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# Δ𝑆=2 decays of 𝐵⁻ meson in MSSM and two Higgs doublet model

## Abstract

In view of the extreme smallness of $`\mathrm{\Delta }S=2`$ transitions of $`B`$ meson in the Standard Model, we consider their occurence in several extensions of it. Thus, we analyze the three - body $`B^{}K^{}K^{}\pi ^+`$ and two - body $`B^{}K^{}\overline{K}^0`$, $`B^{}K^{}\overline{K}^0`$, $`B^{}K^{}\overline{K}^0`$, $`B^{}K^{}\overline{K}^0`$ decay modes both in the Standard Model and in the Minimal Supersymmetric Model with and without $``$ parity conservation and in two Higgs doublet models. All five modes are found to have a branching ratio of the order of $`10^{13}`$ in the Standard Model, while the expected branching ratio in the different extensions vary between $`10^910^6`$, for a given reasonable choice of parameters.

The rare B meson decays are very important in current searches of physics beyond Standard Model (SM) . Recently, it has been suggested  to investigate effects of new physics possibly arising from $`bss\overline{d}`$ or $`bdd\overline{s}`$ decays. As shown in Ref. , the $`bss\overline{d}`$ transition is mediated in the standard model by the box-diagram and its calculation results in a branching ratio of nearly $`10^{11}`$, the exact value depending on the relative unknown phase between t, c contributions in the box. The authors of Refs.  have calculated the $`bss\overline{d}`$ transition in various extensions of the SM. It appears that for certain plausible values of the parameters, this decay may proceed with a branching ratio of $`10^810^7`$ in the minimal supersymmetric standard model (MSSM) and in two Higgs doublet models .

Thus, decays related to the $`bss\overline{d}`$ transition which was calculated to be very rare in the Standard Model, provide a good opportunity for investigating beyond the Standard Model physics. Moreover, when one considers supersymmetric models with $``$-parity violating couplings, it turned out that the existing bounds on the involved couplings of the superpotential did not provide any constraint on the $`bss\overline{d}`$ mode . Recently, the OPAL collaboration  has set lower bounds on these couplings from the establishment of an upper limit for the $`B^{}K^{}K^{}\pi ^+`$ decay $`BR(B^{}K^{}K^{}\pi ^+)8.8\times 10^5`$. Here we investigate the branching ratio of this decay mode in MSSM, with and without $``$ parity and two Higgs doublet models as possible alternatives to the SM. Then we comment on another possibilty for the observation of the $`bss\overline{d}`$ transition: the two body decays of $`B^{}`$. First, we proceed to describe the framework used in our analysis in which we concentrate on MSSM, with and without $``$ parity and two Higgs doublet models.
The minimal supersymmetric extension of the Standard Model leads to the following effective Hamiltonian describing the $`bss\overline{d}`$ transition

$``$ $`=`$ $`\stackrel{~}{C}_{MSSM}(\overline{s}\gamma ^\mu d_L)(\overline{s}\gamma _\mu b_L),`$ (1)
where we have denoted

$`\stackrel{~}{C}_{MSSM}`$ $`=`$ $`{\displaystyle \frac{\alpha _s^2\delta _{12}^d\delta _{23}^d}{216m_{\stackrel{~}{d}}^2}}[24xf_6(x)+66\stackrel{~}{f}_6(x)]`$ (2)
with $`x=m_{\stackrel{~}{g}}^2/m_{\stackrel{~}{d}}^2`$, and the functions $`f_6(x)`$ and $`\stackrel{~}{f}_6(x)`$ are given in . The couplings $`\delta _{ij}^d`$ parametrize the mixing between the down-type left-handed squarks. At the scale of $`b`$ quark mass and by taking the existing upper limits on $`\delta _{ij}^d`$ from  and  the coupling $`\stackrel{~}{C}_{MSSM}`$ is estimated to be $`|\stackrel{~}{C}_{MSSM}|1.2\times 10^9`$ $`GeV^2`$ for an average squark mass $`m_{\stackrel{~}{d}}=500`$ $`GeV`$ and $`x=8`$, which leads to an inclusive branching ratio for $`bss\overline{d}`$ of $`2\times 10^7`$ . The corresponding factor calculated in SM, taking numerical values from  and neglecting the CKM phases is estimated to be $`|C_{SM}|4\times 10^{12}`$ .

The authors of  have also investigated beyond MSSM cases by including $`R`$\- parity violating interactions. The part of the superpotential which is relevant here is $`W=\lambda _{ijk}^{}L_iQ_jd_k`$, where $`i,j,k`$ are indices for the families and $`L,Q,d`$ are superfields for the lepton doublet, the quark doublet, and the down-type quark singlet, respectively. Following notations of  and  the tree level effective Hamiltonian is

$`={\displaystyle \underset{n}{}}{\displaystyle \frac{f_{QCD}}{m_{\stackrel{~}{\nu }_n}^2}}[\lambda _{n32}^{}\lambda _{n21}^{}(\overline{s}_Rb_L)(\overline{s}_Ld_R)`$
$`+\lambda _{n21}^{}\lambda _{n32}^{}(\overline{s}_Rd_L)(\overline{s}_Lb_R)].`$ (3)
The QCD corrections were found to be important for this transition . For our purpose it suffices to follow  retaining the leading order QCD result $`f_{QCD}2`$, for $`m_{\stackrel{~}{\nu }}=100`$ $`GeV`$.

Most recently an upper bound on the specific combination of couplings entering (3) has been obtained by OPAL from a search for the $`B^{}K^{}K^{}\pi ^+`$ decay  $`_n(|\lambda _{n32}^{}\lambda _{n21}^{}|^2+|\lambda _{n21}^{}\lambda _{n32}^{}|^2)^{1/2}<10^4`$. Here we take the order of magnitude, while the OPAL result is $`5.9\times 10^4`$ based on a rough estimate $`\mathrm{\Gamma }(B^{}K^{}K^{}\pi ^+)1/4`$ $`\mathrm{\Gamma }(bss\overline{d})`$.

The decay $`bss\overline{d}`$ has been investigated using two Higgs doublet models (THDM) as well . These authors found that the charged Higgs box contribution in MSSM is negligible. On the other hand, THDM involving several neutral Higgses  could have a more sizable contribution to these modes. The part of the effective Hamiltonian relevant in our case is the tree diagram exchanging the neutral Higgs bosons $`h`$ (scalar) and $`A`$ (pseudoscalar) (see for details ).

$`_{TH}={\displaystyle \frac{i}{2}}\xi _{sb}\xi _{sd}({\displaystyle \frac{1}{m_h^2}}(\overline{s}d)(\overline{s}b)`$
$`{\displaystyle \frac{1}{m_A^2}}(\overline{s}\gamma _5d)(\overline{s}\gamma _5b)),`$ (4)
The coupling $`\xi _{ij}`$ defined in  as a Yukawa coupling of the FCNC transitions $`d_id_j`$. In our estimation we use the bound $`|\xi _{sb}\xi _{sd}|/m_H^2>10^{10}`$ $`GeV^2`$, $`H=h,A`$, which was obtained in  by using the $`\mathrm{\Delta }m_K`$ limit on $`\xi _{bd}/m_H`$ and assuming $`|\xi _{sb}/m_H|>10^3`$.

We proceed now to study the effect of Hamiltonians (1), (3) on the various two body $`\mathrm{\Delta }S=2`$ decays of charged B - mesons. In order to calculate the matrix elements of the operators appearing in the effective Hamiltonian, we use the factorization approximation , which requires the knowledge of the matrix elements of the current operators or the density operators. Here we use the standard form factor representation  of the matrix elements described in detail in .

For the $`F_1`$ and $`F_0`$ form factors appearing in the decomposition of the matrix element of the weak current between two pseudoscalar states, one usually assumes pole dominance . For the vector and axial vector form factor, appearing in the decomposition of the matrix element of the week current between the vector and pseudoscalar states, we use again pole dominance . The relevant parametrs are taken from  $`F_0^{BK}(0)=0.38`$, $`A_0^{BK}(0)=0.32`$. For the calculations of the density operators we use derivatives of the vector or axial-vector currents . In our numerical calculation we use $`f_K=0.162`$ $`GeV`$, $`g_K^{}=0.196`$ $`GeV^2`$ . Now we turn to the analysis of the specific modes.

We denote $`𝒪=(\overline{s}\gamma ^\mu (1\gamma _5)d)`$ $`(\overline{s}\gamma _\mu (1\gamma _5)b)`$, and then we use $`=C𝒪`$ with $`C`$ being $`1/4\stackrel{~}{C}_{MSSM}`$, $`1/4C_{SM}`$ . Using factorization and introducing $`s=(p_Bk_1)^2`$, $`t=(p_Bk_2)^2=`$ and $`u=(p_Bp_\pi )^2`$, one finds for the $`B^{}K^{}K^{}\pi ^+`$ decay

$`K^{}(k_1)K^{}(k_2)\pi ^+(p_\pi )|𝒪|B^{}(p_B)=`$
$`F_1^{K\pi }(s)F_1^{BK}(s)[m_B^2+2m_K^2s2t`$
$`{\displaystyle \frac{m_K^2m_\pi ^2}{s}}(m_B^2m_K^2)]`$
$`+F_0^{K\pi }(s)F_0^{BK}(s){\displaystyle \frac{m_K^2m_\pi ^2}{s}}(m_B^2m_K^2).`$ (5)
Within MSSM the branching ratio is found to be

$`BR(B^{}K^{}K^{}\pi ^+)_{MSSM}4.7\times 10^9,`$ (6)
while SM gives this rate to be $`5.2\times 10^{14}`$. The MSSM which includes $``$ parity breaking terms can occur in this decay. The matrix element of the operator $`𝒪_{}=(\overline{s}(1\pm \gamma _5)d)`$ $`(\overline{s}(1\gamma _5)b)`$ is found to be

$`K^{}(k_1)K^{}(k_2)\pi ^+(p_\pi )|𝒪_{}|B^{}(p_B)=`$
$`F_0^{K\pi }(s)F_0^{BK}(s){\displaystyle \frac{(m_B^2m_K^2)(m_K^2m_\pi ^2)}{(m_sm_d)(m_bm_s)}}.`$ (7)
Taking the values of the quark masses as in  $`m_b=4.88`$ $`GeV`$, $`m_s=122`$ $`MeV`$, $`m_d=7.6`$ $`MeV`$ and using the bound given above, we estimate the upper limit of the branching ratio $`BR(B^{}K^{}K^{}\pi ^+)_{}`$ $`1.8\times 10^7`$. This limit can be raised to $`6\times 10^6`$ for the upper bound on the couplings of $`5.9\times 10^4`$ given in .

The two Higgs doublet model, with the limit $`|\xi _{sb}\xi _{sd}|/m_H^2>10^{10}`$ $`GeV^2`$, results in a branching ratio of the order $`10^{10}`$.

The long distance effects (LD) are usually suppressed in the $`B`$ meson decays. However, in any search of new physics one has to include their contributions also . In the case of $`B^{}K^{}K^{}\pi ^+`$ decay, we have analyzed two contributions : (I) the box diagram, which is essentially the LD analog of the SD calculation in the standard model  of the $`bss\overline{d}`$ transition. (II) the contribution of virtual $`\mathrm{"}D^0\mathrm{"}`$ and $`\mathrm{"}\pi ^0\mathrm{"}`$ mesons, via the chain $`B^{}K^{}\mathrm{"}D^0\mathrm{"}(\mathrm{"}\pi ^0\mathrm{"})`$ $`K^{}K^{}\pi ^+`$. This contribution arises as a sequence of two $`\mathrm{\Delta }S=1`$ transitions and may lead to final $`K^{}K^{}\pi ^+`$ state as well. It is therefore necessary to have an estimate of its relevance vis - à - vis the ”direct” $`\mathrm{\Delta }S=2`$ transition. The box diagrams contributes to the real and imaginary part of the amplitude for the $`B^{}K^{}K^{}\pi ^+`$ decay. We have found that the real part, for a reasonable value of the cut-off parameter $`\mathrm{\Lambda }10`$ $`\mathrm{GeV}`$ results in the rate $`8\times 10^{15}`$, while the imaginary part of the amplitude leads to the rate $`6\times 10^{12}`$. The largest nonresonant contribution of the $`\mathrm{"}D^0\mathrm{"}`$ or $`\mathrm{"}\pi ^0\mathrm{"}`$ exchange comes from the $`\mathrm{"}D^0\mathrm{"}`$, giving a branching ratio smaller than $`10^{13}`$. Therefore, we have shown that the long - distance contributions to $`B^{}K^{}K^{}\pi ^+`$ in the SM are smaller or comparable to the short - distance box diagram, and have the branching ratio in a $`10^{12}10^{11}`$ range. This is a most welcome feature since it strengthens the suitabilty of the $`B^{}K^{}K^{}\pi ^+`$ decay as an ideal testing ground for physics beyond the standard model, as originally suggested in ref. .

We briefly discuss the two - body $`\mathrm{\Delta }S=2`$ decays of $`B^{}`$ meson. Although in principle two body decays would appear to be simpler to analyze, there is the complication of $`K^0\overline{K}^0`$ mixing. Hence one needs also a good estimate for the $`bs\overline{s}d`$ transitions as well. For the analysis of pseudoscalar meson decay to two vector mesons $`B^{}K^{}\overline{K}^0`$ it is convenient to use helicity formalism (see details in ). Within MSSM model the branching ratio becomes $`6.2\times 10^9`$, while SM gives this rate to be $`6.8\times 10^{14}`$. The $``$ \- parity term described by the effective Hamiltonian (4) cannot be seen in this decay mode when factorization approach is used, since the density operator matrix element $`\overline{K}^0|(\overline{s}d)|0`$ vanishes. The two Higgs doublet model also cannot be tested in this mode due to the same reason.
The use of factorization technique described above gives following results in the case of $`B^{}K^{}\overline{K}^0`$ decay: within MSSM the branching ratio is straightforwardly found to be $`BR(B^{}K^{}\overline{K}^0)_{MSSM}1.6\times 10^9`$ , which is comparable to the SM prediction of Ref.  for the $`\mathrm{\Delta }S=0`$ $`B^{}K^{}K^0`$ decay given as $`BR(B^{}K^{}K^0)=1\times 10^9`$, $`5\times 10^9`$, $`2\times 10^9`$ obtained for the number of colours $`N_c=2`$, $`N_c=3`$, $`N_c=\mathrm{}`$, respectively. The SM calculation for the $`\mathrm{\Delta }S=2`$ transition leads to $`BR(B^{}K^{}\overline{K}^0)_{SM}=1.7\times 10^{14}`$. The MSSM which includes $``$ parity breaking terms can occur in this decay. The estimation of the upper limit of the branching ratio gives $`BR(B^{}K^{}\overline{K}^0)_{}`$ $`4.4\times 10^8`$. This limit can be raised to $`1.5\times 10^6`$ for the upper bound on the couplings of $`5.9\times 10^4`$ given in . The two Higgs doublet model (4) gives for the limit $`|\xi _{sb}\xi _{sd}|/m_H^2>10^{10}`$ $`GeV^2`$, a branching ratio of the order $`10^{11}`$. Due to specific combination of the products of the scalar (pseudoscalar) densities this is the only decay which has nonvanishing amplitude within the factorization assumption.
For the $`B^{}K^{}\overline{K}^0`$ decay mode the branching ratio in MSSM is constrained to be $`BR(B^{}K^{}\overline{K}^0)_{MSSM}`$ $`5.9\times 10^9`$ in comparison with SM result $`6.5\times 10^{14}`$. The amplitude calculated in MSSM including $``$ breaking and THDM vanishes, due to vanishing of the matrix element of the density operator for $`\overline{K}^0`$ state.
The $`B^{}K^{}\overline{K}^0`$ decay offers the following: the branching ratio for MSSM is found to be $`BR(B^{}K^{}\overline{K}^0)_{MSSM}2.3\times 10^9`$, in comparison with the $`2.5\times 10^{14}`$ found in the SM. The matrix element of the $`R`$ parity breaking MSSM operator has nonvanishing value and the constraint on the coupling constants $`10^4`$ gives the bound $`9.4\times 10^8`$, while for the bound of $`5.9\times 10^4`$ for the coupling constants the rate $`BR(B^{}K^{}\overline{K}^0)_{}`$ can reach $`3.3\times 10^6`$.
One might wonder if the long distance effects are important in two - body $`\mathrm{\Delta }S=2`$ $`B^{}`$ decays. We have estimated the tree level contribution of the $`D(D^{})`$ which then goes into $`K(K^{})`$ via weak annihilation. We found that these contributions give a branching ratio of the order $`10^{18}`$ and therefore they can be safely neglected. One might think that the exchange of two intermediate states $`D(D^{})`$, $`K(K^{})`$ can introduce certain long distance contributions. In decay $`B\mathrm{"}D\mathrm{"}\mathrm{"}K\mathrm{"}\mathrm{"}K\mathrm{"}\mathrm{"}K\mathrm{"}`$ the first weak vertex arises from the decay $`B\mathrm{"}D\mathrm{"}\mathrm{"}K\mathrm{"}`$ and the second weak vertex (see e.g. ) can be generally obtained from the three body decays of $`DKKK`$. Therefore, we are quite confident to suggest that the long distance effects are not important in the two - body $`\mathrm{\Delta }S=2`$ $`B`$ decays.

We can summarize that in the $`B^{}K^{}K^{}\pi ^+`$ and two - body $`B^{}`$ decays, the MSSM with the chosen set of parameters gives rates of the order $`10^910^8`$, while the $``$ parity breaking terms in the MSSM can be seen only in the $`B^{}K^{}K^{}\pi ^+`$, $`B^{}K^{}\overline{K}^0`$ and $`B^{}K^{}\overline{K}^0`$ decays. Let us turn now to the possibility of detecting these decay modes. The $`B^{}K^{}K^{}\pi ^+`$ seems to be the best candidate, since the other modes we discussed, have a $`\overline{K}^0`$ in the final states which complicates the possibilty of a detection because of $`K^0`$ $`\overline{K}^0`$ mixing . These are the modes which as we mentioned are more difficult on the experimental side. The THDM model can give nonvanishing contribution in the case of $`B^{}K^{}K^{}\pi ^+`$ and $`B^{}K^{}\overline{K}^0`$ decays, with a rate too small to be seen. Thus, we conclude that the $`B^{}K^{}K^{}\pi ^+`$ decay is an ideal candidate to look for physics beyond SM and that the $`B^{}K^{}\overline{K}^0`$, $`B^{}K^{}\overline{K}^0`$ decays offer this possibility also.


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# Itô formula for free stochastic integrals

## 1. Introduction

The subject of this paper is stochastic integration in the context of free probability. Noncommutative stochastic processes with freely independent increments, especially the free Brownian motion, have been investigated in a number of sources, see \[BS98\], \[Ans00\] and their references. In the latter paper, we started the analysis of such processes, which we also call free stochastic measures, using the combinatorial machinery inspired by the work of Rota and Wallstrom \[RW97\]. Starting with a free stochastic measure $`X(t)`$, in that paper we defined a family of multi-dimensional free stochastic measures derived from it, indexed by set partitions. In particular, we defined the family of higher diagonal stochastic measures $`\mathrm{\Delta }_k(t)`$, which give a precise meaning to the heuristic expression $`d\mathrm{\Delta }_k=(dX)^k`$.

In this paper we define integrals with respect to free stochastic measures, and investigate their properties. We restrict the analysis to free stochastic measures consisting of bounded operators. Note that this has no analog in the classical stochastic integration theory: there are no (non-trivial) compactly supported infinitely divisible distributions, while the class of compactly supported freely infinitely divisible distributions is dense, and includes the free analogs of the normal and the Poisson distribution. After completing this paper, we learned from Steen Thornbjørnsen about a recent preprint \[BNTr00\]. In it, using a remarkable bijection between the free and classical infinitely divisible distributions, the authors define stochastic integrals with respect to any stationary stochastic process with free increments, with the Riemann sums defining the integrals converging in probability. On the other hand, since we are dealing with bounded operators, we can achieve convergence in the operator norm, both for the integrals and the limits defining the higher diagonal measures. This requires a definition of a family of “mixed-$`p`$” norms on the integrands, with the integrands which are bounded in the $`\mathrm{}`$-norm giving stochastic integrals which are bounded in the operator norm. Boundedness of the integrators also allows us to define the integrals for a significantly wider (not necessarily scalar, not necessarily continuous) class of integrands.

Most importantly, we prove the functional Itô formula for such integrals, which involves the integration with respect to the original free stochastic measure as well as its higher diagonal measures. The importance of free Itô formulas is indicated by recent applications of the Itô formula for the free Brownian motion to fine properties of random Gaussian matrices in \[CD99, CDG00\]. The paper is organized as follows. After some preliminaries in Section 2, we define integration with respect to free stochastic measures in Section 3. Using the Itô isometry, the integration is defined for integrands which are square-integrable in the appropriate sense. Section 4 contains the various Itô formulas, which are the main results of the paper. In Section 5 we define the “mixed-$`p`$”-norms on the integrands, and extend the definition of the integral and the Itô formulas to this context.

## 2. Preliminaries

In this section we collect the definitions and results from \[Ans00\] and \[BS98\]. For consistency, whenever possible we follow their notation.

### 2.1. Probability space

All the work will proceed in a $`W^{}`$-noncommutative probability space $`(𝒜,\phi )`$. Here, $`𝒜`$ is a finite von Neumann algebra, and $`\phi `$ is a faithful normal trace state on it. As usual, we define the $`p`$-norms on $`𝒜`$ by $`S_p=\phi [\left|S\right|^p]^{1/p}`$, $`S_{\mathrm{}}=S`$, and $`L^p(𝒜,\phi )`$ are the completions of $`𝒜`$ with respect to these norms. We say that a self-adjoint element $`Y𝒜`$ has distribution $`\nu `$ (with respect to the trace $`\phi `$) if $`\phi [Y^n]=s^n𝑑\nu (s)`$ for $`n`$. Note that for bounded $`Y`$ its distribution has compact support.

Let $`𝒜`$ be filtered by an increasing family of von Neumann subalgebras $`\left\{𝒜_t\right\}_{t[0,\mathrm{})}`$.

### 2.2. $`R`$-transforms

Our main references for the background in free probability are \[VDN92\] and \[Voi00b\]; see also the references in \[Ans00\]. Let $`\nu `$ be a compactly supported probability distribution on $``$. Let $`G_\nu (z)=_{}\frac{d\nu (s)}{zs}`$ be its Cauchy transform. It has a power series expansion around infinity

(1)
$$G_\nu (z)=\underset{k=0}{\overset{\mathrm{}}{}}m_k(\nu )z^{(k+1)},$$

where $`m_k(\nu )`$ will always denote the $`k`$-th moment of $`\nu `$. Define the formal power series $`\mathrm{R}_\nu (z)`$, the *$`R`$-transform* of $`\nu `$, by the equation

(2)
$$G_\nu \left(\frac{1}{z}+\mathrm{R}_\nu (z)\right)=z.$$

Then $`\mathrm{R}_\nu `$ is can be extended to a function which is analytic in a Stolz angle $`\mathrm{\Gamma }`$ at $`0`$ in $`^+`$ and maps $`\mathrm{\Gamma }`$ into $`^+`$, and also satisfies $`\mathrm{R}_\nu (\overline{z})=\overline{\mathrm{R}_\nu (z)}`$.

Call the coefficients $`\left\{r_i(\nu )\right\}_{i=1}^{\mathrm{}}`$ in the expansion

(3)
$$\mathrm{R}_\nu (z)=\underset{k=1}{\overset{\mathrm{}}{}}r_k(\nu )z^{k1}$$

the *free cumulants* of $`\nu `$. Substituting the equations (1) and (3) into the functional relation (2) and equating the coefficients, we obtain the following relation between the moments and the free cumulants. Let $`\mathrm{𝑁𝐶}(n)`$ be the lattice of noncrossing partitions of the set of $`n`$ elements. Let $`\pi \mathrm{𝑁𝐶}(n)`$, and denote $`R_\pi (\nu )=_{B\pi }r_{\left|B\right|}(\nu )`$. Then $`m_n(\nu )=_{\pi \mathrm{𝑁𝐶}(n)}R_\pi (\nu )`$. Finally, denote $`\nu :=sup\left\{\right|x|:xsupp(\nu )\}`$. Note that $`\nu =Y`$ if $`Y`$ has distribution $`\nu `$.

Let $`\mu `$ be a freely infinitely divisible distribution with compact support. It has the property that $`\mathrm{R}_\mu `$ can be extended, with the above properties, to the whole $`^+`$. Normalize $`\mu `$ so that $`\mathrm{Var}(\mu )=1`$. Let $`\left\{\mu _t\right\}_{t[0,\mathrm{})}`$ be the corresponding additive free convolution semigroup. It is determined by the requirement that $`\mathrm{R}_{\mu _t}(z)=t\mathrm{R}_\mu (z)`$. In particular, the $`i`$’th free cumulant of $`\mu _t`$ is $`tr_i(\mu )`$. Note that by assumption $`r_2=1`$. In the sequel, we fix $`\mu `$ and $`\left\{\mu _t\right\}_{t[0,\mathrm{})}`$, and denote the moments of $`\mu _t`$ by $`m_n(t)`$, the free cumulants of $`\mu `$ by $`r_n`$, and the $`R`$-transform of $`\mu `$ by $`\mathrm{R}`$.

###### Definition 1.

A *noncommutative stochastic measure* is a map from the set of finite half-open intervals $`I=[a,b)[0,\mathrm{})`$ to the self-adjoint part of $`(𝒜,\phi )`$, (which can be extended to the map on all Borel subsets) $`IX(I)`$.

The terms “stochastic measure” and “stochastic process” will be used interchangeably. We put the following 3 requirements on the stochastic measure:

1. Additivity: $`I_1I_2=\mathrm{},I_1I_2=JX(I_1)+X(I_2)=X(J)`$,
2. Stationarity: The distribution of $`X(I)`$ depends only on $`\left|I\right|`$, and equals $`\mu _{\left|I\right|}`$,
3. Free increments: for a family $`\{I_1,I_2,\mathrm{},I_n\}`$ of disjoint intervals, the corresponding family of operators $`\{X(I_1),X(I_2),\mathrm{},X(I_n)\}`$ are freely independent.

We denote $`X(t)=X([0,t))`$, and say that $`X`$ is a *free stochastic measure with distribution $`\mu `$*. Note that $`X(0)=0`$.

###### Lemma 1.

Let $`X`$ be a free stochastic measure with distribution $`\mu `$.

1. The function $`tX(t)`$ is continuous in $`L^p(𝒜,\phi )`$ for all $`p<\mathrm{}`$.
2. Suppose all the free cumulants of $`\mu `$ are non-negative (see Section 5 for further use of this assumption). Under this condition, the function $`tX(t)`$ is not continuous in $`L^{\mathrm{}}(𝒜,\phi )`$ unless $`X`$ is the free Brownian motion.

###### Proof.

For part (1), by stationarity, it suffices to prove that $`lim_{t0}X_t_p=0`$. Since the result is to be proven for all $`p`$, it suffices to do so for all even integer $`p`$. Moreover, the statement is not about the stochastic measure but about its distributions $`\mu _t`$. Namely, what needs to be shown is that $`lim_{t0}\sqrt[p]{m_p(t)}=0`$. Indeed,

$$m_p(t)=\underset{\pi \mathrm{𝑁𝐶}(p)}{}R_\pi t^{\left|\pi \right|}=tr_p+o(t).$$

Thus $`\sqrt[p]{m_p(t)}=\sqrt[p]{r_p}\sqrt[p]{t}+o(\sqrt[p]{t})0`$ as $`t0`$.

Under the positivity assumption on the free cumulants,

$$\underset{t0^+}{lim\; sup}X_t=\underset{t0^+}{lim\; sup}\underset{p\mathrm{}}{lim}X_t_p\underset{p\mathrm{}}{lim\; sup}\sqrt[p]{\left|r_p\right|}.$$

This is $`0`$ iff the radius of convergence of the power series defining $`\mathrm{R}`$ is infinite, in other words if $`\mathrm{R}`$ is analytic in the complex plane. But the only functions that are entire, map $`^+`$ into $`^+`$ and satisfy $`F(\overline{z})=\overline{F(z)}`$ are of the form $`F(z)=az+b`$, and these are the $`R`$-transforms of non-scaled, non-centered semicircular distributions. ∎

###### Definition 2.

A stochastic measure is adapted to the filtration $`\left\{𝒜_t\right\}_{t[0,\mathrm{})}`$ of $`𝒜`$ if

1. $`I[0,t)X(I)𝒜_t`$,
2. $`I[0,t)=\mathrm{}𝒜_t`$ and $`X(I)`$ are freely independent.

From now on, we fix an adapted free stochastic measure $`X`$ with distribution $`\mu `$.

###### Definition 3.

Let $`I=[a,b)[0,\mathrm{})`$. Let $`X_i^{(N)}=X([a+\frac{i1}{N}(ba),a+\frac{i}{N}(ba)))`$, for $`1N`$, $`1iN`$. Then we define the $`k`$-th diagonal measure of $`X`$ by

$$\mathrm{\Delta }_k(I)=\underset{N\mathrm{}}{lim}\underset{i=1}{\overset{N}{}}(X_i^{(N)})^k,$$

where the limit is in the operator norm. The limit exists by the results in Section 6 of \[Ans00\].

As before, denote $`\mathrm{\Delta }_k(t)=\mathrm{\Delta }_k([0,t))`$.

###### Lemma 2.

If $`X`$ is an adapted free stochastic measure then so is $`\mathrm{\Delta }_k`$.

###### Proof.

Corollary 3 of \[Ans01\]. ∎

The distribution of $`\mathrm{\Delta }_k`$ is determined by the following result:

###### Lemma 3.

The free cumulants of the $`k`$-th diagonal measure of the process are given by

$$r_n(\mathrm{\Delta }_k(t))=tr_{nk}.$$

In particular, $`\phi [\mathrm{\Delta }_k(t)]=tr_k`$.

###### Proof.

Theorem 2 of \[Ans00\]. ∎

## 3. Stochastic integrals

The definition of stochastic integrals proceeds in the usual way: first we define it for simple processes, and then extend it to $`L^2`$ processes using the Itô isometry. Actually, the objects we will be integrating are biprocesses.

### 3.1. Biprocesses

A biprocess is a map $`[0,\mathrm{})𝒜𝒜^{op}`$. Here $`𝒜^{op}`$ is the opposite algebra of $`𝒜`$. A simple biprocess is piecewise constant and is $`0`$ outside of a finite interval. Equivalently, simple biprocesses are spanned by all $`AB\mathrm{𝟏}_{[a,b)}`$ for $`A,B𝒜`$ and $`\mathrm{𝟏}_{[a,b)}`$ the characteristic function of the interval. A biprocess $`U`$ is adapted if $`U(t)𝒜_t𝒜_t^{op}`$ for all $`t`$. Denote the space of all simple adapted biprocesses by $``$; it is spanned by all $`AB\mathrm{𝟏}_{[a,b)}`$ as above with $`A,B𝒜_a`$. Throughout, we will only consider the integration of adapted biprocesses. Note that the property of being adapted has a stronger meaning for a stochastic measure than for a biprocess.

Let $`U𝒜𝒜^{op}`$. Define the involution on $`𝒜𝒜^{op}`$ by its action on elementary tensors: $`(AB)^{}=B^{}A^{}`$, and extend by linearity. Denote by $`U_{\mathrm{}}=U`$ the operator norm of $`U`$. Note that this is not a $`C^{}`$-norm for the above involution, but $`𝒜𝒜^{op}`$ is still a Banach -algebra. Denote by $`,`$ the inner product in $`L^2(𝒜,\phi )L^2(𝒜^{op},\phi )`$, given on elementary tensors by $`AB,CD=\phi [C^{}A]\phi [BD^{}]`$, or using the notation below $`V,U=(\phi \phi )[U^{}\mathrm{}V]`$. Denote by $`_2`$ the corresponding norm on $`𝒜𝒜^{op}`$.

For a biprocess, we will use the notation $`U_p_q`$ to denote $`\sqrt[q]{_0^{\mathrm{}}U(s)_p^q𝑑s}`$, including $`U_p_{\mathrm{}}=sup_{s[0,\mathrm{})}U(s)_p`$. Denote by $`^p`$ the completion of $``$ with respect to the norm $`_{\mathrm{}}_p`$ and by $`_{}^{2}{}_{}{}^{}`$ the completion of $``$ with respect to the norm $`_2_2`$. Note that $`^{\mathrm{}}`$ does not consist of all bounded adapted biprocesses, but only of those that converge to $`0`$ (in norm) as time goes to infinity.

### 3.2. Notation

1. Let $`\mathrm{}`$ denote the left bimodule action $`\mathrm{}:(𝒜𝒜^{op})\times 𝒜𝒜`$. Also, for $`k1,1ik`$ define the right bimodule action $`\mathrm{}_{k,i}:𝒜^{k+1}\times (𝒜𝒜^{op})𝒜^{k+1}`$ as follows. For $`U𝒜𝒜^{op}`$, $`\mathrm{}_{k,i}U`$ is the right multiplication by $`1^{(i1)}U1^{(k+1i)}`$ in $`𝒜^i𝒜^{op}𝒜^{(ki)}`$. Note that for a fixed $`k`$ and different $`i`$, the actions $`\mathrm{}_{k,i}`$ commute. Denote $`\mathrm{}𝔪_k:𝒜^{(k+1)}\times \left(𝒜𝒜\right)^k𝒜^{(k+1)}`$ the right action

$$\mathrm{}𝔪_k(U_1,U_2,\mathrm{},U_k)=\mathrm{}_{k,1}U_1\mathrm{}_{k,2}U_2\mathrm{}\mathrm{}_{k,k}U_k.$$

For convenience, write $`𝔪_1(U)`$ simply as $`U`$. Note that the definitions of $`U\mathrm{}V`$ are consistent.
2. For $`k2`$, define the contractions $`\phi _k:𝒜^k𝒜𝒜`$ by $`\phi _k=I\phi ^{(k2)}I`$.
3. Finally, denote $`U_2V=\phi _3[1^3\mathrm{}𝔪_2(U,V)]=\phi _3[(U1)(1V)]`$.

### 3.3. Free difference quotient

Let $`C[x]`$ be the algebra of complex polynomials in an indeterminate $`x`$. Define the canonical derivation $`:C[x]C[x]C[x]`$ by the requirement that $`(1)=0`$, $`(x)=11`$. Moreover, define the maps $`^k:C[x]C[x]^{(k+1)}`$ by $`^k=k(1\mathrm{}1)^{k1}`$. More explicitly, on monomials their action is

$$^kx^n=k!\underset{i(0),i(1),\mathrm{},i(k)=0}{\overset{i(0)+i(1)+\mathrm{}+i(k)=nk}{}}x^{i(0)}x^{i(1)}\mathrm{}x^{i(k)}.$$

Derivation property of $``$ implies the following property of $`^k`$: for any polynomial $`p`$,

$`^k(p(x)x)`$ $`=k(1\mathrm{}1)(^{k1}(p(x)x))`$
$`=k(1\mathrm{}1)(^{k1}(p(x))(1\mathrm{}1x)+(k1)^{k2}(p(x))1)`$
$`=(1\mathrm{}1x)^k(p(x))+k^{k1}(p(x))1,`$
where we have used induction in the intermediate step. In what follows, whenever no confusion arises we will frequently abuse notation by writing $`^k(p)(M)`$ or $`^k(p(M))`$ in place of $`^k(p)(M,M,\mathrm{},M)`$.

###### Definition 4.

For an adapted free stochastic measure $`X`$ and an adapted biprocess $`U`$, we define the stochastic integral $`U(s)\mathrm{}𝑑X(s)`$ by the rule that if $`U=AB\mathrm{𝟏}_{[a,b)}`$ then

$$U(s)\mathrm{}𝑑X(s)=A(X(b)X(a))B,$$

and extend by linearity. Denote $`_{t_1}^{t_2}U(s)\mathrm{}𝑑X(s)=(U(s)\mathrm{𝟏}_{[t_1,t_2)}(s))\mathrm{}𝑑X(s)`$.

Note that $`(U(s)\mathrm{}𝑑X(s))^{}=U^{}(s)\mathrm{}𝑑X(s)`$. Also, we will often omit the variable of integration and write simply $`U\mathrm{}𝑑X`$ for $`U(s)\mathrm{}𝑑X(s)`$. Whenever we denote by $`M`$ the integral $`U(s)\mathrm{}𝑑X(s)`$ we will denote by $`M(t)`$ the integral $`_0^tU(s)\mathrm{}𝑑X(s)`$. Clearly the process $`M(t)`$ is adapted.

### 3.4. Extension to $`L^2`$

In this section we extend the stochastic integral map to adapted biprocesses which are square-integrable in a particular sense.

###### Definition 5.

Let $`V,U`$ be adapted biprocesses. For $`a`$, define an inner product

$$V,U_a^{}=V(s),U(s)𝑑s+a^2V(s)𝑑s,U(s)𝑑s.$$

Denote by $`U_{2,a}^{}=\sqrt{U_2_2^2+a^2U(s)𝑑s_2^2}`$ the corresponding norm, and by $`_{}^{2,a}{}_{}{}^{}`$ the completion of $``$ with respect to this norm.

###### Proposition 1.

The stochastic integral map is an isometry from $`(,_{2,r_1}^{})`$ to $`L^2(𝒜,\phi )`$. Therefore the stochastic integral map can be continuously extended to the space $`_{}^{2,r_1}{}_{}{}^{}`$.

###### Proof.

Decompose $`X(t)=r_1t+X^{}(t)`$, with $`\phi [X^{}(t)]=0`$. Let $`N=V(s)\mathrm{}𝑑X(s)`$, $`M=U(s)\mathrm{}𝑑X(s)`$. Take $`V=AB\mathrm{𝟏}_{[a,b)}`$, $`U=CD\mathrm{𝟏}_{[c,d)}`$. Then

$`\phi [NM^{}]`$ $`=\phi [A(X^{}(b)X^{}(a))BD^{}(X^{}(d)X^{}(c))C^{}]`$
$`+\phi [r_1({\displaystyle V(s)𝑑s})D^{}(X^{}(d)X^{}(c))C^{}]`$
$`+\phi [A(X^{}(b)X^{}(a))Br_1({\displaystyle U(s)𝑑s})^{}]+\phi [r_1({\displaystyle V(s)𝑑s})r_1({\displaystyle U(s)𝑑s})^{}]`$
$`=\left|[a,b)[c,d)\right|\phi [C^{}A]\phi [BD^{}]+0+0+r_1^2\phi [({\displaystyle V(s)𝑑s})({\displaystyle U(s)𝑑s})^{}]`$
$`={\displaystyle V(s),U(s)𝑑s}+r_1^2\phi [({\displaystyle V(s)𝑑s})({\displaystyle U(s)𝑑s})^{}].`$
Both sides are linear in $`U,V`$, so the equality holds for arbitrary simple adapted biprocesses. ∎

###### Lemma 4.

For $`U_{}^{2,r_1}{}_{}{}^{}`$ such that $`sup_{0st}m(U)<\mathrm{}`$,

(4)
$$\phi [_0^tU(s)\mathrm{}𝑑X(s)]=_0^t\phi [m(U(s))]r_1𝑑s,$$

where $`m:𝒜𝒜^{op}𝒜`$ is the usual multiplication.

###### Proof.

The formula holds for simple adapted biprocesses. Denote $`M=_0^tU(s)\mathrm{}𝑑X(s)`$, $`N=r_1_0^tm(U(s))𝑑s`$. $`\left|\phi [M]\right|\phi [MM^{}]=M_2^2`$, so $`\phi `$ is continuous on $`L^2(𝒜,\phi )`$, and the left-hand-side of the equation (4) is continuous. If $`r_1=0`$, both sides of the equation are $`0`$. If $`r_10`$, $`r_1\left|\phi [N]\right|\phi [NN^{}]U_{2,r_1}^2`$. Finally, since $`\phi `$ is normal, the hypotheses imply that $`\phi [N]=r_1_0^t\phi [m(U(s))]𝑑s`$. ∎

## 4. Itô formulas

###### Proposition 2 (Itô product formula).

Let $`\left\{U_j\right\}_{j=1}^J`$ and $`\left\{V_i\right\}_{i=1}^I`$ be two finite collections of biprocesses in $``$. Let $`N=_{i=1}^IN_i`$, $`M=_{j=1}^JM_j`$, where

$$N_i=V_i(t)\mathrm{}𝑑\mathrm{\Delta }_i(t),M_j=U_j(t)\mathrm{}𝑑\mathrm{\Delta }_j(t).$$

Then

$`NM`$ $`={\displaystyle \underset{j=1}{\overset{J}{}}}{\displaystyle (N(t)1)\mathrm{}U_j(t)\mathrm{}𝑑\mathrm{\Delta }_j(t)}`$
$`+{\displaystyle \underset{i=1}{\overset{I}{}}}{\displaystyle (1M(t))\mathrm{}V_i(t)\mathrm{}𝑑\mathrm{\Delta }_i(t)}`$
$`+{\displaystyle \underset{m=2}{\overset{I+J}{}}}{\displaystyle \underset{i,j=1}{\overset{i+j=m}{}}}{\displaystyle (V_i(t)_2U_j(t))\mathrm{}𝑑\mathrm{\Delta }_m(t)}.`$
###### Proof.

It suffices to show that for $`N=V_i(t)\mathrm{}𝑑\mathrm{\Delta }_i(t)`$, $`M=U_j(t)\mathrm{}𝑑\mathrm{\Delta }_j(t)`$,

(5)
$$\begin{array}{c}NM=(N(t)1)\mathrm{}U_j(t)\mathrm{}𝑑\mathrm{\Delta }_j(t)\hfill \\ \hfill +(1M(t))\mathrm{}V_i(t)\mathrm{}𝑑\mathrm{\Delta }_i(t)+(V_i(t)_2U_j(t))\mathrm{}𝑑\mathrm{\Delta }_{i+j}(t).\end{array}$$

Moreover, we may assume that $`V_j=AB\mathrm{𝟏}_{[0,a)}`$ and either $`U_i=CD\mathrm{𝟏}_{[a,b)}`$ or $`U=CD\mathrm{𝟏}_{[0,a)}`$. In the first case it is easy to see that both sides of (5) are equal to $`A\mathrm{\Delta }_i(a)BC(\mathrm{\Delta }_j(b)\mathrm{\Delta }_j(a))D`$.

In the second case, the statement to be proven is

$$\begin{array}{c}A\mathrm{\Delta }_i(a)BC\mathrm{\Delta }_j(a)D=(A\mathrm{\Delta }_i(t)BCD\mathrm{𝟏}_{[0,a)}(t))\mathrm{}𝑑\mathrm{\Delta }_j(t)\hfill \\ \hfill +(ABC\mathrm{\Delta }_j(t)D\mathrm{𝟏}_{[0,a)}(t))\mathrm{}𝑑\mathrm{\Delta }_i(t)+(AD\phi [BC]\mathrm{𝟏}_{[0,a)}(t))\mathrm{}𝑑\mathrm{\Delta }_{i+j}(t).\end{array}$$

Now

$$A\mathrm{\Delta }_i(a)BC\mathrm{\Delta }_j(a)D=\underset{N\mathrm{}}{lim}\underset{k,l=1}{\overset{N}{}}AX_k^iBCX_l^jD,$$

where the limit is taken in the operator norm, and $`X_k`$ ($`=X_k^{(N)}`$) is as in the definition of $`\mathrm{\Delta }`$. The sum is equal to

$`{\displaystyle \underset{l=1}{\overset{N}{}}}{\displaystyle \underset{k=1}{\overset{l1}{}}}AX_k^iBCX_l^jD+{\displaystyle \underset{k=1}{\overset{N}{}}}{\displaystyle \underset{l=1}{\overset{k1}{}}}AX_k^iBCX_l^jD+{\displaystyle \underset{k=1}{\overset{N}{}}}AX_k^iBCX_k^jD`$
$`={\displaystyle \underset{k=1}{\overset{N}{}}}A\mathrm{\Delta }_i\left(a{\displaystyle \frac{k1}{N}}\right)BCX_k^jD+{\displaystyle \underset{k=1}{\overset{N}{}}}AX_k^iBC\mathrm{\Delta }_j\left(a{\displaystyle \frac{k1}{n}}\right)+{\displaystyle \underset{k=1}{\overset{N}{}}}AX_k^iBCX_k^jD.`$
The operator norm limit of the third term is $`A\phi [BC]\mathrm{\Delta }_{i+j}(a)D`$ by Corollary 14 of \[Ans00\]. Now consider the first term. It can be written as $`W_N(s)𝑑\mathrm{\Delta }_j(s)`$, with

$$W_N(s)=\underset{k=1}{\overset{N}{}}A\mathrm{\Delta }_i\left(a\frac{k1}{N}\right)BCD\mathrm{𝟏}_{[a\frac{k1}{N},a\frac{k}{N})}(s).$$

For $`s[a\frac{k1}{N},a\frac{k}{N})`$, by the proof of Lemma 1 $`\mathrm{\Delta }_i(s)\mathrm{\Delta }_i(a\frac{k1}{N})_2=O(\frac{1}{\sqrt{N}})`$ uniformly in $`k`$. Therefore $`W_N`$ converges to $`(A\mathrm{\Delta }_iBCD\mathrm{𝟏}_{[0,a)})`$ in the $`2`$-norm. This implies the convergence of integrals. The argument for the second term is similar. ∎

###### Theorem 1.

Let $`M=_{m=1}^KU_m\mathrm{}𝑑\mathrm{\Delta }_m`$ with $`\left\{U_i\right\}`$, and $`p`$ be a polynomial. Then

(6)
$$p\left(M\right)=\underset{m=1}{\overset{\mathrm{}}{}}\underset{k=1}{\overset{m}{}}\frac{1}{k!}\phi _{k+1}[^k(p)(M)\mathrm{}S(m,k)]\mathrm{}𝑑\mathrm{\Delta }_m,$$

where

$$\mathrm{}S(m,k)=\underset{i(1),i(2),\mathrm{},i(k)=1}{\overset{i(1)+i(2)+\mathrm{}+i(k)=m}{}}\mathrm{}𝔪_k(U_{i(1)},U_{i(2)},\mathrm{},U_{i(k)}).$$

###### Proof.

It suffices to prove the formula for a monomial $`p(x)=x^n`$. Note that in this case the only non-zero terms on the right-hand-side of (6) are for $`kn`$, $`mnK`$, so the sum has finitely many terms. We proceed by induction on $`n`$. Denote by $`U_{m,n}`$ the coefficients in the expansion

$$\left(\underset{m=1}{\overset{K}{}}U_m\mathrm{}𝑑\mathrm{\Delta }_m\right)^n=\underset{m=1}{\overset{nK}{}}U_{m,n}\mathrm{}𝑑\mathrm{\Delta }_m.$$

Using Proposition 2 with $`N=M^n`$, we know that

(7)
$$U_{m,n+1}=(M^n1)\mathrm{}U_m+(1M)\mathrm{}U_{m,n}+\underset{i,j=1}{\overset{i+j=m}{}}U_{i,n}_2U_j,$$

and we need to show that

$$U_{m,n}=\underset{k=1}{\overset{m}{}}\frac{1}{k!}\phi _{k+1}[^kM^n\mathrm{}S(m,k)]$$

satisfy these equations. Indeed,

$`{\displaystyle \underset{k=1}{\overset{m}{}}}{\displaystyle \frac{1}{k!}}\phi _{k+1}[^kM^{n+1}\mathrm{}S(m,k)]`$ $`={\displaystyle \underset{k=1}{\overset{m}{}}}{\displaystyle \frac{1}{k!}}\phi _{k+1}\left[\left((1\mathrm{}M)^kM^n+k^{k1}M^n1\right)\mathrm{}S(m,k)\right]`$
$`=(1M)\mathrm{}U_{m,n}+{\displaystyle \underset{k=1}{\overset{m}{}}}{\displaystyle \frac{1}{(k1)!}}\phi _{k+1}[(^{k1}M^n1)\mathrm{}S(m,k)].`$
The second term of this sum is equal to

$`(M^n1)\mathrm{}S(m,1)+{\displaystyle \underset{k=1}{\overset{m1}{}}}{\displaystyle \frac{1}{k!}}\phi _{k+2}[(^kM^n1)\mathrm{}S(m,k+1)]`$
$`=(M^n1)\mathrm{}U_m+{\displaystyle \underset{k=1}{\overset{m1}{}}}{\displaystyle \frac{1}{k!}}\phi _{k+2}\left[(^kM^n1)\mathrm{}{\displaystyle \underset{i(1),\mathrm{},i(k+1)=1}{\overset{i(1)+\mathrm{}+i(k+1)=m}{}}}𝔪_{k+1}(U_{i(1)},\mathrm{},U_{i(k+1)})\right]`$
for $`m>1`$. The second term of this sum, in turn, is equal to
$`{\displaystyle \underset{k=1}{\overset{m1}{}}}{\displaystyle \frac{1}{k!}}\phi _{k+2}\left[{\displaystyle \underset{i=k,j=1}{\overset{i+j=m}{}}}(^kM^n1)\mathrm{}{\displaystyle \underset{i(1),i(2),\mathrm{},i(k)=1}{\overset{i(1)+i(2)+\mathrm{}+i(k)=i}{}}}𝔪_{k+1}(U_{i(1)},U_{i(2)},\mathrm{},U_{i(k)},U_j)\right]`$
$`={\displaystyle \underset{i,j=1}{\overset{i+j=m}{}}}\phi _3\left[𝔪_2({\displaystyle \underset{k=1}{\overset{i}{}}}{\displaystyle \frac{1}{k!}}\phi _{k+1}\left[^kM^n\mathrm{}{\displaystyle \underset{i(1),i(2),\mathrm{},i(k)=1}{\overset{i(1)+i(2)+\mathrm{}+i(k)=i}{}}}𝔪_k(U_{i(1)},U_{i(2)},\mathrm{},U_{i(k)})\right],U_j)\right]`$
$`={\displaystyle \underset{i,j=1}{\overset{i+j=m}{}}}\phi _3\left[𝔪_2({\displaystyle \underset{k=1}{\overset{i}{}}}{\displaystyle \frac{1}{k!}}\phi _{k+1}\left[^kM^n\mathrm{}S(i,k)\right],U_j)\right]`$
$`={\displaystyle \underset{i,j=1}{\overset{i+j=m}{}}}\left({\displaystyle \underset{k=1}{\overset{i}{}}}{\displaystyle \frac{1}{k!}}\phi _{k+1}\left[^kM^n\mathrm{}S(i,k)\right]\right)_2U_j`$
$`={\displaystyle \underset{i,j=1}{\overset{i+j=m}{}}}U_{i,n}_2U_j.`$
Putting these three terms together we obtain the formula (7). ∎

###### Corollary 1 (Functional Itô formula).

For $`U`$, $`M=U\mathrm{}𝑑X`$, the formula simplifies to

$$p\left(U\mathrm{}𝑑X\right)=\underset{k=1}{\overset{\mathrm{}}{}}\frac{1}{k!}\phi _{k+1}[^k(p)(M)\mathrm{}𝔪_k(U,U,\mathrm{},U)]\mathrm{}𝑑\mathrm{\Delta }_k.$$

###### Remark 1.

There is a similar formula for the independence-based probability involving the usual derivatives of $`p`$. It does not seem to appear in the standard probability textbooks, but cf. \[Par92\].

###### Remark 2.

Theorem 1 has the following heuristic interpretation. Denote $`\mathrm{\Delta }_k=(dX)^k`$. For $`M`$ as in the theorem, denote $`dM=_{m=1}^{\mathrm{}}U_m\mathrm{}(dX)^m`$. Then

$$d(p(M))=p(M+dM)p(M)=\underset{k=1}{\overset{\mathrm{}}{}}\frac{1}{k!}^k(p)(M)\mathrm{}𝔪_k(dM,dM,\mathrm{},dM),$$

where in this context “$`\mathrm{}𝔪_k(dM,dM,\mathrm{},dM)`$” means “put $`dM`$ in place of each $``$ and multiply through”. The theorem them follows from Corollary 14 of \[Ans00\], which says in this language that

$`Z_0(dX)^{i(1)}Z_1(dX)^{i(2)}\mathrm{}(dX)^{i(n)}Z_n`$ $`=Z_0\phi [Z_1]\mathrm{}\phi [Z_{n1}](dX)^{_{j=1}^ni(j)}Z_k`$
$`=\phi _{k+1}[Z_0Z_1\mathrm{}Z_k]\mathrm{}(dX)^{_{j=1}^ni(j)}`$
###### Proposition 3.

Let $`V_i`$, $`M_i=V_i\mathrm{}𝑑X`$, for $`1in`$. Then

$$\begin{array}{c}\underset{i=1}{\overset{n}{}}M_i=\underset{k=1}{\overset{n}{}}\phi _{k+1}[\underset{i(1),\mathrm{}i(k)=1}{\overset{n}{}}(M_1M_2\mathrm{}M_{i(1)1}M_{i(1)+1}\mathrm{}M_{i(2)1}\mathrm{}M_{i(k)+1}\mathrm{}M_n)\hfill \\ \hfill \mathrm{}𝔪_k(V_{i(1)},V_{i(2)},\mathrm{},V_{i(k)})]\mathrm{}d\mathrm{\Delta }_k.\end{array}$$

###### Proof.

This is a slight generalization of Corollary 1; the proof proceeds as in Theorem 1. ∎

###### Corollary 2.

Even more particularly,

$$p(X(t))=\underset{k=1}{\overset{\mathrm{}}{}}_0^t\frac{1}{k!}\phi _{k+1}[^k(p)(X(s))]\mathrm{}𝑑\mathrm{\Delta }_k(s).$$

###### Proof.

$`\mathrm{𝟏}_{[0,t)}11`$ is a simple biprocess. ∎

## 5. Extension to $`L^{\mathrm{}}`$

Let $`U`$ be a scalar-valued biprocess, $`U=\mathrm{𝟏}_{[0,\epsilon )}`$. Then $`M=U\mathrm{}𝑑X=X(\epsilon )`$ and so $`M=\mu _\epsilon `$. This does not go to $`0`$ in the operator norm as $`\epsilon 0`$. So the stochastic integral map, considered as a map into $`L^{\mathrm{}}(𝒜,\phi )`$, is in general not continuous in the norm $`U_{\mathrm{}}_2`$, unlike in the free Brownian motion case. On the other hand, this suggests the use of the norm $`U_{\mathrm{}}_{\mathrm{}}`$.

Throughout this section, assume that all free cumulants $`r_i`$ of $`\mu `$ are non-negative. Such measures include the semicircular distribution, the free Poisson distribution, and more generally any compactly supported free compound Poisson distribution for which all the moments of its generator distribution are non-negative. Note that this condition does not imply that the corresponding operators are positive.

###### Definition 6.

Let $`fL^{\mathrm{}}(,dx)`$, where $`L^{\mathrm{}}(,dx)=_{p1}L^p(,dx)`$. Define, for $`n`$ even,

$$f_{n,\mu }=\sqrt[n]{\underset{\pi \mathrm{𝑁𝐶}(n)}{}\underset{B_i\pi }{}r_{\left|B_i\right|}f_{\left|B_i\right|}^{\left|B_i\right|}}$$

and

$$f_{\mathrm{},\mu }=\underset{n\mathrm{}}{lim\; sup}f_{n,\mu }.$$

Let $`^{n,\mu }`$, for $`n`$ even or $`\mathrm{}`$, be the completion of $``$ with respect to the norm $`_{\mathrm{}}_{n,\mu }`$.

###### Proposition 4.

$`_{\mathrm{}}_{n,\mu }`$ is indeed a norm.

###### Theorem 2.

Let $`U`$, $`M=U(s)\mathrm{}𝑑X(s)`$. Then for even $`n`$

$$U(s)\mathrm{}𝑑X(s)_nU_{\mathrm{}}_{n,\mu }.$$

Therefore the stochastic integral map can be continuously extended to a contraction from $`^{n,\mu }`$ to $`L^n(𝒜,\phi )`$, and from $`^{\mathrm{},\mu }`$ to $`L^{\mathrm{}}(𝒜,\phi )`$.

###### Remark 3.

$`U_{2,r_1}^{}U_{2,\mu }`$. Therefore $`^{2,\mu }_{}^{2,r_1}{}_{}{}^{}`$.

We first prove the Theorem in the scalar case, when the inequality is in fact an equality. Note that in this case the non-negativity of the free cumulants is not necessary.

###### Proposition 5.

Let $`f`$ be a simple positive function, and $`M=f(s)𝑑X(s)`$. Then the distribution of $`M`$ is the unique probability measure $`\nu `$ determined by $`r_k(\nu )=r_k(\mu )f_k^k`$. In particular,

$$\phi [M^n]=m_n(\nu )=f_{n,\mu }.$$

###### Proof.

Denote $`M(t)=_0^tf(s)𝑑X(s)`$. Since $`f`$ is simple, $`M=M(t)`$ for $`t`$ large enough, so it suffices to prove the Proposition for finite $`t`$. That is, we need to show that the distribution of $`M(t)`$ is the unique probability measure $`\nu _t`$ determined by $`r_k(\nu _t)=r_k(\mu )f\mathrm{𝟏}_{[0,t)}_k^k`$. For any finite $`t`$, $`M(t)`$ is well-defined by the results in subsection 3.4. Corollary 1 gives

(8)
$$\phi [M(t)^n]=_0^t\underset{k=1}{\overset{n}{}}\underset{i(1),\mathrm{},i(k)=0}{\overset{i(1)+\mathrm{}+i(k)=nk}{}}(i(1)+1)\phi [M(s)^{i(1)}]\mathrm{}\phi [M(s)^{i(k)}]f(s)^kr_kds.$$

In terms of generating functions equation (8) corresponds to the differential equation

(9)
$$_tG_{M(t)}(z)+_zG_{M(t)}(z)f(t)\mathrm{R}(f(t)G_{M(t)}(z))=0,$$

where $`_z,_t`$ are the usual partial derivatives, $`G_A(z)=\phi [(zA)^1]`$ is the Cauchy transform of the distribution of $`A`$, and $`\mathrm{R}`$ is the $`R`$-transform of $`\mu `$. See more on this in subsection 5.2.

But $`G_{\nu _t}`$ is a solution to equation (9), with the same initial conditions. Indeed, that equation can be obtained by the same method as the original one in \[Voi86\]. Namely, start with the equation

$$G_{\nu _t}\left(\frac{1}{z}+\mathrm{R}_{\nu _t}(z)\right)=z,$$

where $`\mathrm{R}_{\nu _t}(z)=_{k=1}^{\mathrm{}}r_k(f\mathrm{𝟏}_{[0,t)}_k^k)z^{k1}`$. Differentiating it with respect to $`t`$, we obtain

(10)
$$_tG_{\nu _t}\left(\frac{1}{z}+\mathrm{R}_{\nu _t}(z)\right)+_zG_{\nu _t}\left(\frac{1}{z}+\mathrm{R}_{\nu _t}(z)\right)_t\mathrm{R}_{\nu _t}(z)=0.$$

But $`_t\mathrm{R}_{\nu _t}(z)=_{k=1}^{\mathrm{}}r_kf(t)^kz^{k1}=f(t)\mathrm{R}(f(t)z)`$. Substituting $`G_{\nu _t}(z)`$ for $`z`$ in equation (10), we obtain equation (9). A posteriori, $`\nu _t`$ is the distribution of $`M(t)`$ and therefore a positive measure. Since $`M(t)`$ is bounded, its free cumulants determine a unique probability distribution. ∎

###### Remark 4.

The origin of the above proposition is in the combinatorial formulas of \[Ans00, Ans01\]. Also, the following heuristic argument should de-mystify the result. We note that since $`f`$ is a scalar-valued function, $`_0^tf(s)𝑑X(s)`$ is a process with freely independent increments. Also, since the $`R`$-transform of a sum of freely independent variables is a sum of the $`R`$-transforms, heuristically, the same should be true for the integral. Denote by $`D_c`$ the dilation operator, $`D_c\nu ()=\nu (c^1)`$. Then by stationarity

$`{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}r_k({\displaystyle f(s)𝑑X(s)})z^{k1}`$ $`=\mathrm{R}_{{\scriptscriptstyle f(s)𝑑X(s)}}(z)={\displaystyle \mathrm{R}_{f(s)dX(s)}(z)}`$
$`={\displaystyle \mathrm{R}_{D_{f(s)}\mu }(z)}={\displaystyle f(s)\mathrm{R}_\mu (f(s)z)}`$
$`={\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}r_kf(s)^kz^{k1}}={\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}(r_kf_k^k)z^{k1}.`$
###### Corollary 3.

Whenever $`f_{\mathrm{},\mu }<\mathrm{}`$, the $`lim\; sup`$ that defines it is in fact a limit, which equals to $`f(s)𝑑X(s)`$.

###### Proof of Proposition 4.

$`f_{n,\mu }`$ is an $`n`$-th root of a homogeneous polynomial of degree $`n`$, with positive coefficients, in various $`p`$-norms of $`f`$, with no constant term. Therefore it is homogeneous and $`0`$ only at $`0`$.

Now we prove the triangle inequality. First take two functions $`fg0`$ in $`L^{\mathrm{}}`$. Since all the free cumulants $`r_k`$ are non-negative, $`r_kf_k^kr_kg_k^k`$, and so $`f(s)𝑑X(s)_pg(s)𝑑X(s)_p`$.

Now let $`U,V`$ be simple biprocesses, $`f(s)=U(s)+V(s)`$, $`g(s)=U(s)+V(s)`$. Then

$`U+V_{\mathrm{}}_{p,\mu }`$ $`={\displaystyle }U(s)+V(s)_{\mathrm{}}dX(s)_p`$
$`{\displaystyle (U(s)_{\mathrm{}}+V(s)_{\mathrm{}})𝑑X(s)}_p`$
$`={\displaystyle }U(s)_{\mathrm{}}dX(s)+{\displaystyle V(s)_{\mathrm{}}𝑑X(s)}_p`$
$`{\displaystyle }U(s)_{\mathrm{}}dX(s)_p+{\displaystyle }V(s)_{\mathrm{}}dX(s)_p`$
$`=U_{\mathrm{}}_{p,\mu }+V_{\mathrm{}}_{p,\mu }.`$
By approximation, $`_{\mathrm{}}_{p,\mu }`$ is a norm on $`^{p,\mu }`$. For $`p=\mathrm{}`$, the triangle inequality and homogeneity follow by the limiting procedure, and for a non-negative function $`f`$, $`f_{\mathrm{},\mu }=f(s)𝑑X(s)=0`$ iff $`f=0`$. ∎

###### Lemma 5.

For $`1in`$, let $`V_i`$, $`M_i=V_i(s)\mathrm{}𝑑X(s)`$, $`N_i=V_i(s)𝑑X(s)`$. Then

$$\left|\phi [M_1M_2\mathrm{}M_n]\right|\phi [N_1N_2\mathrm{}N_n].$$

###### Proof.

We do this by induction. For $`n=1`$, by Lemma 4

$`\left|\phi [{\displaystyle V(s)\mathrm{}𝑑X(s)}]\right|`$ $`=r_1\left|{\displaystyle \phi [m(V(s))]𝑑s}\right|`$
$`r_1{\displaystyle m(V(s))𝑑s}r_1{\displaystyle V(s)𝑑s}=\phi [{\displaystyle V(s)𝑑X}].`$
By Proposition 3,

$$\begin{array}{c}\phi [\underset{i=1}{\overset{n}{}}M_i]\hfill \\ \hfill =\underset{k=1}{\overset{n}{}}\phi [m(\phi _{k+1}[\underset{i(1),\mathrm{}i(k)=1}{\overset{n}{}}(M_1M_2\mathrm{}M_{i(1)1}M_{i(1)+1}\mathrm{}M_{i(2)1}\mathrm{}M_{i(k)+1}\mathrm{}M_n)\\ \hfill \mathrm{}𝔪_k(V_{i(1)},V_{i(2)},\mathrm{},V_{i(k)})])]r_kds,\end{array}$$

and so

$`\left|\phi [{\displaystyle \underset{i=1}{\overset{n}{}}}M_i]\right|`$ $`{\displaystyle \underset{k=1}{\overset{n}{}}}{\displaystyle \underset{i(1),\mathrm{}i(k)=1}{\overset{n}{}}\left|\phi [M_1M_2\mathrm{}M_{i(1)1}M_{i(k)+1}\mathrm{}M_n]\right|}`$
$`\times \left|\phi [M_{i(1)+1}\mathrm{}M_{i(2)1}]\right|\mathrm{}\left|\phi [M_{i(k1)+1}\mathrm{}M_{i(k)1}]\right|{\displaystyle \underset{j=1}{\overset{k}{}}}V_{i(j)}r_kds`$
$`{\displaystyle \underset{k=1}{\overset{n}{}}}{\displaystyle \underset{i(1),\mathrm{}i(k)=1}{\overset{n}{}}\phi [N_1N_2\mathrm{}N_{i(1)1}N_{i(k)+1}\mathrm{}N_n]}`$
$`\times \phi [N_{i(1)+1}\mathrm{}N_{i(2)1}]\mathrm{}\phi [N_{i(k1)+1}\mathrm{}N_{i(k)1}]{\displaystyle \underset{j=1}{\overset{k}{}}}V_{i(j)}r_kds`$
$`=\phi [{\displaystyle \underset{i=1}{\overset{n}{}}}N_i],`$
where we have used the induction hypothesis as well as the equality for positive scalar functions. ∎

###### Proof of Theorem 2.

Apply Lemma 5 to $`M_i=M`$ for $`i`$ odd, $`M_i=M^{}`$ for $`i`$ even. We get

$$\left|\phi [\left|M\right|^{2n}]\right|\phi [N^{2n}]=U_{\mathrm{}}_{2n,\mu },$$

where in the second equality we have used Proposition 5. ∎

###### Example 1.

If $`\mu `$ is the semicircular distribution, then $`f_{2n,\mu }=\sqrt[2n]{c_nf_2^{2n}}=\sqrt[2n]{c_n}f_2`$ (where $`c_n`$’s are the Catalan numbers) and so $`f_{\mathrm{},\mu }=2f_2`$. In this case $`r_k(\nu )=\delta _{k2}f_2^2`$, and so $`\nu =\mu _{f_2^2}`$. So $`UdX2U_{\mathrm{}}_2`$. So in this case we recover the result of \[BS98\], in fact with a slightly better constant, which by our results is optimal.

###### Example 2.

If $`f(t)=\mathrm{𝟏}_{[a,a+\epsilon )}`$, then $`r_k(\nu )=r_k\epsilon `$, and so $`\nu =\mu _\epsilon `$, $`f_{\mathrm{},\mu }=\mu _\epsilon `$. In particular, $`_0^tU𝑑XU_{\mathrm{}}_{\mathrm{}}\mu _t`$.

###### Corollary 4.

If $`U_{\mathrm{}}_k<C`$ for all $`kn`$, then

$$U𝑑X_nU_{\mathrm{}}_{n,\mu }Cm_n(\mu ).$$

### 5.1. More on Itô formulas

Next we extend the product and the functional Itô formulas to biprocesses in $`^{\mathrm{},\mu }`$.

The following is a very preliminary form of the lower bound in the Burkholder-Davis-Gundy inequality.

###### Lemma 6.

Denote by $`\mu ^k`$ the distribution of $`\mathrm{\Delta }_k`$. Then for simple $`f`$,

$$f_{n,\mu ^k}\left|f\right|^{1/k}_{nk,\mu }^k.$$

###### Proof.

For $`\nu ^k`$ the distribution of $`f(s)𝑑\mathrm{\Delta }_k(s)`$, $`r_i(\nu ^k)=r_{ik}f_i^i`$. Since all the free cumulants are positive,

$$\underset{\pi \mathrm{𝑁𝐶}(n)}{}\underset{B\pi }{}r_{\left|B\right|k}f_{\left|B\right|}^{\left|B\right|}\underset{\pi \mathrm{𝑁𝐶}(nk)}{}\underset{B\pi }{}r_{\left|B\right|}f^{1/k}_{\left|B\right|k}^{\left|B\right|k}.$$

Therefore $`f_{n,\mu ^k}\left|f\right|^{1/k}_{nk,\mu }^k`$. In particular $`f_{\mathrm{},\mu ^k}\left|f\right|^{1/k}_{\mathrm{},\mu }^k`$. ∎

###### Proposition 6.

Let $`\left\{U_j\right\}_{j=1}^{\mathrm{}}`$ and $`\left\{V_i\right\}_{i=1}^{\mathrm{}}`$ be two collections of biprocesses in $`^{\mathrm{},\mu }`$, with $`_{j=1}^{\mathrm{}}U_j_{\mathrm{}}^{1/j}_{\mathrm{},\mu }^j<\mathrm{}`$, $`_{i=1}^{\mathrm{}}V_i_{\mathrm{}}^{1/i}_{\mathrm{},\mu }^i<\mathrm{}`$. Let $`N=_{i=1}^{\mathrm{}}N_i`$, $`M=_{j=1}^{\mathrm{}}M_j`$, where

$$N_i=V_i(t)\mathrm{}𝑑\mathrm{\Delta }_i(t),M_j=U_j(t)\mathrm{}𝑑\mathrm{\Delta }_j(t).$$

Then

(11) $`NM`$ $`={\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}{\displaystyle (N(t)1)\mathrm{}U_j(t)\mathrm{}𝑑\mathrm{\Delta }_j(t)}`$
$`+{\displaystyle \underset{i=1}{\overset{\mathrm{}}{}}}{\displaystyle (1M(t))\mathrm{}V_i(t)\mathrm{}𝑑\mathrm{\Delta }_i(t)}`$
$`+{\displaystyle \underset{m=2}{\overset{\mathrm{}}{}}}{\displaystyle \underset{i,j=1}{\overset{i+j=m}{}}}{\displaystyle (V_i(t)_2U_j(t))\mathrm{}𝑑\mathrm{\Delta }_m(t)}.`$
###### Proof.

First assume $`U_i,V_j`$.

$$U_j(t)\mathrm{}𝑑\mathrm{\Delta }_j(t)U_j_{\mathrm{}}^{1/j}_{\mathrm{},\mu }^j,$$

so by hypothesis the series defining $`M`$ and $`N`$ converge absolutely. Also,

$`{\displaystyle (N_i(s)1)\mathrm{}U_j(t)\mathrm{}𝑑\mathrm{\Delta }_j(t)}`$ $`N_i{\displaystyle U_j(t)\mathrm{}𝑑\mathrm{\Delta }_j(t)}`$
$`U_j_{\mathrm{}}^{1/j}_{\mathrm{},\mu }^jV_i_{\mathrm{}}^{1/i}_{\mathrm{},\mu }^i.`$
Finally,

$$\begin{array}{c}N_iM_j=(N_i(t)1)\mathrm{}U_j(t)\mathrm{}𝑑\mathrm{\Delta }_j(t)\hfill \\ \hfill +(1M_j(t))\mathrm{}V_i(t)\mathrm{}𝑑\mathrm{\Delta }_i(t)+(V_i(t)_2U_j(t))\mathrm{}𝑑\mathrm{\Delta }_{i+j}(t).\end{array}$$

implies that

$$\begin{array}{c}(V_i(t)_2U_j(t))\mathrm{}𝑑\mathrm{\Delta }_{i+j}(t)\hfill \\ \hfill N_iM_j+(N_i(t)1)\mathrm{}U_j(t)\mathrm{}𝑑\mathrm{\Delta }_j(t)+(1M_j(t))\mathrm{}V_i(t)\mathrm{}𝑑\mathrm{\Delta }_i(t)\\ \hfill 3U_j_{\mathrm{}}^{1/j}_{\mathrm{},\mu }^jV_i_{\mathrm{}}^{1/i}_{\mathrm{},\mu }^i.\end{array}$$

So the sums on the right-hand-side of the equation (11) converge absolutely as well. The formula holds for finitely many $`U_j,V_i`$, and since both sides of that equation are continuous, the formula can be extended to $`^{\mathrm{},\mu }`$. ∎

###### Proposition 7.

Let $`U^{\mathrm{},\mu }`$, $`M=U(s)\mathrm{}𝑑X(s)`$. Let $`p(x)=_{n=1}^{\mathrm{}}a_nx^n`$, with the series absolutely convergent for $`\left|x\right|<R`$, with $`R>2U_{\mathrm{}}_{\mathrm{},\mu }`$. Then

(12)
$$p\left(U\mathrm{}𝑑X\right)=\underset{k=1}{\overset{\mathrm{}}{}}\frac{1}{k!}\phi _{k+1}[^k(p)(M)\mathrm{}𝔪_k(U,U,\mathrm{},U)]\mathrm{}𝑑\mathrm{\Delta }_k.$$

###### Proof.

Let $`^k(p)=_{n=1}^{\mathrm{}}a_n^k(x^n)`$, taken a priory as a formal power series. Assume that $`U`$.

$`{\displaystyle \frac{1}{k!}\phi _{k+1}[^k(x^n)(M(s))\mathrm{}𝔪(U(s))]\mathrm{}𝑑\mathrm{\Delta }_k(s)}`$ $`\left({\displaystyle \genfrac{}{}{0pt}{}{n}{k}}\right){\displaystyle M(s)^{nk}U(s)^k𝑑\mathrm{\Delta }_k(s)}`$
$`\left({\displaystyle \genfrac{}{}{0pt}{}{n}{k}}\right)U_{\mathrm{}}_{\mathrm{},\mu }^{nk}U_{\mathrm{}}_{\mathrm{},\mu }^k`$
$`=\left({\displaystyle \genfrac{}{}{0pt}{}{n}{k}}\right)U_{\mathrm{}}_{\mathrm{},\mu }^n.`$
For $`U_{\mathrm{}}_{\mathrm{},\mu }<R/2`$,

$$\underset{n=0}{\overset{\mathrm{}}{}}\underset{k=1}{\overset{\mathrm{}}{}}|a_n|\left(\genfrac{}{}{0pt}{}{n}{k}\right)U_{\mathrm{}}_{\mathrm{},\mu }^n\underset{n=0}{\overset{\mathrm{}}{}}\left|a_n\right|(2U_{\mathrm{}}_{\mathrm{},\mu })^n<\mathrm{}.$$

Therefore the sum on the right-hand-side of equation (12) converges absolutely. By continuity, the formula holds also for $`U^{\mathrm{},\mu }`$. ∎

### 5.2. Resolvent

In particular, the function $`f(x)=(zx)^1=_{k=0}^{\mathrm{}}z^{(k+1)}x^k`$ is analytic in $`x`$ for $`\left|x\right|<\left|z\right|`$. Denote by $``$ the resolvent function,

$$_A(z)=(zA)^1.$$

It has the following nice behavior with respect to the derivation $``$:

$$_A(z)=_A(z)_A(z)$$

and more generally

$$^k_A(z)=k!_A(z)^{(k+1)}.$$

See \[Voi00a\] for much deeper analysis of this property. For the resolvent, Proposition 7 and the appropriate modification of Corollary 2 read, respectively,

$$_{M(t)}(z)=\underset{k=1}{\overset{m}{}}_0^t\phi _{k+1}[_{M(s)}(z)^{(k+1)}\mathrm{}𝔪(U,U,\mathrm{},U)]\mathrm{}𝑑\mathrm{\Delta }_k(s)$$

and

$`_{X(t)}(z)`$ $`={\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}{\displaystyle _0^t}\phi _{k+1}[_{X(s)}(z)^{(k+1)}]\mathrm{}𝑑\mathrm{\Delta }_k(s)`$
(13) $`={\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}{\displaystyle _0^t}G_{X(s)}(z)^{k1}_{X(s)}(z)𝑑\mathrm{\Delta }_k(s)_{X(s)}(z).`$
Here $`G_{X(t)}(z)=\phi [_{X(t)}(z)]`$ is the Cauchy transform of the distribution $`\mu _t`$ of $`X(t)`$.

Evaluating $`\phi `$ on both sides of (5.2), we obtain by Lemma 3

$`0`$ $`=G_{X(t)}(z)+{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}r_k{\displaystyle _0^t}G_{X(s)}(z)^{k1}_zG_{X(s)}(z)ds`$
(14) $`=G_{X(t)}(z)+{\displaystyle _0^t}\mathrm{R}(G_{X(s)}(z))_zG_{X(s)}(z)ds.`$
This is the well-known quasi-linear equation for $`G_{X(t)}`$ in an integrated form.

###### Remark 5.

This is a manifestation of a more general fact. It seems that a number of the combinatorial properties of free independence can be expressed on the level of operators, with partition-dependent stochastic measures of \[Ans00\] replacing the scalar-valued $`R`$-transforms. The scalar identities are then obtained by taking the expectations with respect to the trace $`\phi `$. We will say more about this topic elsewhere.


text:
# The Hanbury Brown and Twiss Experiment with Fermions

## Abstract

We realized an equivalent Hanbury Brown and Twiss experiment for a beam of electrons in a two dimensional electron gas in the quantum Hall regime. A metallic split gate serves as a tunable beam splitter which is used to partition the incident beam into transmitted and reflected partial beams. The current fluctuations in the reflected and transmitted beam are fully anticorrelated demonstrating that fermions tend to exclude each other (anti-bunching). If the occupation probability of the incident beam is lowered by an additional gate, the anticorrelation is reduced and disappears in the classical limit of a highly diluted beam.

, , , , , , and

thanks: To whom correspondence should be addressed: E-mail: stefan.oberholzer@unibas.ch

The first quantum statistical measurements were carried out with photons by Hanbury Brown and Twiss (HBT) in the 1950s. In a pioneering experiment HBT determined the size of astronomical radio sources by measuring the spatial coherence of the emitted radiation from correlations between *intensity* fluctuations at two different locations . In a subsequent optical table-top experiment, they tested their idea by measuring intensity correlations for visible light: the light beam of a Hg vapor lamp (IN) was split into a transmitted (T) and a reflected beam (R) (see Fig. 1). The equal-time intensity correlations between the two separated photon streams was found to be positive (bunching) . This is a generic property of particles obeying Bose-Einstein statistics. In contrast to bosons, a negative correlation or ‘antibunching’ is expected for fermions, because fermions have to exclude each other due to the Pauli principle.

In general, the time dependent number of particles $`n(t)`$ detected during a certain time interval exhibits fluctuations $`\mathrm{\Delta }n(t)=n(t)n`$ around the average $`n`$, called shot noise. Shot noise in the electrical current is caused by the discreteness of the electron charge and has been extensively studied in submicrometer-sized nanostructures . In a HBT type experiment, not the fluctuations in a single beam are measured, but the correlation between fluctuations in the transmitted (T) and reflected (R) beam originating from a beam splitter (see Fig. 1). If the incident beam (IN) is not prepared at a single-particle level, but shows intensity fluctuations $`\mathrm{\Delta }n`$ around the mean value $`n`$, the correlator $`\mathrm{\Delta }n_t\mathrm{\Delta }n_r`$ between the fluctuations in the transmitted $`\mathrm{\Delta }n_t`$ and the reflected $`\mathrm{\Delta }n_r`$ beam is given by:

$$\mathrm{\Delta }n_t\mathrm{\Delta }n_r=t(1t)\left\{(\mathrm{\Delta }n)^2n\right\},$$
(1)
where $`t`$ is the transmission probability of the beam splitter. The cross-correlation in Eq. 1 is a sum of a term proportional to $`(\mathrm{\Delta }n)^2`$, which depends on the particle statistics in the incident beam, and a term proportional to $`n`$, which is caused by the probabilistic partitioning of single particles at the beam splitter. This second term always gives a negative contribution to the cross-correlation independent of whether the particles are bosons or fermions. The auto-correlation of the transmitted (or reflected) beam is given by

$$(\mathrm{\Delta }n_t)^2=t(1t)\left\{\frac{t}{1t}(\mathrm{\Delta }n)^2+n\right\}.$$
(2)
Here, the sign of the second term is positive in contrast to the cross-correlation in Eq. 1. For an incident beam of particles obeying *Poisson* statistics with $`(\mathrm{\Delta }n)^2=n`$ the cross-correlation is zero (see Eq. 1). For *super-Poisson* statistics, $`(\mathrm{\Delta }n)^2>n`$, the cross-correlation is positive (HBT result for thermal light). In contrast, anticorrelation results if the noise in the incident beam is *sub-Poissonian* $`(\mathrm{\Delta }n)^2<n`$. Maximal anticorrelation is obtained if the incident beam carries no fluctuations ($`(\mathrm{\Delta }n)^2=0`$), which is the case for a completely degenerated electron beam at zero temperature. Noise suppression in a single beam according to the Pauli principle has recently been found in electrical measurements on quantum-point contacts and nanowires .

A HBT-type intensity correlation experiment for particles with non classical Fermi-Dirac statistics has not yet been carried out. Attempts to measure the expected negative correlation in a beam of free electrons have not been successful yet, mainly because of the low particle density in such a beam. The HBT experiment for fermions has recently been carried out in two independent experiments based on semiconductor devices . Theoretically, these experiments and other multiterminal correlation experiments have been considered before .

One way to realize a HBT experiment with electrons has been proposed by Büttiker : In a two dimensional electron gas (2 DEG) in the quantum Hall regime the current flows in one-dimensional channels along the edges of the device (see Fig. 1). These edge channels can be used to separate the incident from the reflected beam. If there would be no magnetic field the current would also flow in the bulk and incident and reflected beam could not be distinguished. The beam splitter is a lithographically patterned metallic split gate, which can be tuned by an applied voltage. In addition, there is a second gate with transmission probability $`p`$ before the beam splitter which is used to dilute the occupation in the incident beam. Applying a constant voltage $`V`$ to contact 1 the charge current $`I`$ is injected into the Hall bar. The magnetic field perpendicular to the 2 DEG is adjusted to filling factor $`\nu =2`$, so that the current flows in one spin-degenerated edge state. Let us first consider the case, where the additional gate $`p`$ is not used: the electrons escaping from contact 1 travel along the upper edge until reaching the beam splitter, where they are either transmitted with probability $`t`$ to leave the device at contact 2, or reflected with probability $`r=1t`$ leaving at contact 3. Provided $`eVkT`$, the theory predicts for the spectral densities of the auto- and cross-correlation according to Eq. 1 and 2

$$\mathrm{\Delta }I_\alpha \mathrm{\Delta }I_\beta _\omega =\pm 2e|I|t(1t)$$
(3)
with $`e`$ the electron charge and $`\alpha `$, $`\beta `$ either $`t`$ or $`r`$. The positive sign corresponds to the auto-correlation, where $`\alpha =\beta `$, and the negative one to the cross-correlation with $`\alpha \beta `$. Because the cross-/auto-correlation is largest for $`t=1/2`$ the beam splitter is adjusted to transmit and reflect electrons with 50 $`\%`$ probability.

Figure 2 shows the cross-correlation $`\mathrm{\Delta }I_t\mathrm{\Delta }I_r_\omega `$ (solid squares) of the fluctuations $`\mathrm{\Delta }I_t`$ and $`\mathrm{\Delta }I_r`$ versus bias current $`I`$ at $`T=2.5`$ K. A nearly linear dependence with a negative slope is found showing that the fluctuations are indeed anticorrelated. The auto-correlation (solid circles) of the transmitted current $`(\mathrm{\Delta }I_t)^2_\omega `$ (or reflected current, not shown) has a positive slope. The negative cross-correlation and the positive auto-correlation are equal in magnitude confirming that the partial beams are fully anticorrelated. We can therefore conclude that there is no uncertainty in the occupation of the incident beam, that is $`(\mathrm{\Delta }n)^2=0`$ in Eq. 1 and 2. All states in the incident beam are occupied with probability one and hence are noiseless by virtue of the Pauli principle. Formally, this follows also from $`(\mathrm{\Delta }n)^2=(\mathrm{\Delta }n_t+\mathrm{\Delta }n_r)^2=(\mathrm{\Delta }n_t)^2+2\mathrm{\Delta }n_t\mathrm{\Delta }n_t+(\mathrm{\Delta }n_r)^2=0`$ within experimental accuracy. The fact that the current $`I`$ of the incident beam is noiseless demonstrates that the constant voltage applied to reservoir 1 is converted into a *constant* current $`e^2V/h`$ (per accessible mode) according to the fundamental requirement of the Landauer-Büttiker formalism.

In an extension of our experiment we have changed the statistics in the incident beam using the additional gate with transmission $`p[0,1]`$. If $`n`$ is the mean particle number of the beam incident to the beam splitter, the particle number behind the first gate $`p`$ is given by $`\stackrel{~}{n}=pn`$ with noise $`(\mathrm{\Delta }\stackrel{~}{n})^2=p(1p)n`$. Using Eq. 1 and 2 the normalized auto- and cross-correlation depend on the transmission probability $`p`$ as

$`{\displaystyle \frac{(\mathrm{\Delta }I_t)^2_\omega }{2eI}}`$ $`=`$ $`t(1pt)={\displaystyle \frac{2p}{4}}`$ (4)
$`{\displaystyle \frac{\mathrm{\Delta }I_t\mathrm{\Delta }I_r_\omega }{2eI}}`$ $`=`$ $`t(1t)p={\displaystyle \frac{p}{4}},`$ (5)
for $`t=`$ 1/2. If $`p`$ decreases from 1 to 0 the states in the incident beam are diluted and the anticorrelation (Eq. 5) becomes smaller (‘+-centered’ and open squares in Fig. 2). In case of very low transmission $`p`$ the statistics in the incident beam is Poissonian and the anticorrelation disappears as discussed above. The auto-correlation itself increases (‘+-centered’ and open circles in Fig. 2), because of the noise in the incident beam (see Eq. 2). The dependence of the auto- and cross-correlation on the probability $`p`$ is shown in Fig. 3. The measured slopes of the data in Fig. 2 are in good agreement with the predictions of Eq. 4 and 5 within experimental accuracy.

In conclusion, a HBT type experiment with electrons has been realized in a solid state device. We demonstrate that current correlations are sensitive to the particle statistics in the incident beam. Full anticorrelation is observed for electrons obeying Fermi-Dirac statistics, whereas the anticorrelation is gradually suppressed if the incident beam is diluted. It would be interesting to extend this kind of experiments to electronic states obeying different statistics like the fractional quantum Hall state . The observation of bunching of electrons might be possible by preparing electronic states with fluctations larger than the classical Poisson value, which have recently been observed in resonant tunneling devices and in superconducting weak links .

The authors would like to thank M. Büttiker, D. C. Glattli, and T. Gramespacher for valuable comments. This work was supported by the Swiss National Science Foundation.


text:
# About the Overcompleteness of Coherent State Systems with a Line Bundles Viewpoint

## I Introduction

In this work, we are going to investigate the question of overcompleteness of a Coherent State System using the framework of line bundles. By the von Neumann construction (von Neumann lattices) we know that complete systems are related to a certain type of lattice (what we have called complete lattice) and overcomplete systems are related to another one (overcomplete lattice). Analyzing the representation of the Weyl-Heisenberg group induced by characters on these lattices, we associate to a complete system a theta function and with the overcomplete system a set of theta functions with characteristic.

Since theta functions are the sections of line bundles over a complex torus, and since these line bundles can be seen as the holomorphic quantization of a classical system, we have a direct interpretation of the overcompleteness of the system: an overcomplete system (associated with an overcomplete lattice) is a set of quantizations of this classical system. This is expected since to have overcomplete systems we’ve had to consider more than one state by Planck cell. We apply this result to analyze the degeneracy of the lowest Landau level by using the Riemann-Roch theorem in the appropriate line bundle.

In the section 2 we present briefly the question of the overcompleteness. In section 3 we remind some aspects of representation of the Weyl-Heisenberg group induced by characters on the lattice and how it’s related to theta functions. In the section 4 we associate this result to holomorphic quantizations of the classical system. And in the last section we make the application of the method to Landau levels.

## II The Overcompleteness of C.S.S.

Let $`w`$ be the Weyl-Heisenberg algebra generated by $`\{\widehat{p},\widehat{q},I\}`$, with the usual commutation relations:

$`[\widehat{p},\widehat{q}]`$ $`=`$ $`i\mathrm{}I,`$ (1)
$`[\widehat{q},I]`$ $`=`$ $`[\widehat{p},I]=0`$ (2)
We have the representation in terms of the creation and annihilation operators: $`a=(\widehat{q}+i\widehat{p})/\sqrt{2\mathrm{}}`$, $`a^+=(\widehat{q}i\widehat{p})/\sqrt{2\mathrm{}}`$, such that $`[a,a^+]=I`$.

We will use different notations to represent an element $`x`$ of $`w`$:

$$x=itI+\frac{i}{\mathrm{}}\left(P\widehat{q}Q\widehat{p}\right)=itI+\left(\alpha a^+\overline{\alpha }a\right)$$
(3)
for $`P,Q,t𝐑`$ and $`\alpha =\left(2\mathrm{}\right)^{1/2}(Q+iP)`$.

We represent $`x`$ also by $`x=(t,\stackrel{}{v})`$ or $`x=(t,\stackrel{}{\alpha })`$ where $`\stackrel{}{\alpha }=\alpha a^+\overline{\alpha }a`$, $`\stackrel{}{v}=(P,Q)`$ is a point in the $`V\times V`$ plane and $`t`$ is the central term of the algebra.

The elements of the Weyl-Heisenberg Group $`W`$ is obtained by the exponentiation map:

$`\mathrm{exp}(x)=\mathrm{exp}(itI)\mathrm{exp}\left(\alpha a^+\overline{\alpha }a\right)`$,
and because of the commutation relations, we have:

$$\mathrm{exp}A\mathrm{exp}B=\mathrm{exp}(\frac{1}{2}[A,B])\mathrm{exp}(A+B)$$
(4)
for $`A,Bw`$.

We use also to represent the above equation as:

$$(t,\stackrel{}{v}).(t^{},\stackrel{}{v}^{})=(t+t^{}+\frac{1}{2}B(\stackrel{}{v},\stackrel{}{v}^{}),\stackrel{}{v}+\stackrel{}{v}^{})$$
(5)
where $`B:V\times V𝐑`$ is the alternating bilinear form defined by $`B(\stackrel{}{v},\stackrel{}{v}^{})=[\stackrel{}{v},\stackrel{}{v}^{}]`$.

Observe that we have used (abusing on notation) the same symbols $`(t,\stackrel{}{v})`$ to indicate both, elements of the algebra $`w`$ and the group $`W`$.

Let $`(T_\lambda ,)`$ be a irreducible unitary representation of $`W`$ on the Hilbert space $``$ (in the next section we are going to review a bit of representation theory of $`W`$). Given an element $`(t,\stackrel{}{\alpha })`$ of $`W`$, we denote the action on a given vector $`v`$ by $`T_\lambda (t,\stackrel{}{\alpha })v`$.

Coherent states are vectors $`\stackrel{}{\alpha }`$ of $``$, generated by the action of elements of $`W`$ in the form $`(0,\stackrel{}{\alpha })`$ on a fixed vector $`\mathrm{\Psi }_0`$ of $``$, and the set of such a vectors form a coherent state system (C.S.S.). In the case that the vector $`\mathrm{\Psi }_0`$ is a vacuum state $`0`$, we call the system by a standard coherent state system. There are other alternative but equivalent definitions of C.S.S. (see  and ).

Since, we’ve assumed the representation $`T_\lambda `$ is irreducible, the set $`\left\{\stackrel{}{\alpha }\right\}`$ generates the whole space $``$. Actually, the system $`\left\{\stackrel{}{\alpha }\right\}`$ is called an overcomplete system, what means we don’t have mutual orthogonality between all the vectors of the set:

$`\stackrel{}{\alpha }\stackrel{}{\beta }=0T_\lambda (0,\stackrel{}{\alpha ^+})T_\lambda (0,\stackrel{}{\beta })0=\mathrm{exp}(iIm(\beta \overline{\alpha })0T_\lambda (0,\stackrel{}{\beta }\stackrel{}{\alpha })0`$ (6)
$`\stackrel{}{\alpha }\stackrel{}{\beta }^2=0T_\lambda (0,\stackrel{}{\beta }\stackrel{}{\alpha })0^2=\rho (\stackrel{}{\beta }\stackrel{}{\alpha })`$ (7)
In fact, $`\rho (\stackrel{}{\alpha }\stackrel{}{\beta })`$ can be not identically zero.

In terms of projectors, we have that the projectors $`\alpha \alpha `$ are not mutually orthogonal projectors.

To find a orthogonal basis for the C.S.S. von-Neumann announced the existence of a countable orthogonal basis $`\{\alpha _k\}`$ within $`\{\alpha \}`$ when we consider a lattice in the $`\alpha `$-plane $`V`$.

Let us take two non-colinear vectors $`\{w_1,w_2\}`$ such that $`B(w_1,w_2)=2iIm(w_1\overline{w_2})0`$ and let us consider vectors in the form $`\alpha _m=m_1w_1+m_2w_2`$ / $`m_1,m_2𝐙`$.

von Neumann stated that:

i)The system $`\left\{\alpha _m\right\}`$ is going to be over complete if $`Im(w_1\overline{w_2})<\pi `$, and it remains over complete even if we remove a finite number of vectors from $`\{\alpha _m\}`$

ii)for $`Im(w_1\overline{w_2})>\pi `$, the system is not complete,

iii)for $`Im(w_1\overline{w_2})=\pi `$ the system is complete and remains complete even if we remove a single vector from $`\{\alpha _m\}`$.

Now we have two remarks: First, since $`Im(w_1\overline{w_2})`$ is two times the area of the triangle of vertices $`(0,w_1,w_1+w_2)`$, when we consider the vectors $`\left\{\alpha _m\right\}`$ with $`Im(w_1\overline{w_2})=\pi `$, we are considering one state by cell of area $`Im(w_1\overline{w_2})`$, that means (in our normalization), one state by Planck cell (see  and ).

Second, we can express $`exp\left(iIm(w_1\overline{w_2})\right)`$ as $`T_\lambda (w_1)T_\lambda (w_2)T_\lambda (w_1+w_2)^1=exp\left(iIm(w_1\overline{w_2})\right)`$. In geometric quantization (section 4) approach, this term is a holonomy term (see fig.1) of a holomorphic line bundle that make the geometric quantization of the system.

So, asserting that $`exp\left(iIm(w_1\overline{w_2})\right)=\pi `$, is equivalent to impose the Bohr first quantization for the system (see for instance ).

From this two remarks we wish to investigate the meaning of the overcompleteness of the C.S.S..

## III Representations of Weyl-Heisenberg group on the lattice

Let us consider a complete C.S.S., given by a ”complete” lattice

$$L=\{\alpha _m=m_1w_1+m_2w_2/Im(w_1\overline{w_2})=\pi ,m_1,m_2𝐙\}$$
(8)
If we consider in $`V`$ the alternating bilinear form $`B:V\times V𝐑,B(v,w)=Im(v\overline{w})`$, we observe that, if we restrict $`B`$ to $`L\times L`$, the image of $`B`$ lies in $`\pi 𝐙`$ and for no other vector $`vV,vL`$, we can have $`B(v,\alpha _m)\pi 𝐙`$ for any vector $`\alpha _mL`$.

For a non-complete lattice:

$$L=\{\alpha _m=m_1w_1+m_2w_2/Im(w_1\overline{w_2})>\pi ,m_1,m_2𝐙\},$$
(9)
if for instance we consider $`Im(w_1\overline{w_2})=k\pi `$ for $`k`$ a positive integer, $`k1`$ , we have a set of vectors $`\left\{v_m=m_1/kw_1+m_2/kw_2,m_1,m_2𝐙(modk𝐙)\right\}`$, such that $`B(v_m,\alpha _m)\pi 𝐙`$ for any $`\alpha _mL`$.

In the first case we say that the lattice is self-dual, and in the second case we consider a lattice $`L^{}=L\{v_m\}`$ dual to $`L`$, such that $`B:L^{}\times L\pi 𝐙`$.

We can describe also $`L^{}`$ as lattice generated by $`\left\{w_1^{}=w_1/k,w_2^{}=w_2/k\right\}`$ such that:

$$L^{}=\left\{m_1w_1^{}+m_2w_2^{}/Im(w_1^{}\overline{w_2^{}})=\frac{\pi }{k^2}(<\pi ),m_1,m_2𝐙\right\}.$$
(10)
So, the dual lattice of a ”non-complete” lattice is an ”overcomplete lattice related to a overcomplete system.

We are going to focus now representations of the Weyl-Heisenberg group induced by characters on the lattice.

A character of a Lie Group is a continuous complex valued function $`\chi `$ on $`G`$ such that $`\chi (g)=1`$, and $`\chi (gg^{})=\chi (g)\chi (g^{})`$ for $`g,g^{}`$ in $`G`$. The associated infinitesimal character is the linear form $`\chi `$ in the Lie Algebra $`LieG`$ of $`G`$ characterized by $`\chi \left(\mathrm{exp}(A)\right)=\mathrm{exp}\left(\chi (A)\right)`$.

Let $`\chi `$ be a character of some closed subgroup $`H`$ of a group $`G`$. Let $`_\chi `$ denote the Hilbert space consisting of all functions $`f`$ on $`G`$ satisfying the following conditions:

$`f`$ is Borel measurable on $`G`$

$`f(hg)=\chi (h)f(g)`$ for $`g`$ in $`G`$ and $`h`$ in $`H`$

the integral $`_Mf(g)^2𝑑g`$ is finite, for $`M=G/H`$

The norm in $`_\chi `$ is given by:
$`f^2=_Mf(g)^2𝑑g`$.

Observe that since $`\chi (h)=1`$, $`f^2`$ is constant on every coset $`Hg`$, and the expression above make sense,

To every $`g`$ in $`G`$, there is associated an unitary operator $`\pi _\chi (g)`$ on $`_\chi `$by:

$$(\pi _\chi (g).f)(g^{})=f(gg^{})$$
(11)
The pair $`(\pi _\chi ,_\chi )`$ is a representation of $`G`$, called representation induced by the character $`\chi `$ of $`H`$.

Observe that the C.S.S. is a representation of $`W`$ induced by characters on the center $`Z`$ of $`W`$. The characters of $`Z`$ are given by the formula:

$$\chi _\lambda (t,0)=\mathrm{exp}2\pi i(\lambda t)$$
(12)
where $`\lambda `$ runs R, and the infinitesimal character associated to $`\chi _\lambda `$ is the linear form on $`\stackrel{~}{z}`$ ($`=LieZ`$) is given by:

$$\chi _\lambda ^{}=2\pi i\lambda $$
(13)
We have the classification of irreducible unitary representations of $`W`$ given by the Stone-von Neumann theorem which asserts that:

For every $`\lambda 0`$, there is, up to unitary equivalence, exactly one irreducible representation $`(\pi ,)`$ satisfying 11

The case $`\lambda =0`$ corresponds to the representations which are trivial on the center $`Z`$ of $`W`$. They are the one-dimensional representations given by the characters $`\chi _u`$ of $`W`$, given by:

$$\chi _u(t,v)=\mathrm{exp}(2\pi iB(v,u))$$
(14)
What we are going to analyze are the representations of $`W`$ induced by characters defined on a discrete lattice of $`\mathrm{\Gamma }_L`$ on $`W`$, $`\mathrm{\Gamma }_L=\{(t,\alpha _m)=m_1w_1+m_2w_2,t,w_1,w_2𝐙\}`$, the group which elements are given by the lattice $`L`$ generated by $`(w_1,w_2)`$.

The motivation to analyze these representation is pointed on  in the analysis of completeness of the system , (in the case that $`Im(w_1\overline{w_2})=2\pi `$ where looking at the expression:

$$T_\lambda (\stackrel{}{\alpha _m})T_\lambda (\stackrel{}{\alpha _m^{}})=T_\lambda (\stackrel{}{\alpha _m}+\stackrel{}{\alpha _m^{}})=T_\lambda (\stackrel{}{\alpha _m^{}})T_\lambda (\stackrel{}{\alpha _m})$$
(15)
the author ask for a common eigen-distribution for the operators $`\{T_\lambda (\stackrel{}{\alpha _m})\}`$.

If we start considering the base vectors $`w_1,w_2`$, we should have for the expression of this eigen-distribution:

$$T_\lambda (w_i)\mathrm{\Theta }=\mathrm{exp}(\pi i\epsilon )\mathrm{\Theta }$$
(16)
because of the unitarity, where $`0\epsilon <2`$, for $`i=1,2`$.

For a generic element $`\stackrel{}{\alpha _m}=m_1w_1+m_2w_2`$ of $`L`$, we should have:

$$T_\lambda (\stackrel{}{\alpha _m})\mathrm{\Theta }=\mathrm{exp}\pi i\lambda (m_1\epsilon _1+m_2\epsilon _2+m_1m_2)\mathrm{\Theta }$$
(17)
The general form for a character in $`\mathrm{\Gamma }_L`$  is:

$$\chi _{p,F}(t,\stackrel{}{\alpha _m})=\mathrm{exp}(\pi ipt)\mathrm{exp}(\frac{1}{2}F(\stackrel{}{\alpha _m}))$$
(18)
where p runs the integers and the function $`F(\stackrel{}{\alpha _m})`$ should satisfy the following congruence:

$$F(v_1+v_2)=F(v_1)+F(v_2)+pB(v_1,v_2)(mod2)$$
(19)
such that we have:

$$T_\lambda (\stackrel{}{\alpha _m})\theta =\mathrm{exp}\pi iF(\alpha _m)\theta $$
(20)
The general result of Cartier  is:

Given a representation $`𝒟_{L,p,F}=(\pi (W),)`$ induced by a character $`\chi _{p,F}`$ of $`\mathrm{\Gamma }_L`$, this representation is irreducible if and only if $`L`$ is a self-dual lattice (a ”complete” lattice), associated with a complete C.S.S.. In this case $`𝒟_{L,p,F}`$ is isomorphic to the representation induced by $`\chi _p`$ (item (a) of the Stone-von Neumann theorem).

If $`L`$ is not complete, to ever $`\lambda `$’ in $`L^{}`$ (mod $`L`$),that is, given elements of the dual lattice $`L^{}`$ modulo the lattice $`L`$, we have an operator that commutes with the induced representation $`𝒟_{L,p,F}`$. So, if we have $`[L^{}:L]=e^2`$, we have $`e`$-operators that commute with the representation, a direct sum of $`e`$-copies of the irreducible one (when $`L`$ is self-dual).

$$=_{i=1}^e_i$$
(21)
Another result asserts that the invariance equation 20 has, for a given character $`F`$ and up to constant multipliers, one unique solution in $`_{\mathrm{}}`$, (the dual space of $`C^{\mathrm{}}`$-functions $`_{\mathrm{}}`$) in the case that $`L`$ is self-dual; and, if $`[L^{}:L]=e^2`$, the equation has $`e`$ linear independent solutions, generating a $`e`$-dimensional subspace of $`_{\mathrm{}}`$.

We can contemplate both results looking at the solutions of this equation that lie in the ring of Jacobi theta functions, when we consider the holomorphic representation (the Fock-Bargmann representation) of the distributions $`\{\mathrm{\Theta }_\epsilon \}`$, solutions of equation 20.

We define a complex structure $`J`$ in $`V`$, such that $`J^2=1`$ and $`B(Jv,Jv^{})=B(v,v^{})`$, $`B(v,Jv)0`$.

We consider the complexification of $`V`$ to $`V_𝐂`$ and the natural extension of $`B`$ and $`J`$ to their complexified version.

We have an unique hermitian form $`H`$ such that:

$$H(v,v^{})=B(v,Jv^{})+iB(v,v^{})$$
(22)
We consider now the representation $`𝒟_{L,\lambda ,F}=(\pi ,^2)`$ induced by a character $`\chi _{p,F}`$ of $`\mathrm{\Gamma }_L`$ over the $`^2`$-holomorphic functions on $`V_𝐂`$, with respect to the Kahler potential $`\pi \lambda H`$, such that:

$$(\varphi ,\varphi ^{})=_Ve^{\pi \lambda H(v,v)}\varphi (v)\overline{\varphi ^{}(v)}𝑑v$$
(23)
In the case of self-dual lattices (for $`\lambda =1`$); the action of $`W`$ in this representation is:

$$(U_v\varphi )(v^{})=e^{\pi \left[\frac{H(v,v)}{2}+H(v,v^{})\right]}\varphi (v+v^{})$$
(24)
and the invariance equation 19 takes the form:

$$\varphi (v+\lambda )=\varphi (v)\mathrm{exp}\left\{\pi \left[\frac{1}{2}H(\lambda ,\lambda )+H(\lambda ,v)+iF(\lambda )\right]\right\}$$
(25)
for $`\lambda L`$.

This equation has one solution on the ring of the theta functions.

For $`[L^{}:L]=e^21`$, we will have a set of the $`e`$-solution of the equation, $`\{\mathrm{\Theta }_m,mL^{}modL\}`$. These are the theta functions with characteristic $`m`$.

These solutions can be generated acting with the $`A_\lambda `$ operators ($`\lambda L^{}modL`$) on $`\mathrm{\Theta }`$ (the solution of 20 when $`[L^{}:L]=1`$). Since $`\{A_\lambda \}`$ commute with the group $`\mathrm{\Gamma }_L`$, the resulting functions are also solutions of 20.

The linear independence of the $`\mathrm{\Theta }_m`$ can be verified evaluating $`\mathrm{\Theta }_{m,L},\mathrm{\Theta }_{m^{},L}\delta _{L+m,L+m^{}}`$.

More about theta functions can be seen for instance in  and .

As we’ve said, the theta functions are the holomorphic realizations on $`L^2`$ of the distributions, solutions of 20.

Each $`\mathrm{\Theta }_{m,L}`$ function in going to be related to a Hilbert space (eq. 21 and to a single lattice of complete type but with the origin dislocated, since the periodicity of the theta functions is given by 20, and to generated all of then we have translated the original $`\mathrm{\Theta }`$ by steps on the $`L^{}(modL)`$ lattice.

All wee considered is easily generalized to 2n-dimension (2 p-variables and 2 q-variables)by using theta functions of many variables. In the next section we are going to consider this generalization.

## IV Geometric Quantization and C.S.S.

To have a physical picture of this result, we’re going to associate to each $`\mathrm{\Theta }_{m,L}`$ function a line bundle over the torus $`T=V/L`$, the geometric (holomorphic) quantization over $`T`$ (see for instance ,  or ).

We start with a 2$`n`$-dimensional manyfold $`(M,\omega )`$, the phase space of the classical system, and we define a complex line-bundle with connection $`(,)\stackrel{\pi }{}(M,\omega )`$.

The wave functions $`\{\mathrm{\Psi }\}`$ are going to be sections $`\sigma :M𝐂`$ on the line bundle, and the operators $`\{\widehat{f}\}`$ over $``$, corresponding to the classical quantities $`\{f:M𝐑/fC^{\mathrm{}}(M)\}`$ are going to be operators that act in the sections of $`L`$.

The connection $``$ can be defined by a connection one form $`\alpha `$, that vanishes in the horizontal vector fields ($`\alpha (Y)=0`$, for $`Y`$ horizontal) as follow:

$$_X\sigma =2\pi i\sigma ^{}\alpha (X)\sigma $$
(26)
where $`\sigma ^{}`$ is the pull-back applied to the one form $`\alpha `$, and $`\sigma `$ is a section.

The line-bundle with connection $`(,M)\stackrel{\pi }{}(M,\omega )`$ is a pre-quantization of $`(M,\omega )`$ if $`d\alpha =(2\pi \mathrm{})^1\pi ^{}\omega `$ , that is, the curvature $`d\alpha `$ is projected in the sympletic form $`\omega `$.

Such a line bundle do exist if and only if $`(2\pi \mathrm{})^1\omega `$ define a deRham cohomology class over $`𝐙`$. This condition is equivalent to Bohr-Sommerfeld quantization .

For this, let us take a closed path in $`M`$, and let lift it to $``$ by $`\mathrm{\Psi }`$. The holonomy term is given by $`\mathrm{exp}\left(i/\mathrm{}_\gamma \theta \right)=\mathrm{exp}\left(i/\mathrm{}_S\omega \right)`$ where $`S=\gamma `$.

So the wave function is well defined over $`\gamma `$ if $`i/\mathrm{}_S\omega `$ is $`2\pi 𝐙`$-valued.

Observe that the phase term pointed in the second remark of section 1, that the wave function obtain when we circuit around the triangle of vertex $`(0,\alpha ,\alpha +\beta )`$ is a holonomy term, and because of this the von-Neumann condition to a lattice be complete is equivalent to the Bohr-Sommerfeld quantization.

What we want to investigate is the overcompleteness of a C.S.S. in terms of line bundles. This relation is easily obtained if we focus the last result we have obtained, the solutions of 20 expressed in terms of the theta functions with characteristic. This is what we wish to consider from now.

In what follow where we write line bundles we are talking about holomorphic line bundles. For details see, for instance . Given a open cover $`\{U_\alpha \}`$ of $`M`$,a line bundle $`(,)`$ can described by a collection of transition functions $`\{g_{\alpha \beta }𝒪^{}(𝒰_\alpha 𝒰_\beta )\}`$ that satisfy:

$`g_{\alpha \beta }g_{\beta \alpha }=1`$ (27)
$`g_{\alpha \beta }g_{\beta \gamma }g_{\gamma \alpha }=1`$ (28)
Transition functions can be defined in terms of local trivializations $`\{\phi _\alpha \}`$ by:

$$g_{\alpha \beta }=\phi _\alpha \phi _\beta ^1$$
(29)
Two sets of trivializations $`\{\phi _\alpha \}`$, $`\{\phi _\alpha ^{}\}`$ define the same line bundle if $`\phi _\alpha ^{}=\phi _\alpha .f_\alpha `$ , $`f_\alpha 𝒪^{}(𝒰_\alpha )`$. The equations 27 and 28 state that $`\{g_{\alpha \beta }\}`$ is a $`\stackrel{ˇ}{C}`$ech cocycle. And, by the last paragraph, two cocycles $`\{g_{\alpha \beta }\}`$, $`\{g_{\alpha \beta }^{}\}`$ give the same line bundle if they differ by a $`\stackrel{ˇ}{C}`$ech coboundary, that is, the set of line bundles on $`M`$ is just by $`H^1(M,𝒪^{})`$.

We are going to need now certain conceptions from sheaves cohomology sequences.

Given an exact sequence of sheaves:

$$\mathrm{}𝐙𝒪\stackrel{\mathrm{exp}}{}𝒪^{}\mathrm{}$$
(30)
we have the long sheaves cohomology exact sequence:

$$\mathrm{}H^1(M,𝐙)H^1(M,𝒪)H^1(M,𝒪^{})H^2(M,𝐙)H^2(M,𝒪)\mathrm{}$$
(31)
We have the boundary map in the cohomology:

$$H^1(M,𝒪^{})\stackrel{\delta }{}H^2(M,𝐙)$$
(32)
The image $`\delta ()=c^1()`$ of $``$ in $`H^2(M,𝐙)`$ is the (first) Chern class of $``$. We have that:

$$c^1()=\left[\frac{i}{2\pi }\mathrm{\Theta }\right]H_{DR}^2(M)$$
(33)
where $`\mathrm{\Theta }`$ is the curvature of $``$ and $`H_{DR}^2(M)`$ is the second deRham cohomology group (for details see ).

Consequently with this result and the first part of this section we see that each Chern class $`c^1()`$ gives a quantization of the system.

In the case that $`M=T=V/L`$, we are going to see how theta function are related to all these facts.

Let $`M=V/L`$ be a line bundle over the complex torus $`M`$, and let $`\pi ^{}`$ be the pullback of $``$ to $`V`$. Since any line bundle over $`V`$ is trivial we can find global trivializations:

$$\phi :\pi ^{}V\times 𝐂$$
(34)
For $`zV`$, $`\lambda L`$, the fibers of $`\pi ^{}`$ at $`z`$ and $`z+\lambda `$ are both identified with the fiber of $``$ at $`\pi (Z)`$, and comparing the trivialization $`\phi `$ at $`z`$ and $`z+\lambda `$ we have automorphism of $`𝐂`$, given as multiplication by a nonzero complex number $`e_\lambda (z)`$, and we obtain a collection of functions:

$$\{e_\lambda 𝒪^{}(V)\}_{\lambda L}$$
(35)
called set of multipliers for $``$.

This functions $`e_\lambda `$ satisfy a compatibility relation:

$$e_\lambda ^{}(z+\lambda )e_\lambda (z)=e_\lambda (z+\lambda ^{})e_\lambda ^{}(z)=e_{\lambda +\lambda ^{}}(z)$$
(36)
for all $`\lambda ,\lambda ^{}L`$.

It’s possible to show that any line bundle $`(,M)`$ can be given by a set of multipliers $`\{e_\lambda (z)\}`$ and that up to a translation in $`M`$ all line bundles is determined by its Chern class.

In the prove of these results we fix the multipliers to be:

$$e_{\lambda _\alpha }(z)=1,e_{\lambda _{n+\alpha }}(z)=e^{2\pi iz_\alpha }\alpha =1,\mathrm{},n$$
(37)
For a basis $`\lambda _1,\mathrm{}.,\lambda _{2n}`$ for $`L`$ and a dual system of coordinates such that the curvature $`\omega `$ is given by:

$$\omega =\underset{\alpha =1}{\overset{n}{}}\delta _\alpha dx_\alpha dx_{n+\alpha }$$
(38)
where $`e_\alpha =\delta _\alpha ^1\lambda _\alpha `$, $`\alpha =1,\mathrm{},n`$.

The Chern class in this trivialization will be $`c_1()=[\omega ]`$.

Now we want to consider the set of line bundles having a given positive the same Chern class. For any $`\mu M`$, the translation $`\tau _\mu :MM`$ is homotopic to the identity and hence for any line bundle $`(,M)`$:

$$c_1(\tau _\mu ^{})=c_1()$$
(39)
Actually it’s possible to prove that any line bundle having the same Chern class as $``$ must be a translate of $``$.

If the multipliers of $``$ is like 37, the set of multipliers of $`^{}=\tau _\mu ^{}`$ is going to be:

$`e_{\lambda _\alpha }^{}(z)`$ $`=`$ $`e_{\lambda _\alpha }(z+\mu )1`$ (40)
$`e_{\lambda _{n+\alpha }}^{}(z)`$ $`=`$ $`e_{\lambda _{n+\alpha }}(z+\mu )`$ (41)
$`=`$ $`e^{2\pi i(z_\alpha +\mu _\alpha )}`$ (42)
Now, for a given section $`\stackrel{~}{\theta }`$ of $``$ over $`UM`$, $`\theta =\phi ^{}(\pi ^{}\stackrel{~}{\theta })`$ is an analytic function of $`\pi ^1(U)`$ satisfying:

$`\theta (z+\lambda _\alpha )=\theta (z)`$ (43)
$`\theta (z+\lambda _{n+\alpha })=e^{2\pi iz_\alpha }\theta (z)`$ (44)
and conversely any such function defines a section of $``$.

Now for $`\mu =\frac{1}{2}Z_{\alpha \alpha }.e_\alpha `$, let $`^{}=\tau _\mu ^{}`$, with the multipliers given by equations 40 and 42.

If $`\stackrel{~}{\theta }^{}`$ are global sections of $`^{}`$, we will have holomorphic functions on $`V`$, just like the functions given in equations 43 and 44:

$`\theta ^{}=(z+\lambda _\alpha )=\theta ^{}(z)`$ (45)
$`\theta (z+\lambda _{n+\alpha })=e^{2\pi iz_\alpha \pi iZ_{\alpha \alpha }}`$ (46)
These are the equations for the theta functions. The matrix $`Z_{\alpha \beta }`$ constitute part of the so called period matrix (see ).

So we see how the theta functions are related with line bundles for a given Chern class. To obtain the theta functions with characteristic considered in the previous section we just have to consider translations $`\tau _\mu ^{}`$ (where $``$ is a line bundle with Chern class equal to one, related to the original theta function) of a fixed size, the size of the minimun cell related to $`L^{}`$, the dual lattice of a non-complete lattice (eq. 20). These translations is going to operate just like the $`A_\lambda `$ operators we mentioned in the previous section.

Another way to see these theta functions is to consider, in the first case (complete case), a principally polarized complex torus (associated to a self-dual or a complete lattice eq. 8)and the theta function is the only global section of it. In the second case, we consider a polarized torus (associated to a overcomplete lattice, eq. 10) with polarization given by the Chern class (eq. 38) $`c_1()=\mathrm{\Pi }\delta _\alpha `$. The set of theta functions is going to be the global sections of this torus. This is equivalent to consider the overcomplete lattice itself and to associate with each theta function with characteristic a complete lattice belonging to the overcomplete one.

More about this can be seen in  and .

## V Application and Remarks

We have seen how we can associate certain types of overcomplete C.S.S. to a set of quantizations of the classical system. To have a more concrete picture of this scenario, let us consider the hamiltonian $`H_0=\frac{1}{2}(\widehat{p}^2+\widehat{q}^2\mathrm{})`$ and let $`\mathrm{\Psi }_0`$ be the ground state of $`H_0`$.

If we map $`\mathrm{\Psi }_0`$ in a coherent state $`\alpha =D(\alpha )\mathrm{\Psi }_0`$, this coherent state is going to be the ground state of the conjugated hamiltonian $`H_\alpha =D(\alpha )H_0D(\alpha )^1`$ of $`H_0`$, that is:

$$H_\alpha \alpha =0$$
(47)
If we have translation invariance in the problem we could have these coherent states representing degenerated states.

This is the case in Landau levels. In  we have a phase space approach to the problem where the coherent states are used as a basis for the propagator kernel. In this work the authors, using the Riemann-Roch theorem, obtain the degeneracy of the lowest Landau level $`n+1g`$ where $`n`$ is an integer number expressing the normalized magnetic charge plus the Euler characteristic of the surface, and $`g`$ the genus of the surface. This result has been already obtained without mention of coherent states by pure geometrical arguments in .

In the present work the Riemann Roch theorem can be used directly. First we have to observe that if we consider a polarized torus originated by the “overcomplete” lattice, that is, with a minimun cell with area less then $`\pi `$ (eq. 10), the Riemann Roch theorem gives (see ):

$$dimH^0(M,𝒪())=\mathrm{\Pi }_\alpha \delta _\alpha ,$$
(48)
that is exactly the number of theta functions with characteristic or equivalently the number of Hilbert spaces in the direct summation 21.

Acknowledgment The author is grateful to IFT-UNESP, IMECC-UNICAMP and Inst. of Maths.-TCD for the conditions to develop this research. The author is very grateful also to Prof. S. Sen in TCD, Prof. M.A.F.Rosa, Prof. L. San Martin, Prof. A. Ananin in Inst. of Maths.-IMECC-UNICAMP for the very precious elucidations and discussions. A very special thanks to A. Iorio for has presented me the theme, for the very passionate and rich discussions about this and many other themes of physics and life. Finally I thank God for everything this work has involved. This work was suported by Conselho Nacional de Pesquisa (CNPq) and Fundação de Amparo à Pesquisa do Estado de São Paulo - (FAPESP).