Introduction

For a discrete group GG, its group von Neumann algebra is

L(G)={λ(g):g∈G}′′,(λ(g)ξ)(h)=ξ(g−1h),ξ∈ℓ2(G).L(G)=\{\lambda(g):g\in G\}'', \qquad(\lambda(g)\xi)(h)=\xi(g^{-1}h), \quad\xi\in\ell^2(G).

with canonical trace τ(x)=⟨xδe,δe⟩\tau(x)=\langle x\delta_e,\delta_e\rangle. Write Fn\mathbb{F}_n for the free group on nn generators and F∞\mathbb{F}_{\infty} for the free group on countably infinitely many generators. The free group factors arose in Murray and von Neumann’s foundational work [9]. Their nonhyperfiniteness distinguished them from the hyperfinite factor, but did not distinguish their ranks; see the historical account in [10]. The question whether L(Fm)L(\mathbb{F}_m) and L(Fn)L(\mathbb{F}_n) are isomorphic for distinct m,n≥2m,n\geq2 became a central problem in the classification of finite factors. Dykema’s introduction [3] records the early history and credits Kadison with raising the rank-isomorphism question.

Free probability supplied a way to study these factors through their generating distributions. Voiculescu developed the reduced-free-product framework [14] and its semicircular and circular models [15]. His compression results showed that the fundamental group of L(F∞)L(\mathbb{F}_{\infty}) contains every positive rational, and Rădulescu extended this to every positive real number [10]. Dykema and Rădulescu independently constructed the interpolated factors L(Fr)L(\mathbb{F}_r) for real r>1r>1 and established their amplification calculus [3, 11]. These results relate changes of rank to normalized corners. They also give a dichotomy: the interpolated free group factors are either all isomorphic or pairwise nonisomorphic. The version including the infinite parameter is due to Rădulescu [11]; see also the precise restatement in [5].

The amplification calculus thus links rank to corner size, while the dichotomy reduces the classification to two alternatives. To choose the isomorphic alternative, it suffices to construct an isomorphism between two distinct finite ranks. Our constructive result is the following rank comparison.

Theorem 1.1 (Isomorphism of consecutive ranks). For every integer n≥3n\geq3 there is a unital trace-preserving normal ∗*-isomorphism

L(Fn)≅L(Fn+1).L(\mathbb{F}_n)\cong L(\mathbb{F}_{n+1}).

The construction gives a freely generating Haar nn-tuple inside L(Fn+1)L(\mathbb{F}_{n+1}). Applying it at ranks three and four, and then using the established amplification formula, gives the headline conclusion.

Theorem 1.2. There exists a unital normal trace-preserving ∗\ast-isomorphism

Φ:L(F2)⟶L(F3).\Phi: L(\mathbb{F}_2) \longrightarrow L(\mathbb{F}_3).

This gives an affirmative solution to the free group factor isomorphism problem. Together with the classical dichotomy, this proves that all interpolated free group factors, including the infinite-rank factor, are isomorphic. Their fundamental groups are therefore R>0\mathbb{R}_{>0}. We state and prove these consequences in Corollary 6.1; the constructive rank comparison itself does not use interpolation.

Free entropy offered another approach to distinguishing ranks. A free semicircular nn-tuple generates L(Fn)L(\mathbb{F}_n) [15] and has free entropy dimension δ=n\delta=n [17]. Voiculescu asked whether δ\delta of a finite self-adjoint tuple depends only on the tracial von Neumann algebra it generates [17]. Such invariance would distinguish the finite ranks. Our isomorphisms give the opposite conclusion: Corollary 7.1 gives a negative answer and proves the same failure for δ0\delta_0, δ∗\delta^\ast, and δ⋆\delta^\star. Each of the four dimensions attains every integer value n≥2n \ge2 on finite self-adjoint generating tuples of L(F2)L(\mathbb{F}_2). The proof transports semicircular tuples for the microstates dimensions δ\delta, δ0\delta_0 and group-algebra tuples for the nonmicrostates dimensions δ∗\delta^\ast, δ⋆\delta^\star; the two tuple families need not coincide.

Fix n≥3n \ge3. We begin with a freely generating Haar tuple (A1,…,An,C)(A_1,\ldots,A_n,C) in L(Fn+1)L(\mathbb{F}_{n+1}) and set S=arg⁡(C)S=\arg(C) using bounded Borel functional calculus. For g∈Fng \in\mathbb{F}_n, let AgA_g denote the corresponding word in A1,…,AnA_1,\ldots,A_n. Conjugates AgSAg∗A_gSA_g^\ast drive a polynomial differential equation in C∗(A1,…,An,S)C^\ast(A_1,\ldots,A_n,S). A formal trace identity and analyticity of the actual solutions’ moments prove moment preservation. The resulting maps descend through the relations among the generators, preserve the operator norm, and extend to normal trace-preserving automorphisms.

The coefficients are finitely supported real vectors hj∈ℓ2(Fn)h_j \in\ell^2(\mathbb{F}_n), extended to group words by the cocycle rule

Dxj=hj,Dgb=Dg+λ(g)Db,Fn=⟨x1,…,xn⟩.D_{x_j}=h_j,\qquad D_{gb}=D_g+\lambda(g)D_b,\qquad\mathbb{F}_n=\langle x_1,\ldots,x_n\rangle.

After trace preservation has been established, a free-sum estimate gives two bounds for the time-one automorphism β1\beta_1 in Proposition 3.1, with w∈Fnw \in\mathbb{F}_n:

∥β1(Aj)−Aj∥≤3π∥hj∥ℓ2,∥β1(Aw)−CAw∥≤3π∥Dw−δe∥ℓ2.\lVert\beta_1(A_j)-A_j\rVert\le3\pi\lVert h_j\rVert_{\ell^2},\qquad\lVert\beta_1(A_w)-CA_w\rVert\le3\pi\lVert D_w-\delta_e\rVert_{\ell^2}.

Thus small generator coefficients keep the tuple nearly fixed, while a cocycle value near δe\delta_e makes a selected word approximate CAwCA_w.

The coefficient problem is solved in Lemma 4.1. For each m≥1m \ge1, we choose a word wmw_m with mm selected nonidentity prefixes p1,…,pmp_1,\ldots,p_m forming a free family. With hj=0h_j=0 for j≥2j \ge2, its cocycle value is Dwm=Tmh1D_{w_m}=T_mh_1, where Tm=1+∑j=1mλ(pj)T_m=1+\sum_{j=1}^{m}\lambda(p_j). An explicit Catalan moment count shows that the spectral measures of TmTm∗/mT_mT_m^\ast/m converge to a measure with no atom at zero. A truncated inverse of TmTm∗T_mT_m^\ast then gives a small ℓ2\ell^2 vector whose image under TmT_m is close to δe\delta_e. A real-symmetry argument and a final truncation give finitely supported real coefficients, as required by the polynomial flow.

A free-group basis change now yields an automorphism moving each AjA_j arbitrarily little in operator norm while making a word in the moved AjA_j’s approximate the old variable CC; this is Proposition 5.1. We iterate this step, choosing each future error budget only after the current approximating word has been fixed. The first nn coordinates converge in norm, so their joint Haar distribution persists. The complementary coordinate may vary at every stage. Generation is proved separately: the word algebra of the limiting tuple is dense in the ambient tracial L2L^2 space, and the trace-preserving conditional expectation then identifies its von Neumann closure with the entire factor.

The analytic and algebraic ingredients have established predecessors. Voiculescu’s cyclomorphy theorem exponentiates trace-preserving polynomial vector fields on algebraically free self-adjoint generators [16], Theorem 3.8]. Our flow uses Haar unitaries and a fixed bounded logarithm, so the descent through their relations is proved directly from moments. Guionnet and Shlyakhtenko’s free monotone transport constructs isomorphisms by analytic changes of variables for suitable perturbations of semicircular systems [6]; the present argument uses small automorphisms and an iteration that changes the size of a generating tuple. The cocycle product rule is the coefficient form of Fox’s free differential calculus [4], §1, equation (1.2)′]. The support-independent norm estimate for free sums uses the creation, annihilation, and diagonal decomposition underlying reduced-free-product Khintchine inequalities [12], §2]. We give the estimates and moment arguments needed here in full.

A recent preprint of Shlyakhtenko announces identifications of specified Fuchsian group factors with interpolated free group factors [13]. Its main construction finds a free complement to a commutator inside L(F2)L(\mathbb{F}_2), using finite automorphisms and a limiting generation argument. In both constructions the limiting distribution and the generation of the ambient algebra require separate attention. Here the small-cocycle estimate enables absorption of an additional free generator, and the adaptive error budgets preserve the approximations needed for generation. No result from that preprint is used below.

Section 2 supplies the free-probability and representation facts used in the construction. Sections 3 and 4 construct the automorphisms and their coefficients, and Section 5 carries out the limiting argument. Section 6 proves Theorem 1.2 and its classical consequences. Section 7 proves the generator dependence of free entropy dimensions.

Tracial preliminaries and a free-sum estimate

Throughout, (M,τ)(M,\tau) is a von Neumann algebra with faithful normal tracial state. We write

∥x∥2=τ(x∗x)1/2,∥x∥=operator norm of x.\lVert x\rVert_2=\tau(x^*x)^{1/2},\qquad\lVert x\rVert=\text{operator norm of }x.

The Hilbert space completion of MM in ∥⋅∥2\lVert\cdot\rVert_2 is L2(M,τ)L^2(M,\tau), with inner product ⟨x,y⟩=τ(y∗x)\langle x,y\rangle=\tau(y^*x), linear in the first variable. Left multiplication gives its faithful normal representation of MM. A ∗*-isomorphism is a bijective complex-linear map preserving multiplication and adjoints. A linear map between von Neumann algebras is normal if it is ultraweakly continuous. We use standard finite von Neumann algebra facts, including bounded Borel functional calculus, Kaplansky density, and the trace-preserving conditional expectation onto a von Neumann subalgebra. The expectation extends to the orthogonal projection of L2(M,τ)L^2(M,\tau) onto the subalgebra’s L2L^2 space. Section 6 recalls the amplification convention separately.

A family (Bi)i∈I(B_i)_{i\in I} of unital subalgebras is free if, for every integer r≥1r\ge1 and every choice of elements satisfying the conditions below,

τ(b1⋯br)=0whenever bj∈Bij,τ(bj)=0,ij≠ij+1 (1≤j<r).\tau(b_1\cdots b_r)=0\quad\text{whenever }b_j\in B_{i_j},\quad\tau(b_j)=0,\quad i_j\ne i_{j+1}\ (1\le j<r).

Freeness of unital ∗*-algebras passes to their generated von Neumann algebras. Indeed, bounded strong approximation gives bounded L2L^2 approximation in a finite tracial algebra; telescoping a product shows continuity of its trace under such approximations. Centering the approximants proves the assertion. Freeness also persists when disjoint collections of the free components are grouped: their algebraic spans consist of scalars and reduced products of centered elements, and the same definition applies to the resulting reduced products.

Haar tuples and normal isomorphisms

Definition 2.1. A freely generating Haar dd-tuple in MM is a tuple of unitaries U=(U1,…,Ud)U=(U_1,\ldots,U_d) such that W∗(U)=MW^*(U)=M and

τ(Ug)=0(g∈Fd∖{e}).\tau(U_g)=0 \qquad(g\in\mathbb{F}_d\setminus\{e\}).

Here UgU_g is the evaluation of the reduced group word gg in UU, with inverse letters evaluated as adjoints.

Lemma 2.2 (Identification by a generating Haar tuple). For a freely generating Haar dd-tuple UU in MM, the assignment λ(xj)↦Uj\lambda(x_j)\mapsto U_j extends to a unital normal trace-preserving ∗*-isomorphism L(Fd)→ML(\mathbb{F}_d)\to M.

Proof. The vectors UgU_g, indexed by g∈Fdg\in\mathbb{F}_d, are orthonormal because τ(Uh∗Ug)=τ(Uh−1g)=1g=h\tau(U_h^*U_g)=\tau(U_{h^{-1}g})=1_{g=h}. They span L2(M,τ)L^2(M,\tau). To see this, let η\eta be orthogonal to their span. Choose ηm∈M\eta_m\in M converging to η\eta in L2L^2. The normal functionals fm(x)=τ(ηm∗x)f_m(x)=\tau(\eta_m^*x) converge in norm to f(x)=⟨x,η⟩f(x)=\langle x,\eta\rangle, since ∥fm−f∥M∗≤∥ηm−η∥2\|f_m-f\|_{M^*}\leq\|\eta_m-\eta\|_2. The space M∗M_* of normal linear functionals is norm closed in M∗M^*, so ff is normal. It vanishes on the ultraweakly dense word algebra and therefore on all of MM. Thus η=0\eta=0.

Consequently the map V:ℓ2(Fd)→L2(M,τ)V:\ell^2(\mathbb{F}_d)\to L^2(M,\tau) with Vδg=UgV\delta_g=U_g is unitary. It intertwines λ(xj)\lambda(x_j) with left multiplication by UjU_j. Conjugation by VV identifies their double commutants. The double commutant on the right is the faithful normal left representation of W∗(U)=MW^*(U)=M, so this spatial identification gives the claimed isomorphism. It preserves the trace because Vδe=1V\delta_e=1. □

In particular, two freely generating Haar tuples of the same size in MM are related by a normal trace-preserving automorphism. The component algebras of a Haar tuple are free: expanding centered Laurent polynomials reduces the assertion to the nonidentity group-word trace, and bounded approximation gives freeness of the von Neumann closures.

For completeness, L(Fd)L(\mathbb{F}_d) is a II1\mathrm{II}_1 factor for d≥2d\geq2. Its canonical trace is τ(x)=⟨xδe,δe⟩\tau(x)=\langle x\delta_e,\delta_e\rangle, which is faithful and normal. Every nonidentity reduced word has infinitely many distinct conjugates: choose a letter aa whose powers cause no cancellation at either end of akga−ka^kga^{-k}. At most two of the 2d2d letters are excluded, and the reduced lengths then tend to infinity. Fourier coefficients of a central element are constant on conjugacy classes and form an ℓ2\ell^2 vector, so every coefficient off the identity vanishes. Faithfulness of the tracial representation implies that the center consists of scalars. The infinitely many orthonormal group unitaries show that the factor is infinite-dimensional.

Conjugates of a bounded logarithm

Fix a freely generating Haar tuple (A1,…,An,C)(A_1,\ldots,A_n,C), let Γ=Fn\Gamma=\mathbb{F}_n, and write AgA_g for the word in the first nn variables indexed by g∈Γg\in\Gamma. Put

S=arg⁡(C),Sg=AgSAg∗(g∈Γ).(1)S=\arg(C),\qquad S_g=A_gSA_g^*\quad(g\in\Gamma). \tag*{(1)}

where the argument takes values in (−π,π](-\pi,\pi]. The bounded Borel functional calculus for normal operators defines this logarithm in W∗(C)W^*(C); see [7], Theorem 7.1. Since the spectral distribution of CC is uniform on the circle,

S=S∗,∥S∥≤π,τ(S)=0,eiS=C,W∗(S)=W∗(C).S=S^*,\qquad\|S\|\leq\pi,\qquad\tau(S)=0,\qquad e^{iS}=C,\qquad W^*(S)=W^*(C).

Lemma 2.3 (Freeness of the conjugate components). The algebras AgW∗(C)Ag∗A_gW^*(C)A_g^*, g∈Γg\in\Gamma, form a free family. In particular, each SgS_g is free from the von Neumann algebra generated by all SbS_b with $b\ne g. Proof. Consider a product of centered elements AgjcjAgj∗A_{g_j}c_jA_{g_j}^{*}, with cj∈W∗(C)c_j \in W^{*}(C) and gj≠gj+1g_j \ne g_{j+1}. Cyclicity of the trace rewrites its trace as

τ(c1Ag1−1g2c2⋯Agr−1−1grcrAgr−1g1).\tau\left(c_1A_{g_1^{-1}g_2}c_2\cdots A_{g_{r-1}^{-1}g_r}c_rA_{g_r^{-1}g_1}\right).

All interior group elements are nonidentity and hence centered. If the last group element is the identity, omit it; otherwise it too is centered. Freeness of W∗(A1,…,An)W^{*}(A_1,\ldots,A_n) and W∗(C)W^{*}(C) makes the displayed trace zero. For a single factor this is simply τ(c1)=0\tau(c_1)=0. The assertion about the other components follows by grouping free subalgebras.

For a monomial in AjA_j, Aj∗A_j^{*} and SS, define its label as the product in Γ\Gamma of its group symbols, read in order with each occurrence of SS ignored.

Lemma 2.4 (Group labels and traces). A monomial with nonidentity label has trace zero. A monomial with identity label can be expressed as a product of variables SgS_g (or as the constant 1).

Proof. For the first assertion, combine consecutive group symbols and consecutive powers of SS. Remove identity group factors. Split each polynomial in SS into its scalar trace and a centered part. A term with all alternating factors centered has trace zero by freeness of the group algebra and W∗(S)W^{*}(S). Removing a scalar factor permits a reduction to fewer alternating factors, without changing the total group label. Induction on the number of factors ends with either a centered alternating product or a single group element whose label remains nonidentity. Both have trace zero.

For the second assertion, successively use AgS=SgAgA_gS=S_gA_g to move every group factor to the right. The final group factor is exactly the label, and is therefore 1.

A bound independent of support size

For a finitely supported real function kk on Γ\Gamma, set

s(k)=∑g∈Γk(g)Sg.s(k)=\sum_{g\in\Gamma} k(g)S_g.

The coefficient norm ∥k∥ℓ2\|k\|_{\ell^2} below is distinguished from the tracial L2L^2 norm ∥⋅∥2\|\cdot\|_2 of operators. The next estimate uses the creation, annihilation, and diagonal decomposition underlying free-product Khintchine inequalities; see Ricard and Xu [12], Section 2, Lemmas 2.1–2.3 and Corollary 2.4. We include the scalar self-adjoint argument to give an explicit constant independent of the number of summands.

Lemma 2.5 (Norm of a free sum). *For every such kk,

∥s(k)∥≤K∥k∥ℓ2,K=3π.(2)\|s(k)\|\le K\|k\|_{\ell^2},\qquad K=3\pi. \tag*{(2)}

Proof. We prove the more general bound

∥∑jzj∥≤2(∑j∥zj∥22)1/2+max⁡j∥zj∥(3)\left\|\sum_j z_j\right\|\le2\left(\sum_j\|z_j\|_2^2\right)^{1/2}+\max_j\|z_j\| \tag*{(3)}

for a finite free family of subalgebras and centered self-adjoint zjz_j in the respective components. Work in the tracial L2L^2 space of their generated algebra. Freeness identifies this space with the orthogonal sum of the scalar vector and the reduced centered tensor spaces, whose successive component indices are different. To check the identification, take inner products of reduced centered words. If the two letters at the joining point belong to different components, freeness gives zero. If they belong to the same component, split their product into its trace and its centered part; the latter again has zero contribution, while the scalar term shortens both words. Iteration gives orthogonality for different index sequences and the tensor-product inner product for matching sequences. The reduced word span is dense by the argument used in Lemma 2.2.

Let PjP_j project onto the reduced tensors beginning with component jj, and let LzjL_{z_j} denote left multiplication. On (1−Pj)L2(1-P_j)L^2, multiplication prefixes zjz_j, so

Bj=PjLzj(1−Pj),∥Bj∥≤∥zj∥2.B_j=P_jL_{z_j}(1-P_j),\qquad\lVert B_j\rVert\leq\lVert z_j\rVert_2.

The ranges of the BjB_j are orthogonal. For every vector ξ\xi this gives

∥∑jBjξ∥2=∑j∥Bjξ∥2≤(∑j∥zj∥22)∥ξ∥2.\left\lVert\sum_j B_j\xi\right\rVert^2=\sum_j\lVert B_j\xi\rVert^2\leq\left(\sum_j\lVert z_j\rVert_2^2\right)\lVert\xi\rVert^2.

The blocks in the opposite direction are Bj∗B_j^*, because zjz_j is self-adjoint. The block (1−Pj)Lzj(1−Pj)(1-P_j)L_{z_j}(1-P_j) is zero. The remaining diagonal blocks PjLzjPjP_jL_{z_j}P_j act on mutually orthogonal subspaces; their sum has norm at most max⁡j∥zj∥\max_j\lVert z_j\rVert. Summing these three parts proves (3), since the left representation is faithful.

Apply this bound to zg=k(g)Sgz_g=k(g)S_g. Both ∥Sg∥2\lVert S_g\rVert_2 and ∥Sg∥\lVert S_g\rVert are at most π\pi, and max⁡g∣k(g)∣≤∥k∥ℓ2\max_g\lvert k(g)\rvert\leq\lVert k\rVert_{\ell^2}. This proves (2).

Trace-preserving polynomial flows

Voiculescu’s exponentiation theorem turns trace-preserving polynomial vector fields on algebraically free self-adjoint generators into one-parameter automorphism groups [16]. We prove the version needed here directly for Haar unitaries and a fixed bounded logarithm. The proof treats the unitary relations explicitly and derives preservation of all evaluated relations from moment invariance.

Retain the notation of Section 2. Thus (A1,…,An,C)(A_1,\ldots,A_n,C) is a freely generating Haar tuple in the finite tracial von Neumann algebra (M,τ)(M,\tau), Γ=Fn=⟨x1,…,xn⟩\Gamma=F_n=\langle x_1,\ldots,x_n\rangle, and

S=arg⁡(C),Sg=AgSAg∗,s(k)=∑g∈Γk(g)Sg.S=\arg(C),\qquad S_g=A_gSA_g^*,\qquad s(k)=\sum_{g\in\Gamma}k(g)S_g.

Write R(Γ)\mathbb{R}^{(\Gamma)} for the finitely supported real functions on Γ\Gamma, and let δe∈ℓ2(Γ)\delta_e\in\ell^2(\Gamma) be the unit vector at the identity. All coefficient vectors used in this section are finitely supported. The left regular action on them is (λ(g)k)(b)=k(g−1b)(\lambda(g)k)(b)=k(g^{-1}b).

Choose real coefficient vectors h1,…,hnh_1,\ldots,h_n. There is a unique cocycle D:Γ→R(Γ)D:\Gamma\to\mathbb{R}^{(\Gamma)} satisfying

Dxj=hj,D(gb)=Dg+λ(g)Db.(4)D x_j=h_j,\qquad D(gb)=Dg+\lambda(g)Db. \tag*{(4)}

Indeed, set Dxj−1=−λ(xj−1)hjD x_j^{-1}=-\lambda(x_j^{-1})h_j and define the value on a word by summing the shifted values of its letters. The two terms associated with an adjacent inverse pair cancel, so the definition respects reduction. The cocycle identity and uniqueness follow.

The next proposition turns small ℓ2\ell^2 norms of the hjh_j into small operator-norm displacements of the generators. For a word w∈Γw\in\Gamma, a small ∥Dw−δe∥ℓ2\lVert Dw-\delta_e\rVert_{\ell^2} also makes the time-one image of AwA_w close to CAwCA_w.

Proposition 3.1 (Polynomial flow and displacement bounds). There is a one-parameter group (βt)t∈R(\beta_t)_{t\in\mathbb{R}} of unital trace-preserving normal ∗*-automorphisms of MM that fixes SS and whose restriction to

B=C∗(A1,…,An,S)B=C^*(A_1,\ldots,A_n,S)

is point-norm continuous. Writing Aj(t)=βt(Aj)A_j(t)=\beta_t(A_j) and evaluating group words at this tuple, the paths satisfy

ddtAj(t)=ist(hj)Aj(t),st(k)=∑g∈Γk(g)Ag(t)SAg(t)∗,Aj(0)=Aj.(5)\frac{d}{dt}A_j(t)=\mathrm{i}s_t(h_j)A_j(t),\qquad s_t(k)=\sum_{g\in\Gamma}k(g)A_g(t)SA_g(t)^*,\qquad A_j(0)=A_j. \tag*{(5)}

The derivatives here are in operator norm. With K=3πK=3\pi as in (2), for every t∈Rt\in\mathbb{R},

∥βt(Aj)−Aj∥≤∣t∣K∥hj∥ℓ2,(6)\|\beta_t(A_j)-A_j\|\leq|t|K\|h_j\|_{\ell_2}, \tag*{(6)}
∥βt(Aw)−exp⁡(itS)Aw∥≤∣t∣K∥Dw−δe∥ℓ2(w∈Γ).(7)\|\beta_t(A_w)-\exp(\mathrm{i}tS)A_w\|\leq|t|K\|D_w-\delta_e\|_{\ell_2}\qquad(w\in\Gamma). \tag*{(7)}

In particular, at t=1t=1 the target in (7) is CAwCA_w.

We first establish a trace identity on a formal polynomial algebra. This will prove invariance along the actual flow without assuming freeness of the evolving tuple.

The formal derivation and its trace identity

Let P\mathcal{P} be the complex unital ∗*-algebra generated by unitaries a1,…,ana_1,\ldots,a_n and a self-adjoint symbol zz, subject only to these unitary and self-adjoint relations. Put

zg=agzag∗,σ(k)=∑gk(g)zg.z_g=a_gza_g^*,\qquad\sigma(k)=\sum_g k(g)z_g.

Here aga_g is the group word in the formal unitaries. Evaluation at (A1,…,An,S)(A_1,\ldots,A_n,S) defines a ∗*-homomorphism ev⁡0:P→B\operatorname{ev}_0:\mathcal{P}\to B; we make no assumption about its kernel.

Define a complex-linear derivation by the rules

δz=0,δaj=iσ(hj)aj,δaj∗=−iaj∗σ(hj).(8)\delta z=0,\qquad\delta a_j=\mathrm{i}\sigma(h_j)a_j,\qquad\delta a_j^*=-\mathrm{i}a_j^*\sigma(h_j). \tag*{(8)}

These rules define a ∗*-derivation on P\mathcal{P}. The reality of hjh_j makes σ(hj)\sigma(h_j) self-adjoint, so the rules respect adjoints. They also respect the defining unitary relations: for example,

δ(aj∗aj)=−iaj∗σ(hj)aj+iaj∗σ(hj)aj=0,\delta(a_j^*a_j)=-\mathrm{i}a_j^*\sigma(h_j)a_j+\mathrm{i}a_j^*\sigma(h_j)a_j=0,

and the calculation for ajaj∗a_ja_j^* is the same. The identity agσ(k)ag∗=σ(λ(g)k)a_g\sigma(k)a_g^*=\sigma(\lambda(g)k) and the cocycle rule give

δag=iσ(Dg)ag,δzg=i[σ(Dg),zg].(9)\delta a_g=\mathrm{i}\sigma(D_g)a_g,\qquad\delta z_g=\mathrm{i}[\sigma(D_g),z_g]. \tag*{(9)}

For instance, multiplying the formulas for gg and bb gives the formula for gbgb with coefficient Dg+λ(g)DbD_g+\lambda(g)D_b; inverse letters are covered by the unitary relations.

Lemma 3.2 (Universal initial trace identity). For every p∈Pp\in\mathcal{P} and every integer r≥1r\geq1,

τ(ev⁡0(δrp))=0.(10)\tau\bigl(\operatorname{ev}_0(\delta^r p)\bigr)=0. \tag*{(10)}

Proof. First take r=1r=1. Give a monomial its group label by ignoring each occurrence of zz and multiplying the remaining group symbols in order. Each term of σ(k)\sigma(k) has label ee. The replacement rules (8) consequently preserve a monomial’s label term by term. If that label is nonidentity, Lemma 2.4 makes every evaluated derivative term have trace zero.

An identity-label monomial is a polynomial in the zgz_g. To see this algebraically, repeatedly use agz=zgaga_gz=z_ga_g to move group factors to the right; the final group factor is the identity. Because these are identities in P\mathcal{P} and δ\delta is a derivation on that algebra, differentiating this rewriting gives the same result as differentiating the original monomial. It is therefore enough to consider p=F(zg:g∈I)p=F(z_g:g\in I), with I⊂ΓI\subset\Gamma finite and FF a noncommutative polynomial.

For a fixed g∈Ig\in I, remove the commuting own-variable term from the commutator in (9). Its evaluated direction is

ev⁡0(δzg)=i[Yg,Sg],Yg=∑b≠gDg(b)Sb.\operatorname{ev}_0(\delta z_g)=\mathrm{i}[Y_g,S_g],\qquad Y_g=\sum_{b\ne g}D_g(b)S_b.

The element YgY_g is a bounded self-adjoint in Bg=W∗(Sb:b≠g)B_g=W^*(S_b:b\ne g), and W∗(Sg)W^*(S_g) is free from BgB_g by Lemma 2.3.

We use the following direct consequence of freeness. If a unital subalgebra A\mathcal{A} is free from a unital subalgebra B\mathcal{B} and U∈BU\in\mathcal{B} is unitary, then UAU∗U\mathcal{A}U^* is free from B\mathcal{B}. Indeed, conjugating an alternating product of centered elements from these two algebras by U∗U^* gives an alternating product of centered elements from A\mathcal{A} and B\mathcal{B}: a fixed centered b∈Bb\in\mathcal{B} becomes U∗bUU^*bU, which is still centered in B\mathcal{B}. Its trace is zero. Conjugation preserves the marginal law of each element of A\mathcal{A}. Since freeness determines mixed moments from the marginal laws, it follows that replacing SgS_g by USgU∗US_gU^* preserves its joint law with any fixed collection of elements of BgB_g.

Apply this observation with U=exp⁡(iuYg)U=\exp(\mathrm{i}uY_g) for real uu. The scalar function obtained by replacing every occurrence of SgS_g in FF by exp⁡(iuYg)Sgexp⁡(−iuYg)\exp(\mathrm{i}uY_g)S_g\exp(-\mathrm{i}uY_g) and leaving all other variables fixed has constant trace. Its derivative at zero is the trace of the sum over those occurrences with the direction i[Yg,Sg]\mathrm{i}[Y_g,S_g] inserted. Sum these zero derivatives over g∈Ig\in I. The product rule and (9) identify the sum exactly with τ(ev⁡0(δp))\tau(\operatorname{ev}_0(\delta p)), proving the case r=1r=1. Linearity handles arbitrary finite sums of monomials.

The result just proved is the identity τ∘ev⁡0∘δ=0\tau\circ\operatorname{ev}_0\circ\delta=0 on all of P\mathcal{P}. Since δ\delta maps finite polynomials to finite polynomials, applying it to δr−1p\delta^{r-1}p proves (10). In this application every derivative of every coefficient polynomial is included. The auxiliary conjugations above are used only to compute a first variation at the initial tuple; they need neither lift to motions of the aja_j nor be jointly integrated. □\square

Global solutions and actual moment invariance

We now solve the polynomial equation globally in BB and use analyticity to turn the initial trace identity into moment invariance. For a tuple X=(X1,…,Xn)X=(X_1,\ldots,X_n), let XgX_g denote the reduced group word evaluated in a ∗*-algebra using adjoints for inverse letters. This notation defines a polynomial even for nonunitary tuples, so the right side of (5) defines the finite polynomial vector field

Vj(X)=iHj(X)Xj,Hj(X)=∑ghj(g)XgSXg∗.\mathcal{V}_j(X)=\mathrm{i}H_j(X)X_j,\qquad H_j(X)=\sum_g h_j(g)X_gSX_g^*.

Lemma 3.3 (Global solvability in a generated subalgebra). Let EE be any closed unital C∗C^*-subalgebra of MM containing SS, and let V1,…,VnV_1,\ldots,V_n be unitaries in EE. The equation X′=V(X)X'=\mathcal{V}(X) with X(0)=VX(0)=V has a unique global solution in EnE^n that is smooth in norm, and all its coordinates remain unitary.

Proof. Regard EnE^n, with its maximum norm, as a real Banach space. Adjunction is bounded and real-linear, so V\mathcal{V} is a finite smooth polynomial map. Its norm and its Lipschitz constant are bounded on every fixed bounded ball. Picard iteration on a sufficiently short interval gives a unique local solution; repeated differentiation makes it smooth.

Each Hj(X)H_j(X) is self-adjoint, even before unitarity is known. Along a local solution,

ddt(Xj∗Xj)=−iXj∗Hj(X)Xj+iXj∗Hj(X)Xj=0.\frac{d}{dt}(X_j^*X_j)=-iX_j^*H_j(X)X_j+iX_j^*H_j(X)X_j=0.

Thus Xj∗Xj=1X_j^*X_j=1. Such an isometry is unitary in MM: the projection 1−XjXj∗1-X_jX_j^* has trace 1−τ(Xj∗Xj)=01-\tau(X_j^*X_j)=0, and faithfulness makes it zero. This equality also holds in EE, so ∥Xj∥=1\lVert X_j\rVert=1 throughout the local solution.

On this unitary trajectory,

∥Xj′∥≤∥S∥∑g∣hj(g)∣.\lVert X_j'\rVert\leq\lVert S\rVert\sum_g\lvert h_j(g)\rvert.

If a maximal interval had a finite endpoint, this bounded derivative would make the tuple norm-Cauchy as time approached that endpoint. Its limit lies in the closed algebra EE and is again a unitary tuple. Local existence at the limit continues the solution, a contradiction. The same argument applies at either endpoint, giving a global solution. Uniqueness follows from local uniqueness on overlapping intervals. This continuation uses completeness and bounded derivative, not compactness of a bounded ball.

Apply Lemma 3.3 in E=BE=B with initial tuple AA. Let A(t)A(t) be its solution and let ev⁡t:P→B\operatorname{ev}_t:\mathcal{P}\to B evaluate the formal generators at A(t),SA(t),S. Unitarity makes this a well-defined evaluation on the formal algebra for each tt.

Lemma 3.4 (Moment invariance). For every p∈Pp\in\mathcal{P} and t∈Rt\in\mathbb{R},

τ(ev⁡t(p))=τ(ev⁡0(p)).(11)\tau(\operatorname{ev}_t(p))=\tau(\operatorname{ev}_0(p)). \tag*{(11)}

Proof. The differential equation and the product rule give, for every integer r≥0r\geq0,

drdtrev⁡t(p)=ev⁡t(δrp).(12)\frac{d^r}{dt^r}\operatorname{ev}_t(p)=\operatorname{ev}_t(\delta^r p). \tag*{(12)}

We verify that these derivatives give an actual convergent Taylor expansion for the trace. Choose fixed polynomial representatives for the derivatives of the formal letters in eq:5. There are constants J≥1J\geq1 and B1≥1B_1\geq1 such that replacing any one letter by its derivative increases monomial length by at most JJ and produces total absolute coefficient sum at most B1B_1. These constants are finite because the hjh_j have finite support. If a representative of pp has degree at most ll, where l≥1l\geq1, and total absolute coefficient sum b0b_0, repeated replacement gives a representative of δrp\delta^r p with degree at most l+rJl+rJ and coefficient sum at most

b0B1r∏v=0r−1(l+vJ).b_0B_1^r\prod_{v=0}^{r-1}(l+vJ).

Let R=max⁡(1,∥S∥)R=\max(1,\lVert S\rVert). All the evaluated group letters are unitary, so (3.9) implies, uniformly for real tt,

1r!∥drdtrev⁡t(p)∥≤b0Rl(B1RJ)r∏v=0r−1(l+vJ)r!≤b0Rl[B1RJ(l+J)]r.(13)\frac{1}{r!}\left\lVert\frac{d^r}{dt^r}\operatorname{ev}_t(p)\right\rVert \leq b_0R^l\frac{(B_1R^J)^r\prod_{v=0}^{r-1}(l+vJ)}{r!} \leq b_0R^l[B_1R^J(l+J)]^r. \tag*{(13)}

The last inequality uses l+vJ≤(l+J)(v+1)l+vJ\le(l+J)(v+1).

Set fp(t)=τ(ev⁡t(p))f_p(t)=\tau(\operatorname{ev}_t(p)) and cp=B1Rl(l+J)c_p=B_1R^l(l+J). The integral form of Taylor’s remainder and (13) bound the remainder after degree rr at increment uu by b0Rl(cp∣u∣)r+1b_0R^l(c_p|u|)^{r+1}. Consequently fpf_p is real-analytic near every real time, with positive radius at least cp−1c_p^{-1}. By Lemma 3.2, all its positive-order derivatives at zero vanish. It is constant near zero and hence, by real-analytic continuation on the connected line R\mathbb{R}, constant everywhere.

The constants here may depend on the fixed field and on pp. No radius common to all polynomials or to different choices of the hjh_j is required. The bounds used only unitarity of the solution and boundedness of SS; freeness at positive times has not been assumed.

Surjectivity, normal extension, and estimates

Proof of Proposition 3.1. For a fixed real tt, polynomial evaluation defines a map

φt:ev⁡0(P)⟶B,φt(ev⁡0(p))=ev⁡t(p).\varphi_t:\operatorname{ev}_0(\mathcal{P})\longrightarrow B,\qquad\varphi_t(\operatorname{ev}_0(p))=\operatorname{ev}_t(p).

This is well defined. If ev⁡0(p)=0\operatorname{ev}_0(p)=0, then (11) applied to p∗pp^*p gives

τ(ev⁡t(p)∗ev⁡t(p))=0.\tau\bigl(\operatorname{ev}_t(p)^*\operatorname{ev}_t(p)\bigr)=0.

so faithfulness implies ev⁡t(p)=0\operatorname{ev}_t(p)=0. Thus any additional relations at the evaluated initial tuple are respected as a consequence of actual moment invariance. The map is unital, complex-linear, multiplicative, and adjoint-preserving because formal evaluation has those properties.

For an element bb of a finite von Neumann algebra with faithful tracial state,

∥b∥=lim⁡k→∞τ((b∗b)k)1/(2k).\lVert b\rVert=\lim_{k\to\infty}\tau\bigl((b^*b)^k\bigr)^{1/(2k)}.

For completeness, the upper bound is immediate; for the lower bound, every nonzero spectral projection of b∗bb^*b sufficiently near its norm has positive trace by faithfulness. Applying (11) to (p∗p)k(p^*p)^k therefore shows that φt\varphi_t is isometric. It extends uniquely to a trace-preserving isometric ∗*-homomorphism on BB, with range

Bt=C∗(A1(t),…,An(t),S).B_t=C^*(A_1(t),\ldots,A_n(t),S).

Indeed, its range is closed and is the norm closure of the polynomials in these time-tt generators.

We next prove Bt=BB_t=B, which establishes surjectivity. Apply Lemma 3.3 inside BtB_t to the initial tuple A(t)A(t), using the same fixed element SS and the same polynomial field. Its global solution, viewed in MM, must be u↦A(t+u)u\mapsto A(t+u) by uniqueness. At u=−tu=-t it recovers the original tuple. Thus every AjA_j belongs to BtB_t, and SS already belongs to BtB_t, giving B⊆BtB\subseteq B_t. The forward construction gives the reverse inclusion. Hence φt\varphi_t is a C∗C^*-automorphism of BB fixing SS.

Since exp⁡(iS)=C\exp(iS)=C, the von Neumann algebra generated by BB is MM. Its vectors are therefore dense in L2(M,τ)L^2(M,\tau), as in the density argument in Lemma 2.2. Trace preservation and surjectivity define a Hilbert-space unitary

Ut[b]=[φt(b)](b∈B)U_t[b]=[\varphi_t(b)]\qquad(b\in B)

on L2(M,τ)L^2(M,\tau), fixing [1][1]. If LbL_b denotes left multiplication, then on the dense set of vectors coming from BB,

UtLbUt∗=Lφt(b)(b∈B).U_tL_bU_t^*=L_{\varphi_t(b)}\qquad(b\in B).

The faithful normal left representation identifies the von Neumann closure of L(B)L(B) with MM. Conjugation by UtU_t therefore gives a normal ∗*-automorphism βt\beta_t of MM extending φt\varphi_t. It is trace-preserving because UtU_t fixes [1][1], and it fixes SS. This normal extension is unique by ultraweak density of BB.

The maps form a one-parameter group. For fixed ss, the path t↦φs(A(t))t \mapsto\varphi_s(A(t)) satisfies the same polynomial equation, because φs\varphi_s is a bounded ∗*-homomorphism fixing SS. Its initial tuple is A(s)A(s), so uniqueness gives

φs(Aj(t))=φs(Aj(s+t)).\varphi_s(A_j(t))=\varphi_s(A_j(s+t)).

The equality on the generators and on SS yields φsφt=φs+t\varphi_s\varphi_t=\varphi_{s+t} on BB, and uniqueness of normal extension gives βsβt=βs+t\beta_s\beta_t=\beta_{s+t} on MM. Also β0\beta_0 is the identity. Norm continuity on polynomials in the generators follows from the solution paths; density and the common isometry bound extend it to point-norm continuity on BB. No point-norm continuity on arbitrary elements of MM is needed.

It remains to prove the bounds. For each finitely supported real kk,

st(k)=βt(s(k)),∥st(k)∥=∥s(k)∥≤K∥k∥ℓ2.s_t(k)=\beta_t(s(k)),\qquad\lVert s_t(k)\rVert=\lVert s(k)\rVert\le K\lVert k\rVert_{\ell^2}.

by eq:2. Integrating ∥Aj′(t)∥≤K∥hj∥ℓ2\lVert A'_j(t)\rVert\le K\lVert h_j\rVert_{\ell^2} between zero and tt proves (6).

For a fixed w∈Γw\in\Gamma, evaluation of (9) along the flow gives

ddtAw(t)=ist(Dw)Aw(t).\frac{d}{dt}A_w(t)=\mathrm{i}s_t(D_w)A_w(t).

Moreover st(δe)=Ss_t(\delta_e)=S. Direct differentiation, with the order of factors retained, yields

ddt(exp⁡(−itS)Aw(t))=iexp⁡(−itS)(st(Dw)−S)Aw(t).\frac{d}{dt}\left(\exp(-\mathrm{i}tS)A_w(t)\right) =\mathrm{i}\exp(-\mathrm{i}tS)\left(s_t(D_w)-S\right)A_w(t).

The exterior factors are unitary, so its norm is at most K∥Dw−δe∥ℓ2K\lVert D_w-\delta_e\rVert_{\ell^2}. Integrating between zero and tt and multiplying on the left by exp⁡(itS)\exp(\mathrm{i}tS) proves (7).

A small cocycle with a prescribed word value

Let n≥3n\ge3 and Γ=Fn\Gamma=\mathbb{F}_n, with free generators x1,…,xnx_1,\ldots,x_n. We use the left regular action on coefficient vectors,

(λ(g)h)(b)=h(g−1b),g,b∈Γ,(\lambda(g)h)(b)=h(g^{-1}b),\qquad g,b\in\Gamma,

and write τΓ(X)=⟨Xδe,δe⟩\tau_\Gamma(X)=\langle X\delta_e,\delta_e\rangle for the canonical trace on L(Γ)L(\Gamma). Given finitely supported real vectors h1,…,hnh_1,\ldots,h_n, let DD be the cocycle determined by

Dxj=hj,Dgb=Dg+λ(g)Db.D_{x_j}=h_j,\qquad D_{gb}=D_g+\lambda(g)D_b.

The construction in this section makes both h1h_1 and Dw−δeD_w-\delta_e small in ℓ2(Γ)\ell^2(\Gamma), with all the other generator coefficients zero. At time one, Proposition 3.1 converts these two coefficient bounds into operator-norm bounds for the generator displacement and the error between the moved word and CAwCA_w. The word ww and the support of h1h_1 are allowed to depend on the required accuracy. This coefficient rule is the cocycle form of Fox’s free differential calculus [4] [Section 1, equations (1.2)′{}', (1.5)–(1.6), and Section 2, equations (2.1)–(2.2)]: successive letters contribute their generator coefficients translated by the preceding prefix. We use that rule explicitly below.

Lemma 4.1 (Small coefficients with a prescribed word value). Let n≥3n\ge3 and η>0\eta>0. There exist a word w∈Γw\in\Gamma and a finitely supported real coefficient vector hh such that the cocycle determined by

h1=h,hj=0(2≤j≤n)h_1=h,\qquad h_j=0\quad(2\le j\le n)

satisfies

∥h∥ℓ2<η,∥Dw−δe∥ℓ2<η.(14)\lVert h\rVert_{\ell^2}<\eta,\qquad\lVert D_w-\delta_e\rVert_{\ell^2}<\eta. \tag*{(14)}

Free prefix words

For j≥1j \ge1, set

a=x1,bj=x2jx3x2−j,p0=e,pj=(ab1)⋯(abj).a=x_1,\qquad b_j=x_2^j x_3 x_2^{-j},\qquad p_0=e,\qquad p_j=(ab_1)\cdots(ab_j).

For m≥1m \ge1 also set

wm=pma,Tm=1+∑j=1mλ(pj).(15)w_m=p_m a,\qquad T_m=1+\sum_{j=1}^{m}\lambda(p_j). \tag*{(15)}

Lemma 4.2 (Free prefixes and the cocycle value). For each m≥1m \ge1, the elements p1,…,pmp_1,\ldots,p_m freely generate a free subgroup of Γ\Gamma. If h1=hh_1=h and hj=0h_j=0 for j≥2j\ge2, then

Dwm=Tmh.D_{w_m}=T_mh.

Proof. First consider a nonempty reduced word in b1,…,bmb_1,\ldots,b_m. Combining consecutive powers with the same index writes it as

bj1q1⋯bjlql,qi∈Z∖{0},ji≠ji+1.b_{j_1}^{q_1}\cdots b_{j_l}^{q_l},\qquad q_i\in\mathbb{Z}\setminus\{0\},\qquad j_i\ne j_{i+1}.

Its expansion in x2,x3x_2,x_3 is

x2j1x3q1x2j2−j1x3q2⋯x2jl−jl−1x3qlx2−jl.x_2^{j_1}x_3^{q_1}x_2^{j_2-j_1}x_3^{q_2}\cdots x_2^{j_l-j_{l-1}}x_3^{q_l}x_2^{-j_l}.

Every displayed x3x_3 power is nonzero, and each intervening x2x_2 power is nonzero. This word cannot reduce to the identity. Thus the bjb_j are a free basis of the subgroup they generate. The free product decomposition

Γ=⟨a⟩∗⟨x2,…,xn⟩\Gamma=\langle a\rangle* \langle x_2,\ldots,x_n\rangle

then shows that a,b1,…,bma,b_1,\ldots,b_m freely generate their subgroup: an alternating product of nonidentity elements from ⟨a⟩\langle a\rangle and ⟨b1,…,bm⟩\langle b_1,\ldots,b_m\rangle is also reduced in the displayed free product.

In the abstract free group on a,b1,…,bma,b_1,\ldots,b_m, the substitution fixing aa and sending each bjb_j to abjab_j has inverse given by bj↦a−1bjb_j\mapsto a^{-1}b_j, again fixing aa. Consequently

uj=abj,1≤j≤m,u_j=ab_j,\qquad1\le j\le m,

form a free family. On the abstract free group with free basis u1,…,umu_1,\ldots,u_m, define two endomorphisms by

φ(uj)=u1⋯uj,ψ(u1)=u1,ψ(uj)=uj−1−1uj(j≥2).\varphi(u_j)=u_1\cdots u_j,\qquad\psi(u_1)=u_1,\qquad\psi(u_j)=u_{j-1}^{-1}u_j\quad(j\ge2).

For every jj, cancellation gives

ψφ(uj)=u1(u1−1u2)⋯(uj−1−1uj)=uj,\psi\varphi(u_j)=u_1(u_1^{-1}u_2)\cdots(u_{j-1}^{-1}u_j)=u_j,
φψ(uj)=(u1⋯uj−1)−1(u1⋯uj)=uj(j≥2),\varphi\psi(u_j)=(u_1\cdots u_{j-1})^{-1}(u_1\cdots u_j)=u_j\quad(j\ge2),

and the second identity also holds for j=1j=1. Thus φ\varphi and ψ\psi are inverse automorphisms. Since pj=u1⋯ujp_j=u_1\cdots u_j, this proves the assertion about the pjp_j.

For the cocycle assertion, the inverse rule Dxj−1=−λ(xj−1)DxjD_{x_j^{-1}}=-\lambda(x_j^{-1})D_{x_j} shows that DD vanishes on the subgroup generated by x2,…,xnx_2,\ldots,x_n. In particular, Dbj=0D_{b_j}=0. The positive occurrences of aa in wmw_m have respective prefixes p0,p1,…,pmp_0,p_1,\ldots,p_m, and there are no other occurrences of aa or a−1a^{-1}. Applying the cocycle identity successively therefore gives

Dwm=∑j=0mλ(pj)h=Tmh.D_{w_m}=\sum_{j=0}^{m}\lambda(p_j)h=T_mh.

The spectral measures of the prefix sums

Put

Qm=TmTm∗,μm(B)=τΓ(1B(Qm/m))Q_m = T_m T_m^*, \qquad\mu_m(B) = \tau_\Gamma\left(1_B(Q_m/m)\right)

for Borel sets B⊆[0,∞)B \subseteq[0,\infty). These are probability measures by the spectral theorem and the normalization of τΓ\tau_\Gamma.

We seek a small vector hh with TmhT_m h close to δe\delta_e. The spectral limit below has no atom at zero. It will let us choose a small fixed cutoff in the normalized spectrum and then make mm large enough that the discarded projection has small trace. On the remaining spectrum, the inverse of QmQ_m has norm at most a fixed constant times m−1m^{-1}. The inverse bound controls the coefficient norm, while the discarded trace controls the approximation error. The Catalan count below is the moment calculation associated with circular systems in Voiculescu’s free-probability framework; see [14] and [15]. We give the word count and the normalization of the limiting density explicitly.

Lemma 4.3 (Spectral limit of the prefix sums). The measures μm\mu_m converge weakly to the probability measure

dν(x)=12π4−xx 1(0,4)(x) dx.d\nu(x) = \frac{1}{2\pi}\sqrt{\frac{4-x}{x}}\,1_{(0,4)}(x)\,dx.

In particular, ν({0})=0\nu(\{0\})=0.

Proof. Write Vj=λ(pj)V_j=\lambda(p_j) and V0=1V_0=1. Lemma 4.2 implies that a word in V1,…,VmV_1,\ldots,V_m and their inverses has trace one if its word in these free symbols reduces to the identity, and trace zero otherwise. This trace rule applies inside the given regular representation. Indeed, for H=⟨p1,…,pm⟩H=\langle p_1,\ldots,p_m\rangle, the spaces ℓ2(Ht)\ell^2(Ht), as HtHt ranges over the right cosets of HH, are reducing copies of the left regular representation of HH. The vector δe\delta_e lies in the copy ℓ2(H)\ell^2(H). Its vector state therefore agrees with the canonical trace of HH on polynomials and on the spectral projections under consideration.

Fix an integer r≥1r\ge1. Expanding QmrQ_m^r gives

τΓ(Qmr)=∑i1,…,i2r∈{0,…,m}τΓ(Vi1Vi2∗⋯Vi2r−1Vi2r∗).\tau_\Gamma(Q_m^r)=\sum_{i_1,\ldots,i_{2r}\in\{0,\ldots,m\}}\tau_\Gamma\left(V_{i_1}V_{i_2}^*\cdots V_{i_{2r-1}}V_{i_{2r}}^*\right).

Each summand is zero or one. In a summand equal to one, every nonzero index used must occur at least twice, since a generator occurring only once cannot disappear under free reduction. There are therefore at most rr distinct nonzero indices.

If exactly rr distinct nonzero indices occur, all 2r2r positions are nonidentity and each index occurs exactly twice. The two occurrences have opposite exponents, as follows already by abelianizing the identity word. Pair the two positions with the same index. This matching is unique for the chosen word. A sequence of adjacent inverse cancellations produces a noncrossing matching: a pair deleted after other pairs can only enclose pairs already deleted, and two deleted pairs cannot cross. Conversely, a noncrossing matching with opposite exponents at its endpoints reduces to the identity by deleting an innermost pair and proceeding by induction. Every noncrossing perfect matching of {1,…,2r}\{1,\ldots,2r\} has opposite parity at the two endpoints of each pair. To see this, the positions strictly inside that pair must be matched among themselves, so their number is even. The signs in (4.7) alternate; therefore every noncrossing perfect matching has the required opposite signs.

The number of noncrossing perfect matchings is

Cat⁡r=1r+1(2rr).\operatorname{Cat}_r=\frac{1}{r+1}\binom{2r}{r}.

For completeness, splitting a matching at the partner of its first position gives the recurrence c0=1c_0=1 and cr=∑j=0r−1cjcr−1−jc_r=\sum_{j=0}^{r-1}c_jc_{r-1-j}. Its formal generating series satisfies C(z)=1+zC(z)2C(z)=1+zC(z)^2, so the solution with constant term one is (1−1−4z)/(2z)(1-\sqrt{1-4z})/(2z); the binomial expansion gives the displayed coefficient Cat⁡r\operatorname{Cat}_r. For each matching, labeling its rr pairs with distinct indices from {1,…,m}\{1,\ldots,m\} gives

(m)r=m(m−1)⋯(m−r+1)(m)_r=m(m-1)\cdots(m-r+1)

choices, with the value zero when m<rm<r. Ordering the pairs by their first endpoints makes this count unambiguous, and the uniqueness of the equal-index matching prevents double counting. Thus the contribution from exactly rr distinct indices is Cat⁡r(m)r\operatorname{Cat}_r(m)_r.

Every remaining contributing term has at most r−1r-1 distinct nonzero indices. This includes every term with an identity summand: such a term has at most 2r−12r-1 nonidentity positions, while each index it uses occurs at least twice. For fixed rr, there are only finitely many patterns specifying the identity positions and the partition of the other positions into equal-index classes. A pattern with k≤r−1k\le r-1 classes has at most mkm^k labelings. Summing over those patterns gives an Or(mr−1)O_r(m^{r-1}) bound, with its constant depending only on rr. We have proved

τΓ(Qmr)=Cat⁡r(m)r+Or(mr−1),∫xr dμm(x)⟶Cat⁡r.(16)\tau_\Gamma(Q_m^r)=\operatorname{Cat}_r(m)_r+O_r(m^{r-1}),\qquad\int x^r\,d\mu_m(x)\longrightarrow\operatorname{Cat}_r . \tag*{(16)}

We next justify passage from moments to weak convergence. For r=1r=1, direct expansion gives τΓ(Qm)=m+1\tau_\Gamma(Q_m)=m+1, so the first moments of μm\mu_m are bounded by two. Markov’s inequality gives tightness on [0,∞)[0,\infty). For each fixed integer r≥1r\ge1, the moment convergence in (16), applied also at r+1r+1, gives

sup⁡m∫xr+1 dμm(x)<∞,sup⁡m∫(R,∞)xr dμm(x)≤1Rsup⁡m∫xr+1 dμm(x)⟶0\sup_m\int x^{r+1}\,d\mu_m(x)<\infty,\qquad\sup_m\int_{(R,\infty)}x^r\,d\mu_m(x)\le\frac{1}{R}\sup_m\int x^{r+1}\,d\mu_m(x)\longrightarrow0

as R→∞R\to\infty. Consequently, if a subsequence converges weakly to a probability measure μ\mu, its moments pass to the limit. More explicitly, apply weak convergence to the bounded continuous functions min⁡{xr,Rr}\min\{x^r,R^r\} and use the displayed tail bound; the corresponding bound for μ\mu follows by first applying weak convergence to bounded truncations of xr+1x^{r+1}. Letting $R\to\infty proves

∫xr dμ(x)=Cat⁡r(r≥0).(17)\int x^r\,d\mu(x)=\operatorname{Cat}_r\qquad(r\ge0). \tag*{(17)}

The density in (4.6) realizes these moments, including the zeroth moment. Write B(a,b)=∫01ta−1(1−t)b−1 dtB(a,b)=\int_0^1t^{a-1}(1-t)^{b-1}\,dt for the Euler beta integral. The substitution x=4tx=4t and the beta integral give, for every integer r≥0r\ge0,

12π∫04xr−1/2(4−x)1/2 dx=4r+12πB(r+12,32)=(2r)!r!(r+1)!=Cat⁡r.\frac{1}{2\pi}\int_0^4 x^{r-1/2}(4-x)^{1/2}\,dx=\frac{4^{r+1}}{2\pi}B\left(r+\frac{1}{2},\frac{3}{2}\right) =\frac{(2r)!}{r!(r+1)!}=\operatorname{Cat}_r .

The middle equality follows from B(12,32)=π/2B\left(\frac{1}{2},\frac{3}{2}\right)=\pi/2 and the recurrence B(a+1,b)=aB(a,b)/(a+b)B(a+1,b)=aB(a,b)/(a+b). In particular the density has total mass one.

These moments determine a probability measure on [0,∞)[0,\infty) uniquely. Indeed, Cat⁡r≤4r\operatorname{Cat}_r\le4^r. If a measure satisfying (17) had mass c>0c>0 on [4+ϵ,∞)[4+\epsilon,\infty) for some ϵ>0\epsilon>0, then

4r≥Cat⁡r≥c(4+ϵ)r4^r\ge\operatorname{Cat}_r\ge c(4+\epsilon)^r

for every rr, a contradiction for large rr. Its support is therefore contained in [0,4][0,4]. On this compact interval, uniform polynomial approximation of continuous functions shows that equality of all moments implies equality of the measures. Every subsequential weak limit is consequently ν\nu. Tightness now gives weak convergence of the full sequence μm\mu_m to ν\nu. Finally, ν\nu has the displayed integrable density and thus has no atom at zero.

Cutoff inversion and finite coefficients

Proof of Lemma 4.1. Use the operators TmT_m, QmQ_m and the measures μm\mu_m above. Since ν({0})=0\nu(\{0\})=0, choose a fixed d>0d>0 so small that

ν([0,d])<η216.\nu([0,d])<\frac{\eta^2}{16}.

The interval [0,d][0,d] is closed, so weak convergence and the Portmanteau inequality give

lim sup⁡m→∞μm([0,d])≤ν([0,d])<η216.\limsup_{m\to\infty}\mu_m([0,d])\le\nu([0,d])<\frac{\eta^2}{16}.

We may therefore choose mm sufficiently large that both

μm([0,d])<η28,1dm<η216.(18)\mu_m([0,d])<\frac{\eta^2}{8},\qquad\frac{1}{d_m}<\frac{\eta^2}{16}. \tag*{(18)}

hold. Keep this dd and this mm fixed for the remainder of the construction.

Set

Em=1(dm,∞)(Qm),Rm=fm(Qm),fm(x)={0,0≤x≤dm,x−1,x>dm.E_m=1_{(d_m,\infty)}(Q_m),\qquad R_m=f_m(Q_m),\qquad f_m(x)= \begin{cases} 0, & 0\le x\le d_m,\\ x^{-1}, & x>d_m. \end{cases}

Thus RmR_m is a bounded positive operator, with ∥Rm∥≤(dm)−1\lVert R_m\rVert\le(d_m)^{-1}. The spectral theorem gives

QmRm=Em,RmQmRm=Rm,τΓ(1−Em)=μm([0,d]).Q_mR_m=E_m,\qquad R_mQ_mR_m=R_m,\qquad\tau_\Gamma(1-E_m)=\mu_m([0,d]).

In particular, these operations allow a kernel or arbitrarily small nonzero spectrum of QmQ_m. Define the coefficient vector

h(0)=Tm∗Rmδe∈ℓ2(Γ).h^{(0)}=T_m^*R_m\delta_e\in\ell^2(\Gamma).

Using Qm=TmTm∗Q_m=T_mT_m^* in the indicated order gives

Tmh(0)=Emδe,(19)T_mh^{(0)}=E_m\delta_e, \tag*{(19)}
∥Tmh(0)−δe∥22=τΓ(1−Em)<η28,(20)\lVert T_mh^{(0)}-\delta_e\rVert_2^2=\tau_\Gamma(1-E_m)<\frac{\eta^2}{8}, \tag*{(20)}
∥h(0)∥22=⟨RmQmRmδe,δe⟩=τΓ(Rm)≤1dm<η216.(21)\lVert h^{(0)}\rVert_2^2=\langle R_mQ_mR_m\delta_e,\delta_e\rangle=\tau_\Gamma(R_m)\le\frac{1}{d_m}<\frac{\eta^2}{16}. \tag*{(21)}

The vector h(0)h^{(0)} has real coefficients. To check this directly, let JJ denote coefficientwise complex conjugation on ℓ2(Γ)\ell^2(\Gamma). Each left shift is real in the standard basis, so JJ commutes with TmT_m, Tm∗T_m^* and QmQ_m, and Jδe=δeJ\delta_e=\delta_e. Commutation with real polynomials in QmQ_m extends by uniform approximation to real continuous functions of QmQ_m. The continuous functions

x⟼min⁡{1,max⁡{0,l(x−dm)}},l=1,2,…,x\longmapsto\min\{1,\max\{0,l(x-d_m)\}\},\qquad l=1,2,\ldots,

converge pointwise, with a uniform bound, to 1(dm,∞)(x)1_{(d_m,\infty)}(x) on the spectrum of QmQ_m. Their functional calculi converge strongly to EmE_m, hence JJ also commutes with EmE_m. Finally,

Rm=Emgm(Qm),gm(x)=1max⁡{dm,x},R_m=E_mg_m(Q_m),\qquad g_m(x)=\frac{1}{\max\{d_m,x\}},

where gmg_m is real and continuous on [0,∞)[0,\infty). Thus JJ commutes with RmR_m as well, proving Jh(0)=h(0)Jh^{(0)}=h^{(0)}.

Real finitely supported coefficient vectors are dense in the real subspace of ℓ2(Γ)\ell^2(\Gamma). Choose such a vector hh with

∥h−h(0)∥ℓ2<η4(m+1).\|h-h^{(0)}\|_{\ell^2}<\frac{\eta}{4(m+1)}.

The elementary bound ∥Tm∥≤m+1\|T_m\|\le m+1 and (4.13)–(4.14) yield

∥h∥ℓ2<η4+η4(m+1)<η,\|h\|_{\ell^2}<\frac{\eta}{4}+\frac{\eta}{4(m+1)}<\eta,
∥Tmh−δe∥ℓ2<η8+η4<η.\|T_mh-\delta_e\|_{\ell^2}<\frac{\eta}{\sqrt{8}}+\frac{\eta}{4}<\eta.

For this finitely supported hh, form the cocycle with h1=hh_1=h and all other generator values zero, and take w=wmw=w_m. Equation (4.4) gives Dw=TmhD_w=T_mh, proving (4.1).

The choices have been made in the order dd, then mm, then the finite coefficient approximation. The last approximation uses the norm of the already fixed operator TmT_m; the lemma requires no bound on the support size of hh uniform in η\eta.

Perturbation and a generating limit

We combine the flow estimate with the small-cocycle construction to approximate the extra generator by a word in a slightly perturbed nn-tuple. We then arrange these approximations so that the limiting nn-tuple generates the entire von Neumann algebra. We call CC a completion of A=(A1,…,An)A=(A_1,\ldots,A_n) when (A,C)(A,C) is a freely generating Haar tuple in MM.

One-step perturbation

Proposition 5.1 (Approximating the extra generator in one step). Let n≥3n\ge3, and let (A1,…,An,C)(A_1,\ldots,A_n,C) be a freely generating Haar tuple in a finite von Neumann algebra (M,τ)(M,\tau). For every ε>0\varepsilon>0 there are a trace-preserving normal automorphism α\alpha of MM and a word w∈Fnw\in\mathbb{F}_n such that, with Aj′=α(Aj)A'_j=\alpha(A_j),

max⁡1≤j≤n∥Aj′−Aj∥<ε,∥Aw′−C∥<ε.(22)\max_{1\le j\le n}\|A'_j-A_j\|<\varepsilon,\qquad\|A'_w-C\|<\varepsilon. \tag*{(22)}

The tuple (A1′,…,An′,C′)(A'_1,\ldots,A'_n,C'), where C′=α(C)C'=\alpha(C), is again freely generating Haar. Here the target in the second estimate is the original CC; the new completion is

C′=CAw∗,C'=CA_w^*,

where AwA_w is evaluated on the original nn-tuple.

Proof. Choose 0<η<ε/K0<\eta<\varepsilon/K, with K=3πK=3\pi as in (2.2). Lemma 4.1 gives a finitely supported real coefficient vector h1h_1, with hj=0h_j=0 for j≥2j\ge2, and a word w∈Fnw\in\mathbb{F}_n for which

∥h1∥ℓ2<η,∥Dw−δe∥ℓ2<η.\|h_1\|_{\ell^2}<\eta,\qquad\|D_w-\delta_e\|_{\ell^2}<\eta.

Apply Proposition 3.1 to these coefficients and write β=β1\beta=\beta_1. Its displacement estimates (3.3) and (3.4) give

max⁡j∥β(Aj)−Aj∥<ε,∥β(Aw)−CAw∥<ε.\max_j\|\beta(A_j)-A_j\|<\varepsilon,\qquad\|\beta(A_w)-CA_w\|<\varepsilon.

Moreover, β\beta fixes SS and therefore fixes C=exp⁡(iS)C=\exp(iS). The free-group basis transformation that fixes the first nn symbols and sends the last symbol cc to cwcw is invertible: its inverse fixes the first nn symbols and sends cc to cw−1cw^{-1}. By Lemma 2.2, it induces a trace-preserving normal automorphism γ\gamma of MM satisfying

γ(Aj)=Aj(1≤j≤n),γ(C)=CAw.\gamma(A_j)=A_j \quad(1\leq j\leq n), \qquad\gamma(C)=CA_w.

Set α=γ−1∘β\alpha=\gamma^{-1}\circ\beta. Since γ\gamma fixes every AjA_j and hence AwA_w, we have the exact identities

α(Aj)−Aj=γ−1(β(Aj)−Aj),\alpha(A_j)-A_j=\gamma^{-1}\bigl(\beta(A_j)-A_j\bigr),
α(Aw)−C=γ−1(β(Aw)−CAw).\alpha(A_w)-C=\gamma^{-1}\bigl(\beta(A_w)-CA_w\bigr).

An automorphism is isometric, so these identities prove (22), with the displayed order of the factors. The image under α\alpha of the original freely generating Haar tuple is again such a tuple. Finally,

C′=α(C)=γ−1(C)=CAw∗,C'=\alpha(C)=\gamma^{-1}(C)=CA_w^*,

because β(C)=C\beta(C)=C and γ(CAw∗)=CAwAw∗=C\gamma(CA_w^*)=CA_wA_w^*=C.

A generating limit

We record the elementary continuity estimate that will control the iteration. For two dd-tuples of unitaries U=(U1,…,Ud)U=(U_1,\ldots,U_d) and V=(V1,…,Vd)V=(V_1,\ldots,V_d), put

d2(U,V)=max⁡1≤j≤d∥Uj−Vj∥2.d_2(U,V)=\max_{1\leq j\leq d}\lVert U_j-V_j\rVert_2.

If vv is a group word of length ∣v∣|v|, telescoping its product gives

∥Uv−Vv∥2≤∣v∣d2(U,V).\lVert U_v-V_v\rVert_2\leq|v|d_2(U,V).

Indeed, multiplication on either side by a unitary preserves the tracial L2L^2 norm, and ∥Uj∗−Vj∗∥2=∥Uj−Vj∥2\lVert U_j^*-V_j^*\rVert_2=\lVert U_j-V_j\rVert_2. Consequently, a finite word polynomial F=∑ν=1qcνvνF=\sum_{\nu=1}^{q}c_\nu v_\nu satisfies

∥F(U)−F(V)∥2≤L(F)d2(U,V),L(F)=∑ν=1q∣cν∣∣vν∣.(23)\lVert F(U)-F(V)\rVert_2\leq L(F)d_2(U,V), \qquad L(F)=\sum_{\nu=1}^{q}|c_\nu||v_\nu|. \tag*{(23)}

The same telescoping argument also gives continuity in operator norm.

Proof of Theorem 1.1. Fix n≥3n\geq3 and let M=L(Fn+1)M=L(\mathbb{F}_{n+1}), with its canonical normalized trace and canonical freely generating Haar tuple

(A1(0),…,An(0),C(0)).\bigl(A_1^{(0)},\ldots,A_n^{(0)},C^{(0)}\bigr).

Write A(k)=(A1(k),…,An(k)).A^{(k)}=(A_1^{(k)},\ldots,A_n^{(k)}). Choose a sequence (yj)j≥1(y_j)_{j\geq1} that is dense in L2(M,τ)L^2(M,\tau) and consists of elements of the rational complex group word algebra of the initial tuple. Such a sequence exists by Lemma 2.2; coefficients in Q+iQ\mathbb{Q}+i\mathbb{Q} make this algebra countable. Put r0=1r_0=1.

We construct freely generating Haar tuples (A(k),C(k))(A^{(k)},C^{(k)}) and positive numbers rkr_k by induction. Suppose the construction has reached stage k−1k-1, where k≥1k\geq1. The choices at stage kk are made in the following order.

First, for each 1≤j≤k1\leq j\leq k, choose a finite linear combination Fj,kF_{j,k} of group words in n+1n+1 variables such that

∥Fj,k(A(k−1),C(k−1))−yj∥2<2−k.(24)\lVert F_{j,k}\bigl(A^{(k-1)},C^{(k-1)}\bigr)-y_j\rVert_2<2^{-k}. \tag*{(24)}

This is possible because the current completed tuple generates MM and its group word algebra is dense in L2(M,τ)L^2(M,\tau). Let Hk≥0H_k \ge0 be a common bound for the finitely many constants L(Fj,k)L(F_{j,k}) in (23). Choose

0<εk<min⁡{rk−12,2−k1+Hk}.(25)0 < \varepsilon_k < \min\left\{\frac{r_{k-1}}{2},\frac{2^{-k}}{1+H_k}\right\}. \tag*{(25)}

Next apply Proposition 5.1 to (A(k−1),C(k−1))(A^{(k-1)},C^{(k-1)}) with tolerance εk\varepsilon_k. Let αk\alpha_k and wk∈Fnw_k \in\mathbb{F}_n be its automorphism and word, and set

Aj(k)=αk(Aj(k−1)),C(k)=αk(C(k−1)).A_j^{(k)}=\alpha_k\left(A_j^{(k-1)}\right),\qquad C^{(k)}=\alpha_k\left(C^{(k-1)}\right).

The new completed tuple is freely generating Haar, and

max⁡j∥Aj(k)−Aj(k−1)∥<εk,∥Awk(k)−C(k−1)∥<εk.(26)\max_j\left\|A_j^{(k)}-A_j^{(k-1)}\right\|<\varepsilon_k,\qquad\left\|A_{w_k}^{(k)}-C^{(k-1)}\right\|<\varepsilon_k. \tag*{(26)}

In particular, the last expression is close to the old completion, as needed in (24).

Now define word polynomials in nn variables by

Gj,k(X)=Fj,k(X,Xwk)(1≤j≤k).G_{j,k}(X)=F_{j,k}(X,X_{w_k})\qquad(1\le j\le k).

Since ∥x∥2≤∥x∥\|x\|_2\le\|x\|, equations (23), (24), and (26) imply

∥Gj,k(A(k))−yj∥2≤∥Fj,k(A(k),Awk(k))−Fj,k(A(k−1),C(k−1))∥2+∥Fj,k(A(k−1),C(k−1))−yj∥2<Hkεk+2−k<2⋅2−k.(27)\begin{aligned} \left\|G_{j,k}(A^{(k)})-y_j\right\|_2 &\le\left\|F_{j,k}(A^{(k)},A_{w_k}^{(k)})-F_{j,k}(A^{(k-1)},C^{(k-1)})\right\|_2\\ &\quad+\left\|F_{j,k}(A^{(k-1)},C^{(k-1)})-y_j\right\|_2\\ &<H_k\varepsilon_k+2^{-k}<2\cdot2^{-k}. \tag*{(27)} \end{aligned}

This estimate uses Awk(k)A_{w_k}^{(k)} as a single unitary slot of Fj,kF_{j,k}. Thus the tolerance chosen in (25) does not depend on the length of the word that the perturbation subsequently produces.

Finally, let Lk≥0L_k\ge0 be a common L2L^2-Lipschitz bound for the finitely many polynomials Gj,kG_{j,k}, and choose

0<rk≤min⁡{rk−12,2−k1+Lk}.(28)0<r_k\le\min\left\{\frac{r_{k-1}}{2},\frac{2^{-k}}{1+L_k}\right\}. \tag*{(28)}

These constants are finite by (23). They are chosen after wkw_k is known, so any increase in word length is accommodated in the budget for future steps. Both quantities in the minimum are positive, and the induction can continue.

Figure 1 records this order of choices and the role of the budget in controlling all later perturbations.

Diagram of the choices at stage $k$

Figure 1. The choices at stage kk follow the arrows. The witness word wkw_k is found only after εk\varepsilon_k is fixed. A longer witness word may increase the Lipschitz bound LkL_k of the substituted polynomials Gj,kG_{j,k}, so its length affects the future budget rkr_k only. This budget bounds the total change after stage kk and preserves the target approximations in the limit.

For ℓ>k\ell>k, the geometric decrease of the budgets gives

εℓ<rℓ−12≤rk2ℓ−k.\varepsilon_\ell<\frac{r_{\ell-1}}{2}\le\frac{r_k}{2^{\ell-k}}.

Using (26), we therefore obtain, for p>kp>k,

max⁡j∥Aj(p)−Aj(k)∥≤∑ℓ=k+1pεℓ≤rk.\max_j\left\|A_j^{(p)}-A_j^{(k)}\right\|\le\sum_{\ell=k+1}^{p}\varepsilon_\ell\le r_k.

Since rk≤2−kr0r_k\le2^{-k}r_0, each sequence (Aj(k))k(A_j^{(k)})_k converges in operator norm to a unitary Aj(∞)A_j^{(\infty)}, and

max⁡j∥Aj(∞)−Aj(k)∥≤rk.(29)\max_j\left\|A_j^{(\infty)}-A_j^{(k)}\right\|\le r_k. \tag*{(29)}

The limits are unitaries because the unitary group is norm closed. For every nonidentity reduced word v∈Fnv \in\mathbb{F}_n,

τ(Av(∞))=lim⁡k→∞τ(Av(k))=0,\tau\left(A_v^{(\infty)}\right)=\lim_{k\to\infty}\tau\left(A_v^{(k)}\right)=0,

by operator-norm continuity of each fixed word evaluation and of the trace. Thus the limiting tuple has the free Haar word distribution.

It remains to prove that this tuple generates MM. For every j≤kj \leq k, equations (27), (28), and (29) yield

∥Gj,k(A(∞))−yj∥2≤∥Gj,k(A(∞))−Gj,k(A(k))∥2+∥Gj,k(A(k))−yj∥2≤Lkrk+2⋅2−k≤3⋅2−k.(30)\begin{aligned} \left\|G_{j,k}\left(A^{(\infty)}\right)-y_j\right\|_2 \leq\left\|G_{j,k}\left(A^{(\infty)}\right)-G_{j,k}\left(A^{(k)}\right)\right\|_2+\left\|G_{j,k}\left(A^{(k)}\right)-y_j\right\|_2 \\ &\leq L_k r_k+2\cdot2^{-k}\leq3\cdot2^{-k}. \tag*{(30)} \end{aligned}

Fixing jj and letting k→∞k\to\infty through k≥jk\geq j shows that yjy_j belongs to the L2L^2 closure of the word algebra of A(∞)A^{(\infty)}. Since the yjy_j are dense, this word algebra is dense in all of L2(M,τ)L^2(M,\tau).

To pass from this density to von Neumann generation, set N=W∗(A1(∞),…,An(∞))N=W^*(A_1^{(\infty)},\ldots,A_n^{(\infty)}). The standard finite-trace conditional expectation EN:M→NE_N:M\to N is trace-preserving and extends to the orthogonal projection of L2(M,τ)L^2(M,\tau) onto L2(N,τ)L^2(N,\tau). In particular it is L2L^2-contractive and fixes every element of NN. Each Gj,k(A(∞))G_{j,k}(A^{(\infty)}) belongs to NN, so

∥EN(yj)−yj∥2≤2∥Gj,k(A(∞))−yj∥2⟶0.\left\|E_N(y_j)-y_j\right\|_2\leq2\left\|G_{j,k}\left(A^{(\infty)}\right)-y_j\right\|_2\longrightarrow0.

Hence the projection fixes the dense family (yj)(y_j) and is the identity on L2(M,τ)L^2(M,\tau). For x∈Mx\in M, this implies EN(x)=xE_N(x)=x by faithfulness of τ\tau, and therefore N=MN=M.

The limiting tuple is now a freely generating Haar nn-tuple in MM. Lemma 2.2 supplies a unital trace-preserving normal ∗*-isomorphism from L(Fn)L(\mathbb{F}_n) onto M=L(Fn+1)M=L(\mathbb{F}_{n+1}), proving the theorem.

Remark 5.2. Only the first nn generators are required to converge in operator norm. The completions C(k)C^{(k)} may vary without a limit. The target approximations are in L2L^2, and the conditional expectation argument permits the operator norms of the approximating polynomials to grow with kk.

Amplification to rank two

We recall the amplification convention for a II1\mathrm{II}_1 factor (Q,τQ)(Q,\tau_Q). Let Tr⁡\operatorname{Tr} be the usual semifinite trace on B(ℓ2)B(\ell^2), normalized to give every rank-one projection trace one. For t>0t>0, choose a projection pp in the stabilized factor with (τQ⊗Tr⁡)(p)=t(\tau_Q\otimes\operatorname{Tr})(p)=t and set

Qt=p(Q⊗‾B(ℓ2))p,τQt=t−1(τQ⊗Tr⁡)∣Qt.Q^t=p\left(Q\overline{\otimes}B(\ell^2)\right)p,\qquad\tau_{Q^t}=t^{-1}(\tau_Q\otimes\operatorname{Tr})|_{Q^t}.

Projections of every positive finite trace exist in this stabilized factor. Equivalence of projections of equal finite trace makes the normalized corner independent of the choice of pp, up to a normal trace-preserving ∗\ast-isomorphism.

Amplification respects normal tracial isomorphisms. Indeed, if Θ:Q→R\Theta:Q\to R is such an isomorphism, the normal tensor-product map Θ⊗id⁡\Theta\otimes\operatorname{id} preserves the semifinite trace and sends pp to a projection p′p' of the same trace tt. Its restriction is an onto normal isomorphism between the corresponding corners. It sends the corner unit pp to p′p' and preserves their traces normalized by t−1t^{-1}. We denote the resulting map by Θt:Qt→Rt\Theta^t:Q^t\to R^t.

For real s>1s>1, let Ns=L(Fs)N_s=L(\mathbb{F}_s) be the interpolated free group factor, with the usual group factor at integer parameters. The established amplification formula is

Nst≅N1+(s−1)t−2(s>1, t>0);N_s^t\cong N_{1+(s-1)t^{-2}}\qquad(s>1,\ t>0);

see [3], Theorem 2.4. This is an unconditional isomorphism formula for the interpolated family and does not assume that distinct parameters determine distinct isomorphism classes. It is the only interpolation theorem used in the proof of Theorem 1.2.

Proof of Theorem 1.2. Apply Theorem 1.1 with n=3n=3 and n=4n=4 to obtain

N3≅N4≅N5.N_3\cong N_4\cong N_5.

Let Θ:N3→N5\Theta:N_3\to N_5 be the composition of these normal trace-preserving isomorphisms. Amplifying by 2\sqrt{2} gives a unital normal trace-preserving isomorphism

Θ2:N32⟶N52.\Theta^{\sqrt{2}}:N_3^{\sqrt{2}}\longrightarrow N_5^{\sqrt{2}}.

Formula (6.1) identifies its domain and range as follows:

N32≅N1+(3−1)/2=N2,N52≅N1+(5−1)/2=N3.N_3^{\sqrt{2}}\cong N_{1+(3-1)/2}=N_2,\qquad N_5^{\sqrt{2}}\cong N_{1+(5-1)/2}=N_3.

These identifications and the amplified map compose to give Φ:L(F2)→L(F3)\Phi:L(\mathbb{F}_2)\to L(\mathbb{F}_3). Every map in the composition is a unital normal trace-preserving ∗\ast-isomorphism. Thus Φ\Phi is bijective and has all the asserted properties.

For completeness, we record the consequences for the whole interpolated family. Put N∞=L(F∞)N_\infty=L(\mathbb{F}_\infty) and, for a II1\mathrm{II}_1 factor QQ, define its fundamental group by

F(Q)={t>0:Qt≅Q}.\mathcal{F}(Q)=\{t>0:Q^t\cong Q\}.

Here and below the isomorphisms are normal and preserve the normalized traces. The classical free group factor alternative says that either all NrN_r, 1<r≤∞1<r\leq\infty, are isomorphic, or Nr≇NsN_r\not\cong N_s whenever 1<r<s≤∞1<r<s\leq\infty. The inclusion of the infinite parameter uses Rădulescu’s dichotomy [11], Corollary 4.7, restated explicitly in [5], Theorem 1.1. Dykema’s corresponding dichotomy [3], Corollary 4.2 is stated for finite parameters.

Corollary 6.1. For all 1<r,s≤∞1<r,s\le\infty there is a unital normal trace-preserving ∗*-isomorphism L(Fr)≅L(Fs)L(\mathbb{F}_r)\cong L(\mathbb{F}_s). Moreover,

F(L(Fr))=R>0(1<r≤∞).\mathcal{F}(L(\mathbb{F}_r))=\mathbb{R}_{>0}\qquad(1<r\le\infty).

Proof. Theorem 1.2 rules out the pairwise-nonisomorphic alternative, so all parameters, including ∞\infty, give the same isomorphism class. For finite r>1r>1 and every t>0t>0, formula (6.1) then gives

Nrt≅N1+(r−1)t−2≅Nr.N_r^t\cong N_{1+(r-1)t^{-2}}\cong N_r.

Thus F(Nr)=R>0\mathcal{F}(N_r)=\mathbb{R}_{>0}. Finally, N∞≅N2N_\infty\cong N_2 and functoriality of amplification give N∞t≅N2t≅N2≅N∞N_\infty^t\cong N_2^t\cong N_2\cong N_\infty for every t>0t>0.

Free entropy dimensions and von Neumann generators

For a bounded self-adjoint tuple ZZ in a tracial von Neumann algebra, let δ(Z)\delta(Z) and δ0(Z)\delta_0(Z) denote Voiculescu’s microstates free entropy dimensions. The second is the modified version using entropy in the presence of the perturbing semicircular family. Write δ∗(Z)\delta^*(Z) and δ⋆(Z)\delta^\star(Z) for the nonmicrostates dimensions defined through nonmicrostates free entropy χ∗\chi^* and free Fisher information Φ∗\Phi^*, respectively. We use the conventions in [17] and [2].

By their definitions, all four quantities depend only on the joint tracial ∗*-distribution of the tuple. This is weaker than invariance under a change of von Neumann generators: two tuples can generate the same von Neumann algebra without having the same joint distribution. The isomorphisms proved above show that the four dimensions do change under such a replacement.

Corollary 7.1 (Dependence on von Neumann generators). Let M=L(F2)M=L(\mathbb{F}_2) with its canonical trace. For every integer n≥2n\ge2 there are a self-adjoint nn-tuple X(n)X^{(n)} and a self-adjoint 2n2n-tuple Y(n)Y^{(n)} such that

W∗(X(n))=W∗(Y(n))=MW^*(X^{(n)})=W^*(Y^{(n)})=M

and

δ(X(n))=δ0(X(n))=n,δ∗(Y(n))=δ⋆(Y(n))=n.\delta(X^{(n)})=\delta_0(X^{(n)})=n,\qquad\delta^*(Y^{(n)})=\delta^\star(Y^{(n)})=n.

Consequently, none of δ,δ0,δ∗,δ⋆\delta,\delta_0,\delta^*,\delta^\star is invariant under changing a finite self-adjoint W∗W^*-generating tuple of a tracial von Neumann algebra. Each takes unbounded values on such generating tuples of the single factor L(F2)L(\mathbb{F}_2).

Proof. Fix an integer n≥2n\ge2. Theorem 1.2 and successive applications of Theorem 1.1 provide a unital normal trace-preserving ∗*-isomorphism

θn:L(Fn)⟶M;\theta_n:L(\mathbb{F}_n)\longrightarrow M;

for n=2n=2 we may take the identity. If ZZ is any finite self-adjoint tuple in L(Fn)L(\mathbb{F}_n) and pp is a noncommutative ∗*-polynomial, then

τM(p(θn(Z)))=τL(Fn)(p(Z)).\tau_M\bigl(p(\theta_n(Z))\bigr)=\tau_{L(\mathbb{F}_n)}\bigl(p(Z)\bigr).

Thus coordinatewise transport by θn\theta_n preserves the joint tracial ∗*-distribution and hence each of the four dimensions. Normality and surjectivity also give W∗(θn(Z))=θn(W∗(Z))W^*(\theta_n(Z))=\theta_n(W^*(Z)). Let S(n)=(s1,…,sn)S^{(n)}=(s_1,\ldots,s_n) be a freely independent variance-one semicircular tuple in the semicircular realization of L(Fn)L(\mathbb{F}_n) [15]. It generates L(Fn)L(\mathbb{F}_n) as a von Neumann algebra, and the standard semicircular computations give

δ(S(n))=δ0(S(n))=n;(31)\delta(S^{(n)})=\delta_0(S^{(n)})=n; \tag*{(31)}

see [17], Section 2.4(c) and (d) for δ\delta and [1], Section 5, opening paragraph for δ0\delta_0. Set X(n)=θn(S(n))X^{(n)} = \theta_n(S^{(n)}). The preceding transport observations prove the required generation and the two microstates values.

For the nonmicrostates dimensions, let u1,…,unu_1,\ldots,u_n be the canonical group unitaries in L(Fn)L(\mathbb{F}_n) and put

aj=uj+uj∗2,bj=uj−uj∗2i,G(n)=(a1,b1,…,an,bn).a_j = \frac{u_j + u_j^*}{2}, \qquad b_j = \frac{u_j-u_j^*}{2i}, \qquad G^{(n)} = (a_1,b_1,\ldots,a_n,b_n).

The entries are self-adjoint, and uj=aj+ibju_j = a_j + ib_j and uj∗=aj−ibju_j^* = a_j - ib_j. Hence they generate the algebraic group algebra CFn\mathbb{C}\mathbb{F}_n as a unital ∗\ast-algebra, and generate L(Fn)L(\mathbb{F}_n) as a von Neumann algebra. Apply Mineyev and Shlyakhtenko’s group-algebra theorem [8], Theorem 4.1 to this tuple, before transporting it. It gives

δ∗(G(n))=δ∗(G(n))=β1(2)(Fn)−β0(2)(Fn)+1=n.\delta^*(G^{(n)}) = \delta^*(G^{(n)}) = \beta_1^{(2)}(\mathbb{F}_n)-\beta_0^{(2)}(\mathbb{F}_n)+1=n.

Here β0(2)(Fn)=0\beta_0^{(2)}(\mathbb{F}_n)=0 and β1(2)(Fn)=n−1\beta_1^{(2)}(\mathbb{F}_n)=n-1 are the usual L2L^2-Betti numbers of the free group; see [2], Section 2.1.1. Define Y(n)=θn(G(n))Y^{(n)}=\theta_n(G^{(n)}). Again its joint tracial ∗\ast-distribution is unchanged and it generates MM, proving the remaining assertions. Taking n=2n=2 and n=3n=3 gives different values on generators of the same factor, and letting nn grow gives unboundedness.

The nonmicrostates computation uses algebraic generators of CFn\mathbb{C}\mathbb{F}_n before transport. The transported tuples all generate L(F2)L(\mathbb{F}_2) as a von Neumann algebra, but their algebraic ∗\ast-algebras are not held fixed as nn varies. Thus the corollary concerns W∗W^*-generation and is compatible with the algebraic-generator invariance in [8], Theorem 4.1.

References

  1. [1]Michael Brannan, Floris Elzinga, Samuel J. Harris, and Makoto Yamashita. Crossed product equivalence of quantum automorphism groups of finite dimensional C*-algebras. International Mathematics Research Notices, 2023(20):17749–17787, 2023. https://doi.org/10.1093/imrn/rnad060.
  2. [2]Alain Connes and Dimitri Shlyakhtenko. L²-homology for von Neumann algebras. Journal für die reine und angewandte Mathematik, 586:125–168, 2005. Numbered references use the preprint version https://arxiv.org/abs/math/0309343v1.
  3. [3]Ken Dykema. Interpolated free group factors. Pacific Journal of Mathematics, 163(1):123–135, 1994. https://doi.org/10.2140/pjm.1994.163.123.
  4. [4]Ralph H. Fox. Free differential calculus. I. derivation in the free group ring. Annals of Mathematics. Second Series, 57(3):547–560, 1953. https://doi.org/10.2307/1969736.
  5. [5]Isaac Goldbring and Jennifer Pi. On the first-order free group factor elementary equivalence. Journal of Operator Theory, 94(1):129–150, 2025. Numbered references use the preprint entitled On the first-order free group factor alternative, https://arxiv.org/abs/2305.08168v2.
  6. [6]Alice Guionnet and Dimitri Shlyakhtenko. Free monotone transport. Inventiones Mathematicae, 197(3):613–661, 2014. https://doi.org/10.1007/s00222-013-0493-9.
  7. [7]Markus Haase. The functional calculus approach to the spectral theorem. Indagationes Mathematicae, 31(6):1066–1098, 2020. Numbered references use the preprint version https://arxiv.org/abs/2003.06130v2.
  8. [8]Igor Mineyev and Dimitri Shlyakhtenko. Non-microstates free entropy dimension for groups. Geometric and Functional Analysis, 15(2):476–490, 2005. https://mineyev.web.illinois.edu/art/non-microstates.pdf.
  9. [9]F. J. Murray and J. von Neumann. On rings of operators. IV. Annals of Mathematics. Second Series, 44(4):716–808, 1943. https://doi.org/10.2307/1969107.
  10. [10]Florin Rădulescu. The fundamental group of the von Neumann algebra of a free group with infinitely many generators is ℝ₊ \ {0}. Journal of the American Mathematical Society, 5(3):517–532, 1992. https://doi.org/10.1090/S0894-0347-1992-1142260-1.
  11. [11]Florin Rădulescu. Random matrices, amalgamated free products and subfactors of the von Neumann algebra of a free group, of noninteger index. Inventiones Mathematicae, 115(2):347–389, 1994. https://doi.org/10.1007/BF01231764.
  12. [12]Éric Ricard and Quanhua Xu. Khintchine type inequalities for reduced free products and applications. Journal für die reine und angewandte Mathematik, 599:27–59, 2006. Numbered references use the preprint version https://arxiv.org/abs/math/0505302v2.
  13. [13]Dima Shlyakhtenko. On the II₁ factors of Fuchsian groups, 2026. Preprint, version 1, 10 September 2026. https://arxiv.org/abs/2609.11074v1.
  14. [14]Dan Voiculescu. Symmetries of some reduced free product C*-algebras. In Operator Algebras and their Connections with Topology and Ergodic Theory, volume 1132 of Lecture Notes in Mathematics, pages 556–588. Springer, Berlin, 1985. https://doi.org/10.1007/BFb0074909.
  15. [15]Dan Voiculescu. Circular and semicircular systems and free product factors. In Operator Algebras, Unitary Representations, Enveloping Algebras, and Invariant Theory, volume 92 of Progress in Mathematics, pages 45–60. Birkhäuser, Boston, 1990. https://math.berkeley.edu/~dvv/CircularSemi.pdf.
  16. [16]Dan Voiculescu. Cyclomorphy. International Mathematics Research Notices, 2002(6):299–332, 2002. Numbered references use the preprint version https://arxiv.org/abs/math/0105096v1.
  17. [17]Dan Voiculescu. Free entropy. Bulletin of the London Mathematical Society, 34(3):257–278, 2002. Numbered references use the preprint version https://arxiv.org/abs/math/0103168v1.

Paper details

Contents