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# Untitled Document

REDUCTION OF FREE INDEPENDENCE
TO TENSOR INDEPENDENCE 111This work is supported by KBN grant No 2P03A00723 and by the EU Network QP-Applications, Contract No. HPRN-CT-2002-00279

Romuald Lenczewski
Institute of Mathematics
Wrocław University of Technology
Wybrzeże Wyspiańskiego 27
50-370 Wrocław, Poland
e-mail lenczew@im.pwr.wroc.pl

## Abstract

In the hierarchy of freeness construction, free independence was reduced to tensor independence in the weak sense of convergence of moments. In this paper we show how to reduce free independence to tensor independence in the strong sense. We construct a suitable unital \*-algebra of closed operators ‘affiliated’ with a given unital \*-algebra and call the associated closure ‘monotone’. Then we prove that monotone closed operators of the form

$$X^{}=\underset{k=1}{\overset{\mathrm{}}{}}X(k)\overline{}p_k,X^{\prime \prime }=\underset{k=1}{\overset{\mathrm{}}{}}p_k\overline{}X(k)$$

are free with respect to a tensor product state, where $`X(k)`$ are tensor independent copies of a random variable $`X`$ and $`(p_k)`$ is a sequence of orthogonal projections. For unital free \*-algebras, we construct a monotone closed analog of a unital \*-bialgebra called a ‘monotone closed quantum semigroup’ which implements the additive free convolution, without using the concept of dual groups.
Mathematics Subject Classification (2000): 46L54, 81R50

1. Introduction

We have shown in \[L1\] that free independence can be reduced to tensor independence in the following sense. For a given family of quantum probablity spaces $`(𝒜_l,\mu _l)_{LL}`$, there exists a sequence of quantum probability spaces $`(𝒜^{(m)},\mu ^{(m)})_n`$ called the hierarchy of freeness and a sequence of (non-unital) \*-homomorphisms

$$j^{(m)}:_{lL}𝒜_l𝒜^{(m)},$$

where $`_{lL}𝒜_l`$ is the free product without identification of units, such that we have convergence of moments

$$\mathrm{\Phi }^{(m)}j^{(m)}(X_1X_2\mathrm{}X_n)_{lL}\mu _l(X_1X_2\mathrm{}X_n)$$

as $`m\mathrm{}`$, where $`X_1𝒜_{l(1)},\mathrm{},X_n𝒜_{l(n)}`$ and $`l(1)l(2)\mathrm{}l(n)`$ with $`_{lL}\mu _l`$ denoting the free product of states $`\mu _l`$ in the sense of Avitzour \[Av\] and Voiculescu \[V1\]. Moroever, $`(𝒜^{(m)},\mu ^{(m)})_m`$ are restrictions of tensor products of unital \*-algebras and states on these \*-algebras.

The first order approximation corresponding to $`m=1`$ gives the boolean product of states \[B\]. For simplicity, consider two unital \*-algebras $`𝒜`$ and $``$ and extend them freely by projections $`p,p^{}`$ to get $`\stackrel{~}{𝒜}=𝒜[p]`$ and $`\stackrel{~}{}=[p^{}]`$. Then simple tensors of the form

$$j^{(1)}(X)=Xp^{},j^{(1)}(Y)=pY$$
(1.1)
where $`X𝒜`$ and $`Y`$, are boolean independent with respect to the tensor product state $`\mu ^{(1)}=\stackrel{~}{\mu }\stackrel{~}{\nu }`$ on $`\stackrel{~}{𝒜}\stackrel{~}{}`$, where $`\stackrel{~}{\mu }`$, $`\stackrel{~}{\nu }`$ are the boolean extensions \[L1\] of $`\mu `$ and $`\nu `$, respectively.

In the $`m`$-th order approximation, finite sums of simple tensors of the form

$$j^{(m)}(X)=\underset{k=1}{\overset{m}{}}X(k)p_k^{},j^{(m)}(Y)=\underset{k=1}{\overset{m}{}}p_kY(k)$$
(1.2)
give $`m`$-free random variables, whose mixed moments of orders $`2m`$ in the state $`\mu ^{(m)}`$ agree with moments of free random variables. Here, $`X(k)`$’s and $`Y(k)`$’s are tensor independent copies of $`X`$ and $`Y`$, respectively and $`p_k`$ as well as $`p_k^{}`$, $`k=1,\mathrm{},m`$, are orthogonal projections.

However, a tensor product representation of free random variables in the strong sense, i.e. as elements of a tensor product \*-algebra, is not so simple since it requires us to take infinite series of simple tensors instead of finite sums (see \[FLS\] for the GNS construction). In this paper we show how this can be done by introducing a suitable closure. Namely, we adapt to our needs the known concept of the algebraic closure of a unital \*-algebra \[Be1-Be3\], which leads us to the notion of the monotone closure. As a result, we show that monotone closed operators of the form

$$j(X)=\underset{k=1}{\overset{\mathrm{}}{}}X(k)\overline{}p_k^{},j(Y)=\underset{k=1}{\overset{\mathrm{}}{}}p_k\overline{}Y(k)$$
(1.3)
are free with respect to a tensor product of states $`\widehat{\mu }`$ and $`\widehat{\nu }`$, which are, roughly speaking, tensor products of boolean extensions of states $`\mu `$ and $`\nu `$ on $`𝒜`$. Here, $`\overline{}`$ denotes the monotone tensor product, which bears some resemblance to the von Neumann algebra tensor product. One can say that in this ‘quantum orthogonal series’ representation of free random variables, information about freeness is ‘shifted from states to variables’.

It is worth pointing out that the representations (1.1)-(1.3) enable us to compare free random variables with boolean random variables. In particular, they exhibit in a clear fashion why units are identified in the free product whereas they are not identified in the boolean product (nor the $`m`$-free products). For finite $`m`$ we have

$$\underset{k=1}{\overset{m}{}}p_k1_𝒜,\underset{k=1}{\overset{m}{}}p_k^{}1_{}$$

and that is why $`j^{(m)}`$ does not map the units in $`𝒜`$ and $``$ onto the unit in the tensor product and thus we cannot identify them. In particular, $`j^{(1)}(1_𝒜)=1_𝒜p^{}`$ and $`j^{(1)}(1_{})=p1_{}`$, respectively. In turn, the construction of the monotone closure is based on the ‘completness’ property

$$\underset{k=1}{\overset{\mathrm{}}{}}p_k=1_𝒜,\underset{k=1}{\overset{\mathrm{}}{}}p_k^{}=1_{}$$

of the sequences of orthogonal projections introduced into the model and thus $`j(1_𝒜)=j(1_{})=\mathrm{𝟏}`$, where $`\mathrm{𝟏}`$ is the unit in the tensor product. Therefore, in this case units can be identified.

Another important point is to show that the monotone closure can also be introduced on the \*-bialgebra level since coproduct can be viewed as a mapping which produces ‘independent’ copies of a random variable in a natural and simple fashion. We already know \[L1\] how to construct \*-bialgebras associated with $`m`$-freeness if $`𝒜`$ is a unital free \*-algebra generated by a set $`𝒢`$. The simplest example of this type is given by the coproduct

$$\mathrm{\Delta }(X)=Xp+pX$$
(1.4)
with $`\mathrm{\Delta }(p)=pp`$, which produces boolean independent copies of $`X𝒢`$ with respect to the tensor product of extended states, cf. (1.1). Here, $`X`$ could be called a pre-boolean random variable when treated as an element of the associated \*-bialgebra equipped with an extended state. In a similar fashion we can produce $`m`$-free copies of $`X`$ for all finite $`m`$.

For $`m=\mathrm{}`$ we introduce the new notion of a monotone closed quantum semigroup, which is the algebraic structure with \*-bialgebra axioms, in which the algebraic tensor product is replaced by the monotone tensor product. Now, using the monotone closed quantum semigroup structure on some unital \*-algebra of monotone closed operators $`(𝒢)`$ associated with $`𝒢`$ we show that by applying the coproduct to monotone closed operators written in the form of a series

$$\underset{k=1}{\overset{\mathrm{}}{}}\delta X(k),$$
(1.5)
we obtain, according to (1.3), free copies of $`X`$, namely

$$\mathrm{\Delta }(\underset{k=1}{\overset{\mathrm{}}{}}\delta X(k))=\underset{k=1}{\overset{\mathrm{}}{}}(X(k)\overline{}p_k+p_k\overline{}X(k))(\mathrm{mod}\mathrm{ker}\widehat{\mu }\overline{}\widehat{\nu }),$$
(1.6)
which explains why we call the variables of the form (1.5) pre-free random variables.

This also allows us to reproduce the additive free convolution of states on $`𝒜`$ \[V2\] using ‘quantum groups’ instead of dual groups \[V3\]. Recall that the usual convolution of measures on a group $`G`$ is implemented by a ‘quantum group’ (Hopf-algebra) structure on some commutative algebra $`C(G)`$ of functions on $`G`$. Namely, if $`\mu ,\nu `$ are functionals on $`C(G)`$ corresponding to measures on $`G`$, then their convolution is given by

$$\mu \nu =(\mu \nu )\mathrm{\Delta },$$

where $`\mathrm{\Delta }`$ is the Hopf-algebra comultiplication on $`C(G)`$.

For the additive free convolution \[V2\], an analogous approach to group-duality was developed by Voiculescu \[V3\]. Namely, he defined a dual group structure on an algebra $`𝒜`$, with tensor products replaced by free products. Then the free convolution of states $`\mu `$ and $`\nu `$ on $`𝒜`$ is obtained from the formula

$$\mu \nu =(\mu \nu )\delta $$

in which the composition of the dual multiplication $`\delta :𝒜𝒜𝒜`$ with the free product of states $`\mu \nu `$ replaces the composition of the Hopf-algebra comultiplication with the tensor product of states.

Using the monotone closed quantum semigroup structure on $`(𝒢)`$, we obtain the additive free convolution $`\mu \nu `$ of states $`\mu `$, $`\nu `$ on $`𝒜`$ as a restriction of the quantum semigroup convolution

$$\widehat{\mu }\widehat{\nu }:=(\widehat{\mu }\overline{}\widehat{\nu })\mathrm{\Delta }$$

to the \*-subalgebra $`_{\mathrm{pf}}(𝒢)`$ of $`(𝒢)`$ generated by pre-free random variables. Thus one can view the free additive convolution of classical measures as a ‘convolution of quantum measures on a monotone closed quantum semigroup’.

With the results of this paper we complete the program originated in \[L1\] concerning unification of independence, or reduction of the main types of independence to tensor independence on extended algebras (the more recent notion of monotone independence \[M\] can be also included). For another general framework, see \[L2\].

The paper is organized as follows. In Section 2, we introduce the notion of the monotone closure for an increasing sequence of unital \*-algebras and show that it has a unital \*-algebra structure. In Section 3, we present our main example of a unital \*-algebra $`_0(𝒢)`$ constructed from copies of a unital free \*-algebra $`𝒜`$ generated by the set $`𝒢`$ and we introduce its monotone closure $`(𝒢)`$. In Section 4 we show that $`(𝒢)`$ can be endowed with a monotone closed quantum semigroup structure. In Section 5, we prove that the associated coproduct produces free random variables which allows us to recover the free additive convolution from the convolution on the monotone closed quantum semigroup. In Section 6 we derive a tensor product representation of free random variables.

2. Monotone closed operators

In this Section we introduce the notion of the monotone closed operators for certain increasing sequences of unital \*-algebras. We are guided by the construction of the unital \*-algebra of closed operators ‘affiliated’ with a given unital \*-algebra \[Be1-Be2\], on which we model our notation and terminology.

The construction of the closed \*-ring (\*-algebra) of operators consists in taking all sequences $`(x_m,e_m)`$, where $`x_m_0`$ and $`(e_m)`$ is a strongly dense domain (SDD), i.e. a sequence of projections such that $`e_m1`$ and $`x_ne_m=x_me_m`$, $`x_n^{}e_m=x_m^{}e_m`$ for $`n>m`$. On the set of these sequences called operators with closure (OWC) one introduces a suitable equivalence relation, and the set of the corresponding equivalence classes $`[x_m,e_m]`$ called closed operators (CO) ‘affiliated’ with $`_0`$ denoted by $``$, can be made into a unital \*-ring (\*-algebra). The terminology of this theory is motivated by linear operators in Hilbert spaces. Heuristically, the ranges of the $`e_m`$ are an increasing sequence of closed linear subspaces whose union is a dense linear subspace. In turn, one can think of $`(x_m,e_m)`$ as a linear operator whose restriction to the range of $`e_m`$ is $`x_me_m`$.

For instance, this can be done if $`_0`$ is a finite Rickart \*-ring (\*-algebra) or, more generally, a finite Baer \*-ring (\*-algebra) satisfying LP$``$RP, i.e. the left projection of any $`x_0`$ is equivalent to the right projection of $`x`$ (equivalence is implemented by a partial isometry from $``$). This procedure can also be applied to AW-algebras, i.e. Baer \*-algebras which are $`C^{}`$-algebras \[Be3\]. However, a new type of closure is needed for our purposes since the property LP$``$RP is not satisfied in the example which is of interest to us, namely that of a unital \*-algebra $`_0(𝒜)`$ related to free products.

Consider an increasing sequence of unital \*-algebras

$$^{(0)}^{(1)}^{(2)}\mathrm{}$$
(2.1)
where $`^{(0)}=[p_1,p_2,\mathrm{}]`$ is assumed to be the algebra of polynomials in a countable number of orthogonal projections $`(p_m)`$. Further, we take the union of all algebras $`^{(m)}`$ denoted

$$_0=\underset{m0}{}^{(m)}$$
(2.2)
and assume that the sequence of increasing projections $`(q_m)`$, where

$$q_m=p_1+p_2+\mathrm{}+p_m,m𝐍$$
(2.3)
is an ‘approximate unit’ in $`_0`$, namely $`q_mx=xq_m=x`$ for every $`x^{(m1)}`$ and $`m>1`$.

By adding the unit and the zero projection to the sequence $`(q_m)`$ we obtain a complete lattice

$$𝒫=\{q_m;\mathrm{\hspace{0.33em}0}m\mathrm{}\}$$
(2.4)
where we set $`q_0=0`$ and $`q_{\mathrm{}}=1`$, which is a sublattice of the lattice of all projections in $`^{(0)}`$ and thus a sublattice of the lattice of all projections in $`_0`$. We have $`q_m1`$, both in the sense of lattice supremum in $`𝒫`$ and pointwise in $`_0`$. Note also that all projections in $`𝒫`$ commute and the meet of any two projections $`e,f𝒫`$ is given by their product $`ef=\mathrm{min}\{e,f\}=ef`$.

Definition 2.1. A monotone strongly dense domain (MSDD) in $`_0`$ is a sequence of projections $`(e_m)`$, where $`e_m𝒫`$ and $`e_m1`$. If $`x`$ and $`e𝒫`$, we write $`x^1(e)`$ for the largest pojection $`g𝒫`$ such that $`exg=xg`$. An operator with monotone closure (OWMC) is a sequence $`(x_m,e_m)`$ with $`x_m^{(m)}`$ and $`(e_m)`$ a MSDD, such that $`m<n`$ implies $`x_ne_m=x_me_m`$ and $`x_n^{}e_m=x_m^{}e_m`$.

Example. Of course, $`(q_m)`$ is a MSDD, but an equally important example for us will be the shifted sequence $`(q_{mk})=(e_m)`$, where

$$e_m=\{\begin{array}{cc}0& \mathrm{if}mk\\ q_{mk}& \mathrm{if}m>k\end{array}$$

i.e. $`(q_{mk})`$ is also a MSDD – in the sequel the notation $`(q_{mk})`$ will be used with the understanding that the index $`m`$ is reserved for the running index, whereas $`k`$ is fixed and is responsible for the shift. Similarly, the sequence $`(f_m)=(1_{mk})`$ defined by

$$f_m=\{\begin{array}{cc}0& \mathrm{if}mk\\ 1& \mathrm{if}m>k\end{array}$$

is also a MSDD. This MSDD is used to embed $`_0`$ in $``$. Namely, if $`x^{(k)}`$, then the MCO $`[x_m,1_{mk}]`$, where

$$x_m=\{\begin{array}{cc}0& \mathrm{if}mk\\ x& \mathrm{if}m>k\end{array}$$

can be identified with $`x`$ (all such embeddings are consistent since they have the same ‘tails’).

Remark. It is sometimes convenient to write OWMC (and MCO) in the form of series

$$(x_m,e_m)=\underset{m=1}{\overset{\mathrm{}}{}}(x_mx_{m1})$$

where $`x_m^{(m)}`$ and we set $`x_0=0`$ (we then keep in mind the SDD $`(e_m)`$).

Lemma 2.2. Suppose $`(e_m)`$ and $`(f_m)`$ are MSDD. Then $`(e_mf_m)`$ is an MSDD. Further, if a sequence $`(x_m)`$, where $`x_m^{(m)}`$ for every $`m`$, satisfies $`x_ne_m=x_me_m`$ for every $`n>m`$, then the sequence $`(g_m)=(e_mx_m^1(f_m))`$ is a MSDD.
Proof. That $`(e_mf_m)`$ is a MSDD if $`(e_m)`$ and $`(f_m)`$ are MSDD, immediately follows from the definition of MSDD. Let us prove that $`(g_m)`$ is a MSDD. The proof of monotonicity is the same as in the case of SDD and we quote it after \[Be1-Be2\] only for the reader’s convenience. Denote $`h_n=x_n^1(f_n)`$. Thus $`g_n=e_nh_n`$ and $`h_n`$ is the largest projection from the lattice $`𝒫`$ such that

$$(1f_n)x_nh_n=0$$

If $`n>m`$, then

$$x_ng_m=x_ne_mg_m=x_me_mg_m=x_mg_m=x_mh_mg_m$$

and thus

$$(1f_n)x_ng_m=(1f_n)x_mh_mg_m=0$$

which, by maximality of $`h_m`$, implies that $`g_mh_n`$. Also, $`g_me_me_n`$ since $`(e_m)`$ is a MSDD. Thus, $`g_mh_ne_n=g_n`$, which ends the proof of monotonicity of $`(g_m)`$.

Let us show that $`g_m1`$. Since $`(f_m)`$ is a MSDD, we have $`f_m=q_{l(m)}`$ where $`0l(m)\mathrm{}`$ and $`l(m)\mathrm{}`$. We now use the assumption that each $`x_k^{(k)}`$, which implies that $`f_m`$ acts as an identity when multiplied by $`x_1,x_2,\mathrm{},x_{l(m)1}`$. Hence, if $`l(m)>m`$, then $`(1f_m)x_m=0`$, which gives $`h_m=1`$. In turn, if $`l(m)m`$, then we write

$$x_m=x_{l(m)1}+(x_mx_{l(m)1})$$

and we have

$$(1f_m)x_mh_m=(1f_m)(x_mx_{l(m)1})h_m$$
(2.5)
since

$$f_mx_m=x_{l(m)1}+f_m(x_mx_{l(m)1})$$

but equation

$$(1f_m)(x_mx_{l(m)1})h_m=0$$

is satisfied if we take for $`h_m`$ any projection which right-annihilates $`(x_mx_{l(m)1})`$. Note that $`e_{l(m)1}`$ is such a projection by assumption. Therefore, $`h_me_{l(m)1}`$. Since $`l(m)\mathrm{}`$ and $`(e_m)`$ is a MSDD, we obtain $`g_m=h_me_m1`$.

Remark. One should point out two new features in our definition of OWMC as compared to OWC: we assume that $`x_m^{(m)}`$ and we take a more restricted family of SDD. Note that in the theory of closed \*-rings (\*-algebras) we have $`y^1(e)e`$ for any projection $`e`$ and any $`y`$, where $``$ is the order implemented by partial isometries. Using this and LP$``$RP, one shows that $`e_mx_m^1(f_m)`$ is a SDD under assumptions similar to those in Lemma 2.2. However, in the main example studied in this paper, the property $`y^1(e)e`$ does not hold, which is one of the obstacles in applying the usual theory.

Lemma 2.3. If $`(x_m,e_m)`$ and $`(y_m,f_m)`$ are OWMC and we define

$$k_m=f_my_m^1(e_m)e_m(x_m^{})^1(f_m)$$
(2.6)
then $`(x_m^{},e_m)`$, $`(x_m+y_m,e_mf_m)`$, $`(\lambda x_m,e_m)`$ and $`(x_my_m,k_m)`$ are OWMC, where $`\lambda `$.
Proof. Note that $`x_my_m^{(m)}`$ since $`x_m,y_m^{(m)}`$. Then one shows that the sequences $`(x_m+y_m,e_mf_m)`$, $`(x_my_m,k_m)`$, $`(\lambda x_m,e_m)`$ and $`(x_m^{},e_m)`$ are OWMC. For instance

$`x_ny_nk_m`$ $`=`$ $`x_ny_ne_mf_my_m^1(e_m)(x_m^{})^1(f_m)`$
$`=`$ $`x_ny_my_m^1(e_m)e_mf_m(x_m^{})^1(f_m)`$
$`=`$ $`x_ne_my_mk_m`$
$`=`$ $`x_me_my_mk_m`$
$`=`$ $`x_my_mk_m`$
where we use the definition of $`y_m^1(e_m)`$ and the fact that all projections involved commute. $`\mathrm{}`$

Definition 2.4. We say that the OWMC $`(x_m,e_m)`$, $`(y_m,f_m)`$ are equivalent, written $`(x_m,e_m)(y_m,f_m)`$ if there exists an MSDD $`(g_m)`$ such that $`x_mg_m=y_mg_m`$ and $`x_m^{}g_m=y_m^{}g_m`$ for every $`m`$. This relation is an equivalence relation and we say that $`(g_m)`$ implements the equivalence. The set of all equivalence classes is denoted by $``$ and its elements are called monotone closed operators (MCO). We denote by $`[x_m,e_m]`$ the MCO determined by the OWMC $`(x_m,e_m)`$.

Theorem 2.5. If $`𝐱=[x_m,e_m],𝐲=[y_m,f_m]`$, then the operations

$`𝐱+𝐲`$ $`=`$ $`[x_m+y_m,e_mf_m]`$
$`\mathrm{𝐱𝐲}`$ $`=`$ $`[x_my_m,k_m]`$
$`𝐱^{}`$ $`=`$ $`[x_m^{},e_m]`$
$`\lambda 𝐱`$ $`=`$ $`[\lambda x_m,e_m]`$
are well-defined and make $``$ into a unital \*-algebra, where $`k_m`$ is given by (2.2) and $`\lambda `$.
Proof. The proof since it is similar to that in the case of closed operators \[Be1,Be2\]. $`\mathrm{}`$

3. The unital \*-algebra $`_0(𝒢)`$ and its monotone closure $`(𝒢)`$

In this Section we give a construction of a unital \*-algebra that is related to free products of states in free probability. The main idea of the construction is to extend the free product of a countable number of copies of a given unital \*-algebra by a sequence of projections which will provide us with a ‘nice’ SDD.

Let $`𝒜`$ be the unital free \*-algebra generated by the set $`𝒢`$. We take countably many copies of this algebra which we label by $`𝒜^{}(k)`$ and $`𝒜^{\prime \prime }(k)`$, where $`k𝐍`$, with the condition $`𝒜^{\prime \prime }(1)=\{0\}`$. Now, take the free product of all these copies (without identification of units)

$$\widehat{}(𝒢)=_{k𝐍}(𝒜^{}(k)𝒜^{\prime \prime }(k))$$

i.e. the linear span of all words (we treat the unit from $``$ as the empty word), and extend this product by the \*-algebra of polynomials over the sequence $`(p_m)`$ of orthogonal projections, namely

$$\widehat{}_0(𝒢)=\widehat{}(𝒢)[p_1,p_2,p_3,\mathrm{}]$$

where $`p_kp_l=\delta _{k,l}p_k`$, $`p_k^{}=p_k`$ and we assume that the unit in $`\widehat{}(𝒢)`$ (the empty word) and the unit in $`[p_1,p_2,p_3,\mathrm{}]`$ are identified and denoted by $`1`$.

In other words, $`\widehat{}_0(𝒢)`$ can be defined as the linear span of words of the form

$$s_1w_1s_2w_2\mathrm{}s_nw_ns_{n+1}$$
(3.1)
with the juxtaposition product, where $`w_1,\mathrm{},w_n`$ are non-empty words from $`\widehat{}(𝒢)`$ and $`s_1,\mathrm{},s_{n+1}`$ are non-trivial projections from the lattice $`𝒫`$ given by (2.4).

For given $`X𝒢`$, we denote by $`X^{}(k)`$ and $`X^{\prime \prime }(k)`$ the copies of $`X`$ in $`𝒜^{}(k)`$ and $`𝒜^{\prime \prime }(k)`$, respectively.

Definition 3.1. Let $`J`$ be the two-sided \*-ideal in $`\widehat{}_0(𝒢)`$ generated by elements of the form

$`(1q_m)X^{}(k)`$ $`=`$ $`0\mathrm{for}k<m`$ (3.2)
$`(1q_m)X^{\prime \prime }(k)`$ $`=`$ $`0\mathrm{for}k<m`$ (3.3)
$`q_m(X^{}(k)X^{\prime \prime }(k))`$ $`=`$ $`0\mathrm{for}k>m`$ (3.4)
where $`X𝒢`$. We denote by $`_0(𝒢)=\widehat{}_0(𝒢)/𝒥`$ the corresponding quotient algebra.

In other words, we can define $`_0(𝒢)`$ as the linear span of reduced words, i.e. words of the form (3.1) with the minimal number of non-trivial projections from the lattice $`𝒫`$ (after (3.2)-(3.4) have been taken into account) with the juxtaposition product inherited from $`_0(𝒢)`$.

If we denote by $`^{(m)}(𝒢)`$ the unital \*-subalgebra of $`_0(𝒢)`$ spanned by reduced words built from all projections $`(q_m)`$ and generators from $`𝒜^{}(k),𝒜^{\prime \prime }(k)`$ with $`1km`$ and $`^{(0)}(𝒢)=[p_1,p_2,\mathrm{}]`$, then the sequence $`(^{(m)}(𝒢))`$ is an increasing sequence of unital \*-algebras (2.1) with union $`_0(𝒢)`$ as in (2.2), for which monotone closure can be constructed along the lines of Section 2. In particular, relations (3.2)-(3.3) make $`(q_m)`$ into a MSDD in $`_0(𝒢)`$. In turn, relation (3.4) will be needed when introducing certain OWMC associated with free random variables. By $`(𝒢)`$ we denote the monotone closure of $`_0(𝒢)`$ consisting of monotone closed operators $`[x_m,e_m]`$, where $`x_m_0(𝒢)`$ and $`(e_m)`$ is a MSDD in $`_0(𝒢)`$.

Definition 3.2. The monotone closed operators of the form

$$[x_m,q_m]=[\underset{k=1}{\overset{m}{}}\delta X(k),q_m]$$
(3.5)
where

$$\delta X(k)=\{\begin{array}{cc}X^{}(k)X^{\prime \prime }(k)& \mathrm{if}k>1\\ X^{}(1)& \mathrm{if}k=1\end{array}$$
(3.6)
and $`X𝒢`$, will be called pre-free random variables.

Pre-free random variables contain encoded information about freeness. Namely, after applying an appropriate comultiplication to a pre-free random variable we obtain a sum of free random variables with respect to a tensor product of states (see Section 5). Denote by $`_{\mathrm{pf}}(𝒢)`$ the (non-unital) \*-subalgebra of $`(𝒢)`$ generated by pre-free random variables.

To get a glimpse of freeness in this definition, let us now derive the explicit form of the product of pre-free random variables (the remaining algebraic operations are straightforward).

Theorem 3.3. The product of pre-free random variables takes the form

$$[x_m^{(1)},q_m][x_m^{(2)},q_m]\mathrm{}[x_m^{(n)},q_m]=[x_m^{(1)}x_m^{(2)}\mathrm{}x_m^{(n)},q_{mn+1}]$$

where $`[x_m^{(k)},q_m]_{\mathrm{pf}}(𝒢)`$, $`k=1,\mathrm{},n`$, are pre-free random variables associated with $`X_1,\mathrm{},X_n𝒢`$.
Proof. Instead of giving a formal inductive proof, we prefer to analyze the cases $`n=2`$ and $`n=3`$, which is more intuitive and seems sufficient to see how to proceed in the general case. Let $`X,Y,Z𝒢`$ be non-zero and let $`[x_m,q_m]`$, $`[y_m,q_m]`$, $`[z_m,q_m]`$ be the associated pre-free random variables. We begin with showing that

$$[x_m,q_m][y_m,q_m]=[x_my_m,q_{m1}].$$

It can be seen from (2.6) that this boils down to the computation of $`y_m^1(q_m)`$. We have to find the largest projection $`g_m𝒫`$ such that

$$(1q_m)\underset{k=1}{\overset{m}{}}\delta Y(k)g_m=0$$
(3.7)
Note that

$$(1q_m)\underset{k=1}{\overset{m1}{}}\delta Y(k)=0$$

for any $`m>1`$ in view of (3.2)-(3.3). Hence, (3.7) holds iff

$$(1q_m)\delta Y(m)g_m=0$$

and the largest projection from $`𝒫`$ which satisfies this equation is the largest projection from $`𝒫`$ which right-annihilates $`\delta Y(m)`$, namely $`q_{m1}`$. Thus, $`g_m=q_{m1}`$. Similarly, $`(x_m^{})^1(q_m)=q_{m1}`$ and therefore, the $`k_m`$ of (2.6) are given by $`k_m=q_{m1}`$. The next step consists in finding the $`(k_m)`$ in the formula

$$(z_m,q_m)(x_my_m,q_{m1})=(z_mx_my_m,k_m),$$

which is of the form

$$k_m=q_{m1}(x_my_m)^1(q_m)q_m(z_m^{})^1(q_{m1}).$$

First, let us find the largest $`g_m𝒫`$ such that

$$(1q_m)x_my_mg_m=0.$$
(3.8)
We claim that if we take $`g_m=q_{m2}`$, then this equation is satisfied. Namely,

$$x_my_mq_{m2}=x_my_{m2}q_{m2}=x_mq_{m1}y_{m2}q_{m2}=x_{m1}q_{m1}y_{m2}q_{m2}$$

where we used (3.2)-(3.4) repeatedly, and thus

$$q_mx_my_mq_{m2}=x_{m1}q_{m1}y_{m2}q_{m2}=x_my_mq_{m2}$$

which implies that $`gq_{m2}`$. We need to show that $`q_{m2}`$ is the largest projection from $`𝒫`$ which satisfies (3.8). Let us check if $`q_{m1}`$ solves (3.8) when substituted for $`g_m`$. Using (3.2)-(3.4) we get

$`(1q_m)x_my_mq_{m1}`$ $`=`$ $`(1q_m)x_my_{m1}q_{m1}`$
$`=`$ $`(1q_m)\delta X(m)y_{m1}q_{m1}`$
$`=`$ $`{\displaystyle \underset{l=1}{\overset{m1}{}}}(1q_m)\delta X(m)\delta Y(l)q_{m1}0`$
since we obtained a sum of linearly independent words, each of which is non-zero. In a similar way we show that $`g_mq_m`$ and it is clear that $`g_mq_p`$ for $`p>m`$ since $`(1q_m)x_my_mq_p=(1q_m)x_my_m0`$. This finishes the proof for the product of three OMC. For products of higher order we continue in a similar way. $`\mathrm{}`$

Remark. Equivalently, we could write the product of pre-free random variables in the form

$$[x_m^{(1)},q_m][x_m^{(2)},q_m]\mathrm{}[x_m^{(n)},q_m]=[x_{m+n1}^{(1)}x_{m+n2}^{(2)}\mathrm{}x_m^{(n)},q_m],$$

which is not hard to demonstrate. Heuristcally, the ranges of products of pre-free random variables form a monotone increasing sequence. Note that the same feature is exhibited by free random variables acting in the free Fock space.

4. Quantum semigroup structure on $`(𝒢)`$

In this Section we show that one can endow $`(𝒢)`$ with a quantum semigroup (\*-bialgebra) structure with the algebraic tensor product $``$ replaced by an appropriate ‘closure’ $`\overline{}`$.

This is done by first introducing a \*-bialgebra structure on $`_0(𝒢)`$ and then lifting the comultiplication $`\mathrm{\Delta }`$ and the counit $`ϵ`$ from $`_0(𝒢)`$ to $`(𝒢)`$. This can be done once a new type of tensor product, called monotone tensor product,

$$(𝒢)\overline{}(𝒢)=\overline{_0(𝒢)_0(𝒢)}$$

is introduced, where the monotone closure is taken on strongly dense domains $`(r_m)`$ implemented by the product lattice $`𝒫^{(2)}=\mathrm{\Delta }(𝒫)`$

First, let us introduce a \*-bialgebra structure on $`_0(𝒢)`$.

Proposition 4.1. The unital \*-algebra $`_0(𝒢)`$ becomes a \*-bialgebra, when equipped with the comultiplication $`\mathrm{\Delta }:_0(𝒢)_0(𝒢)_0(𝒢)`$ given by

$`\mathrm{\Delta }(X^{}(k))`$ $`=`$ $`X^{}(k)q_k+q_kX^{}(k)`$
$`\mathrm{\Delta }(X^{\prime \prime }(k))`$ $`=`$ $`X^{\prime \prime }(k)q_{k1}+q_{k1}X^{\prime \prime }(k)`$
$`\mathrm{\Delta }(q_k)`$ $`=`$ $`q_kq_k`$
$`\mathrm{\Delta }(1)`$ $`=`$ $`11`$
and the counit $`ϵ:_0(𝒢)`$ given by $`ϵ(X^{}(k))=ϵ(X^{\prime \prime }(k))=0`$ and $`ϵ(q_k)=ϵ(1)=1`$, where $`X𝒢`$.
Proof. It is easy to verify that $`\mathrm{\Delta }`$ is coassociative on generators since $`X^{}(k)`$ is $`q_k`$-primitive, $`X^{\prime \prime }(k)`$ is $`q_{k1}`$-primitive and $`q_k`$ as well as the unit $`1`$ are group-like. Then the coassociativity on all of $`_0(𝒢)`$ easily follows. Moreover, $`\mathrm{\Delta }`$ and $`ϵ`$ preserve the relations in $`_0(𝒢)`$. For instance, if $`k<m`$, then

$`\mathrm{\Delta }(q_mX^{}(k))`$ $`=`$ $`(q_mq_m)(X^{}(k)q_k+q_kX^{}(k))`$
$`=`$ $`q_mX^{}(k)q_k+q_kq_mX^{}(k)`$
$`=`$ $`X^{}(k)q_k+q_kX^{}(k)`$
$`=`$ $`\mathrm{\Delta }(X^{}(k))`$
thus (3.2) is preserved (an identical proof holds for (3.3)). In turn, if $`k>m`$, then

$`\mathrm{\Delta }(q_m(X^{}(k)X^{\prime \prime }(k))`$ $`=`$ $`q_mX^{}(k)q_m+q_mq_mX^{}(k)`$
$``$ $`q_mX^{\prime \prime }(k)q_mq_mq_mX^{\prime \prime }(k)`$
$`=`$ $`0`$
an thus (3.4) is preserved. Besides, it is easy to show that $`ϵ`$ is a counit. Thus, the triple $`(_0(𝒢),\mathrm{\Delta },ϵ)`$ is a unital \*-bialgebra. $`\mathrm{}`$

In order to lift this structure to the monotone closure $`(𝒢)`$, we need to define a new type of tensor product called the ‘monotone tensor product’. Our definition follows the pattern of the von Neumann algebra tensor product.

Let $`(^{(m)})`$ and $`(𝒞^{(m)})`$ be sequences of increasing unital \*-algebras (2.1) with unions $`_0`$ and $`𝒞_0`$ (2.2), respectively and let

$$𝒫=\{b_m;\mathrm{\hspace{0.33em}0}m\mathrm{}\},𝒬=\{c_m;\mathrm{\hspace{0.33em}0}m\mathrm{}\},$$

where $`b_0=c_0=0`$ and $`b_{\mathrm{}}=1__0`$, $`c_{\mathrm{}}=1_{𝒞_0}`$, be the associated totally ordered lattices (2.4) of projections which generate $`^{(0)}`$ and $`𝒞^{(0)}`$, respectively. The sequence $`(^{(m)}𝒞^{(m)})`$ is then an increasing sequence of unital \*-algebras, for which we can construct the monotone closure. Thus, a MSDD in $`_0𝒞_0`$ is a sequence of projections $`(r_m)`$ from the lattice

$$^{(2)}=\{b_mc_m;\mathrm{\hspace{0.33em}0}m\mathrm{}\}$$

such that $`r_m11`$. In turn, an OWMC associated with $`_0𝒞_0`$ is a sequence $`(z_m,r_m)`$, where $`(r_m)`$ is a MSDD in $`_0𝒞_0`$ and

$$z_m=\underset{k}{}w_m^{(k)}u_m^{(k)}_0^{(m)}𝒞_0^{(m)},m1$$

for every $`m`$ (sums over $`k`$ are finite) and such that $`z_nr_m=z_mr_m`$ and $`z_n^{}r_m=z_m^{}r_m`$ for all $`n>m`$. An equivalence relation in the set of all such OWMC is analogous to that of OWMC associated with $`_0`$.

Definition 4.1. A MCO ‘affiliated’ with $`_0𝒞_0`$ is the equivalence class $`[z_m,r_m]`$ corresponding to OWMC $`(z_m,r_m)`$. We denote by $`\overline{_0𝒞_0}`$ the unital \*-algebra of MCO ‘affiliated’ with $`_0𝒞_0`$. This closure leads to the definition of a monotone tensor product denoted $`\overline{}𝒞=\overline{_0𝒞_0}`$.

Remark 1. Note that by setting

$$[x_m,e_m][y_m,f_m]:=[x_my_m,e_mf_m]$$

we obtain a natural \*-algebra embedding of $`𝒞`$ in $`\overline{}𝒞`$.

Remark 2. For instance, the product in $`\overline{}𝒞`$ is given by

$$[z_m,r_m][w_m,s_m]=[z_mw_m,k_m]$$

where $`k_m=r_ms_mw_m^1(r_m)(z_m^{})^1(s_m)`$ and $`w_m^1(r_m)`$ is defined to be the largest projection $`g^{(2)}`$ for which $`r_mw_mg=w_mg`$ and thus, it always exists (similarly, $`(z_m^{})^1(r_m)`$ exists).

Remark 3. One can proceed in a similar manner with monotone tensor products of higher order and this procedure is associative. In particular

$$\overline{}(𝒞\overline{}𝒟)=(\overline{}𝒞)\overline{}𝒟=\overline{}𝒞\overline{}𝒟=\overline{_0𝒞_0𝒟_0},$$

with the closure taken w.r.t. MSDD from the lattice

$$^{(3)}=\{b_mc_md_m;0m\mathrm{}\}$$

where the lattice associated with $`𝒟_0`$ is generated by an increasing sequence of projections $`(d_m)`$, with $`d_0=0`$ and $`d_{\mathrm{}}=1`$.

Let us specify now how we can lift unital \*-homomorphisms from unital \*-algebras to their monotone closures. Namely, let $`_0`$ and $`𝒞_0`$ be unital \*-algebras for which the associated monotone closures are $``$ and $`𝒞`$, respectively. If $`\tau :_0𝒞_0`$ is a unital \*-homomorphism, then one can lift $`\tau `$ to a unital \*-homomorphism from $``$ to $`𝒞`$ by the formula

$$\tau [x_m,e_m]=[\tau (x_m),\tau (e_m)],$$

where we adopt the convention that the extended map is denoted by the same symbol – here, we understand that the monotone closure in $`𝒞`$ is ‘compatible’ with $`\tau `$, i.e. is taken w.r.t. MSDD from the lattice $`\tau (𝒫)`$.

In particular, if $`\mathrm{\Delta }`$ is a comultiplication and $`ϵ`$ is a counit on $`_0`$, then we can lift these maps to $``$ (in the case of the counit, $`ϵ(𝒫)=\{0,1\}`$). In order to treat the axioms required from the comultiplication and the counit, we need to define a monotone tensor product of maps $`\tau :_0𝒟_0`$ and $`\sigma :𝒞_0_0`$, namely

$$\tau \overline{}\sigma :\overline{}𝒞𝒟\overline{}$$

$$\tau \overline{}\sigma [\underset{k}{}w_m^{(k)}u_m^{(k)},e_mf_m]=[\underset{k}{}\tau (w_m^{(k)})\sigma (u_m^{(k)}),\tau (e_m)\sigma (f_m)]$$

where the RHS is a MCO in $`𝒟\overline{}`$. In this way we define $`\mathrm{\Delta }\overline{}\mathrm{id}`$ and $`\mathrm{id}\overline{}\mathrm{\Delta }`$ and their compositons with $`\mathrm{\Delta }`$, $`(\mathrm{\Delta }\overline{}\mathrm{id})\mathrm{\Delta }`$ and $`(\mathrm{id}\overline{}\mathrm{\Delta })\mathrm{\Delta }`$ needed for coassociativity.

Using these preparations, we can lift comultiplications and counits from unital \*-algebras to their monotone closures. The same axioms hold as in the algebraic case except that the algebraic tensor product $``$ is replaced by the monotone tensor product $`\overline{}`$. Thus we obtain ‘a unital \*-bialgebra with respect to the monotone tensor product’ which we call a monotone closed quantum semigroup.

Let us now look at the case of $`(𝒢)`$. Note that since all elements of $`𝒫`$ are in this case group-like w.r.t. $`\mathrm{\Delta }`$ and $`𝒫^{(m)}=\mathrm{\Delta }^{(m1)}(𝒫)`$, we can view $`𝒫`$ as a ‘group-like lattice’. Let us now define for each natural number $`n`$ the lattice of projections

$$𝒫^{(n)}=\mathrm{\Delta }^{(n1)}(𝒫):=\{\mathrm{\Delta }^{(n1)}(p),p𝒫\}$$

where $`\mathrm{\Delta }^{(n)}`$ is the $`n`$-th iteration of the comultiplication $`\mathrm{\Delta }`$, namely

$$\mathrm{\Delta }^{(n)}:=(\mathrm{id}\mathrm{\Delta }^{(n1)})\mathrm{\Delta },$$

which allows us to compare projections from $`𝒫^{(n)}`$ for each $`n`$ with the order inherited from $`𝒫`$, i.e. if $`r=\mathrm{\Delta }^{(n1)}(p),s=\mathrm{\Delta }^{(n1)}(q)`$, then $`r<s`$ iff $`p<q`$.

Theorem 4.2. The unital \*-algebra $`(𝒢)`$ becomes a monotone closed quantum semigroup when equipped with the comultiplication

$$\mathrm{\Delta }:(𝒢)(𝒢)\overline{}(𝒢),$$

$$\mathrm{\Delta }[x_m,q_m]:=[\mathrm{\Delta }(x_m),\mathrm{\Delta }(q_m)],$$

and the counit $`ϵ:(𝒢)`$ given by $`ϵ([x_m,e_m]):=[ϵ(x_m),ϵ(e_m)]`$.
Proof. Coassociativity of $`\mathrm{\Delta }`$ on $`(𝒢)`$ follows from the coassociativity of $`\mathrm{\Delta }`$ on $`_0(𝒢)`$. Verification of this fact and of the axioms on the counit is routine. $`\mathrm{}`$

We will return to the monotone closed semigroup structure on $`(𝒢)`$ in Section 6. By then it will become clear why this structure can be used to implement the free additive convolution. In the meantime, we will study the tensor product representation of the free product of states in the general case of arbitrary unital \*-algebras.

5. Free products

In this section we will concentrate on reconstructing the free product of states from the tensor product of states.

In order to do this we replace the ‘rigid’ requirement for $`\mathrm{\Delta }`$ to be a homomorphism by the requirement that the ‘half-coproduct’ maps of type (1.1)-(1.3) be homomorphisms. For simplicity, we first establish our result for two unital \*-algebras and then generalize it to the case of an arbitrary family of unital \*-algebras.

Let $`𝒜`$ and $``$ be arbitrary unital \*-algebras. Let us take free products

$$\widehat{}(𝒜)=_{k𝐍}𝒜(k),\widehat{}()=_{k𝐍}(k)$$

of copies of $`𝒜`$ and $``$ (in these free products we identify units), respectively, and extend them by sequences of orthogonal projections

$`\widehat{}_0(𝒜)`$ $`=`$ $`\widehat{}(𝒜)[p_1,p_2,p_3,\mathrm{}]`$
$`\widehat{}_0()`$ $`=`$ $`\widehat{}()[p_1^{},p_2^{},p_3^{},\mathrm{}]`$
with the associated lattices of increasing projections

$$𝒫_1=\{q_m:0m\mathrm{}\},𝒫_2=\{q_m^{}:0m\mathrm{}\}$$

obtained from the sequences $`(p_k)`$ and $`(p_k^{})`$ by addition as in (2.3).

Next, let $`I_1`$ and $`I_2`$ be the two-sided \*-ideals in $`\widehat{}_0(𝒜)`$ and $`\widehat{}_0()`$ generated by $`(1q_m)X(k)`$ and $`(1q_m^{})Y(k)`$ for $`k<m`$, respectively, where $`X(k)`$ and $`Y(k)`$ denote the $`k`$-th copies of $`X𝒜`$ and $`Y`$. Denote by $`_0(𝒜)=\widehat{}_0(𝒜)/I_1`$, $`_0()=\widehat{}_0()/I_2`$ the corresponding quotient algebras and by $`(𝒜)`$, $`()`$ their monotone closures.

Let us introduce the linear mappings

$$j_1:𝒜(𝒜)\overline{}(),j_2:(𝒜)\overline{}()$$

given by

$`j_1(X)`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}X(k)\overline{}p_k^{}`$ (5.1)
$`j_2(Y)`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}p_k\overline{}Y(k)`$ (5.2)
where $`X𝒜`$ and $`Y`$, where the associated MSDD is $`(q_mq_m^{})`$. From now on we adopt the convention that monotone closed operators from the tensor product $`(𝒜)\overline{}()`$, when written in the form of infinite sums, are taken with MSDD of this form.

Proposition 5.1. The mappings $`j_1`$ and $`j_2`$ are unital \*-homomorphisms.

Proof. The mappings $`j_1`$, $`j_2`$ are \*-homomorphisms due to orthogonality of the sequences $`(p_k)`$, $`(p_k^{})`$. Moreover, they are unital since, for instance

$$j_1(1)=[\underset{k=1}{\overset{m}{}}1(k)p_k^{},q_mq_m^{}]=[1q_m^{},q_mq_m^{}]=[11^{},11^{}]\mathrm{𝟏}$$

where $`1`$ and $`1^{}`$ are units in $`(𝒜)`$ and $`()`$, respectively. A similar proof holds for $`j_2`$. $`\mathrm{}`$

Heuristically, the lemma below says that a certain ‘conditional expectation’ of alternating mixed moments of $`j_1(X)`$’s and $`j_2(X)`$’s takes values in the two-sided ideal generated by ‘singletons’. We shall use

$`𝒦`$ $`=`$ $`q_kX(k)q_k,\mathrm{where}k1\mathrm{and}X𝒜`$
$`𝒦^{}`$ $`=`$ $`q_k^{}Y(k)q_k^{},\mathrm{where}k1\mathrm{and}Y,`$
the monotone closed two sided ideals in $`(𝒜)`$ and $`()`$, respectively.

Lemma 5.2. Let $`E:(𝒜)\overline{}()(𝒜)\overline{}()`$ be given by

$$E(w)=(q_1\overline{}q_1^{})w(q_1\overline{}q_1^{})$$

and let $`X_k𝒜_{i_k}`$, where $`k=1,\mathrm{},n`$ and $`i_1i_2\mathrm{}i_n`$ with $`𝒜_1=𝒜`$, $`𝒜_2=`$. Then

$$E(j_{i_1}(X_1)j_{i_2}(X_2)\mathrm{}j_{i_n}(X_n))$$

where $`=𝒦\overline{}()+(𝒜)\overline{}𝒦^{}`$.
Proof. To fix attention, we suppose that $`i_n=1`$ and denote

$$A_n=j_{i_1}(X_1)j_{i_2}(X_2)\mathrm{}j_{i_n}(X_n)).$$

We claim that

$$A_n(q_1\overline{}q_1)=a_n\overline{}a_n^{}$$
(5.3)
where, if $`n`$ is odd,

$`a_n`$ $`=`$ $`X_1(n)X_3(n2)\mathrm{}X_n(1)q_1`$
$`a_n^{}`$ $`=`$ $`X_2(n1)X_4(n3)\mathrm{}X_{n1}(2)q_1^{}`$
and, if $`n`$ is even,

$`a_n`$ $`=`$ $`X_2(n1)X_4(n3)\mathrm{}X_n(1)q_1`$
$`a_n^{}`$ $`=`$ $`X_1(n)X_3(n2)\mathrm{}X_{n1}(2)q_1^{}`$
for all $`X_n,X_{n2},\mathrm{}𝒜`$ and $`X_{n1},X_{n3},\mathrm{}`$. We will use induction to prove the claim. For $`n=1`$, the assertion is true since in that case $`A_1(q_1\overline{}q_1^{})=X_1(1)q_1\overline{}q_1^{}`$. We suppose now that $`n`$ is odd and that the claim holds for the product of $`n1`$ factors. Then

$$A_n(q_1\overline{}q_1^{})=\underset{k=1}{\overset{\mathrm{}}{}}(X_1(k)\overline{}p_k^{})(w_1\overline{}w_2)$$

where

$`w_1`$ $`=`$ $`X_3(n2)X_5(n4)\mathrm{}X_n(1)q_1`$
$`w_2`$ $`=`$ $`X_2(n1)X_4(n3)\mathrm{}X_{n1}(2)q_1^{}.`$
Let us analyze the contribution from every term indexed by $`k`$, namely

$$B_k=u_k\overline{}(v_kv_k^{})$$

where

$`u_k`$ $`=`$ $`X_1(k)X_3(n2)\mathrm{}X_n(1)q_1`$
$`v_k`$ $`=`$ $`q_k^{}X_2(n1)X_4(n3)\mathrm{}X_{n1}(2)q_1^{}`$
$`v_k^{}`$ $`=`$ $`q_{k1}^{}X_2(n1)X_4(n3)\mathrm{}X_{n1}(2)q_1^{}.`$
Case 1. If $`k>n`$, then we apply (3.2) and (3.3) to the effect that

$`q_k^{}X_2(n1)`$ $`=`$ $`X_2(n1)`$
$`q_{k1}^{}X_2(n1)`$ $`=`$ $`X_2(n1)`$
which gives $`v_k^{}=v_k^{}`$ and thus $`B_k=0`$.

Case 2. In turn, if $`k=n`$, then

$`v_n`$ $`=`$ $`X_2(n1)X_4(n3)\mathrm{}X_{n1}(2)q_1^{}`$
$`v_n^{}`$ $`=`$ $`q_{n1}X_2(n1)q_{n1}X_4(n3)\mathrm{}X_{n1}(2)q_1^{}`$
since

$`q_n^{}X_2(n1)`$ $`=`$ $`X_2(n1)`$
$`q_{n1}^{}X_4(n3)`$ $`=`$ $`X_4(n3)`$
respectively, which implies that

$$u_n\overline{}v_n^{}𝒥$$

and $`u_n\overline{}v_n`$ is of the form given in the claim.

Case 3. Finally, if $`k<n`$, then

$`u_k\overline{}v_k`$ $`=`$ $`u_k\overline{}q_k^{}q_{n1}^{}X_2(n1)q_{n1}^{}w𝒥`$
$`u_k\overline{}v_k^{}`$ $`=`$ $`u_k\overline{}q_{k1}^{}q_{n1}^{}X_2(n1)q_{n1}^{}w^{}𝒥`$
for some words $`w,w^{}`$ which start with $`X_4(n3)`$, using similar arguments as above. This finishes the proof of the claim.

After multiplying (5.3) from the left by $`q_1\overline{}q_1^{}`$, we can see that

$$E(A_n)𝒥$$

since in the expression

$$q_1X_1(n)X_3(n2)\mathrm{}X_n(1)q_1,$$

we can write $`q_1=q_1q_n`$ and $`X_3(n2)=q_nX_3(n2)`$ to produce $`q_nX_1(n)q_n`$. This completes the proof. $`\mathrm{}`$

Lemma 5.2 paves the way for the reconstruction of the free product of states. It now suffices to define states $`\widehat{\mu }`$ and $`\widehat{\nu }`$ on $`(𝒜)`$ and $`()`$, respectively, in such a way that the ‘algebraic singletons’ of Lemma 5.2 become ‘probabilistic singletons’ w.r.t. $`\widehat{\mu }\overline{}\widehat{\nu }`$. This leads to our main result, namely that the free product of states $`\mu \nu `$ on the free product $`𝒜`$ of unital \*-algebras can be represented by the monotone tensor product $`\widehat{\mu }\overline{}\widehat{\nu }`$ of extended states on $`(𝒜)\overline{}()`$. For this purpose we use the unital \*-homomorphism $`j=j_1j_2`$ from the free product $`𝒜`$ with identified units into the monotone tensor product of $`(𝒜)`$ and $`()`$, where $`j_1`$ and $`j_2`$ are given by (5.1)-(5.2).

Roughly speaking, the states $`\widehat{\mu }`$ and $`\widehat{\nu }`$ will turn out to be tensor products of boolean extensions of $`\mu `$ and $`\nu `$, respectively. Let us recall that the boolean extension of a state $`\mu `$ on a unital \*-algebra $`𝒜`$ to the unital \*-algebra

$$\stackrel{~}{𝒜}=𝒜[P]$$

where $`P`$ is a projection, is a state $`\stackrel{~}{\mu }`$ such that

$$\stackrel{~}{\mu }(wPv)=\stackrel{~}{\mu }(w)\stackrel{~}{\mu }(v),\stackrel{~}{\mu }(P)=1$$

for any $`w,v\stackrel{~}{𝒜}`$, and which, when restricted to $`𝒜`$, agrees with $`\mu `$.

Theorem 5.3. For given states $`\mu `$ and $`\nu `$ on $`𝒜`$ and $``$, respectively, there exist states $`\widehat{\mu }`$ and $`\widehat{\nu }`$ on $`(𝒜)`$ and $`()`$ and a unital \*-homomorphism

$$j:𝒜(𝒜)\overline{}()$$

such that

$$\mu \nu =(\widehat{\mu }\overline{}\widehat{\nu })j.$$

Thus, the unital \*-algebras $`j(𝒜)`$ and $`j()`$ are free with respect to $`\widehat{\mu }\overline{}\widehat{\nu }`$.

Proof. We divide the proof into 3 steps.

Step 1. First, we construct suitable states on $`_0(𝒜)`$ and $`_0()`$ associated with states $`\mu `$ on $`𝒜`$ and $`\nu `$ on $``$. Extend $`𝒜`$ and $``$ by projections $`P`$ and $`P^{}`$, respectively, namely

$$\stackrel{~}{𝒜}=𝒜[P],\stackrel{~}{}=[P^{}]$$

and extend $`\mu `$ and $`\nu `$ to their boolean extensions $`\stackrel{~}{\mu }`$ and $`\stackrel{~}{\nu }`$. Now, take tensor products

$$\widehat{𝒜}=\stackrel{~}{𝒜}^{\mathrm{}},\widehat{}=\stackrel{~}{}^{\mathrm{}},\widehat{\mathrm{\Phi }}=\stackrel{~}{\mu }^{\mathrm{}},\widehat{\mathrm{\Psi }}=\stackrel{~}{\nu }^{\mathrm{}}$$

and introduce unital \*-homomorphisms

$$\xi :_0(𝒜)\widehat{𝒜},\eta :_0()\widehat{}$$

given by

$`\xi (X(k))`$ $`=`$ $`1^{(k1)}X1^{\mathrm{}}`$ (5.4)
$`\xi (q_m)`$ $`=`$ $`1^{(m1)}P^{\mathrm{}}`$ (5.5)
$`\xi (1)`$ $`=`$ $`1^{\mathrm{}}.`$ (5.6)
with analogous formulas for $`\eta `$. Then the linear functionals

$$\widehat{\mu }=\mathrm{\Phi }\xi ,\widehat{\nu }=\mathrm{\Psi }\eta $$

are states on $`_0(𝒜)`$ and $`_0()`$, respectively.

Step 2. Let us show now that these states can be extended to states on $`(𝒜)`$ and $`()`$, respectively, and their tensor product to $`(𝒜)\overline{}()`$ by taking pointwise limits. Denoting them also by $`\widehat{\mu }`$ and $`\widehat{\nu }`$, we set

$`\widehat{\mu }(𝐳)`$ $`=`$ $`\underset{m\mathrm{}}{lim}\widehat{\mu }(z_m)`$ (5.7)
$`\widehat{\nu }(𝐮)`$ $`=`$ $`\underset{m\mathrm{}}{lim}\widehat{\nu }(z_m)`$ (5.8)
$`(\widehat{\mu }\overline{}\widehat{\nu })(𝐰)`$ $`=`$ $`\underset{m\mathrm{}}{lim}(\widehat{\mu }\widehat{\nu })(w_m)`$ (5.9)
where $`𝐳=[z_m,e_m](𝒜)`$, $`𝐮=[u_m,f_m]()`$ and $`𝐰=[w_m,r_m](𝒜)\overline{}()`$. In fact, let us show that the linear functionals given by (5.7)-(5.9) are well-defined and that they are states. We shall establish existence of the limits on the RHS of (5.7) only since the proofs for (5.8)-(5.9) are similar. We have $`e_m=q_{k(m)}`$ with $`k(m)\mathrm{}`$. Since $`[z_m,q_{k(m)}]`$ is MCO, we have $`z_nq_{k(m)}=z_mq_{k(m)}`$ for $`n>m`$. Since there exists natural $`s`$ such that $`k(m)>0`$ for $`m>s`$, hence

$$z_nq_1=z_nq_{k(m)}q_1=z_mq_{k(m)}q_1=z_mq_1$$

for $`n>m>s`$. Therefore, there exists $`s`$ such that

$$q_1z_nq_1=q_1z_mq_1$$

for $`n>m>s`$, which implies that $`lim_m\mathrm{}\widehat{\mu }(z_m)`$ exists since

$$\widehat{\mu }(z_m)=\widehat{\mu }(q_1z_mq_1)=\widehat{\mu }(q_1z_nq_1)=\widehat{\mu }(z_n)$$

for $`n>m>s`$, where we used $`\stackrel{~}{\mu }(PuP)=\stackrel{~}{\mu }(u)`$ and the definition of $`\widehat{\mu }`$. Moreover, it does not depend on the choice of representatives of MCO. In fact, choose a different representative for $`𝐳`$, say $`(z_m^{},q_{l(m)})`$ instead of $`(z_m,q_{k(m)})`$ with the equivalence $`(z_m,q_{k(m)})(z_m^{},q_{l(m)})`$ implemented by some MSDD $`(e_m)=(q_{r(m)})`$, i.e. $`z_me_m=z_m^{}e_m`$ for all $`m`$. Again, there exists natural $`s`$ such that $`r(m)>0`$ for $`m>s`$. A similar argument as that given above gives $`z_mq_1=z_m^{}q_1`$ for $`m>s`$, which gives independence of the limit from the choice of representatives. Finally, positivity and normalization of the extended functional follow from its definition.

Step 3. Finally, let us reconstruct the free product of states. Let

$$j:𝒜(𝒜)\overline{}()$$

be the unital \*-homomorphism given by

$$j(X)=j_1(X),j(Y)=j_2(Y)$$

where $`X𝒜`$ and $`Y`$. Use Proposition 5.1 and the fact that $`j_1(1_𝒜)=j_2(1_{})`$ to conclude that $`j`$ is well-defined. We will show that $`\mu \nu `$ agrees with $`(\widehat{\mu }\overline{}\widehat{\nu })j`$. Note that if $`X\mathrm{ker}\mu `$, where $`\mu `$ is a state on $`𝒜`$, then $`PXP\mathrm{ker}\stackrel{~}{\mu }`$, where $`\stackrel{~}{\mu }`$ is the boolean extension of $`\mu `$. A similar statement holds for $`\nu `$. Thus, if $`𝒦_\mu `$ and $`K_\nu `$ denote the two-sided ideals

$$K_\mu =q_kX(k)q_k,\mathrm{where}k𝐍\mathrm{and}X𝒜\mathrm{ker}\mu $$

$$K_\nu =q_k^{}Y(k)q_k^{},\mathrm{where}k𝐍\mathrm{and}Y\mathrm{ker}\nu $$

respectively, then

$$𝒦_\mu \overline{}()+(𝒜)\overline{}𝒦_\nu \mathrm{ker}(\widehat{\mu }\overline{}\widehat{\nu }).$$

It is now enough to remark that

$$\widehat{\mu }\overline{}\widehat{\nu }=(\widehat{\mu }\overline{}\widehat{\nu })E$$

since $`\stackrel{~}{\mu }(PuP)=\stackrel{~}{\mu }(u)`$ and $`\stackrel{~}{\nu }(P^{}wP^{})=\stackrel{~}{\nu }(w)`$. Using this and Lemma 5.2, we get

$$\widehat{\mu }\overline{}\widehat{\nu }(j_{i_1}(X_1)\mathrm{}j_{i_n}(X_n))=0$$

if $`X_1,\mathrm{},X_n`$ are in the kernels of $`\mu `$ or $`\nu `$ depending on whether we have the (alternating) indices $`i_1,\mathrm{},i_n`$ equal to $`1`$ or $`2`$, respectively. This completes the proof. $`\mathrm{}`$

Corollary 5.4. For given states $`\mu `$ and $`\nu `$ on $`𝒜`$ and $``$, the random variables $`j_1(X)`$ and $`j_2(Y)`$, where $`X𝒜`$ and $`Y`$, have the same distributions as $`X`$ and $`Y`$, respectively, and are free with respect to the tensor product state $`\widehat{\mu }\overline{}\widehat{\nu }`$.

Proof. This is an immediate consequence of Theorem 5.3. $`\mathrm{}`$

Remark. Thus formulas (5.1)-(5.2) give a tensor product representation of free random variables. Treating states $`\widehat{\mu }`$ and $`\widehat{\nu }`$ as canonical extensions of $`\mu `$ and $`\nu `$ to $`(𝒜)`$ and $`()`$, we can view this representation as the one in which information about freeness is shifted from states to variables.

The above theorem can be generalized to arbitrary families $`(𝒜_l)_{lL}`$ of unital \*-algebras. Let $`_0(𝒜_l)`$ be the unital \*-algebra constructed from copies of $`𝒜_l`$ as shown in Section 3 and let $`(𝒜_l)`$ be the associated unital \*-algebra of monotone closed operators. By $`(q_{k,l})_k`$ for each $`lL`$ we denote the associated increasing sequence of projections. Finally, let

$$\overline{\underset{lL}{}}(𝒜_l)=\overline{\underset{lL}{}_0(𝒜_l)}$$

where the monotone closure on the right-hand side is taken with respect to the product lattice

$$=\{_{lL}q_{m,l}:\mathrm{\hspace{0.33em}0}m\mathrm{}\}$$

where we set $`q_{0,l}=0`$ and $`q_{\mathrm{},l}=1_l`$ for every $`lL`$.

Theorem 5.5. For a given family of states $`(\mu _l)_{lL}`$ on unital \*-algebras $`(𝒜_l)_{lL}`$ there exist states $`(\widehat{\mu })_{lL}`$ on $`((𝒜_l))_{lL}`$, respectively, and a unital \*-homomorphism

$$j:_{lL}𝒜_l\overline{\underset{lL}{}}(𝒜_l)$$

such that

$$_{lL}\mu _l=(\overline{}_{lL}\widehat{\mu }_l)j$$

and thus the unital \*-algebras $`(j(𝒜_l))_{lL}`$ are free with respect to the monotone tensor product state $`\overline{}_{lL}\widehat{\mu }_l`$.

Proof. For $`X𝒜_m`$ we define $`j(X)`$ by the formula

$$j(X)=\underset{k=1}{\overset{\mathrm{}}{}}X(k)\overline{}p_k$$
(5.10)
according to the decomposition

$$\overline{\underset{lL}{}}(𝒜_l)=(𝒜_m)\overline{}\overline{\underset{lm}{}}(𝒜_l)$$

where $`p_k=q_kq_{k1}`$ and

$$q_k=\overline{\underset{lm}{}}q_{k,l}.$$

Then we extend $`j`$ to the free product $`_{lL}𝒜_l`$ by taking the linear and multiplicative extension of (5.10) for all $`mL`$. The states $`(\widehat{\mu }_l)_{lL}`$ are defined as

$$\widehat{\mu }_l=\mathrm{\Phi }_l\xi _l$$

where

$$\mathrm{\Phi }_l=\stackrel{~}{\mu }^{\mathrm{}}$$

are states on the tensor product algebras

$$\widehat{𝒜}_l=\stackrel{~}{𝒜}_l^{\mathrm{}}$$

where $`\stackrel{~}{𝒜}_l=𝒜_l[P_l]`$ and $`\xi _l`$ is given by the same formula as (5.4)-(5.6) with $`P`$ replaced by $`P_l`$. The infinite tensor products are understood to be taken with respect to the family $`\{1_l,P_l\}`$ \[F-L-S\], by which we mean that only finitely many sites are occupied by elements different from $`1_l`$’s and $`P_l`$’s. The remaining part of the proof is similar to that in the case of two algebras. $`\mathrm{}`$.

6. Additive free convolution

We return to the monotone closed semigroup structure on $`(𝒢)`$ in order to show that it implements the additive free convolution. In other words, the comultiplication $`\mathrm{\Delta }`$ on $`(𝒢)`$ maps pre-free random variables onto the sum of random variables which are free with respect to a tensor product state.

By applying the comultiplication $`\mathrm{\Delta }`$ to the pre-free random variable associated with $`X𝒢`$ one obtains the sum

$$\mathrm{\Delta }(\underset{k=1}{\overset{\mathrm{}}{}}\delta X(k))=J_1(X)+J_2(X)$$

of random variables

$`J_1(X)`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}(X^{}(k)\overline{}q_kX^{\prime \prime }(k)\overline{}q_{k1})`$ (6.1)
$`J_2(X)`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}(q_k\overline{}X^{}(k)q_{k1}\overline{}X^{\prime \prime }(k))`$ (6.2)
from $`(𝒢)\overline{}(𝒢)`$. Although they differ from $`j_1(X)`$ and $`j_2(X)`$ given by (5.1)-(5.2), this difference is not relevant in the weak sense, namely they turn out to be free with respect to the tensor product state $`\widehat{\mu }\overline{}\widehat{\nu }`$ for suitable $`\widehat{\mu }`$, $`\widehat{\nu }`$.

The states $`\widehat{\mu }`$ and $`\widehat{\nu }`$ will be obtained by lifting the corresponding states on the quotient $`(𝒢)`$ of $`(𝒢)`$ modulo the two-sided ideal generated by $`X^{}(k)X^{\prime \prime }(k)`$, $`X𝒢`$, $`k`$ – by abuse of notation we shall also denote these lifted states by $`\widehat{\mu }`$ and $`\widehat{\nu }`$.

Theorem 6.1. For given states $`\mu `$ and $`\nu `$ on $`𝒜`$ there exist states $`\widehat{\mu }`$ and $`\widehat{\nu }`$ on $`(𝒢)`$ and a unital \*-homomorphism

$$J:𝒜𝒜(𝒢)\overline{}(𝒢)$$

such that $`\mu \nu `$ agrees with $`(\widehat{\mu }\overline{}\widehat{\nu })J`$ on $`𝒜𝒜`$.

Proof. The proof is essentially the same as that of Theorem 5.2. The states $`\widehat{\mu }`$ and $`\widehat{\nu }`$ are now defined by

$$\widehat{\mu }=\mathrm{\Phi }\xi i,;\widehat{\nu }=\mathrm{\Psi }\eta i$$

where $`i:(𝒢)(𝒢)`$ is the identification map given by $`i(X^{}(k))=i(X^{\prime \prime }(k))=X(k)`$ for every $`X𝒢`$ and $`i(q_k)=q_k`$. Then we set $`J=J_1J_2`$, i.e. $`J`$ is the homomorphic extension of

$$J(X)=\{\begin{array}{cc}J_1(X)\hfill & \mathrm{if}X𝒢_1\hfill \\ J_2(X)\hfill & \mathrm{if}X𝒢_2\hfill \end{array}$$

and $`J(1_𝒜)=11`$, where $`𝒢_1`$ and $`𝒢_2`$ denote copies of $`𝒢`$. The rest of the proof is analogous to that of Theorem 5.2. $`\mathrm{}`$

Corollary 6.2. Let $`\mu \nu `$ be the free additive convolution of states $`\mu `$ and $`\nu `$ on $`𝒜`$ and let $`\widehat{\mu }\widehat{\nu }=(\widehat{\mu }\overline{}\widehat{\nu })\mathrm{\Delta }`$ be the convolution of states of Theorem 6.1. Then

$$\mu \nu =(\widehat{\mu }\widehat{\nu })\tau ,$$

where $`\tau :𝒜(𝒢)`$ is the unital \*-homomorphism given by

$$\tau (X)=\underset{k=1}{\overset{\mathrm{}}{}}\delta X(k),\tau (1_𝒜)=1$$

where $`X𝒢`$.
Proof. This is an immediate consequence of Theorem 6.1. $`\mathrm{}`$

Thus we can use a ‘quantum group’ language to speak about the additive free convolution instead of using the dual group language. In particular, let $`𝒜=[X]`$, $`𝒢=\{X\}`$, and let $`\mu ,\nu `$ be states on $`[X]`$ corresponding to measures $`\mu ,\nu `$ on $``$. Heuristically, the monotone closed quantum semigroup $`(𝒢)`$ can be interpreted as a quantum analog of $`^{\mathrm{}}`$ as it is the algebra of polynomials in countably many noncommuting variables. Therefore, the additive free convolution of classical measures $`\mu \nu `$ can be viewed as a restriction of the convolution $`\widehat{\mu }\widehat{\nu }`$ of ‘quantum measures’ on ‘quantum $`^{\mathrm{}}`$’ to the ‘quantum free line’ $`_{\mathrm{pf}}(𝒢)`$. .

Acknowledgements

I would like to thank Professor Luigi Accardi for his remarks and suggestions which were very helpful in the preparation of the revised version of the mansucript.

References

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\[Be1\] S. Berberian, Baer \*-Rings, Springer-Verlag, 1972.
\[Be2\] S. Berberian, “The regular ring of a finite Baer \*-ring”, J. Algebra 23 (1972), 35-65.
\[Be3\] S. Berberian, “The regular ring of a finite AW\- algebra”, Ann. Math. 65 (1957), 224-240.
\[F-L-S\] U. Franz, R. Lenczewski, M. Schürmann, “The GNS construction for the hierarchy of freeness”, Preprint No. 9/98, Wroclaw University of Technology, 1998.
\[L1\] R. Lenczewski, “Unification of independence in quantum probability”, Inf. Dim. Anal. Quant. Probab. Rel. Topics 1 (1998), 383-405.
\[L2\] R. Lenczewski, “Filtered random variables, bialgebras and convolutions”, J. Math. Phys. 42 (2001), 5876-5903.
\[M\] N. Muraki, “Monotonic independence, monotonic central limit theorem and monotonic law of large numbers”, Inf. Dim. Anal. Quant. Probab. Rel. Topics. 4 (2001), 39-58.
\[V1\] D. Voiculescu, “Symmetries of some reduced free product $`C^{}`$\- algebras”, in Operator Algebras and their Connections with Topology and Ergodic Theory, Lect. Notes Math. 1132, 556-588 (1985).
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# Characterizing the entanglement of bipartite quantum systems

## I Introduction

Entangled states have been known almost from the very beginning of quantum mechanics SCH ; EPR , and their somewhat unusual features have been investigated for many years. However, recent developments in the theory of quantum information QI  have required a deeper knowledge of their properties.

The simplest system where one can study entanglement is represented by a bipartite system. In such a system, either with discrete or continuous variable, the inseparability of pure states, is now well understood and the von Neumann entropy of either subsystem quantifies the amount of entanglement BEN . Instead, the question of inseparability of mixed states is much more complicated and involves subtle effects. For discrete variable systems the Peres-Horodecki criterion PH  constitutes a theoretical tool to investigate the separability. Recently, different criteria have been also proposed for continuous variable systems REID ; REID1 ; TAN ; DUA ; SIM ; PRL02 . Nevertheless a unifying criterion, of practical use, does not yet exist. Needless to say that also the entanglement quantification for mixed states is not well assessed VID . On the other hand, the lack of knowledge for bipartite entanglement is not only a serious drawback in the study of mixed-state entanglement, but also a limitation for understanding multipartite entanglement.

The aim of this paper is to throw some light on the plethora of entanglement criteria for bipartite systems. In particular, we shall derive a general separability criterion valid for any state of any bipartite system. We shall then discuss its relation with the already known criteria.

## II A general separability criterion

Let us consider a bipartite system whose subsystems, not necessarily identical, are labeled as $`1`$ and $`2`$, and a separable state $`\widehat{\rho }_{sep}`$ on the Hilbert space $`_{tot}=_1_2`$. Such state can be written as

$`\widehat{\rho }_{sep}={\displaystyle \underset{k}{}}w_k\widehat{\rho }_{k1}\widehat{\rho }_{k2},`$ (1)
where $`\widehat{\rho }_{kj}`$ ($`j=1,2`$) are normalized density matrices on $`_j`$ while $`w_k0`$ with $`_kw_k=1`$.

Let us now choose a generic couple of observables for each subsystem, say $`\widehat{r}_j,\widehat{s}_j`$ on $`_j`$ ($`j=1,2`$), and define the operators

$`\widehat{𝒞}_j=i[\widehat{r}_j,\widehat{s}_j],j=1,2.`$ (2)
Notice that the two couples $`\widehat{r}_j,\widehat{s}_j`$ may represent completely different observables, e.g. one couple may refer to a continuous variable subsystem while the other to a discrete variable subsystem. Furthermore, $`\widehat{𝒞}_j`$ is typically nontrivial Hermitian operator on the Hilbert subspaces.

We now introduce the following observables on $`_{tot}`$:

$`\widehat{u}`$ $`=`$ $`a_1\widehat{r}_1+a_2\widehat{r}_2,`$
$`\widehat{v}`$ $`=`$ $`b_1\widehat{s}_1+b_2\widehat{s}_2,`$ (3)
where $`a_j,b_j`$ are real parameters. From the standard form of the uncertainty principle SAK , it follows that every state $`\widehat{\rho }`$ on $`_{tot}`$ must satisfy

$`(\mathrm{\Delta }\widehat{u})^2(\mathrm{\Delta }\widehat{v})^2{\displaystyle \frac{|a_1b_1\widehat{𝒞}_1+a_2b_2\widehat{𝒞}_2|^2}{4}},`$ (4)
where $`\widehat{\mathrm{\Theta }}\mathrm{Tr}[\widehat{\mathrm{\Theta }}\widehat{\rho }]`$ is the expectation value over $`\widehat{\rho }`$ of the operator $`\widehat{\mathrm{\Theta }}`$, and $`\mathrm{\Delta }\widehat{\mathrm{\Theta }}\widehat{\mathrm{\Theta }}\widehat{\mathrm{\Theta }}`$. However, for separable states, a stronger bound exists. As a matter of fact, the following theorem holds

Theorem:

$`\widehat{\rho }_{sep}(\mathrm{\Delta }\widehat{u})^2(\mathrm{\Delta }\widehat{v})^2\stackrel{~}{𝒪}^2,`$ (5)
with

$`\stackrel{~}{𝒪}={\displaystyle \frac{1}{2}}\left(|a_1b_1|\stackrel{~}{𝒪}_1+|a_2b_2|\stackrel{~}{𝒪}_2\right),`$ (6)
where

$`\stackrel{~}{𝒪}_j{\displaystyle \underset{k}{}}w_k|\widehat{𝒞}_j_k|,j=1,2,`$ (7)
being $`\widehat{\mathrm{\Theta }}_j_k\mathrm{Tr}[\widehat{\mathrm{\Theta }}_j\widehat{\rho }_{kj}]`$ the expectation value of the operator $`\widehat{\mathrm{\Theta }}_j`$ onto $`\widehat{\rho }_{kj}`$.

Proof: From the definitions of $`(\mathrm{\Delta }\widehat{u})^2`$, and $`\widehat{\rho }_{sep}`$ it is easy to see that

$`(\mathrm{\Delta }\widehat{u})^2`$ $`=`$ $`{\displaystyle \underset{k}{}}w_k\left[a_1^2(\mathrm{\Delta }\widehat{r}_1^{(k)})^2_k+a_2^2(\mathrm{\Delta }\widehat{r}_2^{(k)})^2_k\right]`$ (8)
$`+{\displaystyle \underset{k}{}}w_k\widehat{u}_k^2\left({\displaystyle \underset{k}{}}w_k\widehat{u}_k\right)^2,`$
where the quantity $`\mathrm{\Delta }\widehat{r}_j^{(k)}\widehat{r}_j\widehat{r}_j_k`$ is the variance of the operator $`\widehat{r}_j`$ on the state $`\widehat{\rho }_{kj}`$. An analogous expression holds for $`(\mathrm{\Delta }\widehat{v})^2`$. By applying the Cauchy-Schwartz inequality on the last two terms of the r.h.s. of (8) we obtain

$`(\mathrm{\Delta }\widehat{u})^2`$ $``$ $`{\displaystyle \underset{k}{}}w_k\left[a_1^2(\mathrm{\Delta }\widehat{r}_1^{(k)})^2_k+a_2^2(\mathrm{\Delta }\widehat{r}_2^{(k)})^2_k\right],`$
and analogously

$`(\mathrm{\Delta }\widehat{v})^2`$ $``$ $`{\displaystyle \underset{k}{}}w_k\left[b_1^2(\mathrm{\Delta }\widehat{s}_1^{(k)})^2_k+b_2^2(\mathrm{\Delta }\widehat{s}_2^{(k)})^2_k\right].`$
Now, taking any two real nonnegative numbers $`\alpha `$ and $`\beta `$, and using the relations (LABEL:ttt1) and (LABEL:ttt2), we get the following inequality

$`\alpha (\mathrm{\Delta }\widehat{u})^2+\beta (\mathrm{\Delta }\widehat{v})^2`$ (11)
$`{\displaystyle \underset{k}{}}w_k\left[\alpha a_1^2(\mathrm{\Delta }\widehat{r}_1^{(k)})^2_k+\beta b_1^2(\mathrm{\Delta }\widehat{s}_1^{(k)})^2_k\right]`$
$`+{\displaystyle \underset{k}{}}w_k\left[\alpha a_2^2(\mathrm{\Delta }\widehat{r}_2^{(k)})^2_k+\beta b_2^2(\mathrm{\Delta }\widehat{s}_2^{(k)})^2_k\right].`$
Furthermore, by applying the uncertainty principle to the operators $`\widehat{r}_j`$ and $`\widehat{s}_j`$ on the state $`\widehat{\rho }_{kj}`$, it follows

$`\alpha a_j^2(\mathrm{\Delta }\widehat{r}_j^{(k)})^2_k+\beta b_j^2(\mathrm{\Delta }\widehat{s}_j^{(k)})^2_k`$
$`\alpha a_j^2(\mathrm{\Delta }\widehat{r}_j^{(k)})^2_k+\beta b_j^2{\displaystyle \frac{|\widehat{𝒞}_j_k|^2}{4(\mathrm{\Delta }\widehat{r}_j^{(k)})^2_k}}`$
$`\sqrt{\alpha \beta }|a_jb_j||\widehat{𝒞}_j_k|.`$ (12)
The last inequality of Eq.(12) comes from the behavior, for $`x0`$, of the function

$`f(x)=\gamma _1x+\gamma _2/x,`$ (13)
with $`\gamma _1,\gamma _20`$. Such function takes the minimum value $`f_{min}=2\sqrt{\gamma _1\gamma _2}`$. Then, inserting Eq. (12) into (11) we obtain

$`\alpha (\mathrm{\Delta }\widehat{u})^2+\beta (\mathrm{\Delta }\widehat{v})^2`$ $``$ $`2\sqrt{\alpha \beta }\stackrel{~}{𝒪}.`$ (14)
where $`\stackrel{~}{𝒪}`$ has been defined in Eq.(6).

Notice that, for a given system state, the quantities $`(\mathrm{\Delta }\widehat{u})^2`$, $`(\mathrm{\Delta }\widehat{v})^2`$ and $`\stackrel{~}{𝒪}`$ are fixed, and the inequality (14) must be satisfied for every positive value of $`\alpha `$ and $`\beta `$. Thus, we can write

$`(\mathrm{\Delta }\widehat{u})^2`$ $``$ $`\underset{\alpha >0;\beta 0}{\mathrm{max}}\left\{2\sqrt{{\displaystyle \frac{\beta }{\alpha }}}\stackrel{~}{𝒪}{\displaystyle \frac{\beta }{\alpha }}(\mathrm{\Delta }\widehat{v})^2\right\}`$ (15)
$`=`$ $`{\displaystyle \frac{\stackrel{~}{𝒪}^2}{(\mathrm{\Delta }v)^2}},`$
where the equality has been obtained by maximizing the function $`g(x)=2x\stackrel{~}{𝒪}x^2(\mathrm{\Delta }\widehat{v})^2`$ over $`x0`$. This concludes the proof of Eq.(5).

Practically, proving the theorem, we have created a family of linear inequalities (14), which must be always satisfied by separable states. The “convolution” of such relations gives the condition (5), representable by a region in the $`(\mathrm{\Delta }\widehat{u})^2`$, $`(\mathrm{\Delta }\widehat{v})^2`$ plane delimited by an hyperbola (see Fig.1). Notice also that, since $`\stackrel{~}{𝒪}_j=_kw_k|\widehat{𝒞}_j_k||_kw_k\widehat{𝒞}_j_k|=|\widehat{𝒞}_j|`$, the following inequalities hold

$`\stackrel{~}{𝒪}`$ $``$ $`{\displaystyle \frac{1}{2}}\left(|a_1b_1||\widehat{𝒞}_1|+|a_2b_2||\widehat{𝒞}_2|\right)`$ (16)
$``$ $`{\displaystyle \frac{1}{2}}\left(|a_1b_1\widehat{𝒞}_1+a_2b_2\widehat{𝒞}_2|\right).`$ (17)
In particular, Eq. (17) tells us that the bound (5) for separable states is much stronger than Eq. (4) for generic states. Moreover, Eq. (16) gives us a simple separability criterion. In fact, while $`\stackrel{~}{𝒪}`$ is not easy to evaluate directly, as it depends on the type of convex decomposition (1) one is considering, the right hand side of Eq. (16) is easily measurable, as it depends on the expectation value of the observables $`\widehat{𝒞}_j`$. In this sense we can claim that Eq.(5) is a necessary criterion for separability, i.e.

$`(\mathrm{\Delta }\widehat{u})^2(\mathrm{\Delta }\widehat{v})^2<\stackrel{~}{𝒪}^2\widehat{\rho }\mathrm{entangled}.`$ (18)
An important simplification applies when the observable $`\widehat{𝒞}_j`$ is proportional to the identity operator (e.g. $`\widehat{r}_j`$ is the position and $`\widehat{s}_j`$ is the momentum operator of a particle), or more generally when it is positive (or negative) definite. In this case the inequality (16) reduces to an identity and the quantity $`\stackrel{~}{𝒪}`$ does not depends on the convex decomposition (1).

The criterion (5) can be further generalized if one adopts the strong version of the uncertainty principle SAK  in deriving the inequality (12). In this situation the quantity $`\stackrel{~}{𝒪}_j`$ of Eq. (6 ) becomes,

$`\stackrel{~}{𝒪}_j2{\displaystyle \underset{k}{}}w_k|\mathrm{\Delta }\widehat{r}_j^{(k)}\mathrm{\Delta }\widehat{s}_j^{(k)}_k|,j=1,2,`$ (19)
where $`\mathrm{\Delta }\widehat{r}_j^{(k)}`$ and $`\mathrm{\Delta }\widehat{s}_j^{(k)}`$ are the same objects we have introduced in Eqs. (LABEL:ttt1) and (LABEL:ttt2). Also in this case $`\stackrel{~}{𝒪}`$ depends in general on the convex decomposition (1) of the state $`\widehat{\rho }`$.

## III Relation with other criteria

In this Section we analyze the relation between the criterion (5) and other necessary criteria for separability that have been proposed in the past.

First of all it is possible to show that the “sum” criterion of Ref. DUA  represents a particular case of Eq. (5). As a matter of fact the “sum” criterion is given by Eq. (14) with $`\alpha =\beta =1`$,

$`(\mathrm{\Delta }\widehat{u})^2+(\mathrm{\Delta }\widehat{v})^2`$ $``$ $`\mathrm{\hspace{0.33em}2}\stackrel{~}{𝒪}`$
$``$ $`|a_1b_1||\widehat{𝒞}_1|+|a_2b_2||\widehat{𝒞}_2|,`$
where we have exploited Eq. (16) to get a rhs independent from the convex decomposition of $`\widehat{\rho }_{sep}`$. The fact that the “sum” criterion comes from condition (5) is a consequence of the fact that the latter has been derived by maximizing over the family of inequalities (14) \[see Eq. (15) and Fig. (1)\]. However, a straightforward derivation is easy to obtain as well. In fact, from Eq.(5) we have

$`(\mathrm{\Delta }\widehat{u})^2+(\mathrm{\Delta }\widehat{v})^2(\mathrm{\Delta }\widehat{u})^2+{\displaystyle \frac{\stackrel{~}{𝒪}^2}{(\mathrm{\Delta }\widehat{u})^2}}\mathrm{\hspace{0.33em}2}\stackrel{~}{𝒪},`$
(21)
where, for the second inequality we have used the property of $`f(x)`$ in Eq. (13).

Let us now compare the criterion developed in Section II with the “product” criterion developed in Ref. PRL02 . The latter, with the generic operators $`\widehat{u}`$ and $`\widehat{v}`$ of Eq. (3), can be written as

$`(\mathrm{\Delta }\widehat{u})^2(\mathrm{\Delta }\widehat{v})^2|a_1a_2b_1b_2|{\displaystyle \frac{|\widehat{𝒞}_1\widehat{𝒞}_2|^2}{\widehat{𝒞}_1\widehat{𝒞}_2}},`$ (22)
where

$`\widehat{𝒞}_j=\underset{|\psi _j}{sup}\left\{\left|\psi |\widehat{𝒞}_j|\psi \right|\right\}.`$ (23)
is the norm of the operator $`\widehat{𝒞}_j`$ ($`j=1,2`$). In order to proof that Eq.(22) comes from Eq.(5), we first note that the properties of the function $`f(x)`$ of Eq. (13) allows us to write

$`\stackrel{~}{𝒪}`$ $`=`$ $`{\displaystyle \frac{\sqrt{|a_1a_2b_1b_2|}}{2}}\left[\sqrt{{\displaystyle \frac{|a_1b_1|}{|a_2b_2|}}}\stackrel{~}{𝒪_1}+\sqrt{{\displaystyle \frac{|a_2b_2|}{|a_1b_1|}}}\stackrel{~}{𝒪_2}\right]`$ (24)
$``$ $`\sqrt{|a_1a_2b_1b_2|}\sqrt{\stackrel{~}{𝒪_1}\stackrel{~}{𝒪_2}}.`$
Then, by applying the Cauchy-Schwarz inequality and using the definitions (7) and (23) we can build up the following chain of relations

$`|\widehat{𝒞}_1\widehat{𝒞}_2|^2\left|{\displaystyle \underset{k}{}}w_k\widehat{𝒞}_1_k\widehat{𝒞}_2_k\right|^2`$
$`\left[{\displaystyle \underset{k}{}}w_k|\widehat{𝒞}_1_k|^2\right]\left[{\displaystyle \underset{k}{}}w_k|\widehat{𝒞}_2_k|^2\right]`$
$`\widehat{𝒞}_1\widehat{𝒞}_2\left[{\displaystyle \underset{k}{}}w_k|\widehat{𝒞}_1_k|\right]\left[{\displaystyle \underset{k}{}}w_k|\widehat{𝒞}_2_k|\right]`$
$`\widehat{𝒞}_1\widehat{𝒞}_2\stackrel{~}{𝒪}_1\stackrel{~}{𝒪}_2,`$ (25)
or

$`\stackrel{~}{𝒪}_1\stackrel{~}{𝒪}_2{\displaystyle \frac{|\widehat{𝒞}_1\widehat{𝒞}_2|^2}{\widehat{𝒞}_1\widehat{𝒞}_2}}.`$ (26)
Substituting Eqs. (24) and (26) into Eq. (5) we finally get Eq. (22). Equations (5) and (22) give the same separability criterion when $`\widehat{𝒞}_j`$ is a real number $`c_j`$, and the parameters $`a_j,b_j`$ satisfy the condition $`a_1b_1c_1=\pm a_2b_2c_2`$. An example of this situation has been presented in PRL02 .

Summarizing, we have proved that condition (5) is stronger than the criteria of Refs. DUA ; PRL02 . This is depicted in Fig. 2, where the inequality (5) determines a zone under the solid hyperbola where we can only find entangled states: separable states must lie above this curve. Notice however that entangled states could also lie above the solid hyperbola since the condition (5) is only sufficient for entanglement. On the other hand, also the condition (22) determines a portion of the plane where only entangled states can live: that below the dashed hyperbola. However, this part is entirely included in the portion subtended by the solid hyperbola. Finally, criterion (III) determines a straight line inclined at $`45^{}`$ which in general is not tangent to the solid hyperbola representing condition (5). Also in this case the portion of the plane reserved to an entangled states is included in the portion delimited by the hyperbola of Eq. (5). This shows the generality of the criterion presented in Section II.

A couple of interesting connections can be also established when comparing the criterion of Eq. (5) with the weaker EPR criterion discussed in REID1  and with Simon criterion SIM . In fact Eq. (5) and the weaker EPR criterion are essentially equivalent when applied to observables $`\widehat{r}_j`$, $`\widehat{s}_j`$ with trivial commutation rules. In order to show this, it is sufficient to observe that the uncertainties $`(\mathrm{\Delta }\widehat{u})^2`$ and $`(\mathrm{\Delta }\widehat{v})^2`$ give an upper bound for the errors in the inferred measurements of the observables $`a_1\widehat{r}_1`$ and $`b_1\widehat{s}_1`$ obtained through a direct measurement of the operators $`a_2\widehat{r}_2`$ and $`b_2\widehat{s}_2`$ on $`\widehat{\rho }`$ (see REID ; REID1  for more details about the definition of the inferred measurements). The comparison with Simon’s criterion is obtained considering the case in which $`\widehat{r}_j`$, $`\widehat{s}_j`$ are linear combinations of the position $`\widehat{q}_j`$ and momentum $`\widehat{p}_j`$ operators of the $`j`$th system, i.e.

$`\widehat{r}_1\widehat{q}_1+{\displaystyle \frac{a_3}{a_1}}\widehat{p}_1`$ $`\widehat{s}_1\widehat{p}_1+{\displaystyle \frac{b_3}{b_1}}\widehat{q}_1`$
$`\widehat{r}_2\widehat{q}_2+{\displaystyle \frac{a_4}{a_2}}\widehat{p}_2`$ $`\widehat{s}_2\widehat{p}_2+{\displaystyle \frac{b_4}{b_2}}\widehat{q}_2,`$ (27)
where $`a_3,a_4,b_3`$ and $`b_4`$ are generic real parameters. Since in this case $`[\widehat{q}_j,\widehat{p}_j]=i`$, Eq. (5) becomes

$`(\mathrm{\Delta }u)^2(\mathrm{\Delta }v)^2{\displaystyle \frac{1}{4}}\left(|a_1b_1a_3b_3|+|a_2b_2a_4b_4|\right)^2,`$
(28)
that has to be compared with the corresponding equation of SIM , i.e.

$`(\mathrm{\Delta }u)^2+(\mathrm{\Delta }v)^2|a_1b_1a_3b_3|+|a_2b_2a_4b_4|.`$ (29)
It is easy to verify that given $`a_j,b_j`$ ($`j=1,\mathrm{},4`$), the “product” condition of Eq. (28) implies the “sum” condition of Eq. (29). However, the necessary criterion for separability of Simon requires that Eq. (29) should be verified for all possible values of the coefficients $`a_j,b_j`$ (see Eq. (11) of SIM ). In this case, Eqs. (28) and (29) are equivalent since one can reobtain the first from the second using the same convolution trick already used in deriving (15) from Eq. (14). In particular this means that Eq. (28), when considered for all possible values of $`a_j,b_j`$, provides a criterion for separability which is necessary and sufficient if applied to Gaussian states.

Finally, it is also possible to establish a connection with the criteria used in Refs. KOR ; BOW  for discrete variable systems. In particular, assuming $`\alpha =\beta =1`$ in Eq. (14) and $`a_1=1`$, $`a_2=\pm a_1`$, $`b_1=1`$, $`b_2=\pm b_1`$, in Eq.(16), we get

$$(\mathrm{\Delta }\widehat{u})^2(\mathrm{\Delta }\widehat{v})^2|\widehat{𝒞}_1|+|\widehat{𝒞}_2|.$$
(30)
For symmetric condition between the two subsystems, the above equation reduces to Eq.(4) of Ref. BOW  with $`\widehat{r}_j`$, $`\widehat{s}_j`$ the fluctuations of the Stokes parameters.

## IV Conclusion

In this paper we have studied the connections between the separability condition of the initial state of a bipartite system and the uncertainty relation of a couple of non-local observables $`\widehat{u}`$, $`\widehat{v}`$ of the two subsystems. In the case where $`\widehat{u}`$, $`\widehat{v}`$ are linear combinations of generic operators $`\widehat{r}_j`$, $`\widehat{s}_j`$ of the two subsystems, we have derived a mathematical constraint, Eq. (5), that has to be satisfied by a separable system. In general this relation depends on terms which are not measurable, meaning that Eq. (5) can not be directly used to test experimentally the separability of the system. However, in many cases of experimental relevance Eq. (5) can be expressed in terms of measurable quantities (see the discussion at the end of Section II), providing a very general necessary criterion for separability, i.e. a sufficient criterion for entanglement. Most importantly, Eq. (5) represents a powerful theoretical tool which can be used to derive new measurable criteria (see for instance Eqs. (16) and (22)) and to compare them with other already known (e.g. those given in Refs. REID ; REID1 ; PRL02 ; SIM ; DUA ; TAN ; KOR ; BOW ).