I have now finally put up a tex-version of the lecture notes of my class “Free Probability Theory” from the winter term 2018/19.

# Author Archives: rolandspeicher

# Update on videos of lectures and talks

## Videos of talks at Fields Institute

The videos of my three talks in the distinguished lecture series at the Fields Institute are now online and can be found here.

In particular, the first talk, entitled *Dan-Virgil Voiculescu: visionary operator algebraist and creator of free probability theory*, was a talk for a public audience and gives not only a bit of information on Dan Voiculescu, but also a very high level idea of what free probability is all about. And it also has some movie references …

## Videos of lecture series “Non-commutative distributions”

The course on “Non-commutative distributions” has now finished; all 20 lectures are online and can be found on our video platform. My hand-written notes for the classes can be found here.

# Focus Program on Applications of Noncommutative Functions; Featuring a Celebration Banquet for Dan Voiculescu’s 70th Birthday

Today started the Focus Program on Applications of Noncommutative Functions at the Fields Institute in Toronto. There will be two workshops: this week on the “Developments and Technical Aspects of Free Noncommutative Functions” and next week on “Applications to Random Matrices and Free Probability of Free Noncommutative Functions”. Both workshops look interesting to me; unfortunately I will miss most of the first one as I will fly only on Wednesday to Toronto.

I will give a series of three talks on the relation between free probability and random matrices. The first talk will be quite general and is also intended for a public academic audience. Its main purpose is to celebrate the 70th birthday of Dan Voiculescu by giving an idea of Dan’s achievements and of free probability theory. The talk and the banquet will be on the very day of Dan’s birthday.

# SYK Model and q-Brownian Motion

Recently I became aware of the so-called Sachdev-Ye-Kitaev (SYK) model, which has attracted quite some interest in the last couple of years in physics, as a kind of toy model for quantum holography. What attracted my attention was the fact that in some limit there appears a q-deformation of the Gauss distribution – the same one which also showed up in my old papers with Marek Bozejko and Burkhard Kümmerer on non-commutative versions of Brownian motions, see here and here. Whereas in the SYK context there is usually only one limit distribution, in our non-commutative probability context we usually have the multivariate situation with several random variables (corresponding to the increments of the process). Thus I wanted to see whether one can also extend the calculations in the SYK model to a multivariate setting. This is done together with Miguel Pluma in our paper The SYK Model and the q-Brownian Motion. It turns out that one gets indeed q-Gaussian variables corresponding to orthogonal vectors for independent SYK models.

It is not clear to me whether such independent copies of SYK models have any physical relevance. However, there have recently been some papers by Berkooz and collaborators, here and here, where they calculated the 2-point and the 4-point function for the large N double scaled SYK model, by using also essentially the combinatorics of such multivariate extensions.

Those calculations are quite technical and not easy, and it seems to be unclear whether one can get a final analytic result. This seems to be related to our problems of doing any useful analytic calculations with the multivariate q-Gaussian distribution, which is one of the main obstructions for progress on free entropy or Brown measures for the q-Gaussian distributions. (Okay, there has been some progress via free transport by Alice Guionnet and Dima Shlyakhtenko, but this is quite abstract without concrete analytic formulas.) It would be nice (and surely helpful) if we could get some more concrete description of the operator-valued Cauchy transform of the multivariate q-Gaussian distribution.

# Class on “Non-Commutative Distributions”: Hand-Written Notes are Up

I have now put up scans of my hand-written notes for the class, see here, and will update those irregularly.

The class is still running well and more or less according to plan. After generalities on non-commutative distributions, non-commutative (fully matricial) functions, and operator-valued Cauchy transforms we are now bringing some structure into our non-commutative distributions, by looking on operator-valued freeness. I plan to cover the basic part of the theory of operator-valued freeness, in particular, operator-valued additive convolution, both from a combinatorial and an analytic point of view. However, much of this is parallel to the scalar-valued theory from last term, so I will be quite brief on details (in particular, proofs) at many places – one should look back to and compare with the relevant parts from last term; in particular, Sections 2, 3, 4, 5 of the corresponding class notes.

# The Free Field: Realization via Unbounded Operators and Atiyah Property

Tobias Mai, Sheng Yin and myself have just uploaded our paper The free field: realizations via unbounded operators and Atiyah property to the archive. This is a new version of an older paper with similar title. There are quite a couple of changes compared to the previous version. First, we have cut out the parts related to absolute continuity (they will become part of another paper) and concentrate now on items which are mentioned in the title. Furthermore, what was before an implication in one direction, has now become an equivalence; however, for this we had to shift our attention from free entropy dimension to a related quantity .

Let me say a few words what this paper is about. Usually, in free probability, we are trying to understand the von Neumann algebra generated by some operators . This is a quite tough question, to which we have, unfortunately, nothing to say for now. So, instead, we shift here somehow the perspective; by not looking on what we can generate out of our operators by taking analytic closures in the bounded operators, but instead looking on how far we can go with just an algebraic closure – however, by also allowing to take inverses. Of course, if we want to invert operators we are leaving quickly the bounded operators, so in order to get some nice class of objects, we consider this question within the unbounded operators. In general, unbounded operators are nasty, but luckily enough for us, we are usually in a tracial frame, where the von Neumann algebra generated by is type II, and in such a situation the affiliated unbounded operators are a much nicer class. In particular, they form an algebra and, even better, any operator there can be inverted if and only if it has no non-trivial kernel. In a more algebraic formulation: such an operator X has an inverse if and only if it does not have a zero divisor (in the corresponding von Neumann algebra).

So we ask now the question: what is the division closure of in the algebra of unbounded operators? The division closure is, by definition, the smallest algebra which contains and which is closed under taking inverses in case they exist as unbounded operators.

How nice can such a division closure be? The best we can expect is that it is actually a division ring (aka skew field), which means that every non-zero operator is invertible (which according to the above means that every non-zero operator has no non-trivial kernel). Note that usually we consider operators which are algebraically free, i.e., there are no polynomial relations between the . This does, however, not exclude rational relations (i.e., relations which also involve inverses). If there are also no non-trivial rational relations then we get the so-called “free field” (actually, the “free skew field”). For example, if we have three free semicircular elements, then they satisfy neither non-trivial polynomial nor non-trivial rational relations, and the division closure in this case is the free field in three generators. On the other hand, for two free semicircular elements and let us (as suggested by Ken Dykema and James Pascoe) consider , , . Then satisfy no polynomial relation, hence the algebra generated by them is the free algebra in 3 generators. However, they satisfy the non-trivial rational relation , and their division closure is a division ring, but not the free field (but a “localisation” of the free field).

The statements from the last paragraph, whether we get a skew field and whether this skew field is the free field, are quite non-trivial; and the main results from our paper are to provide tools for deciding this. Let me give a short version of two of the main results:

- the division closure is a division ring if and only if the operators satisfy the strong Atiyah property; the latter was introduced by Shlyakhtenko and Skoufranis (as an extension of the corresponding property from the group case);
- the division closure of is the free field if and only if is maximal (i.e., equal to n).

The quantity was introduced by Connes and Shlyakhtenko in the context of their investigations on homology of von Neumann algebras. More precisely, (i.e., generate the free skew field) if and only if there exist no non-zero finite rank operators on such that .

This maximality of might not look very intuitive, so it is good that we can provide also some more useful sufficient criteria to ensure this. In particular, we have that if

- , where is the free entropy dimension; and we know many situations where this happens, like for free operators, where each is selfadjoint and has non-atomic distribution; this is for example the case for free semicirculars;
- has a dual system, i.e., operators on such that , where is the projection onto the trace vector

As mentioned above, in the first version of our paper we had the implication that maximality of implies that our operators realize the free field. It took us a while to realize (and even more, to prove) that we can also go the other way, if we use instead of . It is actually not clear how far those quantities are from each other.

Let me also point out that in the original version we could only deal with selfadjoint operators; mainly, because makes only sense in such a setting. Working with instead opened also the way to deal with the general situation. This allows in particular to recover in our setting also the old result of Linnell that the generators of the free group in the left regular representation generate the free field. Since those generators are not selfadjoint (but unitary), we needed to free our theory from the assumption of selfadjointness.

Finally, let me also mention that though all this looks quite abstract and algebraic it has also quite some consequences for the distribution of operators and, in particular, for the asymptotic eigenvalue distributions of random matrices. For this one has to realize that for selfadjoint functions in our operators the absence of a kernel means that the distribution has no atoms. Hence we can exclude atoms in the distributions of functions of our operators if they have maximal .

# “Non-Commutative Distributions”, Summer Term 2019

My class on “Non-commutative distributions” started today. The first lecture is already online, see our video platform. Actually, we have a new video system, so the sound should now be better than last term. I am not sure, though, whether this also applies to the frames.

The class will run during our summer term, which will end mid July. Since I will travel quite a bit during term, there will be some cancellations and reschedulings of lectures; nevertheless, I still hope that we will have in the end again something like 25 lectures.

The general topic of the class is progress which was made in the last couple of years on non-commutative distributions, and which relies on advances in

- the operator-valued version of free probability theory (in particular, for its analytic description)
- free analysis or free non-commutative function theory
- relating analytic questions about operators in von Neumann algebras with the theory (of Cohn et al.) of non-commutative linear algebra or the free skew field (aka as non-commutative rational functions)
- using the linearization trick to relate non-linear scalar problems with linear operator-valued problems

All of the above will be explained in the lectures. So don’t worry if you have no idea what all this actually means.

Much of this progress was actually achieved in recent years in the context of my ERC-Advanced Grant on “Non-Commutative Distributions”. As this grant has finished now, the class can also be seen as kind of final report for this.

I will assume some familiarity with basic functional analysis and complex analysis. It is surely also helpful to know at least a bit about free probability theory, but this can also be acquired by watching along the way a few of the videos from last term or reading relevant parts of the corresponding class notes.

# Free Activities in Montreal, Week 4 and Conclusion

## Week 4

The second workshop “Free Probability: the applied perspective”, in the last week of the program, had its focus on more applied directions. In recent years, it has become apparent that free probability, with its tools for calculating the eigenvalue distribution of random matrices or dealing with outliers, might have quite some impact for questions in applied subjects like: physics, statistics, wireless communications, or machine learning. Many of the talks during the second workshop addressed such issues and showed this surprising arch of free probability from the abstract to the very applied: we saw three vignettes on free probability and statistics; heard about a new theory for sketching in linear regression; and learned about free probability for deep learning.

## Conclusion

Apart from the exciting and surprising new connections and directions of free probability, there were also a couple of talks which presented new important results per se, creating a lot of discussions and potentially new collaborations. Just to mention a few, the talks “The free field meets free probability theory” by Mai and “The atoms of the free additive convolution of two operator-valued distributions” by Belinschi gave qualitatively new results about one of the hard problems of the analytic theory of free probability, namely the absence or the possible occurrence of atoms for various functions in non-commuting variables. The talk “Traffic independence and freeness over the diagonal” by Cebron highlighted important progress in the theory of traffic independence, by relating the up to now quite combinatorial theory to analytic tools from operator-valued freeness, and thus opening a quite new direction for this important concept. Another impressive advance, on the notoriously difficult task of calculating Brown measure, was presented in the talk “The Brown measure of free multiplicative Brownian

motion” by Kemp.

I think that the whole program on free probability at the CRM was a big success. In particular, the attendance of many young researchers, often for the whole month or a substantial part of it, and the many lively discussions in the seminar rooms and halls of the Pavillon Aisenstadt, following the talks or signalling ongoing or new collaborations, showed clearly that the subject is still very vibrant and full of new ideas. I am quite optimistic about the future of free probability theory.

# Free Activities in Montreal, Week 3

Our one-month program on New Developments in Free Probability and Applications has started. After a one-week workshop on the more theoretical side, there will be now two weeks of introductions and survey talks, as well as seminar talks, before we finish with another workshop on the (potential) applications of free probability.

Here is the schedule of talks for week 3, featuring in particular two of the three Aisenstadt Chair talks of Alice Guionnet. The first of those is intended for a general public, see also the CRM website. The third Aisenstadt Chair talk will be the opening talk of the second workshop.

WEDNESDAY March 20

Pavillon Claire-McNicoll, Université de Montréal, Room Z-220

16:15 Alice Guionnet (Aisenstadt Chair 2019)

“Free probability and Random matrices”

Free probability is the natural framework to consider matrices with size going to infinity. Since this key remark was made by Voiculescu in the nineties, these two fields have enriched each other continuously. We will discuss a few of these fruitful crossovers. This talk will only require a general mathematical background.

THURSDAY March 21

Pavillon André-Aisenstadt, Université de Montréal, Room 5340

09:30 – 11:00 Mireille Capitaine

“Introduction to Outliers for Deformed Wigner Matrices”

14:30 – 15:30 Felix Leid

“Maps, Partitioned Permutations, and Free Probability”

16:00 – 17:00 Maxime Fevrier

“From conditional freeness to infinitesimal freeness”

FRIDAY March 22

Pavillon André-Aisenstadt, Université de Montréal, Room 1360

10:30 Alice Guionnet (Aisenstadt Chair 2019)

“Free probability and random matrices: Conjugate variables and the Dyson-Schwinger equations”

In this talk I will discuss some uses of integration by parts in free probability, random matrices and related topics. In particular I will show how it can be used to study the large dimension asymptotics in random matrices and tilings.

# Free Activities in Montreal, Week 2

Our one-month program on New Developments in Free Probability and Applications has started. After a one-week workshop on the more theoretical side, there will be now two weeks of introductions and survey talks, as well as seminar talks, before we finish with another workshop on the (potential) applications of free probability.

Here is the schedule of talks for this week; they will be held in room 5340, 5th floor, Andre-Aisenstadt building on the campus of the Universite de Montreal.

Note that the second talk on Friday has changed; Felix Leid’s talk has been moved to next week, Ben Hayes will talk instead.

**TUESDAY March 12**

9:30 – 12:30 Tobias Mai, Roland Speicher, and Sheng Yin

“Introduction to Regularity and the Free Field”

Lunch break

2:30 – 4:00 Hari Bercovici

“Introduction to outliers”

**THURSDAY March 14**

9:30 – 12:30 Benson Au, Guillaume Cébron, and Camille Male

“Introduction to Traffic Freeness”

Lunch break

2:30 – 3:30 Laura Maassen

“Group-theoretical quantum groups”

4:00 – 5:00 Simon Schmidt

“Quantum automorphism groups of finite graphs”

**FRIDAY March 15**

9:30 – 10:30 Josué Váquez Becerra

“Fluctuation moments induced by some asymptotically liberating unitary matrices”

11:00 – 12:00 Ben Hayes

“A random matrix approach to the Peterson-Thom conjecture”