J
f(i
1
, . . . , i
l
)

P(l)
[(0
l
, )[

i[n]
l
,J
[f(i)[ .
3.2. COMPLETION OF PROOF VIA THE FIBONACCI-WHITLE
INEQUALITY 21
The result follows since

P(l)
[(0
l
, )[

i[n]
l
,J
[f(i)[

P(l)
l
l

i[n]
l
,J
[f(i)[ l
2l

i[n]
l
,J
[f(i)[ .
because [P(l)[ l
l
and [(0
l
, )[ l
l
for every P(l).
Lemma 15. Let F : [n]
2l
C be a -function. Suppose A
1
, . . . , A
l
M
n
(C) are of trace
zero. Then there exists a constant c
l
such that for all P

(2l) P

(2l) we have

i[n]
2l
(i)=
A(i)F(i)

c
l
max
i[n]
2l
[F(i)[
l

k=1
|A
k
|
2
where A(i) =
l

k=1
A
k
(i
2k1
, i
2k
) for each i = (i
1
, . . . , i
2l
) [n]
2l
.
Proof. Let P

(2l)P

(2l). Then, lacks of singletons, but it does contain some blocks

of the form 2k 1, 2k. So, by symmetry, we may assume that for some s 0, . . . , l we
have
= 2s + 1, 2s + 2, . . . , 2l 1, 2l
where is the empty set if s = 0 and otherwise belongs to P

(2s). Put t = l s
Let us see we may assume 6l n. Indeed, by Cauchy-Schwarz inequality we have
_
_

i[n]
2l
[A(i)[
_
_
2
=

i[n]
2l
[A(i)[ 1

i[n]
2l
[A(i)[
2

i[n]
2l
1
2
= n
2l

i[n]
2l
[A(i)[
2
but
n

i[n]
2l
[A(i)[
2
=
n

i
1
,...,i
2l
=1
l

k=1
[A
k
(i
2k1
, i
2k
)[
2
=
l

k=1
n

i,j=1
[A
k
(i, j)[
2
=
l

k=1
|A
k
|
2
2
.
3.2. COMPLETION OF PROOF VIA THE FIBONACCI-WHITLE
INEQUALITY 22
Hence,

i[n]
2l
(i)=
[A(i)[

i[n]
2l
[A(i)[ n
l
l

k=1
|A
k
|
2
,
and therefore,

i[n]
2l
(i)=
A(i)F(i)

max
i[n]
2l
[F(i)[

i[n]
2l
(i)=
[A(i)[ (6l)
l
max
i[n]
2l
[F(i)[
l

k=1
|A
k
|
2
for n < 6l.
Assume 6l n. By Proposition 9 we have
F(i
1
, . . . , i
2s
, j
1
, j
1
, . . . , j
t
, j
t
) = F(i
1
, . . . , i
2s
, j

1
, j

1
, . . . , j

t
, j

t
)
for i
1
, . . . , i
2s
[n] and j
1
, j

1
, . . . , j
t
, j

t
[n] i
1
, . . . , i
2s
such that j
k
= j
k
only if k = k

and j

k
= j

only if k = k

. Thus, the function F : [n]

2s
C dened for i = (i
1
, . . . , i
2s
)
[n]
2s
by
F(i) = F(i
1
, . . . , i
2s
, j
1
, j
1
, . . . , j
t
, j
t
)
where we take any distinct j
1
, . . . , j
t
[n] i
1
, . . . , i
2s
, is well-dened.
Now, to abbreviate notation, for i = (i
1
, . . . , i
2s
) [n]
2s
and j = (j
1
, . . . , j
t
) [n]
t
we
take i = i
1
, . . . , i
2s
subset of [n], and i j
2
= (i
1
, . . . , i
2s
, j
1
, j
1
, . . . , j
t
, j
t
) element of
[n]
2l
.
Consider the functions A : [n]
2s
C and

A : [n]
t
C given by
A(i) = A
1
(i
1
, i
2
) . . . A
s
(i
2s1
, i
2s
) and

A(j) = A
s+1
(j
1
, j
1
) . . . A
l
(j
t
, j
t
)
3.2. COMPLETION OF PROOF VIA THE FIBONACCI-WHITLE
INEQUALITY 23
for i = (i
1
, . . . , i
2s
) [n]
2s
and j = (j
1
, . . . , j
t
) [n]
t
. By Corollary 14 we have

i[n]
2s
(i)=

A(i)

distinct
j
1
,...,jt[n]\{i}

A(j
1
, . . . , j
t
)

i[n]
2s
(i)=

A(i)

t
2t

j[n]
t
,{i}

A(j)

where [n]
t
,{i}
=
_
j = (j
1
, . . . , j
t
) [n]
t
[ k (j) j
k
i
_
. Hence, it follows

i[n]
2s
(i)=

A(i)

distinct
j
1
,...,jt[n]\{i}

A(j
1
, . . . , j
t
)

l
2l

i[n]
2s
(i)=

j[n]
t
,{i}

A(i j
2
)

since t
2t
l
2l
and A(i j
2
) = A(i)

A(j) for i [n]

2s
and j [n]
t
.
Note that for i = (i
1
, . . . , i
2l
) [n]
2l
we have (i) = if and only if ((i
1
, . . . , i
2s
)) = ,
i
2s+1
= i
2s+2
, . . . , i
2l1
= i
2l
, i
2s+2
, . . . , i
2l
[n] i
1
, . . . , i
2s
, and i
2s+2
, i
2s+4
, . . . , i
2l
are
distinct. Hence,

i[n]
2l
(i)=
F(i)A(i) =

i[n]
2s
(i)=

j([n]\{i})
t
(j)=0t
F(i j
2
)A(i j
2
) =

i[n]
2s
(i)=

j([n]\{i})
t
(j)=0t
F(i)A(i)

A(j)
=

i[n]
2s
(i)=
F(i)A(i)

j([n]\{i})
t
(j)=0t

A(j).
Thus, since

i[n]
2s
(i)=
F(i)A(i)

j([n]\{i})
t
(j)=0t

A(j)

max
i[n]
2l
[F(i)[

i[n]
2s
(i)=

A(i)

j([n]\{i})
t
(j)=0t

A(j)

,
3.2. COMPLETION OF PROOF VIA THE FIBONACCI-WHITLE
INEQUALITY 24
it follows

i[n]
2l
(i)=
F(i)A(i)

l
2l
max
i[n]
2l
[F(i)[

i[n]
2s
(i)=

j[n]
t
,{i}

A(i j
2
)

Finally, observe that ij

2
belongs to P

(2l) whenever i [n]

2s
, (i) = , and j [n]
t
,{i}
.
Therefore, for some constant K
l
we have

i[n]
2l
(i)=
F(i)A(i)

l
2l
max
i[n]
2l
[F(i)[

i[n]
2l
(i)P(2l)
[A(i)[ l
2l
(K
l
)
l
max
i[n]
2l
[F(i)[
l

k=1
|A
k
|
2
by Lemma 15
Theorem 16. For each l N there exists a constant c
l
such that for any natural number n,
any -function F : [n]
l
C, and all matrices A
1
, . . . , A
l
M
n
(C) of trace zero we have

i[n]
2l
F(i)A(i)

c
l
n
l
2
max
i[n]
2l
[F(i)[
l

k=1
|A
k
|
where A(i) := A
1
(i
1
, i
2
) . . . A
l
(i
2l1
, i
2l
) for each i = (i
1
, . . . , i
2l
) [n]
2l
.
Proof. Since P(2l) is the disjoint union of P(2l) P

(2l), P

(2l) P

(2l), and P

(2l),
we have

i[n]
2l
F(i)A(i) =

i[n]
2l
(i)P(2l)\P(2l)
F(i)A(i)+

i[n]
2l
(i)P(2l)
F(i)A(i)+

i[n]
2l
(i)P(2l)\P(2l)
F(i)A(i).
But, F(i) = 0 whenever (i) P(2l) P

(2l) since F is a -function, and thus we get

i[n]
2l
F(i)A(i) =

i[n]
2l
(i)P(2l)
F(i)A(i) +

P(2l)\P(2l)

i[n]
2l
(i)=
F(i)A(i).
3.2. COMPLETION OF PROOF VIA THE FIBONACCI-WHITLE
INEQUALITY 25
Now, by Lemma 12 and Lemma 15 there is a constant K
l
such that

i[n]
2l
(i)P(2l)
[F(i)A(i)[ (K
l
)
l
max
i[n]
2l
[F(i)[
l

k=1
|A
k
|
2
,
and

P(2l)\P(2l)

i[n]
2l
(i)=
F(i)A(i)

P(2l)\P(2l)
(K
l
)
l
max
i[n]
2l
[F(i)[
l

k=1
|A
k
|
2
.
Thus, taking c
l
= (K
l
)
l
(2l
2l
+ 1) (K
l
)
l
(1 +[P

(2l) P

(2l)[, we have

i[n]
2l
F(i)A(i)

c
l
max
i[n]
2l
[F(i)[
l

k=1
|A
k
|
2
Therefore, since |A|
2

n|A| for all matrices A M

n
(C), we conclude

i[n]
2l
F(i)A(i)

c
l
n
l
2
max
i[n]
2l
[F(i)[
l

k=1
|A
k
|
3.3. COMPLETION OF PROOF VIA SHARP BOUNDS FOR GRAPH
SUMS 26
3.3 Completion of proof via sharp bounds for graph sums
Sharp bound. Let be a partition of [2l] and let G

be given by ??. Assume r

is dened
as

l leaf of F
r
l
where F

is the forest of two-edge connected components of G

, and r
l
= 1 if
l is a trivial leaf, but r
l
=
1
2
if l is non-trivial. Then
(i) for any n N and all matrices A
1
, . . . , A
l
M
n
(C) we have

i[n]
2l
(i)
A(i)

n
r
l

k=1
|A
k
|
where A(i) := A
1
(i
1
, i
2
) . . . A
l
(i
2l1
, i
2l
) for i = (i
1
, . . . , i
2l
) [n]
2l
.
(ii) for each n N there are matrices B
1
, . . . , B
l
M
n
(C) with |B
1
|, . . . , |B
l
| = 1 such
that

i[n]
2l
(i)
B(i)

= n
r
where B(i) := B
1
(i
1
, i
2
) . . . B
l
(i
2l1
, i
2l
) for i = (i
1
, . . . , i
2l
) [n]
2l
.
Proposition 17. Let P(2l) and let G

be the graph given by ??. Suppose P

(2l).
Then any connected component of G

has at least two edges and any two-edge connected

component of G

has at least degree three.

Lemma 18. Let A
1
, . . . , A
l
M
n
(C). If A : [n]
2l
C is dened by A(i) =
l

k=1
A
k
(i
2k1
, i
2k
) for i =
(i
1
, . . . , i
2l
) [n]
2l
then

i[n]
2l
(i)
A(i)

n
l
2
l

k=1
|A
k
| for all P

(2l).
3.3. COMPLETION OF PROOF VIA SHARP BOUNDS FOR GRAPH
SUMS 27
Proof. Let P

(2l) and let G

given by ??. Assume G

1
, . . . , G
m
are the connected
components of G

and let F
1
, . . . , F
m
be their respective forests of two-edge connected
components.
For each k = 1, . . . , m, let us take l
k
as the number of edges in G
k
and m
k
as the
number of leaves in F
k
. Suppose D
k,1
, . . . , D
k,m
k
are the two-edge connected components
of G
k
that becomes a leaf in F
k
. Then, since P

(2l) we have l
k
2 and deg(D
k,t
) 3
for 1 t m
k
, and hence, we get
l
k
2
1 and
l
k
=
1
2
deg(G
k
)
1
2
m
k

t=1
deg(D
k,t
)
1
2
m
k

t=1
3
m
k
2
.
Thus,
l
k
2
max
_
1,
m
k
2
_
for 1 k m.
Observe now that r
G
k
= max
_
1,
m
k
2
_
, and so
r

=
m

k=1
r
G
k

m

k=1
l
k
2
=
l
2
.
Therefore, the lemma follows by 3.3.
Corollary 19. Let A
1
, . . . , A
l
M
n
(C) matrices of trace zero. If A : [n]
2l
C is dened
by A(i) =
l

k=1
A
k
(i
2k1
, i
2k
) for i = (i
1
, . . . , i
2l
) [n]
2l
then there is a constant c
l
depending
only on l such that

i[n]
2l
(i)=
A(i)

c
l
n
l
2
l

k=1
|A
k
| for all P

(2l).
Proof. Let A
1
, . . . , A
l
M
n
(C) be matrices of trace zero and let A : [n]
2l
C be given
by A(i) = A
1
(i
1
, i
2
) . . . A
l
(i
2l1
, i
2l
) for i = (i
1
, . . . , i
2l
) [n]
2l
.
3.3. COMPLETION OF PROOF VIA SHARP BOUNDS FOR GRAPH
SUMS 28
Consider G, H : P(2l) C given for P(2l) by
G() =

i[n]
2l
(i)=
A(i) and H() =

i[n]
2l
(i)
A(i) ,
and note that
H() =

i[n]
2l
(i)
A(i) =

P(2l)

i[n]
2l
(i)=
A(i) =

P(2l)

G().
for every P(2l). Thus, by the Mobius inversion formula, there is a function : P(2l)
P(2l) C such that
G() =

P(2l)

(, )H()
for every P(2l).
Fix now P

(2l). Then, since P

(2l) whenever P(2l) and , we have

G() =

P(2l)

(, )H() =

P(2l)

(, )H() +

P(2l)\P(2l)

(, )H()
because P

(2l) is the disjoint union of P

(2l) and P

(2l) P

(2l).
Suppose P

(2l) P

(2l). Then does not contain singletons but it does contain

a block of the form 2k 1, 2k. By symmetry, we may assume = 2l 1, 2l
for some P(2l 2). Hence, taking B(j) = B
1
(j
1
, j
2
) . . . B
l1
(j
2l3
, j
2l1
) for each
j = (j
1
, . . . , j
2l2
) [n]
2l2
, we have
H() =

i[n]
2l
(i)
A(i) =

j[n]
2l2
(j)
n

i=1
B(j)A
l
(i, i) =

j[n]
2l2
(j)
B(j)tr(A
l
) .
3.3. COMPLETION OF PROOF VIA SHARP BOUNDS FOR GRAPH
SUMS 29
Thus, H() = 0 since by hypothesis A
l
is of trace zero. Consequently,

i[n]
2l
(i)=
A(i) = G() =

P(2l)

(, )H()
Therefore, by Lemma 18 we have

i[n]
2l
(i)=
A(i)

P(2l)

[(, )[ [H()[
_
_
_
_

P(2l)

[(, )[
_
_
_
_
n
l
2
l

k=1
|A
k
|
Theorem 20. For each l N there exists a constant c
l
such that for any natural number
n, any -function F : [n]
l
C, and all matrices A
1
, . . . , A
l
M
n
(C) of trace zero we have

i[n]
2l
F(i)A(i)

c
l
n
l
2
max
i[n]
2l
[F(i)[
l

k=1
|A
k
|
if A(i) := A
1
(i
1
, i
2
) . . . A
l
(i
2l1
, i
2l
) for each i = (i
1
, . . . , i
2l
) [n]
2l
and F(j) = F(j

)
whenever (j) = (j

) for j, j

[n]
2l
.
Proof. Note rst that

i[n]
2l
F(i)A(i) =

i[n]
2l
(i)P(2l)\P(2l)
F(i)A(i) +

i[n]
2l
(i)P(2l)
F(i)A(i) .
since for each i [n]
2l
we have (i) belongs to either P

(2l) or P(2l) P

(2l but not to

both. Thus, since F is a -function, it follows

i[n]
2l
F(i)A(i) =

i[n]
2l
(i)P(2l)
F(i)A(i) .
3.3. COMPLETION OF PROOF VIA SHARP BOUNDS FOR GRAPH
SUMS 30
But, by hypothesis we have F(j) = F(j

) whenever (j) = (j

), and hence

i[n]
2l
(i)P(2l)
F(i)A(i) =

P(2l)

i[n]
2l
(i)=
F(i)A(i) =

P(2l)
F()

i[n]
2l
(i)=
A(i)
where F() = F(i) for some i [n]
2l
such that (i) = . Therefore, by Corollary 19 there
is a constant c such that

i[n]
2l
F(i)A(i)

P(2l)

F()

i[n]
2l
(i)=
A(i)

max
i[n]
2l
[F(i)[
_
_

P(2l)
c
l
_
_
n
l
2
l

k=1
|A
k
|
BIBLIOGRAPHY 31
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