Another blog on “Free Probability” by Teo Banica

Teo Banica got a bit bored by the lockdown and started to write a series of blogs on various topics, close to his heart and his knowledge – one of them is also one free probability. Check it out here. It’s written in Teo’s personal style, which might seem annoying or provocative to some, but in any case it’s interesting …

Correction on my lecture notes on random matrices (weak convergence versus convergence of moments)

I just noticed that I have a stupid mistake in my random matrix lecture notes (and also in the recording of the corresponding lecture). I am replacing the notes with a new version which corrects this.

In Theorem 4.16, I was claiming that weak convergence is equivalent to convergence of moments, in a setting where all moments exist and the limit is determined by its moments. Of course, this is a too optimistic statement. What is true is the direction that convergence of moments implies weak convergence. That’s the important direction. The other direction would be more of a relevance for combinatorial aficionados like me, as it would allow me to claim that the combinatorial and the analytical approach in such a setting are equivalent. However, the other direction is clearly wrong without some additional assumptions; and thus there are nice-looking situations where one cannot prove weak convergence by dealing with moments.

Of course this is not a new insight. In the context of proving the convergence to the semicircle for Wigner matrices with non-zero mean for the entries we know that we cannot do this with moments (see for example, Remark 11 in Chapter 4 of my book with Jamie).

To get a kind of positive spin out of this annoying mistake, I started to think about what kind of convergence we actually want in our theorems in free probability. Usually our convergence is in distribution, i.e., we are looking on moments – which seems to be the natural thing to do in the multivariate case of several non-commuting operators. However, we can also project things down to the classical world of one variable by taking functions in our operators and ask for the convergence of all such functions. And then there might be a difference whether we ask for weak convergence or for convergence in distribution (i.e., convergence of all moments).

This might become kind of relevant in the context of rational functions. Sheng Yin showed in Non-commutative rational functions in strong convergent random variables that convergence in distribution goes over from polynomials to rational functions (in the case where we assume that the rational function in the limit is a bounded operator) if we assume strong convergence on the level of polynomials (i.e., also convergence of the operator norms). Without the assumption of strong convergence it is easy to see that there are examples (see page 12 of the paper of Sheng) where one has convergence in distribution for the polynomials, but not for the rational functions. However, though one does not have convergence of the moments of the rational function, it is still true in this example that one has weak convergence of the (selfadjoint) rational function. So maybe it could still be the case that, even without strong convergence assumptions, convergence in distribution for polynomials (or maybe weak convergence for polynomials) implies weak convergence for rational functions. At least at the moment we do not know a counter example to this.

Another online seminar: Wales MPPM Zoom Seminar

At the moment there are many online activities going on …. and here is another one: the Wales Mathematical Physics Zoom Seminar, organized by Edwin BeggsDavid EvansGwion Evans,Rolf GohmTim Porter.

Why do I mention in particular this one; there are at least two reasons. Today there is a talk by Mikael Rordam around the Connes embedding problem, and next week I will give a talk, on my joint work with Tobias Mai and Sheng Yin of the last years around rational functions of random matrices and operators.

If you are interested in any of this, here is the website of the seminar, where you can find more information.

Update: The talks are usually recorded and posted on a youtube channel. There you can find my talk on “Random Matrices and Their Limits”.

Berkeley’s Probabilistic Operator Algebra Seminar (Hosted by Voiculescu) is Now Online

Due to the current conditions, Voiculescu’s seminar on free probability and operator algebras is now being held online via the platform Zoom. Members of the community worldwide are welcome to join.
Announcements and the Zoom link for each talk will be shared via a mailing list. If you would like to be added to this list, please send an email to: jgarzavargas@berkeley.edu

In this webpage you can find the titles, abstracts and dates for past and future talks: https://math.berkeley.edu/~jgarzav/seminar.html

Sincerely,
Jorge Garza Vargas

The saga ends …

I have now finished my class on random matrices. The last lecture motivated the notion of (asymptotic) freeness from the point of view of looking on independent GUE random matrices. So you might think that there should now be continuations on free probability and alike coming soon. But actually this part of the story was already written and recorded and if you don’t want to spoil the tension you should watch the series not in its historical but in its logical order:

  1. Random Matrices (videos, homepage of class)
  2. Free Probability Theory (videos, homepage of class)
  3. Non-commutative Distributions (and Operator-Valued free Probability Theory) (videos, homepage of class)

More information, in particular the underlying script (sometimes in a handwritten version, sometimes in a more polished texed version), can be found on the corresponding home page of the lecture series.

May freeness be with you …

Is there an impact of a negative solution to Connes’ embedding problem on free probability?

There is an exciting new development on Connes’ embedding problem. The recent preprint MIP*=RE by Ji, Natarajan, Vidick, Wright, Yuen claims to have solved the problem to the negative via a negative answer to Tsirelson’s problem via the relation to decision problems on the class MIP* of languages that can be decided by a classical verifier interacting with multiple all powerful quantum provers. I have to say that I don’t really understand what all this is about – but in any case there is quite some excitement about this and there seems to be a good chance that Connes’ problem might have a negative solution. To get some idea about the excitement around this, you might have look on the blogs of Scott Aaronson or of Gil Kalai. At the operator front I have not yet seen much discussion, but it might be that we still have to get over our bafflement.

Anyhow, there is now a realistic chance that there are type II factors which are not embeddable and this raises the question (among many others) what this means for free probability. I was asked this by a couple of people and as I did not have a really satisfying answer I want to think a bit more seriously about this. At the moment my answer is just: Okay, we have our two different approaches to free entropy and a negative solution to Connes embedding problem means that they cannot always agree. This is because we always have for the non-microstates free entropy \chi^* that \chi^*(x_1+\sqrt\epsilon s_n,\dots,x_n+\sqrt\epsilon s_n)>-\infty, if s_1,\dots,s_n are free semicircular variables which are free from x_1,\dots,x_n. The same property for the microstates free entropy \chi, however, would imply that x_1,\dots,x_n have microstates, i.e., the von Neumann algebra generated by x_1,\dots,x_n is embeddable; see these notes of Shlyakhtenko.

But does this mean more then just saying that there are some von Neumann algebras for which we don’t have microstates but for which the non-microstates approach give some more interesting information, or is there more to it? I don’t know, but hopefully I will come back with more thoughts on this soon.

Of course, everybody is invited to share more information or thoughts on this!