# Nothing New on Connes’ Embedding

It’s now almost a year that we have been told that Connes’ embedding conjecture is not a conjecture anymore, but that it’s actually false. In principle, this is great news as it should open totally new playgrounds, with von Neumann algebras never seen before. The only problem is that we still have not seen them. I am sure that many are looking for them but as far as I am aware nobody outside the quantum information community was able to shed more light on the refutation of Connes’ embedding.

As a believer in the power of non-commutative distributions I tried all my arsenal of moments, cumulants, or Cauchy transforms to get a grasp on how such a non-embeddable von Neumann algebra could look like — of course, without any success. But let me say a few more words an some of my thoughts – if only to come up with a bit longer post for the end of the year.

In our non-commutative distribution language, the refutal of Connes’ embedding says that there are operators in a tracial von Neumann algebra whose mixed moments cannot be approximated by moments of matrices with respect to the trace. We have quite a few of distributions in free probability theory, but the main problem in the present context is that all of them usually can be approximated by matrices, and also all available constructions (like taking free products) preserve such approximations (in particular, since we can model free independence via conjugation by unitary random matrices). Very roughly: our constructions of distributions take some input and then produce some distribution — however, if the input is embeddable, then the output will be so, too. Thus I cannot use those constructions directly to make the leap from our known universe to the new ones which should be out there. The only way I see to overcome this obstruction is to look for distributions which create themselves “out of nothing” via such constructions, i.e., for fixed point distributions of those constructions. For such fixed point distributions I see at least no apriori reason to be embeddable.

But is there any way to make this concrete? My naive attempt is to use the transition from moments to cumulants (or, more analyticially, from Cauchy transforms to R-transforms) for this. We know that infinitely divisible distributions (in particular, compound Poisson ones) are given in the form that their free cumulants are essentially the moments of some other distribution. So I am trying to find reasonable fixed points of this mapping, i.e., I am looking for distributions whose cumulants are (up to scaling or shift) the same as their moments. Unfortunately, all concrete such distributions seem to arise via solving the fixed point equation in an iterative way – which is also bad from our embedding point of view, since those iterations also seem to preserve embeddability. So I have to admit complete and utter failure.

Anyhow, if the big dreams are not coming true, one should scale down a bit and see whether anything interesting is left … so let me finally come to something concrete, which might, or might not, have some relevance …

In the case of one variable we are looking on probability measures, and as those can be approximated by discrete measures with uniform weights on the atoms (thus by the distribution of matrices), this situation is not relevant for Connes’ embedding question. However, I wonder whether a fixed point of the moments-to-cumulants mapping in this simple situation has any relevance. The only meaningful mapping in this case seems to be that I take a moment sequence, shift it by 2 and then declare it as a cumulant sequence — necessarily of an infinitely divisible distribution. Working out the fixed point of this mapping gives the following sequence of even moment/cumulants: 1, 1, 3, 14, 84, 596. The Online Encyclopedia of Integer Sequences labels this as A088717 — which gives, though, not much more information than the fixed point equation for the generating power series.

The above moment-cumulant mapping was of course using free cumulants. Doing the same with classical cumulants gives by a not too careful quick calculation the sequence 1, 1, 4, 34, 496, which seems to be https://oeis.org/A002105 — which goes under the name ”reduced tangent numbers”. There are also a couple of links to various papers, which I still have to check …

Okay, I suppose that’s it for now. Any comment on the relevance or meaning of the above numbers, or their probability distributions, would be very welcome – as well, as any news on Connes’ conjecture.

# 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 …

Update (September 2020): It seems that Teo got also bored or annoyed of his own blog, so the link above does not work any more … but much of the material has actually been moved to lecture notes and videos. In particular, Teo has the goal of trying to reorganize the quantum group basics, via a series of books. Probably the best to stay updated on this is to check his website or his YouTube channel

# 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!

# Welcome to the Non-Commutative World!

About two weeks ago I posted with Tobias Mai on the archive the preprint “A Note on the Free and Cyclic Differential Calculus”. Here is what we say in the abstract:

In 2000, Voiculescu proved an algebraic characterization of cyclic gradients of noncommutative polynomials. We extend this remarkable result in two different directions: first, we obtain an analogous characterization of free gradients; second, we lift both of these results to Voiculescu’s fundamental framework of multivariable generalized difference quotient rings. For that purpose, we develop the concept of divergence operators, for both free and cyclic gradients, and study the associated (weak) grading and cyclic symmetrization operators, respectively. One the one hand, this puts a new complexion on the initial polynomial case, and on the other hand, it provides a uniform framework within which also other examples – such as a discrete version of the Ito stochastic integral – can be treated.

At the moment I am not in the mood to say more specifically about this preprint (maybe Tobias or I will do so later), but I want to take the opportunity — in particular as the first anniversary of this blog is also coming closer — to put this in a bigger context and mumble a bit about the bigger picture and our dreams … so actually about what this blog should be all about.

Free probability theory has come a long way. Whereas born in the subject of operator algebras, the realization that is also has to say quite a bit about random matrices paved the way to its use in many (and, in particular, also applied) subjects. Hence there are now also papers in statistics, like this one, or in deep learning, like this one or this one, which use tools from free probability for their problems. The last words on how far the use of free probability goes in those subjects are surely not yet spoken but I am looking forward to see more on this.

This is of course all great and nice for our subject, but on the other hand there is also a bigger picture in the background, where I would hope for some more fundamental uses of free probability.

This goes roughly like this. There is the classical world, where we are dealing with numbers and functions and everything commutes; then there is our non-commutative world, where we are dealing with operators and limits of random matrices and where on the basic level nothing commutes. That’s where quite a bit of maximal non-commutative mathematics has been (and is still being) developed from various points of views:

• free probability deals with a non-commutative notion of independence for non-commuting random variables;
• there is a version of a non-commutative differential calculus which allows to talk about derivatives in non-commutative variables; my paper with Tobias mentioned above is in this context and tries to formalize and put all this a bit further;
• free analysis (or free/non-commutative function theory) aims at a non-commutative version of classical complex analysis, i.e., a theory of analytic functions in non-commuting variables;
• free quantum groups provide the right kind of symmetries for such non-commuting variables.

The nice point is that all those subjects have their own source of motivation but it turns out that there are often relations between them which are non-commutative analogues of classical results.

So, again this is all great and nice, BUT apart from the commutative and our maximal non-commutative world there is actually the, maybe most important, quantum world. This is of course also non-commutative, but only up to some point. There operators don’t commute in general, but commutativity is replaced by some other relations, like the canonical commutation relations, and there are actually still a lot of operators which commute (for example, measurements which are at space-like positions are usually modeled by commuting operators). Because of this commutativity, basic concepts of free probability do not have a direct application there.

Here is a bit more concretely what I mean with that. In free probability we have free analogues of such basic concepts as entropy or Fisher information. There are a lot of nice statements and uses of those concepts and via random matrices they can also be seen as arising as a kind of large N limit of the corresponding classical concepts. However, in the classical world those concepts have usually also a kind of operational meaning by being the answer to fundamental questions. For example, the classical Shannon entropy is the answer to the question how much information one can transmit over classical channels. Now there are quantum channels and one can ask how much information one can transmit over them; again there are answers in terms of an entropy, but this is unfortunately not free entropy, but von Neumann entropy, a more commutative non-commutative cousin of classical entropy. There are just too many tensor products showing up in the quantum world which prevent a direct use of basic free probability concepts. But still, I am dreaming of finding some day operational meanings of free entropy and similar quantities.

Anyhow, I hope to continue to explain in this blog more of the concrete results and problems which we have in free probability and related subjects; but I just wanted to point out that there are also some bigger dreams in the background.

# 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.

# 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 $\delta^*$ to a related quantity $\Delta$.

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 $X_1,\dots,X_n$. 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 $X_1,\dots, X_n$ is type II$_1$, 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 $X_1,\dots, X_n$ in the algebra of unbounded operators? The division closure is, by definition, the smallest algebra which contains $X_1,\dots, X_n$ 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 $X_1,\dots, X_n$. 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 $X$ and $Y$ let us (as suggested by Ken Dykema and James Pascoe) consider $A:=Y^2$, $B:=YXY$, $C:=YX^2Y$. Then $A,B,C$ 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 $BA^{-1}B-C=0$, 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 $X_1,\dots, X_n$ 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 $X_1,\dots, X_n$ is the free field if and only if $\Delta(X_1,\dots, X_n)$ is maximal (i.e., equal to n).

The quantity $\Delta$ was introduced by Connes and Shlyakhtenko in the context of their investigations on $L^2$ homology of von Neumann algebras. More precisely, $\Delta^*(X_1,\dots, X_n)=n$ (i.e., $X_1,\dots,X_n$ generate the free skew field) if and only if there exist no non-zero finite rank operators $T_1,\dots,T_n$ on $L^2(X_1,\dots,X_n)$ such that $\sum_i[T_i,X_i]=0$.

This maximality of $\Delta$ 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 $\Delta^*(X_1,\dots, X_n)=n$ if

• $\delta^*(X_1,\dots,X_n)=n$, where $\delta^*$ is the free entropy dimension; and we know many situations where this happens, like for free operators, where each $X_i$ is selfadjoint and has non-atomic distribution; this is for example the case for free semicirculars;
• $X_1,\dots,X_n$ has a dual system, i.e., operators $D_1,\dots,D_n$ on $L^2(X_1,\dots,X_n)$ such that $[X_i,D_j]=\delta_{i,j} P$, where $P$ is the projection onto the trace vector

As mentioned above, in the first version of our paper we had the implication that maximality of $\delta^*$ 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 $\Delta$ instead of $\delta^*$. 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 $\delta^*$ makes only sense in such a setting. Working with $\Delta$ 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 $\Delta$.

# Welcome to “Free Probability Theory”

Hello!

This is a blog on topics around Free Probability Theory. Originally, I created this to provide a forum around my lecture on free probability theory. But now I plan (at least hope) to extend it to general blog on free probability theory.

So I hope to post here also all kind of information which is relevant in the context of free probability theory, like: meetings, new results, discussions of open problems or general directions in the subject.

I hope that others will also make some contributions; if you are interested in writing your own posts in this context, please contact me!