Coxeter Graphs and Towers of Algebras


Frederick M. Goodman Pierre de la Harpe Vaughan F. R. Jones

Springer-Verlag New York Berlin Heidelberg London Paris Tokyo

i,. .
Frederick M. Goodman Department of Mathematics University of Iowa Iowa City, Iowa 52240 USA Vaughan F.R. Jones Department d Mathematics University of California - Berkeley 94720 Berkeley, Cal~fomia Pierre de la Harpe Section de Mathimatiques Universiti de Genkve CH- 1211 Genkve 24 Switzerland

The paper [Jol] on subfactors of von Neumam factors has stimulated much research in von Neumann algebras. Quite unexpectedly, it was discovered soon after the appearance of [Jol] that certain algebras which are used there for the analysis of subfactors could also be used to define a new polynomial invariant for links [Jo~].The period of activity following this discovery saw the creation of a number of related invariants as well as the successful use of these invariants in knot theory. Furthermore, rece11t effort to understand the fundamental nature of the the new link invariants has l& to connections with invariant theory, statistical mechanics and quantum field theory. In turn the link invariants, the notion of a quantum group, and the quantum Yang-Baxter equation have had great impact on the study of subfactors. account of these developments, and we It is not yet the time to give a comprehe~sive make no attempt to do so here. Our subject is certain algebraic and von Neurnam algebraic topics closely related to the original paper [Jol]. Hbwever, in order to promote, in a modest way, the contact between diverse fields of mathematics, we have tried to make this work accessible to the broadest audience. Consequently, this book contains much elementary expositoG material. We give here a brief preview of the book. Each of the four chapters has its own introduction, with a more thorough description of the contents. Chapter 1 begins with a (slightly new guise of) a familiar combinatorial problem: to classify finite matrices over the non-negative integers which have Euclidean norm no greater than 2. These are classified by the ubiquitous Cozeter graphs of type A, D, or E (see [HHSV] other occurrences of these graphs) and the set of possible nomu is for (2) u {2ws7r/q : q 2 2). The central theme of the book - the discussion of which begins in Chapter 2 -is the tower of algebras MOc M1 c - ,c Mk c determined by a pair MO C Ml of algebras

Mathematical Sciences Research Institute 1000 Centennial Drive Berkeley, California 94720 USA

Mathematical Subject Classification (1980): 46L10, DSC50, 16A40 Library of Congress Cataloging-in-Publication Data Goodman, Frederick M. Coxeter graphs and towers of algebras. (MathematicaI,Sciences Research Institute publications ; 14) Bibliography: p. 1. Class field towers. 2. Coxeter graphs. I. La Harpe, Pierre de. 11. Jones, Vaughan F.R., 1952. III. Title. IV. Series. QA247.G68 1989 512'.55 89-5991 Printed on acid-free paper.
O 1989by Springer-Verlag New York Inc. All rights reserved. This work may not be translated or copied in whde or in part withoutthe written permission of the publisher (Springer-Verlag, 175 Fifth Avenue, New York, bJY 10010, USA), except for brief excerpts in connection with reviews or scholarly analysis. Use in connection with any form of information-storage and retrieval, electronic adaptation, computer software, or b y , W a r or dissimilar metliodol6gy now known or hereafter developed is forbidden. The use of general descriptive names, trade names, trademarks, etc. in this publication, even if the former are not especially identified, is not to be taken as a sign that such names, as understood by the Trade Marks and Merchandise Marks Act, may accordingly be used M y by anyone.





(with the same identity). The tower can be used to define various invariants of the pair, including the index [M1:MO] In Chapters 2 and 3, we study two cases of the tower construction in detail. In Chapter 2, the algebras are finite direct sums of full matrix algebras over some field. A pair Mo c M1 is described, up to isomorphism, by an inclusion matrix A with non-negative integer entries. This matrix may be encoded as a graph, known as the Bratteli diagram of the pair. It turns out that the index [M1:Md equals 1 1 ~ thus it ~ ~ ; follows from Chapter 1 that [M1:Md 5 4 if and only if the Bratteli diagram is a Coxeter graph of type A, D, or E.



Camera-ready copy prepared by the authors. Printed and bound by R. R. DonneUey & Sons, Harrisonburg, Virginia. Printed in the United States of America. 987654321 ISBN 0-387-96979-9 Springer-Yerlag New York Berlin Heidelberg ISBN 3-540-%979-9 Springer-Verlag Berlin Heidelberg New York





In Chapter 3, the algebras are finite von Neumann algebras with finite dimensional centers. Somewhat surprisingly, the results of Chapter 2 essentially extend to this setting. But now a pair Eho c M1 is (partially) described by an inclusion matrix A with entries in {2cosn/q : q 2 2) U {I : r 2 21, and pairs with index no greater than 4 are associated to Coxeter graphs of arbitrary type, including types B,F,G,H,I. Fnly Chapter 4 is a M h e r analysis of pairs N c M of finite factors of finite index. ial, There are two main themes. The first is the notion of a commuting square, due to Popa [Popl], and its use in approximating pairs of hyperfinite 1 1 factors simultaneously by 1 finite dimensional von Neumann algebras. The second theme is the derived t o w s of a pair of II, factors, which is the c h i n of (necessarily finite dimensional) rdative cornmutants Mo' 17Mk in the tower. All the information in the derived tower can be encoded in a (possibly infinite) graph, the principal graph of the pair. When the index is less than 4, the graph is a Coxeter graph of type A, D, or E. In Chapter 2, we also describe how a certain quotients of the Hecke algebra of type A appear in the tower construction associated to a pair Mo c M1 of, say, finite dimensional semi-simple algebras over the field C. For each choice of a positive faithful trace tr on MI, there is a unique trace preserving conditional expectation El : M1 --,MO, and it t w m out that Ma is naturally generated by M1 and El. Now if the trace tr satisfies

There are several appendices. Appendix I extends the cornputations of Chapter 1. Appendix ILa relates complex semi-~imple algebras and finite dimensional c*-algebras: Appendix X b explains one appearance of the algebras AD,k in statistid mw -. Appendix 1I.c is a further discussion of


for special values of jl.

Appendix 1 1is an exposition of Hecke subgroups in PSL2(R), and thus another famous 1 occurrence of the sequence (2cos(~/k))~,~.


It is a pleasure to record our gratitude to numerous fiends and colleagues for their generous help, including: , R. Baldi, D. Bichsel, H. Dherete, M. Kewaire, A. Ocneanu, M. Pimsner, S. Popa, G. Skandalis, C. Skau, R. Steinberg, V. Sunder, A. Valette, and H. Wenzl. We-gatefully acknowledgesupport from the MSRI in Berkeley, the IHES in Bures, the United States NSF, ttie IMA in Minneapolis, and our home institutions during our work on this project.


the so-called Markov condition, then the situation propagates up the tower, and each is naturally generated by Mk and a conditional expectation algebra Mk+l

Ek : Mk --IMk-l, for aU k 2 1. Moreover the Ekl s are idempotents which satisfy the
"braiding" relations pEiEjEi=Ei EiEj = EjEi where {l,E1,.

ifli-j(=l,and if J i - j J 22,

0 = [M1:MO].

The abstract algebra


presented by generators

and relations as above is a quotient of the Hecke algebra Hk(d), where

q E E satisfies

p ='"2 q + q-l. Although we do not discuss this in the text, we might remark here that the milp




Hm(q)4 alg {l,El,.

.) A c

where Em is the inductive limit of the braid groups Bk, is, up to a normalization, the Jones link invariant [Jo~]. Also let us point out that to obtain the Jones invariant in this way, it is necessary to deal only with finite dimensional algebras, not the less familiar intinite dimensional von Neumann factors.


Chapter 1. Matrices over the natural numbers: values of the norm, classification, and variations. 1.1. Introduction. 1.2. Proof of Kronecker's theorem. 1.3. Decomposability and pseudo-equivalence. 1.4. Graphs with n o m no largef than 2. 1.5. The set E of norms of graphs and integral matrices.

Chapter 2. Towers of multi-matrix algebras. 2.1. Introduction. Cornmutant and bicommutant 2.2. 2.3. Inclusion matrix and Bratteli diagram for inclusions of multi-matrix algebras. 2.4. The fundamental construction and towers for multi-matrix algebras. 2.5. Traces. 2.6. Conditional expectations. 2.7. Markov traces on pairs of multi-matrix algebras. 2.8. The algebras for generic P.


2.9. 2.10.

A digression on ~ e & e algebras.

An approach to the non-generic case.

2.10.a. The complex Hecke algebra defined by GLn(q) and its Bore1 subgroup. 2.10.b. The Hecke algebras H 4,n' 2.10.c. Complex repreeentations of the symmetric group. 2.10.d. Irreducible representations of H for q @ R. qln 2.11. The relationship between A aind the Hecke algebras. P,n Chapter 3. Finite von Neumann algebras with finite dimensional centers. 3.1. Introduction. 3.2. The coupling constant: definition. 3.3. The coupling constant: examples. 3.3.a. Discrete series. 3.3.b. Factors defined by icc groups. 3.3.c. w*(r)-modules associated to subrepresentations of ,IG.

Contents 3.3.d. The formula dimr(H) = covol(I') dr. 145 148 149 156 161 172 182 182 188 199 / 203 207 212 219 219 220 221 222 224 225
. .


3.3.e. A digression on the Peterson inner product. hdex for subfactors of nl factors. 3.4. 3.5. 3.6. 3.7. Inclusions of finite von Neumann algebras with finite dimensional centers The fundamental construction. Markov traces on EndN(M), a generalization of index.

Matrim over the natural numbem Valpea ?f the norms, dassification, and variations

11 Introduction. ..

Chapter 4. Commuting squares, subfactors, and the derived tower. 4.1. Introduction. 4.2. Commuting squares. Wenzl' s index formula. 4.3. 4.4. , Examples of irreducible pairs of factors of index less than 4, and a lemma of C. Skau. 4.5. More examples of irreducible paris of factors, and the index value 3 3lI2. 4.6. The derived tower and the Coxeter invariant. 4.7. Examples of derived towers 4.7.a. Finite goup actions. 4.7.b. The An Coxeter graphs.

As already mentioned, the initial problem for this chapter is combinatorial: it is the classification of finite matrices over the nonnegative integers 01 = {0,1,2,. .} which have Euclidean operator norma no larger tban 2. The reader should be aware from the start that most matrices below are not square. We establish first some notation. For m 2 1 the real vector space Illm has the


stanerd basis {el,. .,em}, the standard inner product (f 1 q) =



associated norm llCll Matmln(S) the set of m-by-n matrices with entries in S; we write Matm@) for Matmlm(S), and Matfin@) for the disjoint union of the Mat (S)'s over positive m,n integers m,n. For X E Matm,n(R), the transpose of X is xt and Xllj is the entry of X in row i and column j. We think of vectors in I R ~as column vectors, and with a linear map P Rm. The Euclidean consequently r e identify X fi

l< ~ m i = (<I o1I2. For m,n 2 1 and for a subset S c R, we denote by


fiqi, and the


4.7.c. 4.7.d. 4.7.e. 4.7.f. Appendix I.

A general method. Some examples of derived towers for index 4 subfactors. The tunnel construction. The derived tower for R 3 R when /3 > 4.


operator norm of X is defined to be Ilxll = Max{llxEll :E E i~~ and IItlI s 1). For S C IR we set K(S) = {t E R+ : t = IlYll for some Y E Math(S)).


Classification of Coxeter graphs with spectral radius just beyond the Kronecker range. 1.1. The results. 1.2. Computations of characteristic polynomials for ordinary graphs. 1.3. Proofs of theorems 1.1.2 and 1.1.3. Appendix 1I.a. Complex semisimple algebras and finite dimensional c*-algebras Appendix 1I.b. The algebras A in statistical mechanics. P,k for non-generic B. Appendix I1.c. More on the algebras Appendix 1 1 Hecke groups and other subgroups of PSL(2,R) generated by 1. parabolic pairs. References. Index.

232 232 235 243 253 259 266 274 281 287

Our first result is essentially due to Kronecker [Kro]; it shows that K(Z) n [0,2] is infinite and easy to describe. Though not necessary for the logical understanding of the classification of integer matrices with small norm, the result helps us to believe that the matrices under study admit a comprehensible classification.
Theorem 1.1.1. Let X be o fnite mat& over I. Then either IJXIl = 2 cos

g for

some natural nu@er q 2 2 or llxll 2 2. Moreover, for any integer q 2 3, the& ezists a pby-p m a t h X over {0,1) with llXll = 2 cos where p ts the largest integer with p I q/2.


This theorem is. proved in section 1.2. Let us now describe the classification of matrices


(-' , '!?".,.

Chapter 1: Matrices over the natural numbers

!j 1.1. Introduction

X E Matfin@) with llXll i 2. Obviously, we need only consider X E Matfin({0,1,2)). The first stgp is to encode the matrix as a bicolored labelled graph, some edges being marked with a sign CO. (The choice of co fits with the marking conventions for Coxeter graphs, as will be explained below. We distinguish labelled graphs, in which each vertex has a well-defined name, from marked graph, in which some edges are decorated with various signs.) More generally, a matrix X E Mat (R) is encoded in a labelled bicolored m,n graph f(X) which has m black v a t i m bl,...,bm and n white vertices wl,...,wn; there is no edge joining either two b's or two w's; there is an edge joining bi and w. J if and only if X i j # 0; W y an edge corresponding to XiSjf {0,1} is marked with some sign conveying information about the value of X. In particular, an edge corresponding 1,j' to X. . = 2 is marked with co and thus looks like o a . For example: 14 , 1

This theorem is proved in section 1.4, which also contains pictures of the graphs and tabla of matrices. The theorem is also essentidly proved in numerous sources, including, for example, [ S d and [CGSS]. One point should be stressed: the oombinatorics underlying Theorem 1.1.2 is the same as that which enters into the classification of simple Lie algebrai or of reflection groups of the comespondix types, but the theory of Lie algebras is not needed, nor that of reflection groups. On the other hand, these theories immediately suggest both statement and proof of the next result. We set

so that K = [0,2] n K ( H ) by Theorem 1.1.1. To encode X

(I(), we mark an edge m,n with m if it corresponds to Xi . = 2, with q if it corresponds to X. . = 2 COSTfor some J 1J q integer q 2 4, and not at all if X. . = 2 cos $ = 1. For example:

E Mat


As one may expect for any classification, the next step is to establish appropriate if notions of indecomposability and equivalence. We say that X is indecom~osable f (x) is connected; two matrices X and X' are pseudo-eauivalent if f (x) and f (x') are isomorphic as (unlabeled) marked bicolored graphs. These notions will be discussed in greater detail in section 1.3, which also contains a proposition reducing the classification to the indecomposable case. Now comes the solution to the initial problem. Theorem 1.1.2. The encoding described above set% q a bijection between: (i). Indecomposabk .matrices in Matfin({O,l)) of nonns smaller than 2, up to pseudo-equivalence, and (ii) Irreducibk Cozeter graphs from the following list, together with a ~bicoloration,up to n \ . isomorphism ofbicolored graphs. The list is

Such a marked graph is known as a Coxetec as

a. 1.1.2 may now be generalized Theorem
2, up to

Theorem 1.1.3. The encoding above sets up a bijection between: [i) Indecomposable matrices in Math(K) 4 nonn smaUer fhan

pseudo-equivalence, and (ii) Irreducible Cozeter graphs j-om the' following list, together with a bicoloration, wp to isomorphism of bicolored graphs. The list is

A (1 2 21, DL(1 t 4), El (k6,7,8). ! Also it sets up a bfjection between: (iii) Indecomposable matrices in Matfin({0,1,2))
of norm equal to 2, up to

Also it sets up a bijection between (iii) Indecomposable matrices in


of norm equal to


up to

pseudo-equivalence, and (iv) Irreducible Cozeter graphs from the following list, together with a bicoloration, up to isomorphism of bicolored graphs. The list is


pseudo-equivalence, and (iv) Irreducible Cozeter graphg from the following list, together with a bicoloration, t ~ p to isomorphism of bicolored graphs. The list is



e2 1 ,

BY) (e t 21, C P ) (I t 31,


Chapter 1: Matrices over the natural numbers

5 1.2. - Kronecker's theorem



This is fact: -.

a explained in Section 1.4. d

Theorems 1.1.2 and 1.1.3 imply m interesting

pro~osition1.2.t Let X be a nonzero complez number which is a root of a monic polynomial P E H[T]. If all the roots of P are in the disc {z E C : lzl r 11, then X is a root of unity. &&, Let Z denote the degree of P. The set of all monic polynomials in HIT] of degree Z having all their roots in the unit disc is finite. Indeed, such a polynomial is of the form

This generalizes to the following theorem, which was shown to us by G. Skandalis. ,Theorem 1.1.4. For any S c R one has. 4 4 s ) ) = 4s). This is proved in Section 1.5. The set 4IN) is.also the set K({0,1)) of possible spectral radii of graphs, as has been observed by Hoffma~[Hor]. This K ( M ) is an interesting set of totally real algebraic integers. Here is a sampling of some known facts regarding K(N). Pro~osition 1.1.5. The set E = K ( N ) has the following properties: 2 ,2 112 (i) If s,t 6 E then s+t, st, + are in E. and [t (ii) If s E El s > 1, then s+s-l, are in the limit set of E. (iii) The smallest limit point of E is 2 = l i m 2 cos(z); there ezists d > 2 with

with lull < l,...,lvel

s 1, and consequently with

' 3

1 -

As the aj' s are in 2, the claim is clear. P(T) = P1(T) = n y - p j ) mi, for any k iL, set = nL~-pi). 1sJS 1r J L Then Pk E H[T] by Newton's formulas for symmetric polynomials (see, e.g., [BA4], page %ti A.IV.57). It follows from the begiining of the proof that P . = Pk for some j,k with
J 1 r j < k, and thus that there exists a prmutation a ,of {1;2,,. .iZ) with



E n ]2,d[ = 4.
(iv) The smallest limit point of limit points of E is
points of E in the interval ]2,AJ

a =? b


2,058171. Limit

c o ~ t m t b increasing injnite sequence an

furthermore for each q 2 3, there are increasing sequences and decreasing sequences in E converging towards X
(' 1


(v) The closure of E contains (vi) E is not closed.

[X,O ,m [ . .

Statement (i) is proved in Section 1.5. See also [HW] for other operations defined inside E. statements (ii) to (iv) are proved in Appendix 1. Statement (v) is a recent result of J. Shearer [She]. For (vi), see Appendix I, after 1.3.6. What is known of E . makes it look somehow similar to another set recently studied by [Smy]; see also Lehmer'e problem, referred to below in remark (3) following Proposition 1.3.4, in Appendix I. 1.2. Proof of Kronecker'a themem. We repeat firat the two results of [Kro], with their original proof.


I£ d denotes a iterated i t i e s (thus dn(1) = 1 for some m < 9 and if notations are such that y = A, one obtains after elimination





In other words, X is a (km-jm)th root of unity. #

ProDosition 1.2.2- Let be a n o w e m real number which' is a root of a manic polyomial P E H[T]. If all the roots of P are real and in [-2,2], then X = 2 cos(2n r) for some rational number r.



* ,



Chapter 1: Matrices over the natural numbers and set

+ "

$1.2. Kronecker's theorem Lemma 1.2.4. Consider integers X E Matman(R). Set 4m,n 2 1
vrifi = m+n

L ,, .

w.Let L be the degree of P
Denote' by X = 2 cos el, 2 cos 02,'

and a matriz

, 2 cos


the roots of P. Then


llxll = llxtll = IlYll = ~lx~xlll/~ = llxxtl11/2.
P(T) = n$T-2 cos Oj) lsjs Q(T) = n j T 2 - 2 T cos li js iel The previous proposition shows that e is a root of 1, namely, that $ 1 2 ~ is rational. It follows that Now (*) implies

w.For any

6 E kRn one has

llxt112= ( x t x t l o i llxtxlllld12s llxtllllxllll~12. (*I

llxll i 1 1 ~ ~ 1 1 .As this holds with

X and


exchanged, llXll = 1lxtll.

1 1 ~ 1 =~ l l ~ ~ x l and then l l ~ 1 = ~llxt112= 1 1 ~ ~ ~FinaUy 1 l, 1 11,

A1,Corollarv 1.2.5 Let P E H[T] be a monic polynomial of degree ',Ae are real and in 1-2,2[; suppose P(T) # T e. Then

4 of which the roots

max{IAdI : 1 i j s ~ = 2 c o s ~ 9 J Proof of Theorem 1.1.1. Let X be a finite matrix over Z with llXll < 2 and let Y E Mat@ be as above. As Y is symmetric, its eigenvalues A1,. , ,Ae are real and


for some natural number q 2 3.
* f .

llXll = IlYll = max{ I Al pl,.

I ,,* .,1 All}.

These eigenvalues being the roots of the characteristic

By the previous proposition, there exists


polynomial of Y, one has Y = 0 or IlYll = 2 cos ql,,qe E H, with

for some q > 3 by corollary 1.2.3. 9 The last daim in the theorem follows from the example below. # l3xam~le 1.2.5, Given an integer l 2 2, consider


(p., q.) = 1, such that A. = 2 cos(2rp./q.). But 2 cos(2rp./q.) and 2 cos(27r/q.) are J J J J J J J J conjugate in the field Q(exp(iPrp./q.)), and as P has coefficients in H, the number J J 2 cos(27r/qj) is also a root of P. In case q - 2k.+l is odd, 2 cos(27rk.lq.) is also a root jJ J J of P, and 12 rm(27rkj/qj)l = 12 w ( r - 7r/qj)l = 12 cos(dqj)l. Thus rnax{lAjl : 1i j




=2lcos(r/q)I with 9 = ={q' A') q' = max{ 1 qj 1 : q is odd)

For j = 1,- ..,e, one checks that Y[


- A.t.


1 q' = max{ I qj I : qj is even}.
Finally q i 3 because 2lcos

= 2 and 2lcos;l



As Y is symmetric one has

The last ingredient in the proof of Theorem 1.1.1 is a well known exercise in matrix algebra:


Chapter 1: Matrices over the natural numbers

1.3. Decomposability and pseud~quivalence
E 6, is identified with a matrix in Mat,((O,l)).

Matrices X1 . and X2 in Matm,,@)

One may rewrite the rows and columns of Y in the order 2,4,...,1,1,3,...,1-1 2,4,...,I-1,1,3,,..,1 and obtain a matrix of the form if 1 iseven if I i s o d d ,

are defined to be &w i v a l e s t if there exist


emand P E 6,


$= d l P ,

namely, if appropriate exchanges of rows and columns convert X1 to X2. A matrix is irredundar& 'if none of its rows and columns is zero. is if there exist integers X E Matm,,(R) m = ml+m' and n = nl+n', An irredundant matrix m' ,m',nl ,mn 2 1 with

[xt 0] with

0 X

as well as X' E Matm, ,, (R) and X' E Matm.,n.(tR) +

such that X is pseudmuivalent to

. A matrix is indecom~osab if it is la 081 irredundant and not decomposable. For example, it is not difficult to check that


are indecomposable, but that

In both cases, llXll = 2 cos


is decomposable and pseudo-equivalent to

(1) The ideas of Kronecker in [Kro] have motivated much further research; see, for example, [Boy] and [Rob]. (2) The matrix in the example above is "well known". Indeed, it could well be the first matrix in the history of mathematics of which the eigenvalues have ever been computed! This occmed in 1759, when Lagrange was studying a system of ordinary differential equations which "approa~h~~ equation for a vibrating string ([Lag], nos the 14-20). We owe this observation to G.Wanner. (3) The set of positive algebraic integers which arise as spectral radii of (not necessarily.symmetric) integral matrices is considerably larger than the set qn). Indeed, the former is dense in [I,@[, even if one considers only aperiodic matrices with entries in IN [Lin]; but the latter is not, as shown by Theorem 1.1.1. (4) It is h o r n that the degree of the algebraic integer 2 m s is d q ) , w h m p '4 These notion$ should be distinguished from those defined by Frobenius [Fro] for square matrices. Recall that Z E Matm@) is reducible if there q s t s permutation -y € em with 7Z7-' of the form m' ,m' > 1 with m' +m' = m. Matrices such as Z and $37-I example, the matrix



where ZZ. and Z'

are square blocs of siaes are called eauivalent.



is Euler's function [Le2]. It is easy to see that the estimate p 5 q/2 in Theorem 1.1.1is not sharp.
13 Decomposabiity and paeudo-quidenoe. ..

already considered is irreducible. (Frobenius uses "zerfallend" and llzerlegbar" for "reducible," and no specific word for llequivalent.l') l e t X € Matm,n(R). Denote by E Matm,({O,l}) the matrix defined by x:,~= 1


if X i j # 0 and X !

have containing m black vertices bl,. .,bm and n white vertices wl,. .,wn. Now set

. = 0 for' Xi J.= (I; the w p e m i p t c stands for Ucombinatorial". We explained in section 1.1 how xC caabe encoded in a bicolored labelled graph f (xC)



We consider first matrices in Mat (IS) for some m,n 2 1. Any permutation CY of m,n {1,2,. .+,m} will be identified with the m-by-m matrix of the linear automorphism of LRm mapping e, to edi1; .with this wnvention at = oil. Similarly any permutation

4 = m+n and wnsider the square matrices



( ,

Chapter 1: Matrices ove~ natural numbers the


5 1.3. ~&omposability pseudwquivalence. and.

In this case one has 1X1 = max{llXlll,. .,llXall). 11

Denote by f(xC) labelled graph underlying the

p(XC): it has uncolored vertices

Uniqueness holds as follows: if X is also pseudo-equivalent to a mat& with indecomposable blocs Xb E Matm, ,n, (W), for s = 1,-,.,b, then b = a and, after some


renumbering of the triples (m;l,ni,X;1), one has

is Caned its *cv and observations.

matrix in graph theory. Here is a list of easily established

m i = mr , n'r = nr, and X i pseudo-equivalent to

(a) The following are equivalent: (i) one of the matrices X, xC, yCis irredundant; Y, (ii) all these matrices are irredundant; (iii) the graph ~ ( x ~ J no isolated vertex. has (b) The following are equivalent: (i) one of (hence both) the matrices X, xCis fndecomposable; (ii) the graph I'(xC) is connected; (iii) one of (hence both) the matrices Y, yC is irreducible. (c) The following are equivalent: (i) X and X are pseudo-equivalent; : : (ii)

for r = 1,.


f (xC),

b f . For the existence part, consider the connected components f (xC), of where r = 1,. .,a. Denote by white] points in

q]the number of black [respectively,
X' in such a way

f (x')~. Permute the rows of that the black point bi belongs to f XI)^ if

xCand obtain a matrix

f ($1 and f (xi)are isomorphic aa bicolored graphs.

Similarly, permute the columns of X' and obtain a matrix X' a way that the white point w. belongs to J

E Mat


((0,l)) in such

(d) The hllowing are equivalent: : (i) Y and Y; are equivalent; (ii) I ' ( x ~ ) and

f (x'), if


are isomorphic as graphs. (R), there azist an bteger




1.3.1. For any irredundant matrix X E Mat Pro~osltlon a z 1, partitions



The matrix X' has the desired form. Uniqueness follows from the fact that f(xC) has well defined connected components.

(1) If X corresponds to the bicolored labelled graph f (x), then xt corresponds to a graph with colors exchanged. The example at the end of section 1.2 is a Jordan block, say


and irredundant indecomposable matrices Xr E Matm (R), for r = 1,. .,a, such that r' r X is pseudo-equivalent to the mat*



for m = 4. As f (x) is clearly isomorphic (as unlabeled bicolored graph) to the graph with colors exchanged, a Jordan block is pseudwuivalent to its transpose. But


Chapter 1: Matrices over the natural numbers

3 1.4.

Graphs with norm no larger than 2


black vertices bl,.-.,bm

and m whitevertices bi,.w.,b&. There exists a line between

are not peudo-equivalent to each other, because the graph corresponding to the former has a white vertex of degree 3. (2) Consider X,X1 E Matmln(R) and the cohesponding Y,Y1 E Mate (R), with
/. I e= m+n. If X' is pseudo-equivalent to X, say X' = & then Y' is equivalent to

bi and bi, if and only if there exist a line in f ( ~ ) between bi and w. as well as J between w. and %, for some j E (1,. .,n). This shows equivalence of (i) and (ii); the



Y, because Yf = 7 ~ 7 " with , 7 =

But one may have Yf equivalent to Y 0 without X' being pseudo-equivalent to X. The reader can check this with X and X' the two 3-by-3 matrices of the previous remark, or with X E Mat4({0,1)) and X' E Matg,2({0,1)) corresponding to


1. r1

same works'for (i) and (iv). Now a matrix such as X ~ X , which is positive both in the sense of Perron-Frobenius theory and in the sense of operator theory, is irreducible if and only if it is aperiodic. This follows from Theorem 8 in 3 XIII.5 of [Gan]. # About (a), obserke that X = redundant. Let r be a finite &aph with e vertices. The- 8 of I is (the ' equivalence class of) a symmetric matrix Y = Yr E Mate ({0,1)), with Y. . = 1 if there is an edge between vertices i and j and with Y.


is redundqt, with XXt imdundant and


-0 llj -

.. if not. The ~haracterlstlq

plvnomial of I' is that of Yr, and the s w t r a l @&Q or (3) There is of course a proposition analogous to 1.3.1 in terms of irreducible square matrices and equivalence ia kobenius. See [Gan], 3 XIII.4. For future reference, we also note the following fact. A square matrix X E Matm@+) . with nonnegative entries is irreducible if a only if, for each ilj E (1,. ,m), there exists d an integer p (depending on i and j) such that the (ij)@ entry of xP is strictly ("primitive" is also used) if there exists an positive (see [Gan], 3 XIII.1). It is a~eriodic integer p such that all entries of xP are strictly positive. Lemma 1.3.2. (a) For X E Matmln(R), the following are eqdvalent: (i) X is irredundant; (ii) X ~ X Matrn@) and XXt E Matn(R) are irredundant. E (b) For X e"Matmln([R+), the following are equivalent: (i) X is indecomposable; (ii) XXt is irreducible; (iii) XXt is aperiodic; (iv) xtx is irreducible; (v) X ~ X aperiodic. is

' of I is

lll'll = max{ I A 1 : A is an eigenvalue of Yr).
From Proposition 1.3.1, it is clear that the following program will solve the problem of < classifying matrices X E Matfin({Oll)) satisfying ((X(( 2: (1) classify finite connected graphs satisfying JJr)J s 2; (2) classify bicolorations on these. Consider now an indecomposable matrix X E Matfin({0,1,2)) and assume that 2 is an entry of X. Then one has either X = 2 (as 1-by-1 matrix) or llXll 2 51t2: this is clear from the definition of IlXll, and follows also from Lemma 2 in XII1.2 of [Gan]. Consequently the program above will also solve our initial problem of classifying X E Matfin({0,1,2)) with IlXll s 2.
1.4. Graphs with norma no larger than 2.



The elementary classification of the present section is based on two fundamental facts of Perron-Frobenius theory, for the proof of which we refer $0 [Gan]. The first one is about ah irreducible square matrix Y E Matk([R+) with nonnegative entries. A Penon-FrobyBEtpI for Y is an eigenvector (ER:
j .

of Y with

m. Claim (a) is immediate from multiplication rules. For (b), if bl,. . ,bm,wl,. ..,wn are the vertices of f(x),


f (XXt) has m

nonnegative entries. The fact is that such a vector (i) always exist; (ii) is unique up to multiplication by a positive scalar;



Chapter 1: Matrim over the natural numbers


# ., +:-



$1.4. Graphs with norm no larger than 2


(iii) corresponds to an eigenvalue which is simple and which is the spectral radius of

i,j = 1, ,k) and Y' # Y. Then the fact is that the spectral radius of Y' is strictly' smaller than that of Y. In particular, this implies the following lemma.


In partic&ar, if I is a finite connected graph, and Y € Matk({O,l)) is its adjacency ' matrix, then Y is irreducible, although in general not aperiodic; a Perron- Frobenius vector C for I (by which we mean for Y) satisfies ' Y t = IlI'll C.


' Lemma 1.4.2. Let I be a frnite connected graph and let then llr' II < Ilrll.


be a proper subgraph of

As the vector space where Y acts has its natural basis indexed by the vertices of 1', it is convenient to represent such a ( on the graph I', with the value of each coordinate of wlitteh near the corresponding vertex of r. For example, if Y = then E !U2

8, I[

is represented by -. We consider the following graphs, each given with a Perron-Frobenius vector. (Note that the subscript ! means that the graph has kl vertices (sic).) .



(By a subgaph of I we mean one obtained by erasing some edges and some vertices ' , o is a together with all edges emanating from these vertices; for example, subgraph of ) . The graphs list& in the next theorem are the ones above together with the following (Now L is the number of vertices!):


Given integers p,q,r with 2 < p 5 q 5 r, we consider also


4 ' -0.

(p+q+r-2 vertices).



One has in particular DL= T2,2,e-2 and Ee = T2
1 1

Theorem 1.4.3. Let I? be a nonempty finite connected graph.



Lemma 1.4.1. Each graph in the list above has norm 2.
In this case, llI'll = 2 cos(lr/hr) where hr is the so-called Cozeter number of I' giuen by

u f . Check that the indicated vector is a Perron-Frobenius vector corresponding to the eigenvalue 2. # The second fact from Perron-Frobenius theory concern two matrices Y' ,Y E Matk(nt+) with Y irreducible, Y' s Y (this means (Y-Y')ilj 2 0 for



e+i for A ! ,

2e-2 for D ~ , 12,18,30 for E~,E,,E*.

(b) IlI'll = 2 if and onlg if I is one of '

AP) (e

2 21,

D P ) (e I 41,

EY) (e = 6,7,8).



Chapter 1 Matrices over the natural numbers :

$ 1.4. Graphs &th norm no larger than 2


M. Assume first that


llI'll < 2. By Lemma 1.4.2, the graph I' contains no cycle = 2 for l r 2), no point of degee 4 or more (because 1 1 ~ ~ = 2), 1 ~ 1

and at most one point of degree 3 (because llDf

111= 2

for L 2 5). Consequently I is '
1 ,

Although the theory above is independent of that of semisimple Lie algebras, root systems are very close at hand. In fact, consider X E Mat ((0,l)) with llXll s 2, and m* set Y = [Ot E MatL((0,l)) as above. Then 2-Y is a real symmetric matrix with/ X 0 positive eigenvalues; as &ch it can be written uniquely as 2-Y = Z2, with Z E Mat@) a symmetric matrix with non-negative eigenvalues. Let orl,, .,ort denote the oolumns (or rows) of Z. Then (Z2)i,j is the scalar product (a.10.); since it is 2 if i = j and -Yij E {O,-1) if i # j, the vectors

either a segment, namely Ae for some L 2 1, or one of T2 e-2 = DL for some l 2 4, or some graph T with q > 3. In this last case one cannot have p 2 3 (because p,q,r = T3,3,3 is of norm 2), nor r ? 6 (because E&') = TZIt6 is of norm 2). Thus one is left with the list of (a). Assume now IlI'll s 2. The same argument shows that I' does not properly contain a cycle, a vertex of degee 4 together with its nearat neighbors, or one of the DV) for


5,. ..,orl


are of equal length


and their mutual

angles are lr/2 or 243. Assume moreover IIXII < 2, so that Y and Z are invertible, and thus

4 , .. ,?

L 2 5.

If, moreover, llrll = 2, it follows readily that I' is in the list of (b). If I' = Al then llrll = 2 cos(lr/(kl)) by the example of section 1.2. For the other

linearly independent. Then, {al,.,.,eye) is what is called a reduced system of roots. It is clearly irreducible if and only if X is indecomposable; in this case it is of one of the types A,D,E because all roots have the same length. See [CGSS] for more along these lines. For the remainder of this section, we assume that the reader has some familiarity with Coxeter graphs. Recall from section 1.1that

value8 of h

, see the literature,or Proposition 1.2.5 of Appendix I. For various meanings


of the number hr, see [Stel]. # Define the bicoloratio~ number of a graph I' to be the number of possible partitions of its vertices in two nonempty sets, with no pair of adjacent vertices in one of the parts. It is both elementary and well known that this number is 0 if and only if I' is a point or contains an odd cycle. For the graphs of the previous theorem, one has Table 1.4.4. The bicoloration numbers of the graphs listed in 1.4.3 are as follows: o A P ) with I 2 2 even: o A~:

and that a matrix X E Mat (K) is encoded as a Coxeter graph, say I', plus a m,n 0 X bicoloration. In fact, 2 is twice the matrix of the cmonical bilin* form associated to graph


[xt 0]

(the form denoted by BM in [BLie], chap. V, $4, no 1). Any Coxeter

A with l even: !
A~ with l r 3 odd: Dewith


A?) with ( 2 3 odd: D P ) with t 4 even: Df) with l > odd: 5 E ~ I )with != 69,s:



Lr 4:

2 2

El with l = 6,7,8:


This completes the program set up at the end of Section 1.3, and consequently the proof of Theorem 1.1.2. The matrices listed in the following tables (Tables 1.4.5 and 1.4.6) correspond to the graphs of Theorem 1.4.3; the one additional matrix [2] E Matl@) is conveniently made to cornrespond with the marked graph

corresponds to such a matrix X, and llrll = llXll < 2 [respectively [lXll= 21 if 0 X and only if 2 is positive ddnite [rap., positive semiddnite]. Consequently the xt 0 classification of Theorem 1.1.3 is nothing but another phrasing of the classification of irreducible Cozeter systems which are of fhe finite type [resp., the afbne type]. We refer to [BLie] for further details. It is again true that an indecomposable matrix X E Mat (K) m,n corresponding to a Coxeter graph I has norm 2 cos(r/hr), where hr is either as in '


[ ]

Theorem 1.4.3 or as in the following list:

AP),pictured as A. The

2 for Be L 10 for H3

12 for F4 30 for H4

6 %r G2 p for $(p).

tables list Coxeter exDonen& of the graphs l; these are integers m. such that the ' J adjacency matrix of the graph I has spectrum (2 cos [m. '

I}, ~a;:

with j = 1,. -,m+n.


More about Coxeter exponents can be found in section 2 of [Cox] and in exercise V.6.4 of [BLie]


Table 1.4.5.
Type of Y 4,!?=2m m>l .size m-by-m

00 w


matrix Y

bicolored graph

Coxeter number !?+I

exponents 1,2,.

*Yfigures in table

( ) (





1 ;


D, !? = 2m ,


m -1



'1 '1 1


Q - p

22 - 2

and 2- , .1.,2P-3, 1,3, 5 .



(i i i r)
1 0 0 0



17,19,23,29 1,7,11,13,


B er.
i 2



NB: ..

type Al doesnot appear; it would correspond to the empty matrix, identified to the (linear!) map

Ro+ Ro.

Table 1.4.6.
Type of Y


mat" 2



bicolored graph

.*Y figures in table




NB.: ?! * m + n

-1in this Table, but P

= m +n

in Table,1.4.5.

Chapter 1: Matrices over the na;tural numbers.

3 1.4.

Graphs with norm no 1arger.than2

Table 1.4.7. List of Coxeter graphs which satisfy

llrll s 2
Table 1.4.8. Perron-Frobenius eig&vectors for Coxeter gaphs of finite type

and which do not appear in Tables 1.4.5 and 1.4.6.


o . o



1 2 2 L vertices h = 2t
4 vertices h = 12 2 vertices h = 6 3 vertices h = 10 4 vertices h = 30 2 vertices h = p

Type Ae (1 L 2).


Eigenvalue: 2 cos[lr/(t+ I)]


G2 H3 H4

c40-0 6 6-0

-*~ *

+I)] ?in[2lr/(l +l)]


. .





sin[Llr/(t +I)]

5- - 0 0 0 0

Type Be (1L 2). sin[r/2lJ

Eigenvalue: 2cos[lr/24 sin[2,~/2&l

12(p) o-E,

P = 5 or p 2 7

For these IlI'll = 2 cos(r/h) Type

( t L 4).

.*. -


sin[(t -l)lr/24



Eigenvalue: ~ c o s [ T / -2)] ~ (~




L2 3
L2 2

kl vatices

J z 2 2




t+l vertices
5 vertices 3 vertices

Type EEg'

Eigenvalue: 2cos[lr/12] = (13 sin[lr/l2] sin[2lr/l2]

s in[2~/12] sin[lr/l2]




i -

For these, llI'll = 2 (a Perron-Frobenius vector is indicated)


sin[lr/12] = ( - 1 2 sin[2dl2] = 112 sin[3rr/l2] = 1/@ sin[3lr/12]/2cos[lr/i2] = ($3-1)/2 Eigenvalue: 2cos[lr/18]

Type E7'

1 1 Lemma 1.4.1 and in Table 1.4.7, we have indicated a Perron-Frobenius eigenvector 1 for the Coxeter graphs of affine type. For Section 4.5 we will also need to compute the Permn-Frobenius vectors for the connected Coxeter graphs of finite type in the classes A, D, and E. For completeness, we repeat the case of the gaphs At, already dealt with in Section 1.2, and also give the results for the classes B, F, G, H, and I. Recall that in the standard notation for Coxeter graphs of finite type, the subscript gives the number of vertices. The details of the verifications are straightforward and are left to the reader.







Chapter 1: Matrices over the natural numbers


5 1.4.

Graphs with norm no larger than 2

Type Es.

Eigenvalue: 2cos[d30] =


J3 +

1 1

Let J? be a connected Coxeter graph of finite type A, Dl or E with e l 2 vertices. Choose a bicoloration of I?. with m black and n white v e r t j ~ s&y+n = 9, and let X E Matmln({O,1}) be the corresponding matrix, so that Y = [ i t is the adjacency Let x be the row vector defined by the n white co-ordinates of the matrix of Perron-Frobenius vector for Y (as listed in Table 1.4.8); then x is a Perron-F'robenius row vector for X ~ X . For use in Section 4.5, we need to know the square ( ( ~ ( 1 of the ~ Euclidean norm of X. (In case I' has two bicolorations, there are two distinct choices for X, but it follows from the eigenvalue equation for Y that they have the same norm.)


Type F4.

Eigenvalue: 2cos[lr/12]

Pro~osition1.4.9, With the notation as above, the values of the square norna of the Perron-Frobenius eigenvector for X ~ Xare as follows: C3+1


of the




P .----.

Type At: Type E6:


+ 1)/4

Type Dl : Type E7:

(e- 1)/4
ca. 0,57999

(3 - $3)/2

Type Ga.

Eigenvalue: 2cos[lr/6] =

Type E8:

Ca. 0,38502

Remarks. be a graph with .t vertices and let X1 5 , (1) Let s s(r) of r is Xe-XI. of its eigenvalues. The s~ectral ~ r e d

-.s Xe

be the ordered sequence

Of course

llrll < 2


Type Hq.

Eigenvalue: 2cos(lr/30]

s(r) s 4; the converse happens to hold with finitely many exceptions which have been classified by Petrovit [Pet]. (2) It has been pointed out to us by D. Cetkovit and C. Godsil that it may also be possible to classify'indecomposablematrices X E Matfin({-l,O,l)) with [[XI[i 2. One can 0 X mite 2 - t = ((41 7)IlriIl as before, so that the problem is equivalent to the X 0 classification of irreducible sets of vectors {al,. ',ae} in Re, al of the same length and l

[ ]

Type 12(p).

Eigenvalue: 2cos[lr/p]

. -



with mutual angles in {lr/3,x/2,2lr/3}. The possible sets of lines spanned by such sets of vectors are classified in [CGSS]. Once this is worked out, the next cases would be X E Matfin(Ku(-K)) with l\Xll < 2 as well as X E Matfin@) with IIXII > 2 but IlXll close to 2. (3) The subject of spectra of graphs has been extensively investigated. We refer to the excellent early monograph by Biggs [Big], to more recent books by "CGetkovi~,Doob, Gutman, Sachs, and TorgaSev [CDS] and [CDGT], as well as to the reviews [CD], [GHM] and [Schl].


Chapter 1: Matrices over the natural numbers

3 1.5. Norms of graphs and integral matrices


1.5. The set E of norms of graphs and integral m t i . arm

Ilrpef. It is obvious from considering 1-by-1 matrices that 4 s ) r U(K(S)). To show the theorem, set T = 4 s ) and let X E Matm,,(T); one has to find some Z E Matfin(S)

The assignment to a subset S of !It of the set K(S) of norms of matrices on S has interesting properties. Observe that, obviously,

with IIZII = IIXII. For any pair (i,j) with 1 i i i m and 1 i j j n, we choose

integer p.



1 and a

s na+ c 4 s )
and also that s,t E 4 s ) 9 st E 4 s ) because st = llX @ Y1 if s = llXll and t = ((YII. (The inequality (JX YII < IIXII((YI( 1 e follows from X @ Y = (X @ 1)(1@ the converse inequality follows from the existence of Y); vectors t,q of norm 1 with IlXtll = IlXll and IIYqll= llyll, hence with Il(x y ) ( l @ I1)I = IlxllllyII.) Given So c S c R+ such that every number in S is a sum of numbers in So, one has

symmetric matrix Y. of size p. over S with IIY. .I1 = Xi,f Let p be the product of l,j 1,j 1 , ~ e Y. .e e 1E Matp(S), with the factor Y i j at the p. .Is. Write Z. for 1e 1,~ 1,j w th the (i,j)- place. Consider the matrix Z E Matpm,pn(S) with the Z. .'s as blocks.. 1,J - Choose for each pair (ij) some vector t. . # 0 with p. coordinates such that lj Set t = @$,j E R ~ , so that Z i j ( = X. .(. C h m also qeRn with YiYjGJ = X.Id.& 1,f 1,J q # 0 and IIXqll = IIXllllqll. With C = t @ 11 one obtains IlzCll = IltllllXllllrlll = 1x111 1114. '



it follows that llZll 2 IlXll. As JJZllj llXll by the next lemma, this proves the theorem.


also K(S0) = 4 s ) .

I ,

The integer p 2 1 being given, let B the algebra ~nd(@), considered together with the Euclidean operator norm (a "real C -algebrau). We identify Matm,,(B) with the space of linear maps from Lemma 1.5.1. Let


ento RPm
a d let

Indeed, the following nice argument of Hoffman shows that

X E M a t ( S ) and let Y = [O

with IIX' 1) = 11Y1); we may assume that Y is irreducible. Now there exists a decompoaition Y = Yl++ +Yk with Y. symmetric matrices in Mate (So) for j = l,, ,k. Set J

X] xt 0

4 s ) c 4SO). Let E MatAS). We have to find some X' E Matfin(So)

Z E Matmp(B),

X E Matmp(R+)

be defined by

Xilj = llZi,jll for i = 1,. .,m and j = 1,. .,n. Then llZll s IlXll.





M. For any


Y E Matn(B), set

llMll= sup{((Y. .)) 1i i i m and 1 3 j r n). : 11J
kt t E W+e be a Paron-Frobenius vector for Y and define 6' = (t,t,. ..,() E R+ . Then X' t' = I(YIIt', so that t' is a Penon-Frobenius vector for X' . Consequently Ilx' 11 = IlXll. Ib particular one has

which is Proposition 2.1 of [Hofl. Now we state again the main result of this section, due to G. Skandalis. Theorem 1.1.4. For any S C IR one hos 4 s ) = 4 4 s ) ) .

one has

Chapter 1: Matrices over the natural numbers Now we particuladze to Y = ztz E Matn(B). For any integer k t 1, the entries of Yk are positive sums of products of entries of

'= ? >\

5 1.5.

Norms of graphs and integral matrices

Remarks about E = 1/(f0,1)1 (1) Given s,t E E, one may look for an explicit graph with spectral radius -s+t (respectively at, and hs+(s2+4kt 2)1121). Some solutions can be found in [Schl] (respectively [We], and Theorem 2.13 of [CDS]). (2) Say s E E is irreducible if a # 0,l and if s = sls2 with sl,s2


and Z; it follows that

III(Z~Z)'III r III(X~X)~II. Consequently,

E implies sl = 1

or s2 = 1. Any number in E can be factored as a product of finitely many irreducible.

r n 1 4 ~ ( ~ t ~ ) q r n l// k l l ( ~ t ~ ) k l l l l= nl/k11x112 ~f k

for al k 2 1. The lemma follows. # l One may deduce from Theorem 1.1.4 numerous properties of the set K(S). The following is a sample. Corollarv 1.5.2. Let s,t E 4 s ) . The following numbers are also in K(S): a+t, (s2+t2)'l2, $s+(s2+at2)1/2)
for evety L E I.


Are there only finitely many factorizations? (The answer is obviously yes for s r 4.) If yes, does the number of factorizations relate simply to the minimal t E I for which there exists X E Matl (I) 4 t h s = llXll?
(3) Is it true that K(M) = flu)?


If.s # 0 and s # 1, the numbers
are in the derived set of 4 s ) .


&&. The first claim is a consequence of the following equalities for PerronFrobenius eigenvectors:

3,=, ,


,= [;I

E R ~

1i i]

( = ( ~ ~ + t ~ ) ' with ( = /~<

4 = $s+(s2+at 2)112}( with ( =





The second claim is proved in Lemma 1.3.7 of Appendix I. #


5 2.1.





CHAPTER 2 o multi-niatrix algebra5 f




2.1. Introduction.


The first purpose of this chapter is to study inclusions of one finite dimensional we semi-simple algebra in another. Following [Jo~], introduce a real-valued invariant, called w,for a pair 16 N c M of axbitrary -not necessarily semi-simple or even finite dimensional - algebras over a field K, as follows: First, the fundamental construction associates to N c M the pair M c L where L = ~ n d i ( is the algebra of endomorphisms of M viewed as a right N-module; M is ~ ) identified with a subalgebra of L, each x E M being identified with the left multiplication induced by the pair N c M is the nested operator (y w xy) E L. Second, the sequence I E M ~ = N C M ~ = M CCMkCMkSIC"s e e


restrict our attention to semhimple algebras for which the simple components are central (have center equal to K). In fact we can even restrict attention to multi-matrig over K, semi-simple algebras whose simple components are isomorphic to matrix algebras over the ground field K Note that if K is algebraically closed, then every semi%imple K-algebra is a multi-matrix algebra, since K has no proper finite dimensional division algebras. We will call an algebra which is isomorphic to Mat (K) for some p > 1 a


factor. Some authors refer to multi-matrix algebras as "split semi-simple algebras".
&ggg Qf & f


The reason why it sufGces to study multi-matrix algebras is that index is stable under m d field, Let K be a perfect field and E an extension field; for any K-algebra M, let ME denote M % E, an algebra over E. If 1E N c M is a pair of finite dimensional K-algebras, then [M:N] = [ M ~ : N ~ ] (Proposition 2.4.4). If M and N are in addition semi-simple over K, then it is possible to choose E so that ME and NE are multi-matrix algebras ov& E. Taking E to be an algebraic closure of K will do, but one can also accomplish this with a finite dimensional field extension. We now come to the definition of the index m a t r i ~ A : for a pair of semi-simpb K-algebras 1E N c M. First for a pair of 1E N c M, the reader can easily check (after looking at Section 2.2) that the index [M:N] is just the ratio of dimensions,



/ '

of K-algebras, where Mk c Mk+l

is obtained from Mk-l


Mk by the fundamental

construction (k 2 1). Third, the & rk(MklMO) of Mk over Mo is defined to be the smallest possible number of generators of Mk viewed as a right Mo-module (this rank lies . . in DI U
{). a)



And finally the index of


is the growth rate

; i' ;

In this case A :

is the l-by-1 matrix withaole entry [M:N]'/~. Next mnsider a pair of {pi :1 i i i m) be the minimal central idempotents in M, so

[M:N] = lim sup[rk(Mk!Mo)]l/k.



multi-matrix that M =

m. Let

Two comments on this definition: First, we could exchange the words left and right and obtain a rank and an index "from the other side"; but we shall not study this variation 'here. Secondly, a more interesting variation comes from using tensor products M % M aN (a Tor-like idea) instead of endomorphisms ,~ n d ; ( E n d i ( ~ ) ) (an



@ Mpi and each Mpi is a factor. Similarly let {q. : 1 i j b n) be the J i=l minimal central idempotents in N. For each pair i j (1 5 i 5 m, 1 5 j 5 n) set



M.lrj- 1 J 1 J and N.1,J.=p.q.Npiqj. -p.q.Mp.q. 1 J Since pi is central in M, the product p.q. is an idempotent in Mi. If piqj # 0 then M. and, since the map x n pixpi from Nq. to N. is a ' J 1,j non-zero homomorphism, N. is a h a factor with identity element p.q.. Define A to : lj 1J be the m-by-n matrix with entries

Ext-like idea); we refer to [Jo4] for this. One could check that these variations give the same index for semi-aimple pairs, but more general examples may have several indices. The conination of this subject with Chapter 1 is this: For inclusions 1E N c M of semi-aimple algebras over a perfect field, the index turns out to be the square of the norm M of a certain matrix of natural numbers AN associated with the pair of algebras. Thu's the results of Chapter 1 yield restrictions on the possible values of the index. Recall that a semi-simple algebra over a field K is the direct sum of its minimal two sided ideals, and each of these is isomorphic to a matrix algebra Mat (A) for some p 1

. is a factor (Proposition 2.2.3); 1J






Xij = 0 = [M. .:N. .l1I2 +,I 191 U

if piqj = 0, and if piqj j 0.


and some K-division algebra A. However, for studying index, we can for the most part is a square integer, so

A ,

is a natural number; in fact


Mij P N i j @MatA.JK), by Proposition 2.2.2. As the set of pi's is well defined by M

3 2.1.
CHAPTER 2 Towers of multi-matrix algebras 2.1. Introduction.


restrict our attention to semi-simple algebras for which the simple components are central (have center equal to K). In fact we can even restrict attention to multi-matrix over K, semi-simple algebras whose simple components are isomorphic to matrix algebras o m the ground field K. Note that if K is algebraically closed, then every semi-simple K-algebra is a multi-matrix algebra, since K has no proper finite dimensional division algebras. We will call an algebra which is isomorphic to Matu(K) for some p 1 1 a

The first purpose of this chapter is to study inclusions of one finite dimensional semi-simple algebra in another. Following [Jo~],we introduce a real-valued invariant, called for a pair 1 E N c M of arbitrary -not necessarily semi-simple or even finite dimensional -algebras over a field K, as follows: First, the fundamental construction associates to N c M the pair M c L where L = End;(~) is the algebra of endomorphisms of M viewed as a right N-module; M is

m. Some authors refer to multi-matrix algebras as "split semi-simple algebras".
&ggg pf


The reason why it suffices to study multi-matrix algebras is that index is stable under pound f i e . Let K be a perfect field and E an extension field; for any K-algebra M, let M denote M % E, an algebra over E. If 1E N c M is a pair of ' finite dimensional K-algebras, then [M:N] = [ME:N E] (Proposition 2.4.4). If M and N are in addition semi-simple over K, then it is possible to choose E so that ME and NE are multi-matrix algebras over E. Taking E to be an algebraic closure of K will do, but one can also accomplish this with a finite dimensional field extension. We now come to the definition of the matrix A : for a pair of semi-simple K-algebras 1E N c M First for a pair of , 1E N c M, the reader can easily check (after looking at Section 2.2) that the index [M:N] is just the ratio of dimensions,

identified with a subalgebra of L, each x E M being identified with the left mdtiplication operator (y n xy) E L. Second, the tower induced by the pair N c M is the nested sequence ~EM~=NCM~=MC..cMkCMkSIC * " ' of K-algebra, where Mk c Mk+l is obtained from MkVl C Mk by the $damental


construction (k 1 1). Third, the & rk(MklMo) of Mk over Mo is defined to be the smallest possible number of generators of Mk viewed as a right Mo-module (this rank lies in M U {w}). And finally the index of


is the growth rate

In this ease A :

is the 1-by1 matrix with sole entry [M:N]'~. Next consider a pair of Let {pi :1i i i m} be the m n m l central idempotents in M, so iia

multi-matrix &g&ug. that M = Two comments on this definition: First, we could exchange the words left and right and obtain a rank and an index "from the other side"; but we shall not study this variation here. Secondly, a more interesting variation comes from using tensor products (a Tor-like idea) instead of endomorphisma E n d L ( ~ n d i ( ~(an )) M M eN

@ Mq and each Mpi is a factor. Simila~lylet {qj : 1i j i i=l s minimal central i d e m p o t ~ t in N. For each pair i,j (1 i i 5 m, 1 i j i n) set


be the




M - p.q.Mp.q. and Ni,j = p.q.Npiqj. e 1,- J 1 3 1 J Since pi is central in M, the product p.q. is an idempotent in Mi. I piqj # 0 then f
1 J

Ext-like idea); we refer to [Jo4] for this. One could check that these variations give the same index for semi-simple pairs, but more general examples may have several indices. The connection of this subject with Chapter 1 is this: For inclusions 1E N C M of semi-simple algebras over a perfect field, the index turns out to be the square of the norm M of a certain matrix of natural numbers AN associated with the pair of algebras. Thus the results of Chapter 1 yield restrictions on the possible values of the index. $Recallthat a semi-simple algebra over a field K is the direct sum of its minimal two sided ideals, and each of these is isomorphic to a matrix algebra Matp(A) for some p 1 1 and some K-division algebra A. However, for studying index, we can for the most part 28

Mi,j is a factor (Proposition 2.2.3); and, since the map x n p.xp. from Nq. to N.
1 1




is a to


nonzuo homomorphism, N. is also a factor with identity element piqj. Define A : 1,j be the m-by-n matrix with entries

Xilj = 0 1.. = [ M .:N. .11/2 ~

if p.q = 0, and
1 J

11 7

if p.q. / 0.

[Mi .:Ni .] is a square integer, so Xij is a natural number; in fact >J J M. p Nij @ MatX. .(K), by Proposition 2.2.2. As the set of pi's is well defined by M 14 1,J

Chapter 2: Towers of multi-matrix algebras and the set of q.'s by N, the inclusion matrix is well aefined by the pair N C M up to J pseudc+equivalent to A : for any pseudo-equivalence. Obviously one has A 9 (N) automorphism 9 of M. (See also the discussion following Corollary 2.3.2.) pair 1E N c M. The obvious thing would be Next consider an arbitrary semi-~imple M to define AN just as before, using the simp19 components of M and N, but t p s does not suit our purpose. Instead let E be an algebraic closure of K and set

3 2.1. Introduction

Again A M is well defined up to pseudoequivalence by the pair N c M, as the set of N factors in NE u d ME are determined by N c M. (In case the simple components of M and N are central, we would in fact obtain the same result without extending the ground field: thus an alternative definition of !A is this: let E be any field extension of K such that the simple components of NE and ME are central. Then :A = A I) . N , For pairs of multi-matrix algebras, I E N c M, the index matrix, togethei with the dimensions of the minimal ideals of N and M, determine the inclusion up to an inner automorphism of M (Proposition 2.3.3). This is not true for arbitrary semi-Bimplepairs. ! when N c M is a pair We will also refer to the index matrix A as the inclusion

are immediately determined by that of N c M. These towers have a rich structure, the further study of which requires the introductionof traces. A on M is a linear map tr: M --,K such that tr(xy) = tr(yx) for x,y E M. It is faithful if the bilinear form (x,y) H tr(xy) is non-degenerate. If K is given as an extension of the real field R, a trace tr is positive if tr(e) > 0 for any idempotent e in m = M. A trace tr an M = e Mat (K) is completely descfibed by the rn i=1 r% (tr(fi))lSiSm where fi is a minimal idempotent in the factor Mat (K).


Consider a multi-matrix pair N C M and assume that there exists a faithful trace tr on M with faithful restriction to N. (This is always possible if K is of characteristic zero.) Then there exiats a unique K-linear map E :M -+ N, called a conditional expectation from M onto N, such that . for all y E N E(Y)= Y E(y1xy2) = y1E(x)y2 for all x E M and ~ tr(E(x)) = tr(x) for all x E M.

1E N ~



a ,

of multi-matrix algebras. , For a semi-~imple pair, the index is related to the i&l&ion matrix in the following simple fashion (see Section 2.4): Theorem 2.1.1. Let N c M be a semi-simple pair. Then the indez of N in M is
given by


One has of course E E L = ~nd&(M),and we will show that L is generated as a vector ,space by the elements xlEx2 for xl+
E M;

in short: L = (M,E).

Although any multi-matrix pair N c,M generates a tower by iterating the fundamental constiction, traces and conditional expectations in general do not propagate up the tower. That is why we single out a special class of traces as follows. Given 8 E K* and N c M as ahve, define a Markov pf modulus 8 on N c M to be a faithful trace tr on M with faithful restriction to N for which there exists a (necessarily unique) ~) trace Tr on L = ~ n d & ( such that Tr(x) = tr(x)

~oreovek,for any irredundant mat* M NCM vith A = A N .

A E Matfin@)' there ezists a multi-rn0tr-z pair


0 Tr(xE)
Then either

= tr(x)


for all x E M

Corollary 2.1.2. Let N c M be a pair of semi-simple algebras. [M:N] = 4 cos2(~r/q) for some integer q 2 3, or [M:w > 4.

To know whether or not such traces exists on a pair N c M, one has again to consider the inclusion matrix A, and its natural action (here from the right) on vectors with coordinates in K (after reduction of A modulo the characteristicof K).


Let N c M be a multi-matrix pair and let M c L = ~ n d i ( ~ )the pair obtained be by t$e fundamental construction. We will show that M c L is again a multi-matrix pair L M and that AM is the transpose of AN. Consequently the inclusion matrices of the tow^

Chapter 2: Towers of multi-inatrix algebras Theorem 2.1.3. Let N c M be a multi-matriz pair with inclusion mat& A and let


5 2.1.


conditional expectation Ek :Mk + Mk-l,

which can also be viewed as an element of

P E K*
(I) ~ h e d e&ts a Markov trace tr of modolw ezists a row vector $ E K~ with

Mk+l. We denote by Atr,k(MocM1) the subalgebra of Mk generated by the unit and


on N C M if and only if there


Theorem 2.1.6. Let Mo c M1 be a multi-math pair on which there ezists a Markov


= &, a 1 1 coordinates of a I 1 coordinates of

k distinct from 0, and k~ distinct from 0.

trace tr of modulus


For each k 2 1, let Mk and

% be as above.


(i) Mk is generated by M1 and El,(ii) The idempotents El,.

If this hokkr, tr is described by a scdar multiple of k. (ii) Let tr be a Markov trace of modulw on N C M, and let Tr be the eztension of tr io L = ~ n d i ( = (M,E) such that @r(xE) = tr(x) for all x E M. Then T is ~ ) r again a Markov trace of mudulzls P on M c L. (iii) I f K is of characteristic 0, the modulus of any Markov trace on a pair N c M is a totally positive algebraic integer. A pair N C M is called wnnected if the intersection ZN n ZM of ,the centers of M and N consists only of scalar multiples of the identity. Using the Perron-Frobedustheory of matrices with positive entries, one has: Theorem 2.1.4. Assume that K is given as an eztension of the real field IR. Let N c M be a connected multi-matriz pair with inclusion matriz A and let /3 positive Markov trace of modulus P on N c M i f and only if

..,Ek_i satisfk
1 J

.W.E.E.1 = Ei if li-jl = 1, and 1 J E.E. = E.E. if li-j( 2 2.
J 1

The-proofs of Theorems 2.1.3 to 2.1.6 appear in Section 2.7. In the "generic case" (see below), it is remarkable that (ii) is a complete set of relations for the Eil s. This motivates the introduction of the Temoerlev-Lieb


which first appeared in statistid

physics (see [TL] and appendix II.b.), For any P E @ and for any integer k 2 1, the is defined by the presentation with generators el,. .,ck-l &algebra (with unit) A P,k and with relations:


K*. There exists a

Any two positive Markov traces on N c M are proportional. This implies: Corollary 2.1.5. The set E = K(Q0 of Chapter 1 (seeq~roposition 1.1.5) is also the set

D = 2 + q + q-l, we say that p is generic if q is not a root of 1 (or if q = 1 when K is
of characteristic zero). First, we describe the structure of AP,k'

Choosing a number

q # 0,-1



or in a quadratic exthsion of



of square roots of

moduli of positive Markov traces.

We now return to the tower M0=NCM1=Mc cM~cM~+~C



Theorem 2.1.7. (i) For any

B E k? and fir any ,k 2 1, the algebra APTk hf
+ AP,k+l is an injection.

, and the natural morphism AP,k
(ii) If /3 is generic then



ABBk c.

= 1 and

{f] = M - bFl]

is a multi-matriz algebra isomorphic to for j 2 1. Moreover there

generated by a multi-matrix pair N c M. We assume that there exists a Markov trace tr of same modulus B E K* on N c M. As Markov tracea propagate according to c W m W of Theorem 2.1.3, one has for ueh k 2 1 ' a Markov trace trk on Mk-l c Mk and a

ezbts a faithful normalized trace trk on Aflyk such that @trk(wtj) = trk(w) for w E and j s k-1.

Chapter 2: Towers of multi-matrix algebras


8 2.1.


Next, we describe the algebra Atrlk(MocM1) previously introduced. Theorem 2.1.8. Let Mo c M1 and let tr and /3 be as in Theorem 2.1.6, where IA is a factor for each X E lk; we refer to Section 2.10 and 2.11 for a more precise

J isomorphism onto Atrlk(M0cM1). Moreover this isomorphism is compatible with the trace
trk on


If /3 is generic, the map AAk


Mk defined by e. * Ej for j = 1,. ,k-1 ,is an


description.' That there is a relationship between Hecke algebras and the algebras appearing in towers is clear from the presentation of Ablk with eifs and from that of Hqlk with eil 8. More precisely: Theorem 2.1.9. Let q E K* be a number which is not a root of 1 (with q = 1 allowed

and the Markov trace trk on Mk. when char(K) = 0), and set /3 = 2 + q + q-l. Consider an integer k 2 1. Then Am by the relation isomorphic to the quotient of the Hecke algebra H q1k

(ig Assume K is given as an eztension of W, and that the Markov trace tr is positive (so that p = [Ml:MO]). Then Atr,k(Mo~M1) is isomorphic to a certain quotient B Plk AAk which is ezplieitly described in Section 2.9.
The braiding relations, which appear above first in Theorem 2.1.6, suggest a strong connection with Artin's braid groups and with Iwahori' s Hecke algebras. This observation haa constituted a breakthrough in the study of knots in !R3; see [Jo~],[Jo~],[Fre], and


[HKwl. For any q E @ and for any integer k 2 1, define the HBELB
K-algebra with unit presented by generators gl, 2 gi = (Q-114 + q gigi+l& = gi+lgi&+l gigj = gjq if (i-j ( 2 2 Assuming q # -1, one may also set ei = gi+l ,gk4 and by relations

and one has
HqYk to be

i = l,...,k-l i = 1,. .-,k-2 i,j= l,...,k-l el,.


the subset of lkconsisting of those partitions with Young diagrams having at

most 2 rows.
The relation (S) was pointed out to us by Steinberg. In terms of the generators ,ek-l of Hqlk introduced above, it may also be written as


q+l and /3 = 2 + q + q-l, and check that

Hqlk has a presentation with generators el,- .,ekql and with relations e? = e.
! ,


i = 1,. .,k-1


- /3- ei = ei+leiei+l - /3-'ei+,


. i = 1,.. ,k-2


HQsk is an algebra of dimension k!

over K, and the natural morphism

Hq,k + Hq,k+l is an injection.
If q is not a root of 1 (with q = 1 allowed if the characteristic of K is zero), then Hqlk is a multi-matrix algebra with factors in bijection with the set 'Pk of partitions of

Our exposition is organized as follows. Section 2.2 collects preliminary material on pmmutantt. Section 2.3 shows how to define the index matrix or inclusion matrix of a multi-matrix pair N c M, and how to encode the relevant information in a Bratteli diagram. Concerning chains of multi-matrix algebras (a natural generalization of pairs), we have added an exposition of the m t h m o a of a pair due to Ocneanu and Sunder. Theorem 2.1.1 and Corollary 2.1.2 about the N C M are proved in Section 2.4. Section 2.5 concerns in general, Section 2.6 pnditiond mctationg, and Section in particular. Theorem 2.1.3 to 2.1.6 are proved in Section 2.7. 2.7 Section 2.8 is about the algebras Ap,k, with emphasis on generic /3, and Section 2.9
3 discusses non-generic / . Section 2.10 is a leisurely digression introducing Recke and the final section ahows how Ahk is a quotient of the appropriate Hecke algebra.

k. We may thus write




Chapter 2: Towers of multi-matrix algebras

3 2.2? Commutaht i

d bicommutant


If K is our favorite field of p m ~ l e x numb=, multi- matrix (or semi-aimple) algebras $& . This is of course well-known, and "are the same" as & . gimensiona Q made precise in Appendix II.a. If follows that the present Chapter 2 may be looked at as a study of certain c*-aJgebras which are AF, namely approximately finite; see [Eq. In Appendix II.b we report briefly on the appearance of the algebras l o in statistical mechanics. non-generic Appendix I1.c contains additional material on the algebras Ap,k

Matd(En%(w)), and En%(W) e Matd(K) via these iaomorphiams. For any subalgebra A of EndK(W), the algebra A 4( Matd(K) is thus identified with Matd(A), aqd A @ 1 with the set of diagonal matrices a

or with the set of diagonal endomorphisms

2.2. Commutant and bicmmutant.

Let F be an dgebra over a field K (By an algebra we will always mean a;n algebra . with an identity element I.) The ~ommutantCF(S) of a subset S of F is the algebra of all elements of F which commute with each element of S. One obviously has S c CFCF(S) for any subset S, and the reader can check that CFCF(CF(S)) = CF(S) for any S. If A is a subalgebra of F, then CFCF(A) is an algebra containing A, a sort of closure of A in F. "-, Let W be any K-vector space (not necessarily finite dimensional). We remark that for each d E OI there are canonical dgebra isomorphisms

The following unassuming lemma is the basis of both the Jacobson density theorem ([BA8], p.39) and of von Neumann's bicommutant theorem ({Talc], p.74), two cornerstones of non-commutative algebra.

2.2.1. Let W be a vector space over # and let A be a subalgebra o f

EndK(W) with 1E A. Write A' for CEnd

(A). K( (i) T ~ commvtant of A B I in ~nd,,p,vd) ir A' C

% Matd(K).

(b) The commvtant of A t Matd(K) in ~ n d ~ is( A' @ ~ ) ~ 1. ( a o l ) ( X x i j e eij) = I ? , j @ eij, and ( C x i j e i , j ) ( l ) = Z I , j a e eij, it follows that C x i j @ e i j lies in the cornmutant of A @ 1 if and O ~
' ~ r m (a) Since t


(For atly algebra A, Matd(A) denotes the algebra of d-by-d matrices over A.) For
1 r i I d let ri :wd - W be the projection on the ith component, and for 1 I j I d let .
e. : W - Wd. be the injection such that ri o e. ,


J x E ~ n q w d )d


= 41 on W for all i. Given by

if x. . E A' for all (ij). 1,J (b) If x = C x i j @ e i j

commutes. with

A % Matd@),

then in plutidar it

h r matrix [ 3 , j E Matd(En%w))

3,j= ri 0 x 0 ei.

One can

check that the map x n [xi .] is an algebra homomorphism, and that it ha. an inverse,
which t a k a a matrix [xi,j to x r i o 3,j 7 E ~ n d l ( ( d ) . This establishes the first o i,j isomorphism. G t {ei,j 1I i,j r d) denote the standard system of matrix units in Matd@); the matrix s . has a 1 in the (i,j) position and zeros elsewhere. Then the

commutes with the matrix units 1 @ e

for all (p,~),

It follows that x = 0 for j # u and x. = 0 for i # p, and x = x ",J "," P,P' Thus x= @ ei,i = y @ 1 for some y E EnddW). Since in addition x commutes with i A @ 1, it follows that y E A'. On the other hand any element of the form y @ 1,y E A', COmm~te~ 4 % Matd(K). # with



is an isomorphism of Matd(Endl((W)) onto E n q W ) % Matd(K). We will identify


Chapter 2: Towers of multi-matriu algebras Consider a f e F g En%(V), where V is a finite dimensional K-vector space. The



3 2.2.

Commutant and bicornmutant
, .


basic facts abput the representation theory of F are: (i) Any finite dimensional F-module is completely reducible, and (ii) any irreducible F-module is equivalent to the standard module V. (By a module over a K-algebra A, we will always mean a module; that is the

This index is the square of an integer by Lemma 2.2.2. In case M "itsel'f is a subfactor of a factor F, the same leinma implies

identity of A acts aa the identity on the module. Thus an A-module is also a K-vector space.) If W is any finite dimensional F-module, it follows from (i) and (ii) that dimK(V) divides %(W), say dimK(W) t dim@) = dl and W is equivalent to the d with the diagonal action F-module V

which is a preview of Proposition 2.3.5 below. Pro~osition 2.2.3, Let M be a multi-matrix subalgebra of a factor F with 1 E M C F.


(a) CF(M) is a multi-matrix algebra, and has the same minimal central idempotents

We call d the multi~licit~of F-module W. the Lemma 2.2.2. Let F be a factor and let M be a subfactor of F with 1 E M c F. Then \ (a) CF(M) is a factor, (b) CFCF(M) = Mi (c) M % CF(M) is isomorphic to F.

Proof. Let
with m'

pl,. .,pm be the minimal central idempotents of M, and identify M


piM; each piM is a factor. As the center M n CF(M) of M is contained in
m -

the center CF(M) = m







one has

w. Identify

@ piCF(M)pi. It is straightforward to check (using pi E M il CF(M)) that 8 i=l piCF(M)pi = CpiFpi(piM), and this is a factor by lemma 2.2.2. Thus c ~ ( M ) is a

F with En%(V) for some finite dimensional K-vector space, V.

Similarly M is isomorphic to Ends((W) for some W, and any isomorphism
a : En$(W)

multi-matrix algebra, and its center coidcides with that of M, so that (a) holds. * Similary one has

M c En%(V)

is a representation of E n q W ) on V. It follows that a is equivalent to the diagonal representation~"of En%(W) on


for some d; thai is r e can identify F with


and the lemma implies

~ n q w d ) and M with E n q W ) @ 1 c ~ n d l ( ( ~ ~ ) . by the previous lemma Then CF(M) = 1 @ Matd@), which is a factor. Furthermore CFCF(M) = EndK(W) @ 1 = M.

Let N be a subfactor of a factor M with 1 E N c M. Recall that the index of N in M is [M :N]= (dimK~)(diXilK~)-'.


so that (b) holds: # Remark@. (1) If M is a subalgebra of a factor F and if M is not semi%imple, one may have M C (C (M)). An example is given by the algebin M of matrim of the form # F F



in the factor F = Mat2(K), for which CF(CF(M)) = F.

Chapter 2: Towers of multi-matrix algebras,p8%

3 2.2. Commutant and bicommutant


: "

. d



(2) The biccommutant theorem is valid for all finite dimensional s&%imple algebras; see [Weyl], Theorem 3.5 B. Brauer [Br] and Weyl (op.cit.) stressed the importance of the theorem for invariant theory. The ultimate form of the theorem is Jacobson's density theorem ([Jacl], [Jac2]). It was noted by Bourbaki ([BA8], p. 39) that Jacobson's theorem follows fkom von Neumann's proof of his bicornmutant theorem for operator algebras ([vN] or [Tak]). (3) Let V be a vector space such that F = EnUV). The usual notation in functional analysis for CF(M) is M'. In some books of algebra, V viewed as a CF(M)-module is called the counter-module of the M-module V. 2.2.4. Let M be a subfactor of a factor F q E M U CF(M) be a nonzero idempotent. Then q (a) q ~ is a factos; (b) CqFq(~Md= qCF(M)qwith 1 E M c F and let

using CF(CF(M)) = M. Now take cornmutants and apply Lemma 2.2.2 in qFq to obtain the conclusion. # . Prowsition 2.2.5 Let M be a multi-math subalgebra of a factor F with 1E M C F and let q E M U CF(M) be a nonzero idempotent. Then (a) qMq is a multi-matriz algebra. (b) CqFq(~Md' qCF(M)q.

EIQQf. The notation being as in the proof of Proposition 2.2.3, set % = piq and
observe that q =


qi. One obviously has



EIQQf. Assume first that q E M. (a) If M is identified with EndK(V), then qMq is isomorphic to EnUqV).
(b) Consider first x E qMq c M and y E qCF(M)q.

Choose z E CF(M) with

Y = qzq and compute



m 4CF(M)q = Claim (b) follows because i=l

m qiCF(M)$ = i=l










It follows that qCF(M)q C CqFq(qMq). Consider then s = qsq E CqFq(qCF(M)g) and t
E CF(M).


As tq = qt one has st = sqqt = sqtq = qtqs = tqqs = ts.


Cq Fq (qiMqi) = qiCp.Fp.(~iM~i)(li i i 1 1 by Lemma 2.2.4. We leave details of (a) to the reader. #

(I), The algebra qMq is called the reduction of M by q. (2) It is easy to find' examples which show that one cannot suppress in Proposition 2.2.5 the hypothesis that q is either in M or in its commutant. Next is a version of the Skolem-Noether theorem:

It follows that CqFq(qCF(M)q)

c qCF(CF(M))q, the last term being qMq by Lemma

2.2.2. Taking now commutants and applying Lemma 2.2.2 in qFq, one has

Assume now that q E CF(M).

(a) The linear map p from M to qMq which sends x to qxq is a morphism of algebras and its image contains q = qlq. As M is simple, p is an isomorphism. (b) By the first part of the proof one has

Pro~osition2.2.6. Suppose that M is a factor, N and W are subfactors of M containing the identity element of M, and p : N + W is an isomorphism. Then there is an inner automorphism B of M such that .BIN = p. In paPticular, any automorphism of M Is inner. a f . We identify M with EndK(V) for some vector space V over K. Let W be

an irreducible N module; then any N module V is equivalent to the direct s m of d u



.-. Chapter Z: Towers of multi-matrix algebras

5 2.3.

Inclusion matrix and Bratteli diagram


copies of W, where d = dimKV s dirnl( W. In particular the two N module structures on V defined by the actions (n,v) H 'si! &d (n,v)G 4 n ) v are equivalent. Hence there is an inuerti&le u E End@ = M such that u(nv) = dn)u(v) for all n E N and v E V. Thus d n ) = wuU1. # We end this section with the finite dimensional case of the coupling constant theorem of Murray and von Neumann (see Theorem X in [MvN I], and also Theorem X in [MvN Iq). This is a digreasion motivated by the importance of the theorem for II1-factors (see Chapter 3). Consider a factor M = EndK(V), where V is of dimension , over K, and a u

m m some integer $' w e identify M with te piM, and the center ZM of M with @ Kpi, i=1 is1 and~denote p or 3 the m-tuple (~,...,pm)t of dimensions. (The superscript t by means "transpose", because we think of ,u as a column vector,) The isomorphism class of M is completely described by the class of $ modulo permutation of its wordidtea. m Observe in particular that the K-dhe11sion of M, which is x p ; , is the square of the , i=l Euclidean norm of 3. ' Let N be a multi-matrix subalgebra of M with 1E N (I M.' Denote by ql,. ,qn n the minimal central idempakpts of N; we identify N with @ q.N and ZN with j=1 J n @ Kq.. If q.N g Mat,(#), then the isomorphism class of .N is described by the vector j=1 . J J J v = (ul,...,un) t .



representation r of M in a vector space W. Assume that s is of multiplicity d, so that dimK(W) = dp, and view n as aninclusion M c F with F = EndK(W). Any non zero vector f E W determines a cyclic M-mbmodule M t of W, as well' as a cyclic CF(M)-submodule CF(M)< of W. ition 2.2.7. With the notations above one h w

Set, moreover, M. .= p.q.Mp.q. and NiTj= p.q.Np.q. (liism, lsjsn). di%(CFtM)O/a%(M€l
= :

d / = [F :Ml/amK(W) ~



1 l

1 J

1 J

1 J

As pi is central in M, the product p.q. is an idempotent in piM. Lemma 2.2,4 shows that -M. is either 0 or a factor, depending on whether p.q. is 0 or not. If p.q. # 0, . 11 1 1J 1J the map x -4piApi from Nq. O N. is a morphism of algebras containing p.q. in its J 1J 1 J M image; as q.N is simple, the map is an isomorphism. Recall that the index matrix AN J for the inclusion N C M is h e m-by-n matrix with entries

jorall ~ E with t#O. W

w. Identify

W with


Let f =

of the subspace U of V generated by fl,.

.+,Ed; one has 1s L s min(#d).



W and let st be the dimension


One may choose 4 linear independent 6 's and write the d-st reqaaining ones as
linear combinations of the chosen ones, so that clearly dim(Mf) = tp. On the other hand CF(M)f consista of vectors of the form


'if p.q. = 0, and
1 J

Ailj = ([Mi,j :Ni,j) I / 2 Note that MiYj1 Ni


if p.q.J # o I

MatAi(K), using Lemma 2.2.2, and, under this i s o m o ~ Nij , 1J M is identified with N. @ 1. We will see that, for multi-matrix algebras, the matrix AN


with (ai,j)lii&d



that dim(CF(M)f) = a.~he'conclusion O ~ O W S# ~ .

1 J


together with the vector of dimemions 3 determines the inclusion N c M up to isomorphism (Pmpositiom 2.3.3); r e therefore J s o refer to !A as the inclusion matrix for the pair N c M. We next observe that A !

2.3. hMon matrix and Bratteli diagram for inclusiontio m n l k t r i x algebras. f


M he a multi-matrix algebra over K, with minimal central idempotents

pl,-- .rpm. Each minimal two-sided ideal piM is a factor, isomorphic to Mat (K) for


can be described in terma of the representation theory or, m equivalently, the K-theory of the rings N and M. Identify M with. @ EndK(Vi)., where j=1 m Vi -is a vector s p a e of dimension &, acting on V = te Vi. An i s v - ~ p h i s m


Chapter 2: Towers of multi-matrix algebras

/U ' ; -

3 2.3. Inclusion matrix &d Bratteli diagram


n j=1

Maty.(K) J

- N ,

c M with r(Mat,.(K)) =.Nq. for each j is then a representation of



M (c) AN is irredundant. (d) The repmentation IndE(/3.) obtained by induction is equivalent to J j = I,.--,n. (e) The repressntatiqn ailN obtained by restriction is equivalent to i = l,...,m (f) A :

Mat,(g) on V. Each Vi is a non-trivial N-submodule and we let ~r~ denote the J j=l corresponding subrepresentation. I q.p. # 0 then q.p.V. = q.V. is again a non-trivial f J 1 J11 J 1 N-submodule (although an M-submodule), and the corresponding subrepresentation (K) (l # j), while the restriction of r. to Mat,.(K) is a unital Iri,j is zero on Mat ul 1,j J isomorphism onto N. . c M. = EndK(qjVi). The multiplicitx of this representation is w 1,j A. so there is a basis of q.V. such that the matrix of qj(xl,, +,xn) is 1,j3 J 1 diag(x.,. .,x.), with x. being repeated A. times; cf. the proof of lemma 2.2.2. Hence J J J 1,j there is a basis of Vi such that the matrix of ri(xl,. ,xn) is

x4,j4 for
i x + , j b j for j




is indecomposable.if and only if

zMn ZN = K.
m ' -

diag(xl,. .,xli3,-. ~ ~ 3 .;xI1,. ; .


e , ~ ) ,

u f . (a) We have to compute the image . [fj]M € KO(M) of the basic element




with x. being repeated A. . times. J W Next we introduce some terminology in order to give the K-theoretic 'interpretation of the inclusion matrix. The KOgroup of a ring R is an abelian group constructed from the representation theory of R; the set of equivalence classes of finitely generated pr?j&ive R-modFes forms an abelian semigroup, the operation being direct sum, and KO(R) is the 'quotient ,goup of this semigroup. For a multi-matrix algebra M g @ piM g @ EndK(Vi), Ko(M) is the free aabean group generated by the classes of the standard representations ai(x) = xpilV.. This can also be expressed in terms of idempotents. For any idempotent

[fjN E K ~ ( N ) ; where j E (1,.

p}. As f. = x p . f . one bas [fdM = J 1J



f.p - f.q.p. is the sum of A minimal idempotents in Mij, as one sees from the proof of J ~ - J J ~ i,j 2.2.2 or the analysis of representations above. Furthermore, a minimal projection in M i j remains minimal in Mpi, and is thus equivalent to ei. Thus [fdM =




ZAij[eiIM, aa was

m -


to be shown. (b) This follows because $ = [1IM and (c) Given i E (1,.

j with p.q.J # 0 because 1

e E M, let [elM denote the class of the left, ideal Me regarded as an M-module. If ei is any minimal idempotent in piM, then Mei = Mpiei is a minimal left, ideal of M, and as a left M-module it is equivalent to the standard module {ai, Vi); thus {[?IM} is a basis of KO(M). Similarly, choose minimal idempotents f. of q.N and denote by P. the J J J corresponding'irreducible representation of N, for j = 1,. ,n. There is a canonical map KO(N)-+ KO(M) induced by the inclusion N c M, which is the unique morphism of

..,h),there exists


qj = 1, hence


th : the i- row of A

is not zero. Similarly, no column of :A

can be zero because



abelian groups taking [elN to [elM for any idempotent e in N. n Pro~Osltlo 2.3.1. Let N c M be a pair of multi-matrix algebras and let the notation be as above. (a) A is the matriz of Ko(N) KO(M) induced by the inclusion N 3 M, with mpect to the basis ([?]M)lrism


acts on M % Nf. which is canonically isomorphic to J Mfj; thus indK(4) is left multiplication by elements of M on Mf.. The proof of (a) J n shows that lnd$(pj) = ,Aijq. (d) Observe that Ind;(fli) (e) This follows directly from the analysis of representations above, i.e. the diagonalization of the representation r. (f) If di%(ZM, il ZN) > 1, there exists an idempotent r E ZM n ZN with r # 0 and r # 1. With an appropriate ind 'n of the pi's and q.'s, one has rJi"g J

01 Ko(Mly Zm

and ([fjN)lijln



Chapter 2: Towers of multi-matrix algebras

i I

5 2.3.

Inc1usion matrix and Bratteli diagram


&&. We show this for M a factor, and the general case will follow; we may thus identify M with En%(V) for some vector space V over K Set
!A for some m' ,n' with 0 < m' < m and 0 < n' < n. It follows that M. . = 0 and Xi,j = 0

= AM = (Al,. .,An) E Ml,n(W).




unless l i i i m ' and l s j j n ' m l + l < i < m and n 1 + l i j < n so that !A is decomposable. One checks conversely that, if A : is decomposable, then

.be decompositions into factors, where the indices are chosen so that
j = 1,.

dq.) = C. for J J

ZM fl ZN contains a nontrivial idempotent which is a sum of some pi's and also a sum of some q.' s. # J Gorollarv 2.3.3 Let L,M,N be multi-matriz algebrcrs with 1 i c M c L. N L M A = AMAN. :

q. is a sum of (say) v. minimal idempotats in qjN, and J J thus of A.v. minimal idempotents in q.M (these we still minimal in M). The same J J J holds for G.. Consequently there d s t s an inner automorphism 8' of M such that J 8' (qj) = 5. for j = 1,. ,n. It follows that one may assume from the start that q. = qj 3 J

..p. Each idempotent .


for j = 1,. .,n. For ' j E 11,. b,n), set V. = q.(V). By the Skolem- Noether theorem, Proposition J J U Y E qjN. As 2.2.6, there exihs g. E GL(Vj) such that d y ) = gjy4' for .





By functoriality of KO (or by counting multiplicities). #

1s j i n

qj = I, one hw V =


1s jsn

V. and one may define g = e g. E GL(V). Then 1s j i n

Here is one detail one has to pay attention to. Let N c M be a pair of multi-matrix index matrix; assume that M [respectively N] algebras and let !A be the mnespondi~g is a direct sum of m [respectively n] factors. As a matrix with rows [respectively columns] indexed by the minimal central idempotents of M [respectively N], the matrix M AN .is well defined by N c M. But as a matrix with rows [respectively columns] indexed by (1,. ;.,m)

has the desired property. #
w l a r v 2.3.4. +g multi-matriz pair N c M is isomorphic to N~~~ C MO~'.

M [respectively {I,. .,n)], AN depends on orderings pl,' -,pm and
is only defined up to pseudoequivalence by


q,,. .,qn of these idempotents, and thus A :


N c M. Taking for a moment the first point of view, the following makes sense: let N c M and F C 1GI be pairs of multi-matrix algebras; if there exists an isomorphism 8 : M -4 ICP with

Here is another way to look at it: Let P be the antiautomorphism of N =

w. This follows from 2.i.3, as the two pairs have clearly the same inclusion matrix. n

4 ~= )

then !A


with strict equality. This has a converse that we

@ Mat,(K) j=1 J which coincides with the transposition on each factor, and view P as an isomorphism then P may.& extended to an isomorphism cu : M -I M ~ # ~ ~ . N -4

formulate as follows.
Let N, I be two multi-mat& subalgebras of a multi-matriz T algebra M, given together with an isomorphism p : N -4 R. If !A = AM then ip

(1) Our :A

.. Pro~osltlon2.3.5

is as in [Jo 21, but is the transpose of ! A

in [Jo 1 . SOour proposition 1


M 2.3.l.d corresponds to 3.2.1 in [Jo 1 , which reads & = nAN. 1 (2) Proposition 2.3.3 shows that a multi-matrix pair N C M is characterized (up to M isomorphism) by the data 3 (which describes N up to isomorphism) and AN (which describes the inclusion). The following simple examples show how partial descriptions fail to be complete.

(i) bouii'der the two subalgebras (both of dimension 62): One has by definition N = K @ Mat5(K) @ Matg(#)

m = Mat2(K)


Mat3(K) @ Mat7(K) and by Proposition 2.2.5.b,

of the factor M = Mat12(K), both inclusions being described by

A.. = [C

. ,


(N. .) : C qjpiFqjpi 1,J qjpiFqjpi



As N. . and M. . are factors in q p.Fq.pi one has 1,J 1J 5 1 J

Then A :



= (1 1 1) though N and A are not isomorphic. :

(ii) Consider N = K @ Mat2(K) included in M = MatgQ by (x,y)

H = Matg(K)

by (x,y)


by the particular case observed in the remark following 2.2.2, #

. Then

AM and A M are pseudo-equivalent to (2 1) N


but M and are not isomorphic. (iii) Consider finally N = K @ Mat2(#)

included in

M = Mat5(K)


. Then the first inclusion matrix
pseudo-equivalent to the second inclusion matrix (1 2).

(3 1) is not

The next proposition is a.special case of a statement which appears in [BA 8 , 55, 1 exercise 17. . Pro~osition2.3.5 Consider two multi-matriz subalgebras M,N of a foctor F with 1 E N c M c F. The inclvsion matriz for CF(M) c CF(N) is the transpose of the inclusion
mcatriz for N c M.


The Bratteli diaeram. It is useful to describe a pair of multi-matrix algebras N c M by its Bratteli diaaarq B(NcM), which is a bicolored weighted multigraph defined as follows. ("Multigraph" mean's that two points may be joined by more than one line, "weighted" means that each point is given together with a positive integer, an& "bicolored" means that points are given one of two colors, in such a way that any edge in the multigraph connects points of n m different colors.) If M = @ Mat (K) and N = e MatJK) are as above, then i=1 Y j=1 J B(NcM) has m black vertices bl, ,bm with respective weights ply. ,pm and n white verticea wl,. .,wn with respective weights vl,. ,vn; moreover, the i-th black





vertex and the


white vertex are joined by A.


. lines. (These diagrams were first


introduced in order to study inductive limit systems of finite dimensional C -algebras; see [Bra] and [Effj.) 3v Exam~le 2.3.6. If N = Matv(C) @ 1C M = Mat,(C) gMat3(C), then B(NcM) is and A ! = [3].

EEQPf. The proposition is obvious if M and N are factors (see the Remark following 2.2.2). In general; write


Examole 2.3.2 Let G be a finite group and let H be a subgroup of G. As complex group algebras are semi-simple by Marrchke's theorem (example I1.2), C[E[I C C[G] is a multi-matrix algebra pair. In particular, let e3 be the group of permutations of {1,2,3) and let e2 be that of {1,2}. Minimal central idempotents of C[e3] correspond to Young frames, and ako to

and denote by

X.111 the entries of the inclusion matrix for .
n n CF(N) = e q.C (N) 3 CF(M) = @ piCF(M). j=1 J i=l


Chapter 2: Towers of multi-matrix algebra

5 2.3. Inclusion matrix and Bratteli diagram

irreducible representations of
p ,

e3.We denote them by

cofiesponding to the identity representation









arresonding to the 2-dimensional irreducible representation

Similarly for

4 corresponding to the identity representation Ir, of ,


As in the examples, we always draw Bratteli diagrams on two levels, with the upper level representing the larger algebra; the coloring of the vertices is actually superfluous, since the two types of vertices are labelled by their level. The equation A? = has the following interpretation: For a given black vertex v, consider the set of edges entering v, and for each edge take the weight of the white vertex incident to that edge. The sum of these weights, over all such edges, is the weight of v. Prowsition 2.3.9. (a) Let N c M and c be two multi-matriz algebra pairs with the same Bratteli diagram. Then there ezists an isomorphism 8 : M with (b) A bicolored weighted multigraph B (with positive integer weights) is the Bratteli diagram o f a multi-matriz algebra pair i f and only i f the weights and the multiplicities A. llj



~t is easy to check that the representations
, respectively a8 rm , irm@ rB , r~ ~ t follows that the inclusion matrix and the Bratteli

diagram for C[e2] c C[e3] are

w.As (a) is nothing but a restatement of Proposition 2.3.3, we are left with the
Let y, ,lr, be the weights of the black points in B and let vl, the white points and suppose = A. .v.. set



,vn be those of



permutations of {1,2,3,4). The group 6 4 h a irreducible representations




Mat (K)



n j=l



r [

of respectivb dimensions

Define a map

of lines joining the i& black point with the $- white point in th N M by associating to (yl,. ,yn) E N the element

1,3,2,3,1, whose restrictions to

e3 are r e s ~ e c t i v d ~





~ E) M with xi the block-diagonal matrix X = diag(yl,, .'Yli' i

* a



IF@ ! I


' .;Yn,'


sel for example, [Serl], Example 5.8. It follows that the inclusion matrix and the Brattdi diagram for ([e3] c C[6pl are as follows. (The reader will check that 1 2 = f ) 1

B(NcM) is the B originally given. #


times. This map identifies N with a subalgebra of M and


52 -,
% '.

Chapter 2: Towers of multi-matrix algebras



Chains of multi-matrix algebras. Now consider an increasing chain (finite or infinite) of multi-matrix algebras over K,


3 2.3.

Inclusion matrix and Bratteli diagram kth floor. That is, the m(k)-by-m(k+l) matrix A ( ~ = (A! ) )

53 is The

on the

irredundant. k (4) Each vector ! v has a weight pi E {l,2,ee - ) called its dimension. k A dimensions {pi) and the "multiplicities" {! .) satisfy

k k Let pl,... ,pm(,)

denote the minimal m t r a l idempotents in Mk, let = k be k be the vector of dimensions of Mk, so the inclusion matrix for Mk c Mk+l, and let g

g ~ that p ! ~ Mat k(K). (Thua $ = A(~-')A(~-~) 1(O)p0.) We associate with the pi \ chain of algebras a (finite or infinite) Bratteli diagram B, which is the union of the diagrams B(MkcMkS1), the upper (black) vertex of B(MkcMk+l) drresponding to
p;+l being identified with the lower (white) vertex of B(Mk+1~Mk+2) corresponding to the same idempotent. For example the diagram for CG1 C CG2 C CG3 C CG4 is

Conversely, given a weighted multigraph B with properties (1)-(4) above, we can, by iterating the procedure of Proposition 2.3.9.b, construct a chain of multi-matrix algebras with Bratteli diagram B. Pro~osition 2.3.10. Suppose

(Seeexamples 2.3.7 and 2.3.8.) We say that the v&ca
central idempotents p !

~ E M ~ c ..-,and M ~ c ~ E A ~ c A ~ c are two chains of multi-math algebras with the same Bratteli diagram. Then there is an isomorphism gl' of Ma = UMk onto Am= UAk such that #(Mk) = Ak for all k. k k We have to produce a sequence of isomorphisms
= &.

3 corresponding to the minimal

in Mk belong to the kth f l s of the diagram. The vertices of

the kth and k+lSt floors together with the edges joining them - i.e., the image of B(MkcMk+l) in B - constitute the kth story of B. The Bratelli diagram B is thus a weighted multigraph with the following features: (1) There is a function cp from the set of vertices of B to I = {0,1,2,-• *), which assigns to each vertex the floor which it occupies. (a) There are only finitely many vertices on each floor; that is p-l(k) is finite foi ail k. n C'B) t 0, we write ~ - l ( k )= , vk~ ( ~ ) ) .


Ak such that Let gl'o :'MO-' AO be any isomorphism. Suppose gl'o,s ,% have been

% :Mk





defined. Then by Proposition 2.3.9.a, there is an isomorphism

%+1 : Mk+l



such that %+l(Mk) = Ak, and by Proposition 2.3.3 there is an inner automorphism

h+l of


Q L Y T ~ S~ uo set ~ U we ~


q+l =



(b) The range of cp is either an internal [O,p] in I , if B is finite, or all of I, if B is infinite. (2) Two vertices v and w are adjacent only if Idv)-y(w)l = 1. There are Xk i ,j ' . ,edges joining and v:+l.

2.3.11. A ~ a t h model. Let B be a Bratteli diagram; we use paths on the diagram to construct a natural model for the chain of multi-matrix algebras associated to the diagram. We will suppose that B is infinite; it will be obvious how the construction must be modified for a finite diagram. First we produce an augmented diagram B by adding a (-l)st story corresponding to the inclusion K l c Mo; that is we append one vertex * with


d*) -1 =

(3) If both the kth and k+lst floors are occupied (i.e., if cp-'(k) # 0 and cp-l(k+l) # 0) then each vertex on the kth floor is adjacent to at least one vertex on the k+lst floor, and each vertex on the k+lst floor is adjacent to at least one vertex

to v? by edges (1 s j s m(0)). J J , An oriented edge on any graph is an edge together with an ordering of its two vertices; and dim(*) = 1, and we connect


& . we will call the first vertex of an oriented edge its start and the second its g
a (possibly infinite) sequence

A path is

(6)of oriented edges such that

end(ti) =


Chapter 2: Towers of multi-matrix algebras


$2.3. Inclusion matrix and Bratteli diagram


a l i. A path (. ,,tk) has end equal to end(&); a path l
path "fi18t (, then f l A path =


(G,. ..)

has start equal to

start(@. I ( and p are paths such that end(0 = start (p) we define @q to be the f




is monotone increasing if q(end(tk))

+ 1 for d k.
We let n denote the set of infinite monotone increasing paths on B starting at *; the set of infinite monotone increasing paths starting on the Pfloor of 8; nrl the

n tr

set of monotone increasing paths starting at


and ending on the rth floor; and


so that

the set of monotone increasing paths stutiog on the rth floor and ending on the sth floor \ (I < a). Given ( = ((o,(l,E n, set:
a )

tt,s] and Also let

=(&,".,tpr] = (kl,.,.,tJ E nb,s] '(tr+17...)En[r

(0 r), (-1 i < (-1 s 1)-


Note that the m n m l cent14 projections iia
4 9

pi in Ar have the form


be the vertex end($) =

r i s we can define

tart((^+^). Suniluly if = (lo,. ..,tJ E 11 , and SO forth.

( = (to,.

.~0 E


Let W ) be the K-vector space with basis n. For each r E {0,1,2,. .} we define an 2 1 = algebra ~ ~ $ ~ n d # U as)follows. Let Rr = {((,r)) E nrl x 1 :end(d(O= end($}. For

(6,d E Rr

define TS,n E En%(KQ) by TLpw = 6(nr],~r])tr]o~[r E "1. (w

can be extended in Af . ways, by adjunction of an edge A in rl 17J n[r,r+ll, to a path @A in It follows from this and property (4) of the Bratteli diagram that #(d) = pi for all r and i (0 i I, 1 i i i m(r)). Thus

since each ( E


Let ' A ~ the K-linear span of {TL, : ( 4 ~ E) l$) in EndK(W)); since be (


= 6(%(')Tt,p., and 1=

Finally A, c

m(r) Ar : Mat r(K). $ i=1 4

A, is an algebra. Set

because for ( 6 , ~ E R,, )

so that

nrl = nil


(disjoint union), and that





nil). It,follows from the

multiplication law ( for the T


aa operators on


If (Lq) E o ] :

. x Q:],.

a T ,

E, n E A:, then

Chapter 2: Towersof multi-matrix algebras

It follows that AA

.= (Xi,$, and the Brattpli diagram for the chain 1 FA,, C Al C


It is an easy exercise to check that the factors of ArlS are in bijection with pairs of vertices (v,w), with v in floor r and w in floor s. The factor corresponding to a pair (v,w) is the algebra of endomorphisms of the free vector space over the set of paths from v to w. Remarks. (1) The path model presented here is due to V.S. Sunder [Sun] and A. Ocneanu [Ocn]. Compare however [SV], in which a maximal abelian subalgebra of Am = UAk is identified with W1. k (2) In case K = C, the action of the "path algebrastt A, on Cfl extends to a representation on the Hilbert space 8(fl) with orthonormal basis fl. It is evident that Ttln ' is then a rank-one partial isometry with adjoint T* = T,,S' (,, So A, is a


is B. As an example of the utility of the path model, let us i

t C!r AA)



s. k t

and let Arg = spa%{Tfln : (&q) E Rrls}. Then Arls is an algebra, since again

c*-subalgebra of ~(F(fl)).

T ~ l $ ~ ', = 6 ( a t f ) T t ,v



.nl)E RrlS), and

2.4. The fundamental construction and towaa for multi-matrix algebras.
1 = C { T U : f E n[rl~l).

We have A c As, because if (&q) E R,,,, then r1s T&n= x { ~ A o [ , X o: ~ as operators on WL. Clmly Arc c CA/Ar). '[I] = ([I]= n[r] 1,

We consider a pair of multi-matrix algebras 1E N c M, and the associated tower of

obtained by iterating the fundamental construction, as described in the chapter introduction. It turns out that all the Mk are then multi-matrix algebras: Pro~osition 2.4.1. Let N c M be a pair of multi-matriz algebras and let M c Endi(M) be the pair obtained by the fundamental construction. Then

ElPPfL For x E As define P(x) =
: ( M I ) E Rr}.

(a) End;(M) form p(q),

is a multi-matrix algebra and its minimal central idempotents are of the
and p(q)

where q is a minimal central idempotent in N,

is& r

multiplication by q. (b) The inclusion matrix for M c u f . Set F = En%(M)


M is the transpose of AN.

One verifies that P is a linear projection of A, onto CA8(A,). But for (&q) E Rsr

and dehne maps Alp : M


F by X(x)(y) = xy and

p(x)(y) = yx for x,y E M. The homomorphism X is the composition of the inclusions M c ~nd&(M) and E n d i ( ~ c F; the map p is an algebra isomorphism from MOPP ) into F. As the pair N c M is isomorphic to the pair NOPP c MOP* by Corollary 2.3.4, it is also isomorphic to p(N) c p(M). But ~ n d ; ( ~ ) CF(p(N)) and M = X(M) = = CF(p(M)). Consequently (a) follows from 2.2.3.a and (b) from 2.3.5. #


Chapter 2: Towers of multi-matrix algebras and zi > 0 for all i, and

5 2.4. The fundamental construction

t. > 0 for some j. J

It follows that a :En$(M) by cu(Pa)(*b) = d x ) @ ba



EndE(ME) a,b e E, x E M).

(v a En$(M),

The inclusion b t r i x for MOC M2k is (At A)k , and that for MOC M2k+1 is ( A A ~ ) ~ ~ + Therefore Thus dink MU = ll(At A)kull2 and di% M2k+1 = ll(AAt )kA S I ~ ~ .

Define also

aa follows. Let {ai} be a basis of E over I For each @ a EndE(ME)and each i, there (

Lemma 2.4.3. Let N c M be a pair of finite dimensional algebras over a field K, and
let (Mk)k20 be the associated tower. Then

is a unique cpi

E En$(M)

such that
@(*I) = cpi(x) @ ai


(X E M)..

[M:N] = 1i m sup {di% Mk}Ilk. k+ m Proof. - As Mo and Mk are finite dimensional K-algebras, one has

Only finitely many cpi(x) are nonzero for any particular x, and since M is finite dimensional over K, mly knitely many cpi are non-zero altogether. Then 0 can be defined by

and therefore [M : N] = 1i m sup {rk(Mk I M&}'/~ = 1i m sup {% k+ m k+m . M~}'/~. #

It is easy to check that a and P are isomorphisms of E-algebras which are inverse to each other. Next observe that cu(X(m)@a)= X(m@a), and a(p(n)@a) = p(n@a) (m E M, n a N, a E E). It follows from this that

Prowsition 2.4.4. Let . I E N c M be a p&r of finite dimensional algebras over a field K, let E be any extension field of K and set M ~ = M % E and N ~ = N % E .

Then (a) ~ n d i ( % E Y Endr E ( ~ E ) . ~ ) N E E (b) [M:N] = [M : N 1. (a) This is an example of a theorem on "change of rings in Hom"; see for example [R], p.24. We give a simple proof appropriate to the special case at hand. Define


(b) Let (Mk)k>O be the tower of extensions generated by N c M and let (Ak&>,,





be the tower generated by N~ E ME. We produce a sequence of isomorphisms $ : Mk % E 4 Ak such that ak+l = ak for al k. Take %,al to be the l I ~ k v



identity and


to be the isomorphism defined in part(a); we have o2

( Suppose orl,. .,% have been defined. Let




Chapter 2: Towers of multi-matrix algebras


3 2-4.

The fundamental construction

b 3


%+l: Mk+l . E = E ~ ~( M ~ ) . E - . E ~ ~ ' ~M ~ () !

Exam~le 2.4.5 Consider two integas m' ,me L 1 and set m = m' the factor Matm(C), let P be its "parabolic" subalgebra A B = {[o c] E M : A E Matm. (c), B E Matm. ,m,(C), C F

+ m'.

Let M be



be the isomorphism defined as in part (a), and let
E a+1 Mk-1 (Mk) ' : End Ak+l



Ak-1 (Ak)

and let L be the "Levi" subalgebra


of P. hen L and M are semi-simple,

and [M :L] = 2 as above, but P is of course not semi-simple. I We claim that [M : P = 1. Indeed, from left multiplication

be induced by the pair of i S 0 ~ 0 r p h i ~ ~


one has the inclusion

Set ak+l = 7k+1 o and

$+,;this extends 4


E extends the identity on Mk, where AA is left-multiplication by A (and pA below is right multiplication). As the the cominutant of P in M is reduced to the center C of M, the cornmutant of XfP) in EndC(M) is isomorphic to M; moreover the natural morphism from M to CEnd(M)(X(P)) is an isomorphism. Consequently the tower generated by P c M is and the index is 1. P c Mc Mc We also claim that [P : L] = 1. From left multiplication one has the inclusion

&+l extends a t

C n q e t l , we b e d ) = ( M ) = ( A ) for d k, l E E # equality [M :N] = [M : N ] follows from this and Lemma 2.4.3.

Proof of Theorem 2.1.1 and Coro l l m 2.1.2 .. Because of 2.4.4 and the definition of M for arbitruy semi-simple algebras (given in the chapter introduction), it suffices to AN consider the case that K is algebraically closed, so M and N are multi-matrix algebras. But then {M : N] = l i m {diml( M ~ } =~ ' k





End ( P )

by 2.4.2 and 2.4.3. The corolluy follows fmm Kronecker's Theorem 1.1.1. # R e . The norm of a product of two matrim is not, in generd, the product of their norms. It follows that, given a nested sequence 1E L c P c M of semi-simple algebras, the inequality [M: L] !, [M: P][P : L] is in general stria. we now show.

Thus CEnd(P)(L) isthe subalgebra

e Mat2m, (C) and V E Mat,,(C)

even this inequality failsto hold for *bras

with radicals, as


Endc(p), isomorphic to (Mat,,


4[t g]

(C) @ Mat2([))



As right mdtiplicaion

is r e p r ~ t e in Endt(P) by the matrix d

Chapter 2: Towers of mult~-matmitlgt:uryn-



LUG I U U ~ ~ ~ . L U ~ U L ~ L L UJUW,~UCI,~"~



the canonical morphism P 4 N is given by




Thus * is the reflection through the first floor. (Nevertheless w@regard the reflection of an upward oriented edge to be upward oriented.) n Let vj = Knj e l m j and V = @ V.. ~ e f i n e linear i p U from M to V by a 2 1 01 j=1 J requiring. (C)@Mat2(C)) Matm.(C) @

N = (Mat,,

U is a linear isomorphism, its inverse F being determined by The argument used to show [M :PI = 1 shows also that the canonical construction applied to P c N gives an algebra isomorphic to N. Finally, the tower generated by L c P is L c P c N c N C . . . andtheindexisalso 1. 2.4.6. A reprise of Proposition 2.4.1. Let
1E N cM



(C E n 21 j

and qo E n j ; i s j s n). 01 while F folds and joins the

be a pair of multi-matrix

algebras with inclusion matrix A. Write {qj '. 1< j < n} and {pi : 1< i < m) for the minimal central idempotents of N and M respectively. Let B be the twmtory Bratteli diagram whose 0 dory is B(NcM) and whose lStstory is the reflection of B(NcM); " that is A(') = A and A(') = At. Let B be the augmented diagram, as in 2.3.11. For . example for CS3 c CG4, B is

Note that U breaks and unfolds the round trip path toq-', pair ( t ' ,%). For example: ..

V carries both a right action of N and a left action of A2, arising from the right action

of N on Kf2 and the left action of A2 on Kn2]: 01 We identify the pair N c M with the pair A c At, of path algebras d a t e d with .
(See 2.3.11.)

It is easy to check that A2 is in fact the cornmutant of p(N) in EndK(V), and that U intertwines the right actions of N on M and V. Hence a: Q-UopF is an isomorphism from ~nd;(M) = CEnqM)(p(N)) Let to CEn (PO)) = A2. ) E M). One checks that

Write {"q1 i j < n) for the minimal central idempotents of the path j'

~) algebra A2. According to 2.4.1 and 2.3.9, there is an isomorphism of ~ n d h ( onto A2 which takes X(M) onto M. Our purpose here is to use the path model to provide an explicit isomorphism. Except as noted above, our notation is as in 2.3.11. 3 An edge on f is specified by the data q = (k;i,j,e), where k is the story on which q k lies, v. and "!v are the two vertiegl of q, and the index L distinguishes among the J k J. edges joining vk and vf'. Ai j ' Define an involution * of n[o,llU "1,21 by

(4.d E %


( 0 , ~ )RI E

(so TLq E $ and


Chapter 2: Towers of multi-matm rtlgebras

5 2.5. Traces


= ~(~~~or;)~(Gytl),(ro,t~).



where ei is a minimal idempotent in Mpi For example, the trace

It follows that a-l(x) = X(x) for x E M c AT Also

P(4, a - l ( C =
as required by Proposition 2.4.1. Remark.


TL$ = p(qj),

1 pkM basis of K ~ Any row vector .

= 1 and

defined by = 0 for k # i mmaponds to the ith vector of the canonical
E K~

determines a unique trace

U somewhat. If with associated vector g. A trace tr on M is faithful if and only if the associated vector 5 has no zero entries. When the characteristic if K is zero, we say that tr is positive if si 2 0 for all i. (There is an ambiguity here; if K is given as an extension of the reds, the meaning of si 2 0 is

Later we will want to modify the definition of

c : fl[O,ll 4 @ is any function and we instead d&ne U by U(TgS = c ( ~ ~ ) ( t ( , . ~ ~ { ) 70.

clear. Otherwise we take si 2 0 to mean that there is an imbedding of Q(sl,
such that si 2 0 for all i.) A positive trace is faithful if si > 0 for all i. Pro~osition 2.5.1, Let 1 E N c M be a pair ofmulti-matriz algebras with

.,,sm) in C



1 o p v is another isomorphism of ~ n d & ( onto A2. ~)

2.5. Traces.

A K-linear map


from K-algebra M to a K-vector space V is said to be faithful if M and with inclusion rnatriz AN. (X,Y) d v ) (a) Let u be a trace on M corresponding to g E K~ and let cowuponding to t t K ~ .Then u eztends r if and onb if t =: . b

the corresponding bilinear map

be a trace on N

is non-degenerate; that is for each nonzero x E M there is a y E M such that d v ) # 0. This is a o n ~ i d e d notion, but if M is finite dimensional and Q :M 4 K is linear, then Q is faithful on one side if and only if it is faithful on the other. Furthermore, in this case, ,K there is an a E M such that fix) = dxa) for all x E M. for each linear 4 :M : on M is a linear map tr : M -+ K such that tr(xy) = t r ( p ) for all x,y E M. A On a factor, any nonzero trace is faith$l, and any two traces are proportional. In fact a trace on Matd(%) satisfies tr(e.1,J.) = tr(el,l), where {e. .) are the standard matrix 1rJ

(b) If char(l() = 0, then there exists a faithful trace on M with faithful restriction to N. If char(K) = p > 0, then a s ~ f f i c b ncondition for the ezistence of a faithful trace on M t with faithful rmtriction to N is that fir a j, the sum U is not divisible by p.


b (a) If fj is a minimal idempotent in q.N, then f.p. is the sum of X i j f .


m n m l idempotents in piM. Hence the restriction of a to N is described by the vector iia +' with components t


m @ Let M be a multi-matrix algebra over K, written as before a& M = i=l piM, with

piM r Mat (K). We associate to a trace tr on M the




Chapter 2: Towers of multi-matnx rugeorau, --


not divisible by characteristic, then the weights t. We nOn*rO, J faithful. #

and the restricted trace is

(1) With the notation of the proposition, one has, when



(5, $1 =

En = u(1) = ~ ( 1= ( 6 3. )

By Propositions 2.3.1.b and 2.5.l.a, this implies (5, )! A ? t M + = (sAN, v),

(Note that On any Bratteli it is actually superfluous to record the dimemiom except on the first floor. Similarly on a finite Bratteli diagram it is superfluous to record the weights of a trace except O the top floor, but on an infinite Bratt& diagram it is not n (in general) su~erfluow record the traces, since the trto on the higher floors are not determined by those on the floors below.) s( 3 R, and N c M is a pair of multi-matrix algebra over s( with (5) ) ~ ~ ~ ZN mM = and with inclusion matrix A. ~ e t( M ~ be the tower obtained by iterating the fundUWXltal c0IlStrllction. Then it follows from Perron-Frobenius theory that there is a unique positive normalized (tr(]) = 1) trace on M~ = UM k k' In fact, let t(O) be the Perron-Frobeniw eigenvector for i \ t ~ , nor&zed by Xtfo)vj = 1 Define t(2k) = l l ~ 1 1 - @I . ~~ t(2k-1) = $ W A t (k l). Then

which is, of course, obvious! (2) A faithful trace on M may have zero restriction-to N. Consider for example



as r E-ple 2.3.7, and the trace on M associated to the vector (1,-1,1) E 8.Or consider the two elemat field F2 and the pair F2 C Mat2(F2) (with inclusion matrix (21); trace

on M ~ ~ ~ hasFzero )reatdction to the center F$ One may thus say about tram ( ~


multi-trix algebras, that pdikvitY is hereditary, but faithfulness is not. (3) The assignment of a vector f E Km to a trace tr : M -+ K has been defined above via the values of tr on (classes of) minimal idanpotents of M. In Chapter 3 we 7 consider a new situation, where M is a finite direct Sum of COntihuous (type 111) N~~~~~~ factors; since no minimal idempotents are present in this situation, we shall describe a trace tr by the vector z = ( tr(p1),-' .,tr(pm) ) of values of tr On possible for is projectiom of M. In principle, the description of tr via present chapter. (4) Given a Bratteli diagram representing a sequence of iXlClUSi0ns of multi-matrix

An m ~ m m similar to one given in the proof of 2.4.2. shows that n ( ~ t ~ ) r ( ~ ; ) t rLO consists of Perron-Frobeniu~ eigenvectors for A ~ A . Suppose tr is m y positive normalized traceon Mm and f(li) is the vector determining tr on MI Then for k r, f(2k+2r)(zA)r = :(2k), whence f(2k) is a Perron-Fmbenius eigenvector for we have $(2k) = l l ~ l l -f(O). ~~

n t ~ .since

t(ik)(AtA)k = ~ ( ~ 1 ,

2.6. Conditional expectations.

We are primarily interested in the following situation:

N C M is a pair of inulti-matrix algebras.
has a faithful trace with faithful restriction to N.

(2) corresponding factor,.t,h& is the value of the trace on a minimal idempotent in the


Chapter 2: Towers of multi-matrix algebras
(3) E :M -+ N is the orthogonal projection of M onto N with respect to the inner product determined by the tram.

3 2.6.

Conditional expectations


But if V is one-dimensional, spanned by v, then the functional (a,bv) n a faithful on A. The next proposition concern the existence of faithful conditional expectations.



However, to clarify somewhat the roles played by semi- simplicity, the pair of faithful traces, and the conditional expectation E, we begin in a more general setting. A conditioa wectation from a K-algebra M onto a subalgebra N is an (N,N)-Iinear map whose restriction to N is the identity. Recall that such a map E is faithful if for each non-zero x E M there is a y E M such that E(xy) # 0. For example, if u M is a factor, M = Matp(K), where K has charaxtersitic 0 or , is relatively prime to char(#), then the trace on M normalized by trm(1) = 1 is a faithful conditihnal expectation of M onto K . L Consider H O ~ ~ ( M , N ) , set of right N-linear maps from M to N, with its left the N-module structure defined by (xcp)(y) = x d y ) (x E N, y E M, cp € H O ~ ~ ( M , N )We ). associate to a conditional expectation E : M 4 N the left N-linear map E~ : M % H O ~ ~ ( M , N ) defined by E ~ ( X ) (= E(xy) for x,y gy. M. Then E is faithful if ~) and only if E~ is injective. We say that E is very faithful if E~ is an isomorphism. Lemma 2.6.1. Let N c M be a pair ojfinite dimensional K-algebras. Suppose N has a jaithful K-linear functional. Then any faithful ezpedation E fiom M to N is very faithful. Choose a faithful functional T : N ---1K and set u = T o E. If x E M is such that u(xxl) = 0 for all x' E M, then u(xyz) = 7(E(xy)z) = 0 for all y E M and for all z E N, so that E(xy) = 0 by faithfulness of T and x = 0 by that of E. Thus u is , faithful. It follows that any K-lineax map M 4 K is of the f o m x I+ u(ax) for some J a E M, since M is finite dimensional. Consider a right N-linear map Q :M -+N. There exists a E M with r(p(x) = u(ax) for all x E M. Define $ : M 4 N by $ = ~ ~ ( a i.e., $(x) = E(ax). We claim that ); $ = Q. It is enough to check that A$ = XQ for any K-linea~ X :N -+ K. But as T is faithful, such a X is given by y I+ 7(yb) for some b E N. Now one has for all x E M Xflx) = 7(E(ax)b) = rE(axb), and

Pro~osition . Q . Let N c M be a pair of K-algebras with N finite dimensional, and 2 let tr :M - K be a jaithjW trace with faith@ restriction to N. Then there ezists a anique I K-linear map E : M N such that

xEM (i) tr(E(x)) = tr(x) (ii) E(Y)= Y YEN ! x E M, y E N. (iii) E(xy) = E(x)y Moreover E is a faithful conditional expectation from M to N, namely Ii x E M, y E N (iv) E(~x) yE(x) = (v) E(xy) = 0 for all y implies x = 0. If M is finite dimensional, then E is very faithful; that is (vi) E~ : M --IHO~;(M,N) defined by a I+ (m(E(ax)) is an isomorphism.


w.We coqsider

M together with the nondegenerate symmetric K-bilineax form tr(xz) and with the associated orthogonality relation. As tr and trlN are


.' faithful one has M = N P N We begin by checking uniqueness. Let E : M + N satisfy (i) to (iii). As E is ,- defined on N by (ii), it is enough to check that E = 0 on N". Let t E N'. For any y E N one has by (iii) and (i)


tr(E(t)y) = tr(E(ty)) = tr(ty) = 0


so that E(t) 1N. But E(t) is also in N, so that E(t) = 0. To prove existence, define E to be the projection of M onto N along N'. It is obvioufr that (ii) holds. For x E M, one has E(x)-x orthogonal to N and hence to 1, so t, ?, , . . , (i) holds. I . Note that N' is a right N-module because of the trace prop~rty tr. Namely if of y,y' E N and z E N". Then



Rema&. (1) If N is a multi-matrix functional. (2) Let V be a K-vector space and (X,v)(Xf ,vl) = (AX' ,XV' +X1v). The result 0 P V is an ideal. Suppose dim V 2 2. If ker((p) n V is a non-zero,ideal in ker(~).So

algebra, then N has a faithful K-linear

so zy 'E N". Now xy - E(xy) and x - E(x) are in N", and hence also xy - E(x)y E N". The difference

define a multiplication on A = KP V by is a K-algebra for which any subspace of (p :A + K is any K-linear functional, then A has no faithful linear functional.

is in N'
i ?


- (xy-E(x)~) = E(x)y-E(x~)

n N = (0),

which proves (iii). One obtains (iv) similarly.


Chapter 2: Towers of multi-matrix algebrr?


) 2.6. Conditional expectations

*uA1p '%3.


Since tr * tr o El the faithfulmas of E follows from that of tr. Finally, if M is finite dimensional, then E is very faithful by Lemma 2.6.1. # %ma& Conditions (i)-(iii) are equivalent to the single condition tr(E(x)y) = tr(xy) for x E M and y E N,

The proposition follows from the first of these. #


as the reader may verify.
, The relevance of conditional expectations for the fundamental construction comes from the following fact.

Remarks. (1) It could be that M is projective of finite type as a right N-module but not as a left N-module, as observed in [BA 81, page 53. ' (2) In the situation of the previous proposition can we conclude'that L is projective of finite type over M (as a right X(M)-module)? For pairs of multi-matrix algebras, the situation regarding pairs of faithful traces and conditional expectations is the following: (1) If char K = 0, then for any pair of multi-inatrix algebras N c M over K, there exist faithful traces on M with faithful restriction to N (2.5.1), hence faithful conditional expectations E : M -+ N (2.6.2). (2) Whenever E : M 4 N is a faithful conditional expectation, it is very faithful, since N always has a faithful functional (2.6.1). (3) If char K > 0, M need not have a faithful trace with faithful restriction to N. For example there is no pair of faithful trams for F2 c Mat2(F2). Note that nevertheless

Pro~osition 2.6.3. Let M, N be K-algebras with 1E N c M; set L = ~ n d i ( and ~ )
let X: M 4 L denote the inclusion. Assume moreover that (i) the right N-module M is projective o f f i i t e type, and (ii) there ea5sts a very jaithfil conditional expectation E from M to N . Then L is generated by M and E (viewed as a map from M to M). More precisely, L is generated as a K-vector space by dements ofthe f o m X(x)EX(y) raith x,y E M. Furthenore, the map x @ y H X(x)EX(y) from M % M to ~ n d i ( ~ )an is isomorphism. m.Hypothesis (ii) says that E~ : M -+ M* = HO~;(M,N) is an isomorphism. As f




+ b + c defines a faithful conditional expectation Mat2(F2)



Sorollarv 2.6.4. Consider a pair of multi-matriz algebras n m 1E N = .@ q.N c M = @ p.M ~ = 1J i=l 1
as well as

projective modules of finite type are flat (see [BAC 11, page 28), the K-linear map

is an isomorphism. Let
Szlppose there is a faith& conditional expectati~n : M -+ N. Then E (a) L is generated as a K-vector space by elements X(x)EX(y) for x,y E M; (b) The K-linear map cp: N -+ ELE defined by ~ ( x = X(x)E is an isomorphism of ) algebras. (c) If f. is a minimal idempotent in the factor q.N, then X(f.)E is a minimal J J J idempotent in the factor p(q.)L.

be the canonical homomorphism. By (i), it is an isomorphism (see, e.g., [BA 21, page 111). ~onseq'Gentl~, the composition


is an isomorphism. Routine computations show that


u f . (a) Condition (i) of Proposition 2.6.3 is fulfilled because any module over a semi-simple algebra is projective, and condition (ii) is fulfilled by Lemma 2.6.1. To prove (b), first note that Q is a morphism because E is an idempotent which commutes with A(x) for all x E N. If x E N and cp(x) = 0, then also x = cp(x)(l) = 0, so 9 is injective. Finally Q is surjective by part (a).



bnirpter a: lowers or mgi-matnx a.tgeDraa

$2.6.. Conditional expectations



For j E (1,. p(qj)L.

the idempotent p(q.)E = X(q.)E is not zero and lies in the factor J J The rwulting r e d u d factor is p(qj)ELE = p(qj)X(N)E. As Q is an

. ,n),

which reflects edges through the first floor. We define the reflection on vertices as well:

isomorphism, i t s restrict ion


to q.N is also an isomorphism onto p(qj)ELE. It J

follows that the idempotent ~.(f.)= X(f )E is minimal in the factor p(q.)ELE. But if e J J j J E L is an nonzero idempotent in L dominated by X(f.)E, and thus also by J X(q.)E = p(q.)E, then e = p(q.)E e p(q )E E p(q.)ELE, and therefore e = X(f.)E: In J J J j J 1 other words, X(f.)E is also minimal in L. # J .&mark: The following instructive proof of 2.6.4.a was given by Wenzl [We&]. First note that the map Q of 2.6.4.b is an injective homomorphism. Now consider the subalgebra A of L generated by X(M) and E, and note that A = { I(yo) + Z A ( ~ ) E X ( Y ~ ) Yj E MI, and :4 i EAE = gP(N) g N
If $ is a non-zero element of rad(A), then there &st x, y E M such that E(y*x)) f 0 (using the faithfulness of E). But then EX(y)$X(x)E = X(E(y*x))E = dE(y*x))) is a non-wo element of rad(A) n EAE = rad(EAE), a contradiction since EAE is isomorphic to the semiflimple algebra N. Thus A is semiflimple. Note that A' = X(M)' n {E)' = p(N), so A' = p ( ~ ) '= L, where primes denote centralizers in Ends((M). Since A is semi-simple, A = A' = L. Finally observe that X(M)EX(M) =

R We first give a formula for E E ~ n d i ( ~ ) . e d that E is determined by the
requirement tr(E(z)x) = t r ( a ) , for z E M and x E N. If ( t 9 ) E Rl and (o,fi E %, so that T

t,v E M


N, then one verifies that





= tql] and t[Ol = asymmetric as it may first appear.) Let

(Remark that 4

if E(Tt,J f 0, so the expression is not so

{ ~ . \ ( X ~ ) E A ( ~ yi E M) is art ideal in L, and if $ is a central projection in L : 3, ) i orthogonal to this ideal, then for all x, y E M, rod F = u'~, as in 2.4.6. Next we compute e = UoEoF, the image of E in A2. For
( @ '10, art elementary tensor in V. for some j,




= 0 by faithfulness of E, so L = X(M)EX(M). #

2.6.5 Reprise of 2.6.4 using the path mod$.

Let N, M, and L be as in 2.6.4.

Suppose tr is a faithful trace on M with faithful restriction to N, and let E : M - N , be the conditonal expectation determined by tr, as in 2.6.2. Let B be the Bratteli ! diagram for N c M c L, and let f be the augmented diagram, as in 2.3.11 and 2.4.6. We identify N c M with the pair of path algebras AOc A1, but we distFguish between L = ~ n d i ( ~ ) the isomorphic path algebra A2. Let and




be the vectors

determin the trace tr on M and N. We dso regard 5 and t as functions of vertices 1 on the Ot and lstfloors respctively: t ( 4 ) = t. and s(vi) = si. R e d l the *-operation J J


E Hence for (a,@) R2,

It follows that


f [0]


where yo is an abitrary edge in

= with 7[0~ end(b)* = st&(&). we use the convention (, and formula ( we get

In particular if

Remark. If K = C, and the trace tr is positive, we prefer to use the inner product
(x,y) = tr(xy*) on M, where * is the natural * operation on the path algebra M, rather than the bilinear form (x,y) w tr(xy). (The orthogonal projection E :M N is @ is an unaffected by the change.) We give V the inner p r o d for h i Ll

--, "A1 nil j

orthonormal basis. Then the choice ( u(T&R) = &K$ (G,~~,R;) vo

Another way to write this is ' T4b = t(endtb)*)~(a@ e F(P@%I*. 70) As an exercise in using ( we compute a decomposition for the minimal central idempotent p(qi) in Endi(M). We have

makes U into a unitary operator from M onto V. In this case e is given by

Then e is a self-adjoint projection in the c*-algebra

A2. Thisformula for e is due to
for any yo E nbl. Taking the average over the

Sunder [Sun] and Ocneanu [Ocn]. The formulae ( and ( are also sensible.if K is any quadratically closed field. We know from 2.6.4
(p = z h ( x i )


element8 of

nil, we m i v e at



(p E


has' a decomposition

E I(yi) where xi,yi E M, but so far we have not co~~sidered to compute how i onto such a decomposition. Since the isomorphism a : (p w U o p F of ~ n d k ( ~ ) A2 trlna A(r) to x (x E M), it suffices to decompose z E A2 into a s y z = x x i e y i with i xi,% E M. For (cu,y) and (6,P) E R1 (so T,,y and T 6 , E M) one computes from ~ -( that In the remainder of this section we discuss, following [Wen31 and [BW], the notion of an extension of an algebra with respect to a conditional expectation. This type of structure appears frequently in Chapter 4.


Chapter 2: Towers of multi-matrix algebras Definition 2.6.6. Let N c M be a pair of algebras over a field K, and E : M + N a

3 2.6.

Conditional expectations


faithfizl conditional expectation. j k c t e n s i ~ g M is a pair (L,f), where L is an pf algebra containing M, f E L, and L is generated aa an algebra by M and f. (i) (ii) f2 = f. (iii) fyf = E(y)f = fE(y) for all y E M. x H xf is injective. (iv) The morphism The model example of an Eextension is the fundamental construction (E~~&(M),E), when E is very faithful and M is projective of finite type as a right N-module. Lemma 2.6.7. Let (L,Q be an E-extension of M. (i) Ang element of L has the firm yo

( 3 ) If N, M and L are *-algebras, E = E*, and f = f*, then F is self adjoint, because $ is a *-morphism. (4) I N and M are c*-algebras, L is a *-subalgebra of a algebra, E = E* f and f = f*, then is positive. Indeed x H M is positive and is positive.

Proposition 2.6.9. Assume that M L projective of jnite tgpe as a right N-module and

E is very faithfil. Let (L,f) be an eeztension of M. Then

+ zy'.fy:,J J


defines u (wn-unital) Domorphism of with yo,yj,yj E M. In

there is a morphism of algebras p :L -4 sum of algebras).

end$(^) onto the ideal MfM of L. Moreover end&(^) such that L = MfM ker cp (direct

particular MfM is an ideal of L. There is a unique conditional ezpectation E: L 4 N extending E (ii) satisbing qx)f = fxf for x E L. Moreover q x ) = q x f ) = q f x ) for all x E L. For x E L there ezist unique bl,b2 E M vrith xf = blf and fx = fb2. (iii)


is an isomorphism of M % M onto

Prmf. - Identify M with its image in E n d i ( ~ ) .Since by 2.6.3, 1y:J

@ y: ct




the map a is well-defined, and it is an

algebra morphism with image MfM, by definition 2.6,6. We set


(I) is immediate from the ddnition 2.6.6.

t (ii) ~ e $ denote the isomorphism x w xf from N to L, whose range is exactly fLf. Then F: x H fl(fxf) has the desired properties. then bl = yo + C y j ~ ( y j )satisfies d =blf. ~f b E M

{ L -' ER~;(M)

j j and bf = 0, then for all y E M, 0 = fybf = E(yb)f = +E(yb). Since E is faithful and $ injective, b = 0. This proves the existence and uniqueness of bl. Proceed similarly for

We have to check that


is well-defined.

Let y l y nE M

x = yo + x y j f y j j


a = yo ~
Fkmarks 2.6.8. (1) If N M,

' f ~ with yO,yj,yj E j ~ ~ j

hen for



F is never faithful since f # 1 and

E((1-f)x) = 0 for all x E L. (2) Let x E L. One has q x y ) = 0 for all y E M if, and only if, fx = 0. Similarly &x) = 0 for all y E M if, and only if, xf = 0. Let us check the first assertion. Suppose q x y ) = 0 for all y E M. Then for all y,

0 = q x y ) = afxy) = E7fb2y) = qb2y) = E(b2y). Since E is faithful, b2 = 0 and fx = fo2 = 0.



x = 0,



end$(^) = MEM
It is clem that

Eylay'E = 0 for all yf,y" EM, so MEMaMEM = 0; by 2.6.3, and since this algebra has a unit, a = 0.



is a surjective algebra morphism (indeed Ip(MfM) = ~ n d i ( ~ ) ) ,


and that c o is the identity. H n e a is injective and L = MfM @ k gcp as vector pu ec

3 2.7. Marlrov traces
spaces. Since both MfM and ker cp are ideals in L, this is actually a direct sum of algebras. #

z% 6,


so that

?P = t.

Uniqueness and faithfulness of TI follow. Finally

2.7. Markov tr-

on pairs of multi-matrix algebras. Pro~osition2.7.2. Let e K*, let N C M be a multi-matrix algebra pair with inclusion matriz A and let X : M + L be the pair obtained by the firndamental constwtion. Let the decompositiom into factors be

Let N c M be a pair of multi-matrix algebras and let X : M + L = ~ n d & ( be)the ~ pair obtained by the fundamental construction. If E : M + N is a faithful conditional expectation, we know from Corollary 2.6.4 that L is generated as a vector spke by elements of the form X(x)EX(y) with x,y E M. Any trace TI : L -+ K satisfies

for all x,y E M, and hence TI is determined by its values on elements of the form X(x)E for x E N. Let tr be a faithful trace on M with faithful restriction to N and let E :M+ N be the conditional expectation defined in Proposition 2.6.2. Let P E K Define tr to be a Markov trace of modulus 4 if there exists a trace TI : L -4 such that K Tr(X(x)) = tr(x) PTr(X(x)E) = tr(x)

q.N 2 MatJK) J J

piM p Mat (K)


o(qj)L 2 Mat,.(K),


] for all x

E M.

Observe that this relation implies P # 0, because tr is faithful. If such a TI exists, it is unique in the following strong sense. Lemma 2.7.1. Let N c M be a pair of multi-matriz algebras and let P E K*. Let tr and E be as above. Then there ezists at most one trace TI on L such that Tr(X(y)E) = tr(y) for all y E N. If such a Tr ezists, then it is faithfirl and satisfies /3 Tr(X(x)E) = tr(x) If for all x E M .

Let tr be a faithhl trace on M with faithfirl restriction to N and associated conditional ezpectation E : M 4 N. Let f E Km and E K~ be the c o ~ p & ~ o n dvectors, so that in in~ particular = !?A. Finally, let P E K*. Then the following are equivalent. (i) tr is a Markov trace of modulus P. (ii) f ( h k ) = /3 f and t ( k A ) = p t. In particular, i f char(K) = 0 and if P i s the modulus of some Markov trace on M, then /3 is a totally positive algebraic number; that is, P > 0 for any imbedding of Q(P) in


? is the vector describing TI and t the vector describing tr N' then ?/l=t.


Let Tr be as in the definition of a Markov trace, and let ? E K be ' the corresponding vector. Then = ?Ath because Tr extends tr, and t = f i by the previous lemma, so that p t = h t A . One has also f = ?At, sp that

M. (i) * (ii)


We use the notation of Corollary 2.64. If such a trace TI exists, then for


p rj = flr(X(fj)E)

(by 2.6.4.c)

(ii) 4 (i) Set ? = rlt and let TI : L + K be the corresponding trace. Then Tr exten& tr because iilt = p - l t ~ t / r l . f ~ ~ t f. = =


Chapter 2: Towers of multi-matrix algebras Pro~osition 2.7.4. Let tr be o Markov trace of modulus /3 on a multi-matriz pair N C M , set L = ~ n d i ( as yual, let TI : L -t K be the extension of tr to a trace on L as ~ )

Consider the linear map "7 N 4 K defined by T Y )= /3 Tr(X(y)E); it is a trace, because E is N-linear and idempotent. If f. denotea some minimal idemotent in q.N, one has J J

y(f.) = Dr(X(f.)E) = @ - t., j = I,,. .,n J J j- J by CoroVary 2.6.4.c and the definition of


t, so that ' = t r J w i

Thus TI satisfies the

Markov condition Dr(X(x)E) = tr(x) for all x E M by the previous lemma. Finally matrices of the form AtA have totally positive eigenvaluea,' when char()() = 0. #

in Lemma 2.7.1, and let D : L -t X(M) be the conditional expectation defined by TI and tr. Then (a) TI is a Markov trace ofmodulus /3 (with respect to X : M -t L); (b) P D(E) = 1 ; (c) P DX(E)D = D, where I ( . ) means left multiplication on L; (dl f l o w ( E ) = V ) .

EEPPf. (a) Let k and t be the vectors defining the trace tr on M and N respectively. Aa t r 'is a Markov trace of modulus P, one has
+ S

(1) Take A =

[i i]


k = (3,1),

so that

t = (44).

Then tAtA = 4t, but

A A ~ = ~ ~ ,A ~ A = P ~

s4At is not a scalar multiple o f t . This shows that one cannot delete the first equality in condition (ii). Although tAtA = t p follows from tAAt = gp (because t = $A), we prefer to state (i) in a symmetric form. (2) We stress that ,D> 0 holds without any positivity assumption on tr, in case char()() = 0. Theorem 2 7 5 Let K be a Peld eztension of IR. Let N C M be a pair of multi-matriz .. algebras over K with inclusion matriz A, and with ZM n ZN = K. Let /3 E K*.

by Proposition 2.7.2. From t,he proof of 2.7.1, we know that TI is described by Consequently c t A A ~AA~=P$

? = flit.

and (a) now follows from 2.7.2. . (b) The b i i e a r form (u,v) H Tr(uv). is nondegenerate on L and its restriction to X(M) is nondegenerate; thus L = X(M) e x(M)', where orthogonality is meant with l respect to this biinear form. For al x E M one has

A necessary and'sufficient condition for the ezistence of a positive Markov trace of
/ modulus on M is that 3 = [M:N] = llA)12. Any two positive Markqv traces on M are proportional.

Proof. - Since

ZM n ZN = K, it follqws that A is indecomposable and AAt is

irreducible (2.3.lf and 1.3.2b). Recall that [M:N] = llA112 by Theorem 2.1.1. If tr is a positive Markov trace of modulus P on M, then P = llhAt[l = [M:N] by the previous proposition and Pmon-Frobenius theory. Conversely, set P = [M:N]. Let k be a Perron-Frobenius vector such that t s AAt = fi. Let t = $A; it follows as in remark (1) above that tAtA = t. Hence if tr is the (positive) trace corresponding to the vector 'ZT, then tr is a Markov trace of modulus @ by 2.7.2. The final statement follows from the uniqueness of the Perron-Frobenius eigenvector for Aht. #
- .. -..

so that PE-1 E x(M)'. Aa D is theorthogonal projection of L onto X(M), this implies D@ = 1 () . (c) By M-linearity of D one has DX(E)D = X(D(E))D, so (c) follows from (b). (d) Choose x,y E M and set u = X(x)EX(y) E L. The maps from M to M,

are equal by (N,N)-linearity of E. By (M,M)-linearity of D one has

A crucial property of a Markov trace tr on a pair N c M is that the trace TI on L =~ n d i ( ~ ) entering the definition of the Markov property is again a Markov trace on
M c L. More precisely:
Consequently, using (a),

Chapter 2: Towers ot mut1-ma,tm ageuraa,,-

9 2.7. Markov traces
Pro~osition 2.7.5 Let Mo c M1 tr :M1 -' K be a Markov trace of mod&
l J 1

/ x-'T


be a pair o f multi-mate algebras and let

which proves (d). #
This completes the proof of Theorem 2.1.3 and2.1.4.

P. With the notation above one h u

(a) P E.E.E. = Ei for i j 2 1 with li-jl = 1; (b) E.E E E for i j 2 1 with li-j ( y 2; 1j-2.t (c) P tr(wEk) = tr(w) for a w E Mk. In particular, if tr U tr(1) = 1, then tr(%) =
for all k 2 1.


We now analyze the role of Markov traces for towers. Changing our notation slightly, we consider a multi-matrix pair Mo C M1, the tower (Mk)kyO it generates, and a trace tr = trl on M1, which is a Markov trace of modulus P on the pair Mo C M1. We denote by tr2 the extension of the trace to E1=E:M1+Mo, E2=D:M2+M1,

is normalized by

M2 denoted previously by Tr, and by

U f . Statements (a) and (c) follow from (a), (c) and (d) of Proposition 2.7.4. j 2 i+2, then Ei E Mkl, and (b) follows because E. is Mkl-linear. #


E1EM2 E2€M3


Observe that this Proposition contains Theorem 2.1.6.


the associated conditional expectations. According to Proposition 2.7.4, the process of extending a Markov trace on Mk to MkS1 iterates; namely, if

2.7.6. The path model for M and the idempotents Ei. Let Mo c M1 be a pair of multi-matrix algebras and let

%: Mk+

Mk-l is the conditional expectation associated to trk and trk,l,


trk+l : Mk+l




unique extension of


be the tower generated by iterating the fundamental construction. Let

P trk+1(xEk) = trk(x) for all x E Mk (see 2.7.1),
then trk+l is also a Markov trace, aqd the process can continue. Note that Mk+l is the algebra generated by Mk and Ek, for short Mk+l = (Mk,Ek). Denote by Moo the inductive limit (union) of the nested sequence MoCMIC


be the

augmented Bratteli diagram of the tower and A0cAl C

c A ~ c A ~ -+ ' ~ C *


the chain of path algebras associated to B as in 2.3.11. Having identified Mo c M1 with AOC A1, we can obtain an explicit sequence of isomorphisms

ak : Mk -4 Ak


This is a K-algebra with unit which is the union of its finite dimensional semi-~imple subalgebras, and which has a finite dimensional center isomorphic to ZM t ZN. The union l of the trkl s constitutes a trace t r : M(9+ K which is nondegenerate (namely, tr(xy) = 0 for all y E Moo implies x = 0). If K 3 R and tr = trl is positive, then t r is also I positive in the sense that tr(r) > 0 for any non zero idempotent r in Moo. If this holds, and if moreover ZM n ZN g K, then tr is the unique positive trace on Moo, up to normalization; see Remark (5) at the end of Section 2.5.

for all k, by iterating the procedure of 2.4.6.

. If

tr is a Markov trace of modulus P on MI, then tr extends uniquely to a trace Mk and which has the Markov property: if

on Moo which is faithful on each

Ek :Mk -' Mk-l

is the conditional expectation determined by the trace, then

Btr(%x) = tr(x) for d x E Mr l

If t p ) denotes the weights of the trace on the kth


floor of B, then tIk) = ,K1tjk-2) for all k and j. We also write tr for the J J correeponding trace on Am= UAk. k Assuming (just for the sake of having definite formulae) that # .is quadratically closed, we can choose the isomorphisms {ali) so that $ = %(%) =

Chapter 2: Towers.of multi-matrix algebras

5 2.8.

The algebras

for generic b


the generators cl,c2,. 2 the relations ri = ri [k-1 ] =q [k-l] where Sk denotes reflection of an edge through the kth floor of B. In fact we h o w that this choice determines
1 J 1


and the unit I

,%.c.e. = ri if li-jl = 1

(4 completely because of the decomposition 2.6.4.(a).


{%} is a sequence of idempotents (self-adjoint projections on ?(n) in cas? '-K= C and
tr is positive) satisfying (a)-(c) of 2.7.5. Iterating the decomposition (, we can write any matrix unit T in Ak as a a,P monomial in the matrix units of A1 and the idempotents el,- e,ek-l. For example for (a,@)E R3 (Ta,p
E A3)

(Observe k indexes the algebra generated by idempotents up to k-1; this agrees with the usual convention for Artin's braid groups, but is not as in [Jol] or [Jo~].) A monomial in AP,k is a product c. c. ,.ti where each ci is one of el,. , rk-l; ' '2 1 q j the unit 1 of Aplk is a monomial (the empty product).



one finds

Proposition 2.8.1. Any monomial w E A may be written in one reduced form P,k

where r E M is an appropriate integer and where


denotes the edge in B(MocM1) directly below the edge ai, and



arbitrary edges in 0 with the appropriate endpoints. The constant C(@) can be 01 evaluated by computing tr(T .T ), using the fact that y e k = %(x)ek = ek%(x)



(x e Ak) and the Markov property of tr. Let Atrlk(M0cM1) be the subalgebra of Mk generated by l,E1,

. ,Ekl.

Our next
Moreover dur4( AP,k

goal is to understand the structure of these algebras. We shall see that, when the modulus p of the Markov trace tr lies in a certain generic set, these algebras depend only on P and k, and not on any other data pertaining to the inclusion Mo c M1 or the trace tr. For



m with 0 < m < k-1; we prove the first part of the lemma

p in this generic set, Atrlk(M0cM1) is isomorphic to an abstractly defined algebra whose structure we describe in detail in the next section. For non-generic P, new

Proof. - Consider an integer

by induction on m for a monomial w in {el,-. .,cm}. Asthis is obvious for monomials with m 5 1, we may assume that m 2 2 and that the claim holds for m-1. Suppose w is a monomial in which cm appears at least twice. Then w has one of the forms

phenomena can occur, and our knowledge is much less satisfactory in this case; see Section 1 2.9. The following two sections borrow heavily from [Jo 1 .

l Emaemw2 ~ ~ ~ a ~ ~ ~ b ~ ~ w ~

2.8 - The algebras Afl$ for generic fl



w =~
where a,b aremonomials in

For any integer k 2 1 and for any number /3 f 0 in the basic field K, let AP,k be the algebra abstractly defined (as an associative algebra over K) by
{E~,--. , E ~ - ~ ) . As

cm commutes vhth these, w equals

Chapter 2: Towers of multi-matrix algebras either or Wlrmaw2
1 wlaF fmbw2,






P,k "' 6--'"




with paths from (a+l,a) to (a+n+l,a+n) their number is

which do not touch the main diagonal, and


and the number of em's has been reduced. Consequently we may assume that w involves exactly one rm. Let w = wlrmw2 with wl and w2 monomials in {el,. .,rm-l). Using first the
a induction hypothesis on w2 and then the commutation r r. = e.e for j < m-2, we c a mJ Jm reduce to the case that w = wlcmrm-l... cn, with wl a reduced monomial finishing,

Consider finally a sequence (il,jl,,


i ' ,P"P )

corresponding to a reduced monomial in

We may associate to this sequence the following path from (0,O) to (k,k), and any path from (0,O) to (k,k) which remains on or below the diagonal can be obtained in this way.

say, with el. If 1 n one has

Consequently we may assume that 1< n, so that w is of the form

with all desired relations for the i' s aqd the j's. This ends the induction argument. We now count the number of reduced monomials, following Chapter 11in [Fell. By a 1 we mean here an oriented connected polygonal line with vertim at path in the lattice integral points and with edges being either horizontal and directed to the right or vertical and directed upwards. A path starting at (a,b) and ending at (c,d) has c-a + d-b unit edges, c-a horizontal ones and d-b vertical ones. The number of these paths is consequently the binomial coefficient




[c-a+d-b 1. c-a

it follows that the number of reduced monoinials is Remark. The Catalan numbers may be defined by



Assume first a > b and c > d. To each of these paths touching the main diagonal, associate the following "reflected" path: if (jj) is the diagonal point on the path with smallest j, replace the subpath from (a,b) to (j,j) by the reflected path (with Iespect to the diagonal) from (b,a) to (j,j) and leave the subpath from (jj) to (c,d) qchanged. This defines a bijection between the set of paths from (a,b) to (c,d) which touch the diagonal and the set of paths from (b,a) to (c,d). Thus the number & paths from (a,b) to (c,d) which do not touch the main diagonal is N t i ] - N[:$]. Assume now a = b and c = d = a+n for some n > 0. Consider the paths from (a,a) to (a+n,a+n) whose vertices are on or below the main diagonal. These are in bijection



With this notation, dim l I o

See e.g. n0 2.7.3 (page 111) of [GJ].

: c

k. $

b] is zero if the integers a,b satisfy b < 0 or b >

We shall also need the following computation. We agree that a binomial coefficient



Chapter 2: Towers of multi-matrix algebras

5 2.8.

The algebras


for generic 3 /


Lemma 2.8.2. Let k ; 1 be an integer and set m = [k/2], the greatest integer less than ! or epudl to k/2. Then

proof. -

By comparison of

the coefficients of


on both sides of

( l + t ~ ~ ( l +=)(l+t)a+b, one has t ~ so the conclusion follows for k odd as well.


Define now a sequence (Pk)k20 of polynomiitls in Z[A] by for ahy integers a,b,c ; 0. (See for example Section 11.12 in [Fell.) ! Assume first that k is even: k = 2m. Setting a = b = c = k in (*), one obtains
so that in particular

j =O

'["I+ Z m '[k12, k


ik1l2=;KI -:[;12.
Setting a = b = k and c = k

(Observe Pk here is as in [Wenl], but as Pk-l

in [Jol].)

+ 1 in (*), one obtains

Pm~osition 2.8.3. Consider an integer k ; 0 and set m = !

b]. Then
if k = 2m

2 i

k]El] C


(i) The polynomial Pk is of degree m. Its leading coefficient Is (-l)m

k k [j]

[i-l] = EL]

is even and (-l)m(m+l) i f k = 2m+l b odd. (ii) Pk has m ' distinct' roots which are given by
(iii) Assume k 2 1. Let A be a real number with



for j = 1,2,..;,m.

For k odd (k = 2m+l), one obtains similarly



Then P1(A)> 0, P2(A)> 0,.

..,Pk(A)>0, Pk+l(A)t 0.

(iv) Set Qk(A) = P~(x(x+I)-~). Then



Chapter 2: Towers of multi-matrix algebras

~7 'JJ.


generic P


Proof. - Claims (i) and (iv) are easily checked by induction. For (ii), we compute in the ring QA[ ,] and proceed as in the proof of 1.2.2. The j difference equation for the Pkl s has an indicial equation ? - p A = 0 with roots


For ,b E K*, let q be a number distinct from 0 and -1;in K or possibly in some , Claim (iv) of Proposition 2.8.3 shows quadratic extension of K, such that 8 = q-'(q+l)'. m . that ,b is not generic if and only if z q l = 0 for some integer m 2 2. In particular, if K j=O is a finite field, no ,b is generic. For generic /3 € K*, we shall define inductively a neated sequence (BAk)k21 of associative K-algebras with unit, and a normalized trace on each of these. Set Bp,l = K and denote by trl the tautological trace on BPll. Set BA2 = Kel @ K(1-el) where el is an idempotent, not zero. Define tr2 : BPY2 K by

k so that Pk = Cpl + D&. By adjustment of the constants C,D to fit PO,P1 k e find - k+l k+l 1 Pk = (pl-p2) (pi -p2 ) for each k 2 0. Consider now a real number 0 with -ei 0 e-i 0 1 O < 8 < 7r/2 andset A=-, so that pl =and h=pco~f Then 4cos 0 pk(A) =, * .2 cos ( 0) s m 0 which vanishes when 0 =

tr2(el) = 81 and tr2(1-el) = 1- 8'. Identify B,b,l with the multiples of the identity in B P,2' The Bratteli diagram of the pair Bp,l

c Bp,2 is

& with j = 1,2,. . ,m.
6 (2,. ..,k},
the (see the end of Section 2.5 for the notation). In the next lemma, we set
>A, one has PdA) > 0. The two smallest roots of Pk+l are

Claim (iii) is obvious for k = 1, and we may assume k 2 2. For and PAX) > 0 for smallest root of Pl is

Lemma 2.8.4. Consider an integer n 2 2, and assume
there is given a nested sequence

P E K*

is n-generic. Suppose

and Pk+l < 0 on ]A1,A2[. As

< A2 one has in particular Pk+l(A) < 0. #

.trk :BPjk-'K

of K-algebras, together with traces (BP,k ) eztending one another, such that the following hold for k E (2,- .,n}:


(i) BP,k is generated by its unit, by elements el,.



(all in BAk-l)

and by

Since the polynomials Pk have coefficients in


it makes sense to evaluate them at

any number in our referende field K. Given an integer k 2 1, we define ,b E K* to be k-genkc if

ek-l. Denote by B' the two-sided ideal in Bp,k generated by el,. , ,ekv1. P,k (ii) The generators satisfi the relations e = ei, : Peieje,=e, e.e. = e.e. f o r d i,j~{l,...k-1)



if li-jl=l, if 1 i-j

Say that

P is generic if it is

k-generic for all k.

' .




1 J

J 1

1 >2

For example, any /3 E K* is l-generic, and /3 is 2-generic if and only if ,d # 1. If K is not algebraic over its prime field, transcendental numbers are obviously generic. If K contains the reals, Proposition 2.8.3 (ii) shows also that any P outside the interval ]0,4[ is generic.

(ii) BPYk is a direct sum of

of matrices of order


b] +

1 fuctom Q ,:

for j = 0,1,-


k with Q. isomorphic to the algebra J One has Bh,k = @ Qk Denote by dk . j.

J) 0


Chapter 2: Towers of multi-matrix algebras

9 2.8. 'I'he agebras Ab,k tor genenc p


k the (unique) nonzero idempotent in QO.

-(see $5.1 in [Jol]). During the proof, we write Bk for Bp,k. Proof
Both trn and it restriction trn-l to Bn-l are nondegenerate by (vii), since

. (iv) I

The inclusion BWk-l

c Bak

is desc~bed the Bratteli diagram: by

P is
a q ,

tional expectation associated to tr,


Then Enen-lEn = ?En. Indeed, for all y E Bn and al z E BW1, one has, first by l 2.6.2(i) and then by (vi) trn-l({*n(en-lEn(~))

- 7En(y)}z) = trn(en&,(yz)) - drn-l(En(yz))

= 0.

Thus E,(~,-~E,(Y)) = TE,(~) because trn-l Next we claim that

is non-degenerate, and in particular

en-lEn(en-l~) = e p l x



j of the subfactors increases from right to left, So the white [ ~ M P . black] The k vertez on the eztnme right reprrcsnts 9i-l [ r a p . Qd.

Obviously (*) holds for x = 1 because En(en-l) = 7 1 by the previous claim. Next we check that (*) holds if x = yen-l for some y E BPI, First, if y = ylen-2y2 with y1,y2 E Bn-2, then en-lx = ry1 n-lY2 = 7en-1Y1Y27 and e 2 en-lEn(en-lx) = enn1En(en-1)~1~2= 7 en-lY1Y2 = by Bn-2-.linearit~ of En. If y E Bn-2, then en-lx = ePly, and again

(viii) trk is faithful. en-lEn(en-l~) = e n - l X ' Thus (*) holds when x = yen-l, for any y € Bn-2

+ Bn-2en-2Bn-2,

namely for all

Suppose in oddition that K = c, that each BOyk (k 13 has a c*-&ebw


Now using the x E Bn-1 Define BhS1




we see finally that (*) holds for all Bn-l


mating the idempotents ei self-adjoint projectiom, that 0 > 0, and that p k ( r l ) > 0 for 1 k 5 n+l. Then Bp,n+l aka has a c*-algebra structure making en a w-adjoint

+ Bn-len-lBn-l,

namely for all x E B,.


to be the algebra obtained from the pair

c Bn by the

fundamental construction, and set Bn+l = Bh+l

projection, and the trace trn+l is faithhl and positive.

Chapter 2: Towers of multi-matrix algebraf where


$2.8. The algebras Ap,k for generic /3

g+lis a central idempotent.

By Corollary 2.6.4, the two-sided'ideal BA+l is

generpted by Bn and En. From now on, we write en (an element in BnS1) rather than En (a mapping from Bn onto Bnel). Then Bn+l is a multi-matrix algebra by 2.4.1 in which el,-. .,en generate BA+l, so that ],el,. checked (i) and (ii). Define a map J(dn) = (dn,dn+l). J : Bn -+ BA+l by


generate Bn+l. We have if xEB A and

which could also be checked directly. We next verify the relation Ptm+l(wen) = trn+l(w) for all w E B,.

J(x) = (x,O)

(This is of course an abuse of notation: the first component of (B,)



is the element of Bk+l = End

which is left (or right) multiplication by dn!)

Then J is obviously an injective morphism, so that we may (and we shall) identify Bn with a subalgebra of Bn+l. NOWthe shape of the diagram in (iv) follows from the

We check this first for w E Bn-l.

We may then as well assume that w is some where j is an integer with 0 I j i f?-'en

minimal idempotent f?-I of Q?-', J 3

induction hypothesis and Proposition, and the dimensions from the relations

we know from Corollary 2.6.4~ that

But then is a minimal idempotent in Q ~ + ~
j +l'


and (all n and jj. This shows (iv), and consequently also (iii). Now (v) follows from L e y 2.8.2. Define the trace trn+l :BnS1 7K by assigning the weight ~JP,+~-~.(T)to the as desired for (vii). Let fk denote a minima( idempotent in Q\. When n factor Qn", j J is even and j = n/2 we have trn+1(fi/2) = while trn(fit2) = P / ~ P ~ ( T= PI2. ) In all other w8 we have e n+' 2) - P I ~ P ~ =~ ) ( p12, -

trn,+l(q41en) = 7J Pn+l-2(j+l)(r)


and (**) follows because trn+l extends t r n l . We now set w = xen-ly

= fi~n-~($-l)

for some x,y E Bnq1. Then enwen = xenen-leny = rxe,y

by (ii) and, using the case of (**) already checked

On the other hand, by the induction hypothesis

Tlim (**) holds for w = xen-ly. Consequently (**) holds for all w in Bn-l

+ B,len-lBn-l,

namely for all w E B. ,

This proves (vi) and (vii). If P is (n+l)-generic, then (viii) follows from (vii). Finally, if K = C, and the Bk are c*-algebras for k 5 n, then B6+1 also may be given a ~ * - s t ~ c t u r e making the idempotent en self-adjoint; see the discussion in by the three term recursion for the P's. Consequently trn+l extends tr,,\

and in had

Appendix IIa, or the remark under 2.6.5.

Clearly Bn+l

also has a c*-structure.

particular t ~ ~ + ~=( 1. )(This point shows precisely why the factor Q;+' l to be introduced in Bn+l!) Incidentally, this gives the relation

Moreover the weights of the trace on Bn+l are strictly positive by (vii).



Chapter 2: Towers of multi-matrix algebras Theorem 2.8.5. Consider an integer k 2 1 and a number

5 2.8.

The algebras APjk for generic



P E K* such that
isomorphic to


)#0 r (a) A ,


< - 1 w e e (Pj)j>l are the polynomials ofProposition 2.8.9.
algebra of dimension

Suppose that m > j+l and that the result is verified for elements of d g { l , ~ ~ + ~,eml). It suffices then to deal with a reduced word w = xtmy where x ,.


is a multi-ma*

1 2k k],


and y are words in { c ~ + ~ , . ,em-l}.


Then trk(w) = /T1trk(xy), and trk(uw$ =

&"il(K), where m = and = El]. j =O (b) There ezists a unique normalized trace trk :

M 1) M -

trk(ywem) = ~ l t r ~ ( U x y ) trk(u) ~ l t r ~ ( q ) , = where the last step follows from the induction hypothesis. Let q be an element of K, or of a quadratic extension of K, satisfying q-1(l+q)2 = p. Define elements 7 = + 1 ~ ~ - 1and ci = (r1r2.. .rhl). ..(7172)~1 in AS+


K sach that


whenever 1 < j < k-1 and w is in the subalgebra generated B$I l,tl,. ~ , e ~ - ~ . Moreover tr, is faithful i f pk(/T1) # 0. (c) The natural map AP,k-l

% K(q)

for 1< i 5 k-1. Thae are invertible, with
C.~.C;~ =

$ = (q-I + l)ri - I, and one

verifiea by induction that' is injective and trk extends trk-l.
6. I+

ak: x ++

yhl and c.e.c;' = e for i 5 j-1. In particular, J 1J J 1 J hl c p c i l is the automorphism of part (0, This automorphism is trace presewing,

(d) If Bp,k is as in Lemma 28.4, the assignment isomorphism from ApIk onto Bp,k. (e) The trace trk on also satisfies


e. (1 j s k-1) eztends to an

because the trace trk extends uniquely to Ap,k

% K(q).


Corollary 2.8.6. Consider an integer k 2 1 and an grbitraa number @ E K*. Let cp be Qe homomorphism

Ap,k+l which, for j 5 k-1, maps



viewed as a generator

whenever 1 5 j< k-2 and w is a word in {ejSl,

..., c ~ - ~ )More generaUy we have .

of Ap,k to e (sic) viewed as a generator of A j P,k+l (a) is of dimension is an injection and any element x E A can be written as x = P,k+l d u ) + Zdui)%q(wi), whae u, vi, and wi are elements of A P,k' (c) There is a sequence of traces tre : 4 K (1 < l ( k) such that (b) cp tre (1) = 1, and trl+l(p(u)

whenever u is a word in {cl,. .,4.) and w is a word in { c ~ + ~ , ,. c ~ - ~ ) .
J (f) The map ej I-+ ek-j


+ xq(ui)ee "(i))

= trl (u)


' Z t (viwi) for all r ~


extends to a trace preserving automorphism ok of



is inner in case K contains a solution q of the equation q"(q+l) 2 = 8.

Claims (i) and (ii) of the previous lemma show that the map of (d) is a morphism onto. Claim (v) of the lemma and Proposition 2.8.1 show that this morphism is injective. Consequently, assertions (a) and (c) and the existence of trk in (b) follow from the lemma. But the relation in (b) together with the normalization trk(l) = 1 and the trace property trk(q) = trk(yx) suffice to compute the trace on p y word in the

EEnefL I t is enough to prove the corollary for any extension of the field K, so that we may assume K to contain infinitely many generic numbers. Assume first that is generic. Then AAk has a basis over K made of the
reduced monomials (see 2.8.1 and 2.8.5a), say ( c ~ ) The structure constants are ~ ~ .

' I[ "

so the trace is unique. I generators {ei) of A P,k2 We prove by induction on m ( j + l l m < k-1) that the formula of (e) holds for u 6 alg {l,el,. 6.) and w E alg { I , C ~ + ~ , The case m = j+l is clear from (b). ,em}. 'J


Proposition 2.8.1 shows that, for any given pair


aKbut one if the cF


vanish and


d w h h

Chapter 2: 'lowers 01 muiwmauu argeur-


3 A.0

rllt:~ g t : u ~ w , ~Ior generic p AP

the one non-zem c$,, is a power of monomi*

r1 depending on u and r. In particular there are
as above is just cp (8') for any u,r,p E S 0,r . (c,),,~~, and with


In particular, with the notation above, the map

~ $ , ~ (E ) t Kit] such that c$,,

isomolphbm of

onto Atr,$MOcM1),

,y : E. I+ E. eztends to an J J and the restriction to Atr,k(Mo~M1) of the

Define now the "generic" algebra A@n,k over the polynomial ring K[t] as the free K[t]-module over S, with canonical basis denoted again by

Markov trace tr : Mk ---I is nowdegenerate. K

b &(a) &
all y E

It follows from 2.8.5(b) that tr


x = trk'

Hence if x E ker(x), then for


multiplication defined by

one has trk(xy) = tr(x(x)x(y)) = 0, so that x = 0, by the non-degeneracy

of trk. Thus


is an isomorphism and tr is non-degenerate.

(b) By 2.7.5, the map The relations which express that this multiplication is associative are polynomial, and they for any generic P EK*, by Theorem 2.8.5. Hence they hold when t is specialized at hold identically, and Agen,k is a well-d&ned associative algebra. Indeed, it is the algebra


extends to an homomorphism of AD,k onto Atr,k(MO~M1),

and 2.7.5 together with 2.8.5(b) imply that tr o x = trk. Thus (b) foHows from (a).



Suppose ,8E s(* is generic. The following picture sums up the structure of the traced algebras introduced in this.section (with r = F1 ).

with unit over K[t] abstractly deGned by generators el,-.

. , E ~ and -~


Consider finally an arbitrary

P E K*.

Then Ap,k

is isomorphic to A


where K is made a K[t]-module by c(t)X = c ( ~ l ) Xfor c(t) E K[t] and X E K. This shows claim (a): That cp is an injection follows similarly. As observed in the proof of (a), there exist bases of AS+ and AP,k+l consisting of the reduced monomials of 2.8.1, and claim (b) follows from this. We leave the details of part (c) to the reader; compare, however, 2.9.6. # &mark: In general the traces tr! of claim (c) are not faithful; see Theorem 2.9.6.d. Consider now the situation at the end of Section 2.7: One has a multi-matrix pair tr : M1 3 K of modulus B; these ge&rate a tower, and the

M ,c MI and a Markov trace ,

conditional expectations E. : M. -I Mkl for j = 1,. .,k-l generate (together with 1) a J J subalgebra Atryk(M0cM1) of Mk' promition 2.8.7. Suppose that /3 E $ satisfies pj(F1) # 0 for i <\j 5 k. (a) Suppose that


x :AP,k


C is a surjective homomorphism of K-algebras anathat

C has a trace tr satishing

b tr(wx(6.)) = tr(w) for i < j 5 k-1 and w E x(Afl,j). Then J


is an isomorphism and tr is nowdegenerate.

102 2.9. An appmach to the mn-generic case.

Chapter 2: Towers of multi-matrix algebras

3 2.9. An approach to the non-generic case


Let Mo C M1 C M2... be the tower generated by Mo t M1. Since Mk is generated as an algebra by M1 and Atrjk(M0cM1), if for some no the algebras A tr,no and

is non-generic, then If 1 E ,3 (1) The algebra AP,k defined by generators and relations as in Section 2.8 need not be semiflimple. (2) Given a multi-matrix pair

AtrTE0+, were equal, then M4 = Mno+l

as well, and therefore Mk = M

MOc Ml
M0 c

k 2 no. But dimc Mk increases as [Mi:Mo]k = 9k, by Proposition 2.4.2, Hen& and a Markov trace tr of modulus on


for all

MI, the restriction of tr to Atr,k(MocM1), the algebra generated by {],El,. in Mk, need not be faithful. (3) Given a second such pair

for al k. On the other hand h;ll = Mn for all k and A ~ , ~ ( M 2 Cc for all ~k. l ~ M ~ This proves (3). The algebra Atr,2(MO~M1) is spanned by 1 and El, and is of dimension 2, since AtrS

and a Markov trace & of modulus /3 on The modulus

M,, the algebras Atr ,k(MO~M1)and A ~ , ~ ( M ~ cneed~not be isomorphic. M )
All this contrasts with the generic case described in 2.8.5 and 2.8.6. 3 = 1 illustrates these phenomena. /

;Atr,l 1C. The trace tr on M2 restricted to Atr,2 is given by
tr(a+bE1) = a

Example 2.9.1. The algebra +,3 is not semi-simple. (This is a particular case of Theorem IL10 in Appendix Kc.) Proof. - Let T { [ii]) the algebra of 2-by-2


(a,b E C).

It is not faithful because upper triangular matrim over K. But the for all a,b E C. # We do not intend to make a detailed study of the algebras Atr,k(Mo~M1) when not generic. But we want to describe the structure of the unique quotient of
which the usual rules tr(1) = 1 and



As T is not semi-simple, it suffices to show that T is a quotient of assignment

extends to a homomorphism from .$3 onto T. # Example 2.9.2. Consider the pair Mo = C @ C imbedded in M1 = Mat3(C) @ Mat3(C) with inclusion matrix A =

P is

p tr(wei)

= tr(w) for w E alg {&el,. ~ , e ~ - ~ )


[i11, together with the trace tr on M1 with weight vector
then ?r is evidently a Markov trace of modulus 1 on

defines a faithful normalized trace. (Here ei denotes the image of

in the quotient.) k < n,

(1,-1). Then tr is a Markov trace of modulus 1 on M1. Consider also a pair MO= with any faithful trace ?r on

The algebras BP,k, For the rest of this section we fix a P E s(* which is n-generic but not (n+l)-g~eric for some n 1 1. That is pk(/3-l)
P,k )k > l





We have (2) The restriction of tr to Atr,l(MO~M1) is not faithful.

P n + l ( r 1) = 0. We again define a nested sequence (B

of multi-matrix algebras

over K, and a consistent fami ly of normalized faithful traces trk on these algebras. For k i n, define Bp,k and trk exactly as in Lemma 2.8.4; since is no problem i n doing so. For k 2 n define Bp,k+l

) are ~ ) (3) A t r , k ( M o ~ ~ land A ~ , ~ ( M ~ c Mnon-isomorphic for all k 2 2.


is n-generic there

&. &

The matrix

=A =


to be the algebra obtained by

brs eigenvectors (1,-1)


(1,l) with


eigenvalues 1 and 9 respectively. The Perron-Frobenius eigenvalue 9 is also the index [M1:MO]. But the other eigenvector (1,-1) also defines a Markov trace tr on M1 with modulus = 1.


applying the fundamental construction to the pair BSk-l C BPyF Observe that B P,n+l isthesameas B' in 2.8.4. For k < n+l, define trk as in Lemma 2.8.4; then P,n+l trn+l is also faithful because Pn+l does not appear in the computation of the weights of





&"I."*" " 1

A '" -. .

Y"" I . .


"* . > ,



the trace on

: .' B h + l = e Q+

A h since

Pn+l(~)= 0,

the trace on

extends that on Bp,,; it thus follows from 2.8.4(vi) (with k = n+1) Bp,n+l = that trn is a Markov trace of modulus @ on Bp,n-l c BPp For k 2 n+l, we define trk as in Proposition 2.7.4. Thus trk is a Markov trace on Bp,k-l
C Bp,k

for k 2 n,

but not for k < n. Note that B is a multi-matrix algebra generated by the identity P,k and idempotents {el,- ,ek-l) satisfying the relations 2.8.4(ii); in fact these relations


hold for {el,- .,en) by 2.8.4 and for {en,en+l,.

..) by 2.7.5.

For k 2 n+1 the identity

is contained in the algebra generated by {el,- .,%-l),

in contrast to the case of generic

fl this follows from 2.6.4.
Note that if K = C and

P = 4ms2(d(n+2)),

then the algebras Bp,k can be given a

structure such that the generators

{ei) are self-adjoint projections, and the trace is B2,l 1,l Figure 2.9.4.

faithful and positive. This is shown in 2.8.4 for k 5 n. The assertion for k 2 n+l follows, because the tower construction for a pair of finite dimensional c*-algebras with a positive Markov trace produces a chain of c*-aIgebras with a positive trace, and self-adjoint projections ei; see the discussion in Appendix IIa.

Example 2.9.3. Let

P = 1,

so that n = 1. The definitions above (cumgrano saris)

give Bp,k = Bp,l = K for all k 2 1.

Example 2.9.4. Assume that the characteristic of K is not 2 and let

P = 2,

so that

n = 2. The structure of the algebras Bp,k and of the traces trk is shown in figure 2.9.4 below.

Example 2.9.5. Assume that K contains Q(z/S) and choose /3 E 2(lr/5);4 cos2(2lr/5)}, so that n = 3. The picture (with T = 8' satisfying (4 cos = r2- 37 1 = 0) is given below in figure 2.9.5.


Figure 2.9.5.

In general, the picture for the B


's is obtained fmm that of the .4P,k's at the end (represented as the extreme right point in the

of Section 2.8 by deleting the factor"Q :

(nt1)st row) as well as all factors above and to the right.


vnapter z: lowers or I I I U I G I - L ~ ~ I ~ itlgaula


5 2.9. An approach to the non-generic case

Theorem 2.8.5 gives a complete description of AP,k when P is (k-1)-generic. The following theorem indicates how part of the picture changes when P is not generic. Recall (see Corollary with a subalgebra of that we may (and do) always identify 2.8.6) and that Bp,k is also a subalgebra of Bp,k+l. Theorem 2.9.6. Comider an integer n 2 2. Let /3 E I . be such that p j ( r l ) # 0 for ( j 3 n and P ~ + ~ ( B ' )= 0, where (Pj)j21 are the polynomiak of Proposition 2 8 3 Then ...


- trkI, -


for w E Ck-l. Then Ck Bp,k g AP,k/Ip,k.
(f) The trace trk on

also satispes

one has for all k 2 1, (a) BP,k is a m d t h a t r i z algebra, and there ezists a homomorphism rk of APYk onto B mapping each generator c. onto e. (1 < j < k-1). P,k J J (b) There ezists a normalized trace trk : Bak 4 K such that, for any j E 11,. .,k-1)

P trk(Ejw) = tr(w)
whenever 1 5 j 5 k-2 and w is an element of alg {l,ej+l,. have
trk(uw) = trk(u) trk(w)

.~ , e ~ - ~More generally, we ).


ptrk(wej) = trk(w)

M O T ~ Otrk ~ ~ faithfir and the U is whenever w is in the subalgebra Bp,j B~,k. restriction of trk to B is tr. for j s k. P,j J (c) For k > 2 the following diagram commutes.

whenever u E alg {&el,. .,e.) and w E alg {P,ejSl,. ,ek-l). J (g) The map 4 +I % extends to a trace preserving automorphkrn I?k of


ek-j eztends to a trace preserving automorphism F of Bp,k. These automorphisms k J are inner in case K contains an element q satishing q1(q+l) 2 = P. Proof. - Claims (a) to (c) follow from the construction of the Bp,k above. The traces







rk on APIk satisfy (*). The uniqueness statements in (b) and (d) are proved

as in 2.8.5(b). We have trk(xy) = trk(rk(x)rk(y)), so that if x E ker(rk), then x E 1

(d) There is a unique family of normalized traces trk :



SUC~ that

P,k' Conversely if x E I then rk(x) = 0 by faithfulness of trk on B This proves (d), P,k' P,k' and (e) follows similarly. Statement (f) ia proved as 2.8.5(e), and statement (g) as 2.8.5(f). # Corollary 2.9.7. Suppose that

K 3 R, that Mo c M1 is a pair of multi-mat& algebras

over K, and that tr is a positive Markov trace on M1 of modulus
, Atr,k(Mo~M1) is isomorphic to Bp,k

P = [M1:MO]. Then

for all k 2 1.

If IPYk denotes the two sided ideal in AP,k consisting of those x such that trk(q)) = 0 for all y E Ap k, then IP = ker(rk), so that Bp





dAp ,k/IB k.

(e) Suppose (Ck)k21 is an increasing sequence of K-algebras and



Proof. - This follows from 2.8.5 and 2.8.7 when


is generic, so we suppose that




non-generic. Let (Mk)k21 be the tower of algebras generated by Mo c MI, and tr the

are surjective homomorphisms such that



for all k. ,Suppose further that


each Ck has a faith@-nomlized trace trk : Ck 4 K satbbing



extension of the trace to UMk, as described in Section 2.7. Both B = 1 1 A ~ ~ 1 1 2 the and k weights of the trace are real and positive; see 2.7.3. Using the path model (2.4.6 and 2.6.5), we aee that it is possible to choose a system of matrix units T for the algebra Mk so


a" "





r u w c ~ u L l r u i u l u m e i r A olgcuroa ur

$is&'-,, the An approach to

non-generic case

that the idempotents Ei (1 5 i 5 k-1) are positive linear combinations of oertain minimal B see especially and Let Mk be the B-linear span of the idempotents T

6, 6


Mk = M !

4 generated by {&El,. ..,Ek-l}. B The trace tr restricts to a positive Rvalued trace on 4. Note that Ak is closed under
Let A ! be the Csubalgebra of

units geneiating Mr



is a m u l t i - m a t e b a o r I, and In order to accomodate vectors and matrices of different sizes, we adopt the convention that Id imbeds in Id+' via I

I the M n e a r involution r of Mk defined by ~
conclude that t r

f= TlYf. ~ Positivity of the trace implies ,

that tr(x*x) > 0 for al non-zero x E Mk, and as this holds in particular for x E Ak, we l

Atr,k(MO~Ml) Ak % K, and therefore 2.9.6(e) implies the conclusion. # = The proof of Theorem 2.1.8 is now complete. Theorem 2.9.8, ([Jo~]). Let n 2 2 be an integer and suppose that 3 E K* is n-generic / but not (n+l)-generic. Then the generating function fn(x) for (dimK(Bp,k+l)k20 b t(n,k) =


is faithful. It follows by linear algebra that tr is also faithful on With this convention we have for

n& l




for k odd

A:(A~A:)~/~-~( for IL even,


t = (O,O,-. .0,1)~. Hence
t$ = 11((n3k)l12= ((A~A:)~-~(I (n odd). 0


The corresponding formulae for n even are where the P: are the polynomials of Proposition 2.8.8.


(hk) =
Also let ((n(n.k) be the vector of

An = ABpvn and Bp,n-l dimensions of the multi-matrix algebra Bp,n-l c BP,,


= di+BAk).

Hence (




for k odd

A ~ ( A ~ A ~for k even,- ~ ~ ) ~ / ~

Note that the Bratteli diagram for Bp,k. is the Coxeter graph An+1, with a particular bicoloration and labelling of

bf: = ( ( A ; A ~ ) ~ - ~ ~(n even). I

the vertices. (See 2.8.4(iv) for the picture, substituting n for k.) Thus for n odd An is the -byJordan block


One can visualize these results quite easily by adding to the Bratteli diagram of the chain (Bp,k)k2 some "phantom" vertices with zero dimension. The picture for n = 5, for example, is


w i e for n even An is the ( i + 1) -byhl

i matrix

Chapter 2: 'l'owers ot muln-matnx algebras

3 2.9. An approach to the non-generic case

using Setting B = At A we have n n .

Similarly using and setting A = A:+~A,+~, we have

Recall also that our labelling of the vertices on each floor increases from right to left, Since An< = (n odd) and A = 4 (n even), ( and ( give C :


The difference fn+l(z) ( ( Finally one verifies that ( ( b i = ( ( A : A ~ ) ~tO ~ ~ ~ d d ) ,and ) (n b = ((A,A:)~( :

- [zfn(z)+l]

is computed using, and the resolvent identity:

I 4)

(n even).



= E (n odd), and
E (n even),

A ~ + ~ " + ~-A&=

The case n even is entirely Siinilar.
where E is the ortihogonal projection onto IRS, in the Euclidean space of the appropriate dimension. We claim that the functions ( f , ( ~ ) ) satisfy the first order difference equation ~~~ fn+l(z)

Next we observe that the functions sn(z) =
equation. First note that

GPJ satisfy the same difference


- [Zf,(z)+ll = zfn+l("[zfn(z)+ll.

Erst consider the case that n is odd. Then zfn(z)

+ 1=


by the second*rder difference equation for the P.. Hence J

and CIGO\G/GO] are antiismorphic. But C[G] has a monical anti-isomorphism p I+ $, defined by h g ) = dg-l), which restricts to CIGO\G/Gd, so the proposition follows. # Corollary 2.10.2. Let e be the central idempotent in C[Gd corresponding to the using the defining relation for the P. again. But this last expression is ~ s ~ + ~ [ m ~ + l ] .
trivial representation GO4 GLl(C), idempotents in C[G]. Then and denote by pl,-. -,pm the minimal central


Since (fn)n21 and (snlnLl satisfy the same first order difference equation, it suffices now to check that f2 = s2. But bE+l = 2k for al k, so f2(z) = l while s2(z) = P1(z) =

12kzk =




The Bratteli diagram for the pair


where the direct sum is over the i ' s with epi # 0.

C c H(G,Go) is &at part ofthe Bratteli diagram /or the pair CIGO]c C[G] which lies above
the wertez corresponding to e.

2.10. A digression on H c e algebras. ek As a general reference for this section, we use [BL%e],especially exercises 2 22 in 8IV.2. See also [CR], 811D. For the origin of the term "Hecke algebra", see p. in [Lus]. Hecke al~ebra defined bv GL- (a) and its Bore1 suberou~. 2.10.a - The com~lex If G is a finite group and Go is a subgroup, the complex Hecke algebra H(G,G,,) vector space C[G/Gd of functions from GIGO to C. We denote by C[G] the algebra of complex functions on G, with the convolution product. We identify CIG/GO] with the subspace of this algebra consisting of functions p with dgh) = cp(g) for g E G and h E Go, and we denote by CIGO\G/GO] the subalgebra of C[G] of Go-bi-invariant functions. Proposition 2.10.1. The algebras H(G,GO) and CIGO\G/GO] are isomorphic. of the pair Go c G is the cornmutant of the natural representation of G on the complex

Proof. - This

follows from Section 2.3.

(See Corollrtry 11.26 of [CR] for a

generalization.) #


As a first example, consider the permutation groups G2 c e3; the diagram for

Then C C H(G3,G2) is described by
1. 1



Proof. More generally, consider first an associative algebra


with unit, an


idempotent e E A, and the left A-module Ae. It is easy to check that the map x I-+ p(x) = right multiplication by x is an anti-isomorphism from eAe to EndA(Ae). Now let A = C[G]; for each g E G, denote by 6 the characteristic function of {g}b g Set e = %.Then Ae = CIG/GO] and eAe = CIGo\G/Go], so that H(G,Go)l

In particular H(e3,e2) 8 C @ C. It is easy to check that there are two double cosets in
62\G3&2' One shows similarly that H(Gk+l,6k)

C @ C for any integer k 2 1.


But the case of main interest here is when q is a prime power, G = GLn(q) .for some n 2 2, and Go is the (Borel) subgroup B of upper triangular matrices. (The letter q will no longer denote an idempotent below.) Identifying the double w e t s is a special case




Chapter 2: Towers.of multi-matrix algebras

9. . necKe algebras

115 of generators of h E G, the map

For s in the set S = {sll*..,s,-~)

en, we need to compute

I C(s) I. Observe more generally that, for any
where W is the I1Weyl group1', namely here the symmetric group Gn embedded in GLn(q) as permutation matrices (see 5IV.2 in [BLie]). Thus to each permutation w E 6, there is associated an element aw of the Hecke algebra H(G,GO), which is the



n h ~ h - l )-, ( B ~ B ) / B

c l a s s of b class ofbh

characteristic function of BwB divided by the order of B. For i = 1,2,. .,n-1, let si
be the element of W given by the matrix


is well defined (if b,bl are in the same class modulo B n hBh-l, there exists b' E B with b' = bhb'h-l, and blhB = bhB) and bijective. Then the number of left classes modulo B in BhB is the index [B : B n hBh-'1. It follows that



Let us compute (aw*aw,)(g) when w = w' = s. As C(s)C(s) = B u C(s) this is
0 1 1 0

~ zero unless g E B U C(s). For g . B one has by (w)

where the first diagonal 0 is the (i,i)th entry, and set

4 = asi.

As al is a convolution unit in C[B\G/B], this implies as * as = Xas

Proposition 2.10.3. With the notation above, one has ( 4 S = (~-1)gi+ q : (b) gigi+lgi = gi+lgigi+l (c) gigj = g j if 1i-j 1 1 2 ~ i=l,...,n-l i = 1,...,n-2 i,j = 1,. -,n-1

of the augmentation


for some X E C. Introduce the restriction , to C[B\G/B] u homomorphism C[G] -+ C, mapping p to dg). Then gG E


Furthermore the elements

4 (1 6 i < n-1)

generate the Hecke algebra H(GLn(q),B).

PEeefL (see [BLie] as well as Propositions 11.30 and 11.34 in [CR]). For each , permutation w E 6 set C(w) = BwB. Let a, E C[B\G/B] be the quotient by I B I of
the characteristic function of C(w); then For w1w1,w' E 6 and for g E C(we), one has , is a C-basis of the Hecke algebra. and consequently X = q - 1. This shows (a). Introduce the length function l : 6, - {0,1,2,. , Then


with respect to the generators S.

Indeed, if 4sw) > 4w)> then C(s)C(w) = C(sw) by no IV.2.4 in [BLie], so that as * a, If C(w) n gC(wl)-I is not empty, there &a bl,. ..,b4 E B with blwb2 = gbjwf-1b41 so that g E C(w)C(wl). is a scalar multiple of as, by (*). Let g,h E C(s) and u,v E C(w) with gu = hv; then vu-I E C(s) would imply v E C(S)C(W) =

vu-I = h-'g E C(s)C(s) = B u C(s); but


fP*w newt:ageoras

117 ,-----,


; .
' '

:(sw), which. is incompatible with v E C(IV); hence g E hB, and thus any element in :(sw) can be written in exactly ( BI ways as a ~roduct one element in C(s) by one in' of :(w). This shows that as * a, = a. , It follows in particular that {as) generates [(GLn(q),B). Consider finally s,t E S with (st)3 = 1. Then 4s) = 1,qst) = 2,4sts) = 3 and thus * at * as = asts by (**). Similarly at * as * at = at,, and (b) holds. Claim (c) >llowsin the saine .way.. # .
. . .

(i) to reduce the length of a word in the {gi) (i.e., to write it as a linear combination of shorter words), and (ii) to reduce the number of occurences of the largest gi in a word, and to move it to the right, whenever the corresponding operation can be performed on the corresponding word in the is at most n!. On the other hand, we will exhibit below a {si). It follows that d i ~ & H q,n to obtain the other sufficient family of inequivalent irreducible representation of H q,n - inequality. See [HKW,$4] for a more explicit proof. # For convenience we take 9( = C in the following discussion. For q a prime power, Hq,+ is the same as H(GLn(q),B) in 2.10.a, and is in particular semi-simple. But we have no reason a pn'ori to believe that there is any relationship between these algebras for as a direct sum of matrix different values of q. Also, the decomposition of any H q,n algebras is not obvious, each summand corresponding to some irreducible representation of GLn(q). Ohewe however that, if we put q = 1, we recognize H the symmetric group, so H



Now remember that 'the symmetric group in n letters has a presentatioh with enerators the transpositions .si = (i,i+l) for 1s i s n-1 and relations 2 si = 1 . s si+lsi = si+lsisi+l s.s j .- S.B.I if, Ji-jl L 2. 1 - J

'here is an easy proof of this which shows at the same time that the abstract algebra enerated by n-1 generators subjected to the relations of 2.10.3 is of dimension at most !. (See the beginning of $4 in [HKW].) For q a prime power, it follows then that the gations of 2.10.3 give a presentation of the Hecke algebra H(GLn(q),B). But we shall see lat it is important to consider a more general family of algebras, defined for all q f 0. l0.b -The Hecke -bras Qq,,


Let K again be an arbitrary field. Consider an integer n L 1 and a parameter q E K. Te define H to be the associative K-algebra. with-unit presented by q,n generators: gl,g2, ,gn-1


l,n is the non-degeneracy of the Killing trace x tr(X(x)), where semi-simplicity of H q,n tr denotes the trace on EndC(H ). (FQI a finite dimensional C-algebra A, the radical q,n rad(A) coincides with A' := {x E A: tr(X(xy)) = 0 for all y E A). In fact, both rad(A) and A are ideals which contain every nil ideal, and to show equality one shows that each ' , is a nil ideal.) From the proof of Proposition 2.10.4 one obtains a basis {g, : a E 6,) of

as the algebra C[Gn] of l,n is semi-simple. A necessary and sufficient condition for


relations: as in 2.10.3. Proposition 2.10.4. One has diH q,n

= n! for all q E K and for a n L 1. U
6 in terms of the transpositions ,

Proof. - We take for granted the presentation of le isi) with

H ~ , + and polynomia~structure constants PP (q) such that g$T=Cp$,T(q) gII ~t ('97 - P follows that degeneracy is determined by a polynomial equation in q, so for all but a finite is semi4mple of dimension n!. Also Hq,n-l embeds in set of q E C (n fixed), H q1n Hq,n via the obvious identification of the generators 4 for 1 s i i n-2.
We now argue intuitively, though Mremely plausibly. For the values of q for which and Hqp are semi- simple, the inclusion Hq,n-l c Hq,n is completely deecribed by a vector of integers (for the dimensions of the factors in H ) and an integer valued q,n matrix (the inclusion matrix). As these should vary continuously with q, they should be independent of q for these values. In particular they can be determined by examining the case q = 1. But then they are determined entirely by the dimensions of the different representations of C5n-l and Gn and the restriction rule from en to FOI this reason we shall now describe this structure. In 2.10d we will identify a certain singular set

3i). Each of the n! dements r of Gn can be written uniquely as a reduced word w in


(i) minimum length among all words representing Ir, (ii) the largest si in w appearing only once, and moved as far to the right as possible, and (iii) all subwords of w reduced according to criteria (i) and (ii)..

he corresponding n! words in the generators {gi) of H span H linearly, because q1n q,n le Hecke algebra relations 2.10.3(a)-(c) can be used


bnapcer a: lowers or mulr1-maFnx ageoras

9 2.11~. neme ageoras

St c K and construct for q $ St a complete family of irreducible representations of H



this will demonstrate that H z #[Gn] for all n and for q $0. q,n 2.10.c - Com~lex representations of the svmmetric m o u ~ . The conjugacy classes of the group Gn are naturally indexed by partitions of n, two permutations being conjugate if and only if they have the same cycle structure. Thus there are as many irreducible representations of Gn (over C) as there are partitions. Although one cannot expect a natural correspondence between representations and partitions on the above grounds, it has long been known how to construct an irreducible representation from a partition. It is convenient to represent partitions by "Young diagrams", as amply illustrated by the following example. Example 2.10.5. To the partition X = [X1,X2,XpX4,X5] = [5,3,2,2,1] associates the Young diagram of 13, one figure 2.10.6 The dimensions of the corresponding representations are given by the number of ascending paths on 2.10.6 beginning with o and ending at the Young diagram in question. The above facts will actually follow from the construction of irreducible representations for the Hecke algebras Hq,n, to which we now return.

The most important rule is the restriction rule: if one restricts the representation of it is isomorphic to the direct sum of 6, corresponding to a Young diagram Y to

al representations corresponding to all Young diagrams Y' obtained by removing one l box from Y, all occuring with multipIicity one. Thus the irreducible representations of Gn (and hence the Bratteli diagram for
CG1 c CG2 C CG3 c

...) arewnveniently pictured by the following important diagram:

2.lO.d - Irreducible representations of H for q $ St. q1n The material that follows is taken fiom Wewl's thesis [Wen2]. The K-algebra H q,n is that defined at the beginning of 2.10.b; in particular, the field K is arbitrary. By our intuitive argument, we expect that figure 2.10.6 should also represent the structure of H for all but a countable number of values of q. While this could be q,n proved in an elegant manner due to Tits (see exercise 26 in 3IV.2 of [BLie], or Lemma 85 in [Ste2]), two important pieces of information would be missing: there would be no indication of which values of q are."badl' (and that would be particularly frustrating for K countable!), and there would be no construction of concrete representations of H q,n' We shall now show how to consan irreducible representation of HaSn for each partition of n, provided q is not in the set St defined below. It is first convenient to dispose of another presentation of Hqln than that of 2.10.b. Proposition 2.10.7. Colnsider a number q E K* and an integer n 2 1. Assume q # -1

and set

eg i + m , l i=l,...,n-1 =

and constitute with the relations These generate H q9"
(b) e; = ei (c) eiei+lei

(a) By adding two boxes to the same column of Xi-.' (b) By adding two boxes to the same row of Xi-.' i = 1,. .,n-1

In this u s e fivp = vp. In this u s e fivn = 0.

- q(q+l) -2 ei = ei+leiei+l - q(q+l) -2 ei+l
3 1

. i = 1, ..,n-2
i,j = l,...,n-l

(c) By adding boxes in differeht rows and columns of Xi-'; mort precisely there is :'li A '-: such that =A '-: + 1 and pair of integem (1,s) with r # s and



(d) e.e .- e.e.

when li-j1




= Xi-'

+ 1.

In this case there is precisely one asceading path from


to A which

differs from p in its ith vertex only; we call this path p' . For example:

a presentation of H 4,n'
Proof. - A straightforward computation.' # in Section 2.8. Ap,, However we shall postpone further comments on this until the next section. Define the subset 0 of K to be the union of (0) with those q for which there exists n an integer n 2 1 with x q j = 0. Thus 0\ (0) is the set of non-trivial roots of 1 in j=O characteristic 0 and the set of all roots of 1 in finite characteristic. (As already noticed in section 2.8, if q f! 0 then /3 = q-l(q+l12 is generic.) For each d E a \ (0) and q € K \ S 1 define Naturally this demands comparison with the definition of Set d = (A?'-r)
l + q + . ..+q

- (Xi'l-s)

= (8-1

+ (A:+~-A;+~)

(Remark: When

(l+q)( l + q + . +qd-l)' ad(q) = Qk(q) where Qk is as in Proposition 2.8.3.iv.) Suppose given a partition 1s $k of n, say X = [A1,. .,Ak], where we allow some of the last X.'s to be zero. We think of J



d > 0, then

d Note also that

ad(q) =


and 0 b S e ~ e that d # 0. Define d' in the same way for the path p' and note that d' = 4. Finally, define
fivp = ad(,d(4)vp (l-ad(~))vp'. +

X as a Young diagram. Let VA be the free K-vector space on the set of ascending paths
p fcom to X on figure 2.10.6, and denote by {vP) its canonical basis. We define now endomorphisms f l, ,fn-l of V

, I

Observe that fi leaves invariant the subspace K @ K v v of VX as well as its canonical P P' complement; on K @ Kv ,, it is described by the matrix v P P


Let i E (1,

,n-1). For each ascending path

p = ( X 1=u,X2,-..,Xn=X) we have to define fivp. The partition Xi+' is obtained from

i one of three ways n

We have taken advantage of the equaIity ad(q) definition of ad and from d + d' = 0.

+ ad,(q) = 1,

which follows from the

Chapter 2: Towers of multi-matrix algebras The veiification that fl,. s-,fn-l satisfy the relations (b) and (d) of Proposition 2.10.7 is trivial. They also satisfy (c), but this is more tedious to check and we refer to [Wen2]. We conclude that, for each partition A of n there is a representation rX of Hq,n in VA defined by rA(ei) = fi' A remarkably easy inductive argument shows that s the rA' aie irreducible and mutualljr inequivalent when X runs over the set

3 2.11. AD,, and Hecke algebras
with ad written for ad(q). It follows that Hqp has a c*-algebra structure for q E IR and q > 0, for which ei is an orthogonal projection: In fact, the main interest of [Weh2] is in the values q = e*2d/n E R, for which Wenzl has constructed c*+dgebras which are quotients of the corresponding Hecke algebras.

.'P, of all
2.11. The relationship between Am and Hecke algebras.

partitions of n (for q E K \ R). Indeed,, these representations are absolutely irreducible, because the same argument applies to any extension of K. By theorem of Burnside and Frobeni~ls-Schur,this implies that Hq,, has a quotient isomorphic to the multi-matrix algebra
e En%(VX), of dimension n!. A€?- u

But we have already reported that the

It was first pointed out to V. Jones by R. Steinberg that the defining relations of AD,,

is no more than n!. (See the end of 2.10.a above, and $4 in [HKW.) dimension of H q,n Consequently the dimension is precisely n!, we have a complete set of irreducible for q 6 K \ R, and Hq,, ie isomorphic to e EndK(VX). (In representations of H q,n A€% particular, setting q = 1, this gives for K = OJ the usual complete set of irreducible representations of the symmetric group an.) Another trivial consequence of the construction is that the restriction of a representation rAof Hq,n to Hq,+ is a direct sum te XX,, where A' runs over all partitions of n-1 obtained from the partition of X of n by removing one box from the Young diagram. We reformulate this as follows. Theorem 2.10.9. Let K be a field and let R c K be the union of {0), ofthe non trivial
roots o f 1, and of 1 in case char(K) # 0. Consider q E K \ R, an integer n 2 1, and the Hecke algebra H generated by gl,. q,gn-l with Me relations of 2.10.b, or equivalently q,n by el,. *,en-l and the relations ofProposition 2.10.7. Then


(see section 2.8) actually imply the Hecke relations. This is obvious from the definition of and Proposition 2.10.7, but we would rather state this in terms of the generators gi



Proposition 2.11.1. Consider q E K \ {-1,O)
2 1,

and ,O = 2

+ q + q-I


#*, an integer

and the algebra Ab,n.


7i+1 7i = (q+l)fi - 1 so that ci = -7

i = 1,. .,n-1.

and constitute with


(a) Hqp is o f dimension n!. (b) Hq,, is a multi-matrix algebra. (c) The natural mapping Hq,,

a presentation of A P,n'

Hq,n+l is an imbedding.

(d) The structure of the chain Kq,l c Hq,2 c 2.10.6.

... c Hq,.,


q .

is gyen by figure

Proof. - A straightforward computation.



Corollary 2.11.2. There D a surjective algebra morphism

We make one further comment on Wenzl's paper, and for this we assume K = C. Hs i exposition does not involve the matrix 2.10.8, but rather the related one

a Hq,n



defined by Iln(gi) = 7i for i = 1,. -,n-1. If n = 1 or n = 2 it is an isomorphism. If


n 2 3 ikr kernel In is the two-sided idea1 o j H generated by q,n

Chapter 2: Towas of multi-matrix algebras .g1gg1+ glg2 + g2g1+ g1+ g2 + 1.


p. , A@,

and Hecke algebras


Lemma 2.11.3. Let q E K \ 0 , let. n L 3 be an integer, k t A be Young diagram w t ih n boxes and with at most two rows, and let

Moreover the diagrdm

A . 9,n




be as in 2.10.d. If xi = gigi+lgi for i = 1,...,n-2


+ gigi+l + gi+lgi + gi

+ 1,

then rX(xi)'= 0

Proof. - The existence of 2.11.1. It is clear that

$n follows from the definition of H Qnd Proposition q,n and % are isomorphisms, and that for n 2 3 the kernel of



We set first n = 3. As,there are twa partitions of 3 with at most two rows, we Here, according to the definition of

split the proof in two steps. First X = [3], pictured as an. xA(gl) = rX(g2) = - and rX(xl) = 0. 1 Second A = [2,1], pictured as

% is generated by

Here, instead of using rA, we may argue with any

2-dimensional irreducible representation of H for example that defined by q,3'

for i = 1,. .,n-2.

As q # 0, each


is invertible with inverse q-l(&+l-q).


relations (b) and (c) in Profisition 2.10.3 on has

(which is irreducible if q is neither 0, nor -1, nor a nontrivial cube root of 1). A routine calculation shows that Ir(xl) = 0. Assume now n 2 4, and that the lemma holds for n-1. By the proof of 2.11.2, it is enough to check that n;\(xl) = 0.

and consequently (g162.- 'h-1)9(~!1"
- 1 1 'g2 g i ) =

We recall from 2.10.d that i = 1,s. + , n d

Thus In is generated by xl. The last claim is obvious.


where A' has one less box than A.. In particular A' has at most two rows, and 5,(x1) = 0 by the induction hypothesis. Consequently rA(x1) = 0. # Consider q E K \ 0 and an integer n 1 3. Let know from section 2.10.d that H qP

is semi-simple, it must be possible to identify Thus, if q is a value for which H q,n AD,, with a certain ideal of Hq,n, given by some subset of the set of partitions of n. We shall show that this subset is precisely the set of a3l partitions with at most two rows; this was also explained to us by R. Steinberg. We recall that R has been defined in 2.10.d, and that the relations which constitute are written in Proposition 2.10.3 (see.also with gl,-. -,gngnl a presentation of H q>n 2.10.b).

'P, be the set of partitions of

n. We

is a direct sum

@ IA of simple two sided ideals, AE.~,

the notationbeing such that, for each AO E Tn, the representation r~ of Hqp restricts 0 to an isomorphism IA -+ End(VA ) and maps IA to (0) when A # A,,. We denote by 0 0 the subset of 7 of partitions with at most two rows. ,



Chapter 2: Towers of multi-matrix algebras

5 2.11. ApIn and Hecke algebras
Observe that the proof above shows again the equality

In'= KerMn :


AAn) = (glg2gl+glg2+g2gl+gl+g2+1)

d ~ A~,, = n
of Theorem 2.8.5. To sum up, we have shown that, for generic is isomorphic to the quotient of




be as in Corollary 2.11.2. Then


Proof. - By

the previous lemma for

A Ef,

one has



so that

Hq,n gl%gl glg2 + g2g1 gl g2 1. This ideal corresponds precisely to the direct mnmands IA of H given by all Young diagrams A E 'P, having at least 3 rows. (4,''

and corresponding q, the algebra A P,n by the two-sided ideal generated by


+ + +

IA n In = (0). Consequently In c Let A = [r,s] E



f . From the definition of

VA (see 2.10.d) one has if r = 8,

dim V[r,s~= dim V[r,s-l~
dim V[r,sl = dim V[r,s-l] dim V[r,Ol = 1.
+ dim V[r-l


if r > s > 1,

By induction on r and s, ones deduces from this


I :



1 2n = rn[

by Lemma 2.8.2.


a contradiction. For A E f U {Ao}, the representation rA of Hqp

defines a



of A@,,

in VA. As the 9 ' s are pairwise inequivalent, so are the


But this contradicts Proposition 2.8.1.


CHAPTER 3 ' ~ i n i t von Neumann Algebras with Finite D i i o n a l Centers e where L ~ ( M )is the Hilbert space obtained by completion of M for the scalar product (xi y) = t r ( ~ * ~ ) . was shown in [Jo4] that this definition of index a g r w with the purely It ring-theoretic definition of Chapter 2. If [M:N] < W, the pair N c M generates a tower of IIl-factors IEM~=NCM~=MC M~-~cM~c.-. c by a fundamental constructi~gwhich is defined as follows. The natural conditional expectation from Mk onto Mk-l can be seen as an orthogonal projection

In this chapter we study pairs of finite von Neumann algebras with finite dimensional centers, and the index of such pairs. Sections 2 to 4 are purely expository, and may be taken as an encouragement to the reader having essentially no previous experience with von Neurnann algebras. Sections 5 to 7 present a generalization to the present setting of some of the ideas of [Jol] for pairs of t factors. Though this chapter c a ~ o be so self-contained as the previous ones, we have tried to minimize the technical background in operator algebras assumed from the reader. Let us first describe Sections 2 to 4. Let M be a von Neumann algebra which is a f @ type II1. (The definition is given in Section 3.2.) We denote by tr : M -+ C the & of normalized trace on M, For every Hilbert space H on which M acts, M m a y and von constant Neumann have defined a positive number (possibly a) called the between M and its commutant; we denote this number by dimM(H). Two representations of M by operators on two separable Hilbert spaces H and H' are equivalent if and only if dimM(H) = dimM(H1). Section 3.2 is as exposition of the definition and the basic properties of these coupling constants. Except for the presentation, all this material comes from the original papers by Murray and von Neumann. I In Section 3.3, we present some geometric ezamples of coupling constants arising in the theory of discrete series representations of Lie groups; they are borrowed from Atiyah-Schmid [AS]. In particular, we show: Theorem 3.1.1. Let G be a connected real semi-simple, non-compact Lie group without center. Let r be a lattice in G, and let M be the uon Neumann algebra of the discrete group I'. Then M is a 111 factor. If n : G ---,U(H) is an irreducible discrete
series representation of G, then


% :L'(M~) + L ~ ( M ~ - ~and Mk+l is the von Neumam algebra of oprnntors on ),
L2(Mk) generated by Mk and ek. This MkS1 is again a 111 factor. It is aparticular case of Proposition 3.1.4 below that this way to define the fundamental construction agrees with that of Chapter 2. Moreover the Markov relation holds: [M:N]trk+l(xek) = trk(x) for all x E Mk,

where trk and trk+l denote the normalized traces on Mk and Mk+l respectively. The sequence (ek)k21 of projections in U Mk satisfy the relations k2O IM:N] e.e.e. = ei
1 J 1
J 1

if 1 i-j 1 = 1
if (i-jl 2. 2

e.e. = e.e.

and provide consequently a representation of the algebras

with P = [M:N]. (SW

Section 2.8 and Theorem II.16,) From this follows 2 Theorem 3.1.2. If N c M is a pair of 111-factors, either [M:N] = 4 cos (r/q) for
some integer q 2 3 or [M:N] E [4,m].


&ends to a representation of M on H, and

dimM@) = C O V O ~ ( ~ ) d,,
where d, is the formal dimension of 7.

There is substantial overlap between Sections 3.2 to 3.5 and Sections I to I11 of Comes' report [Con].

In Section 3.4, we consider a pair N c M of finite factors and we recall some aspects of the original work [Jol] on this subject. First the of N in M is now defined to be 128


! li.

Let us now describe Sections 5 to 7, where we consider a pair N C M of finite von Neumann algebras with pnite dimensional centers. There are projections pl,' .,p, which are centrd in M and projections ql,.

..,qn which are central in N such that

unapter 3: Finite von Neurnann algebras


3.1. Introduction




.,pmM, qlN,. .,qnN

are finitefactors, and

Then there exists a pair N c M as above with A = AN and T = ! M .T N may be chosen hyperfinite.

Moreover, M and

n N .=. @ q.N j=1 J


@ piM. i=l


The Skolem-Noether theorem does not hold for 111-factors and Proposition 2.3.3 does If dimC(M) < m, this is the situation of Chapter 2. At this stage, let us assume that each )f the factors piM, qjN is of type Ill (see the comment after 3.5.4). M As in Section 2.3, we define an index & AN = (Ai,j) E Matm,,(R+ U {a}) by not w r y over to the present setting: the matrices !A and T : do not characterim N

a a subalgebra of M. s Once a faithful trace is given on M, <thefundamental construction gives a new algebra (M,eN), just as described above in the case of factors.
Proposition 3.1.4. L t N be offinite indez in M. e

1,j -

[ O

ifpiqj=0 [ M : N ~j]112 ifnot ~ , ~ (a) The algebras (M,eN) and ~ n d i ( ~ ) isomorphic, are

vhere N. = p.q.N is a subfactor of the factor M. . = p.q.Mp.q.. We say that
1J 1









(b) The algebra (M,eN) is again a finite sum of 1 1 factors. There is a natural 1 is of een the minimal central idempotents of N and those of (M,eN),

inite index in M if A :

doe8 not have any infinite entry.

For an analysis,of traces on M and N (see Section 2.4 when dimc(M) is finite), we Lefine also the &racematrix TM = (ci,$ E Matm,,(R+) by N

A convenient isomorphism is described in Corollary 3.6.5, and the bijection of (b) appears in Proposition 3.6.l.i~. The partid description of N c M by !A and ! T is useful because, if N is of
finite index in M and if L = (M,eN), one may compute AM and TM h r n AN and L L M

ci,j = trPiM(piqj), denotes the normalized trace on the factor piM. 4 trace on M is described here tr piM E ( R + ) ~with si = tr(pi), and its restriction to N by the vector y the vector

L Mt A,=(A,)
E Mat,,,@+)

T ~ = F ~ T ~ N N


E (R+)~. Traca are always assumed to be positive in this chapter, so that si 2 0 for

is defined by

= 1,. .,m. If dimE(M) <

M the matrices AN and ! T

are simply related by c i j = ~ ~ , ~ u ~ & ~ ,

and u? = dimC(qjN). This relation has no analogue when the J ,M's and the q.N1s are factors of type 111: J and where !F Proposition 3.1.3. Consider two irredundant matrices
. l

py = dimc(piM)

is a diagonal matrix e n s u i q that
1s i i m

(TM)j,i)jd=l for j=l,..+,n. L

} ~ and A =(A. .) E Matmp({2 C O S ( % / ~U) [2,m])~ ~ T = (e. E Matqn(lR+)

See Propositions 3.6.6 and 3.6.8 for the details. As in Chapter 2, a trace on M is said to be a Markov t r a of p o d u l ~ for the pair B N c M if it extends to a trace tr on (M,eN) for which


= 0 ~ c . =. 0 and 1,J

c i j = 1 for i E (l,...,m) li j ~ n


P tr(xeN) = tr(x)

x E M.

There exists at most one such extension. As traces are positive in this chapter, 8 has to , be a positive number. The analogues of Theorem 2.1.3 and 2.1.4 hold as follows. Recall that a pair N c M is s@g&$& if the intersection Z(M) n Z(N) of the centers is reduced to C1.
@ q.N be finite direct sums of 111 i=l j=1 J pctors, let N be a subalgebra of M offinite indez, and write T, T for TM , TN. N M @

Moreover [M:N] = 1
1.4.5 and 1.4.7.)

1 ~ 1 =~4 cos2(lr/h), 1

where h is the Cozeter number. (See tables

Theorem 3.1.5; Let M =


piM and N =


(b) If [MN = 4, then :A

corresponds to one of the graphs

(a) Let t r :M


be a trace, let



be defined by

q = tr(pi),

and let @ ER;.

Then tr is a.Markov tl'ace of moddw

P for the pair N c M if and only if
so that [M:N] = 1 1 ~ 1 1 ~ (See tables 1.4.6 and'l.4.7.). .

(b) Ifthe conditions of (a) hold, then the Markov dension (My%) Markov trace of modulus P for the pair M c (M,eN).


of tr is a
\ -

(c) If N c M is connected, there ezists a unique nonalized Markov trace on N c MI and its modulw P is the spectral radiw of TT. Comparing Theorems 2.1.4 and 3.1.5, we may define the index of N in M as [M:N] = p ( ~ T ) where p denotes spectral radius.

The index range described by Theorem 3.1.2 appears also in the remarkable family of W, which are discrete subgroups of PSL(2,R) generated by two parabolic transformations. We have included an Appendix I11 on these groups. Its purpose is to expose the spectacular comparison with Theorem 3.1.2 as well as to illustrate Section 3.3.

3.2. The coupling constant: definition.


Let H be a (complex) Hilbert space. We denote by B(H) the *-algebra of a l l bounded operators on H, with x* the adjoint of the operator x E B(H). :Besides the topology associated to the norm

Corollary 3.1.6. Theorem 3.1.2 holds for finite direct s u m of 111 factors. We note that the definition of [M:N] given above is not the same as that of Chapter 2. However, P. Jollissaint has shown, in unpublished work, that the two definitions of index coincide. If N C M is a connected pair of finite dimensional multi-matrix algebras with [M:N] s 4, we have shown in Theorems 2.1.1 and 1.1.2 that the corresponding graph is a Coxeter graph of one of the types A,D,E. The chief result of Section 3.7 is that connected pairs N c M of'finite direct sums of 111-factors with [M:N] 5 4 give rise to possible Coxeter graphs associated with finite and affine groups. Theorem 3.1.7. Let N c M be a connected pair of finite direct sums of 111-factors. M Assume Uiolt N is of jinite index in M and let A = AN be the inclusion matrix.. (a) If [M:N] < 4, then A is the matriz associated (in Theorem 1.1.3) to a bicoloration of one of the following Cozeter graphs: Whenever necessary ,we assume H to be separable. A von Neumanu algebra acting on H, or a yon Neumann of .B(H), is a w-closed *-subalgebra of B(H) which contains the identity. If Mj is a von Neumann subalgebra of B(Hj) for j = 1,2 and if q :M1 - M2 is a *-isomorphism, it is known ,

@& y the algebra has also the ultraweak $ x g semi-norms

or w-topology which is defined by the

9 3.2. Coupling mistant: definition
that p is continuous with respect to the w-topology on both M1 and M2 (corollary Neumann &g&& is a *-algebra M which is 5.13 in [SZ] or section 1.4.3 in [DvN]). A ~ Q Q *-isomorphic to a von Neumann subalgebra of B(H) for some B; by the result just recalled, such an algebra has a well-defined w-topology. A f a is a von Neumann algebra M with center ZM reduced to the scalar e algebras axe known to be principal in the sense multiples of the identity. Von Nthat any w-closed two-sided ideal is generated by a central projection (see section 1.3.4 in [DvN]). Thus a von Neumann algebra M is a factor if and only if m y two-sided ideal J # 0 in M is w-dense. There is not any continuity problem for representations of a factor M in the following sense: any *-homomorphism M -+ B(H) is w-continuous. (See theorem V.5.1 in [Tak]; the separability of H is crucial here.) A HI&g&g is an infinite dimensional factor M which admits a normalized finite trace tr : M 4 C such that (i) tr(1) = 1 (ii) tr(xy)=tr(yx) x , y ~ M (iii) tr(x*x) 2 0 x E M. It is known that, on a 111-factor, such a trace is unique in two senses. First, in the usual sense for operator algebras: tr is the unique linear form satisfying (i), (ii) and (iii); see [DvN], nos 1.6.4 and III.17; moreoever one has tr(x*x) 0 for x # 0. But also secondly, in the naive sense: tr is the unique linear form satisfying (i) and (ii), by [FH]. The existence of II1-factors which may act on separable Hilbert spaces is one of the basic theorem, there is a net (x$ in M with Ilx,ll


s 1 for all

cu such that Ir(xcu) converges

strongly to a; that is, n(xcu)[ converges to a< for all 4 E H. Taking

< = 1, this means

that (r(x&) is a Cauchy net for the )I.))2-distance, so converges with respect to this distance to some element r(xo) by the assumed completeness of the ball of M. One can

check that the strong topology and the
so a = r(xO) E r(M).

11. 112-topology

coincide on the unit ball of Ir(M)',


Let M be a finite factor acting on some Hilbert space H. We are going to define the Coupling constant dimM@) which is a measure of the size of H aa an M-module, the ) t r ) definition b n g made so that the standard M-module L ~ ( M= ~ ~ ( ~ , has size 1. Before comparing other M-modules to that one, we recall the following facts. Lemma 3.2.2. (a) Let J : L 2 ( ~ ) L 2 ( ~ ) be the conjugate linear isomety which


M. Then JMJ is the commutant E ~ ~ ~ ( L ' ( Mof) M in B(L~(M)). , ) x w x (b) Let K be a Hilbert space and let M act on L ~ ( Me K bg the diagonal action ) ~ ( $ 4 (xrj) @ 0. Then JMJ @ B(K) is the commutant of M *I B(L~(M) K). = @ (c) Assume that the space K of (b) is infinite dimensional. For any M -module H, there exists an isomety ~:H-,L~(M)@K
den+ which is M-linear, namely which intertwines the actions of M.
EUMf, (a) Let x,y,z E M. By definitionof J


[MvN I]. discoveries in the first paper by Murray and von ~eumann A finite factor is a von Neumann algebra which is either II1-factor, or isomorphic to B(H) for some H of finite dimension. Such a factor is simple as a cbmplex algebra by [DvN], 111.5.2. Here is a characterization of finite factors; for more on this, see [KvN]. m o s i t i o n 3.2.1. Let M be a c*-algebra with unit and with center reduced to the , scalar multiplies of 1. Let tr : M - C be a faithful normalized trace (namely b linear form satisbing (i), (ii), (iii) above and tr(x*x) > 0 for x # 0). Assume that the unit ball of M is complete with respect to the metric d(x,y) = IIx-~(~,where = (tr(x*x))lJ2. Then M is a finite factor. Let H = L 2 ( ~ , t r ) be the Hilbert space obtained by completion of M with respect to the scalar product defined by cxly> = t r ( ~ * ~ )for x,y E M. Let r :M -4 B(H) be the *-representation of M on H, with r(x) being the extension to H of the left multiplication by x on M. Then r is injective because tr is faithful,. Let 4M)' denote the double commutant of M in B(H), which is, by von Neumann's bicommutant theorem, the w-closure of r(M) in B(H). To show that M is a von Neumann algebra, it is enough to show that the inclusion of = M in n(M)' is surjective. Let a € 4M)' with JlalJ 1. By Kaplansky's density
&& g

JxJy = (xy*)* = yx* = yJx. Applying this twice we get

JxJyz = yzJx = yJxJz, and setting z = 1, (JxJ)y = y(JxJ). Thus JMJ c MI where M' = E ~ ~ ~ ( L ~ ( M ) ) . Let moreover a E M' By definition of the adjoint (Y*x* la) = (x* lya) =(x* lay) = {a*x*l y) = (x*a*l y) = (a*lxY).


Now one has (Jq) 8) = (71 JR) for all q,R E L2(M), and consequently



orthonormal basis



then any element



in the commutant

EndM(12(~) K) is represented by a matrix (J? .J)i,jEI; when x is moreover positive, @ 3 1 then the diagonal elements are also positive, and we define so that J a = a*. Thus the first computation shows also that JM'J C M' and, taking adjoints, M' c JMRJ. By von Neurnann' s bicommutant theorem, one has M' = JMJ. @ (b) Let x E B(L~(M) K). Choose an orthonormal basis (q)iQ of K, and repreah x by a matrix

. For example,
TrMt (JxJ@p) = trM(x) dimC(pK) if x E M+ and if p E B(K) is a projection. Let 3(K) denote the finite-rank operators on K. If x E JMJe?(K) c EndM(L2(M) @ K), that is if all but finitely many of the matrix entries x. are zero, but 1,j x is not necessarily positive, then TIM, (x) is well-defined by the same formula. Furthermore, x I--+ TrM, (x) is a positive trace on the *-aigebra JMJ @ 3(K).

(3 i,jEI .) ,I

over B(L~(M)).If x commutes to the aWm of M,

this matrix must have entries in EndM(L2(M)), and thus x E EndM(L2(M)) @ B(K). Conversely any bounded matrix

("ij)with entries in

E ~ ~ ~ ( L ~ ( M ) ) with the commutes

diagonal action of M. ) as an M-module for the diagonal action (c) Consider H @ ( L ~ ( Me K) X(C @ ( q QD 8)) = x( @ (X q8 0). Then 0 @ 1 is an infinite projection in the commutant of M. By the Murray- von Neumann comparison theory for projections, there exists a partial 2 isometry in the commutant EndM(H@(L(M)@K)) from 1@ 0 to a subprojection of 0 @ 1. One ~y view as an isometry ~ : H - + L ~ ( M ) ~ K which intertwines the actions. # As there will be many traces with various normalizatiob in the sequel, we introduce the following convention. If M is a finite factor, trM will denote its normalized t r m . So if TI is any other trace on M, then TI = Tr(l)trM, a formula which we will use often. Occasionally, we will have to consider a trace TI on a factor P which is not finite (for example B(H) or M@B(H), with H of infinite dimension). Let P+ denote the positive cone of P, consisting of those element of the form z*z with z E P. Then a trace TI is a map P+ --, [O,m] such that (i) Tr(x+y) = Tr(x)

. Third, for H arbitrary and fm u as in (c) of Lemma 3.2.2, we define

for x E EndM(H)+, and thus ChoiC€!~for is a trace,


E EndM(L2(~) K)+. If ul,% @

are two possible

then u;ul = ugUz = idH and

urd% =


M; as TIM,

and TIM, (x) does not depend on the choice of u. The word "natural" is justified by the following property (which again shows the independence just observed). Lemma 3.2.3. Let HI,H2 be two M-modules; let a : HI
-I -

+ Tr(y)

x,y E P+ (with 0.m = 0)

(ii) Tr(Ax) = XTr(x) (iii) TI(-*)
= Tr(x)

X E R+, x E P+

H2 and b : H2 - H1 be ,

x E P+, u a unitary in P.

two M-linear bounded operators. Denote bg T. l e natural trace defined on EndM(Hj) as above, for j = 1,2. Then

Given a finite factor M acting in a Hilbert space H as in Lemma 3.2.2, we define now the paturd t r a o TIM' on its commutant. It is crucial for what follows that TIM, is not necessarily normalized. First, if H = L2(M) as in (a), we define TrM, (JxJ) = trM(x) for all x E M; in this ease, TIM,
is notmalied.

Secondly, if

H = L ~ ( M@ K as in (b), consider an )

tj 3.2. Coupling constant: definition


Proof. - Let uj '. Hj --, L ~ ( M ) K be an M-linear isometry. Then

is independent of 5. (When M and H are finite dimensional, this basic fact reduces to Proposition 2.2.7.) Murray and von Neumann define the coupling constant of M and EndM@) to be cM = tr(e )/trl (el) - (Tr' (l))EM E R :


Definition. Let M be a finite factor and let H be a M-module. The ~ o u ~ l i n g constant dimM@)
is defined to be

t -


where the natural trace

if EndM@) is finite, with tr' the normalized trace on EndM(H) and TI' the natural trace. In case EndM(H) is infinite, they define cM = +w. The M-module K gives rise to othm modules as follows. Let e E B(H) be a projection (e # 0), with range denoted by eH. If e E EndM(H) then eH is naturally a

TI : EndM(H)+ + [O,W] is defined as above. dimM(H) = TrM, (uu*) by 3.2.3.


is as in 3.2.2.~~ has also one

Proposition 3.2.4. Let M be a finite factor and let H,Hf ,H1,H2,.


be M-modules

M-module (a submodule of H); if moreover EndM(H) is finite, the value D(e) of the normalized trace of EndM(H) on e is called the dimension of e. On the other hand, if e € M, then eH is a eMe-module; the algebra eMe is a finite factor (because it is simple, a fact easy to check) which is called the reduction of M by e. Following common practice, we also write Me for eMe. Proposition 3.2.5. Let M be a finite factor and let H be a M-module. Assume that
the factor EndM@) is jnite (namely that dimM(H) < w). Then

which are separable as Hilbert spaces. Then (a) dimM(H) = dimM(H1) if and only if H and H' are isomorphic as M-modules,

(b) dimM(?Hi) = x d i m M ( ~ i ) , 1 i (c) dimM(L2(M)) = 1, (d) dimM(H) <

if and only ifthe factor EndM(H) is finite.

Proof. - Claim (a) follows from the comparison theorem for projections in the factor. E ~ ~ ~ ( L @ K),Mclaim (b) fmm the o-additivity of the trace T r M on the same ~ ( )

(e) dimM(eH) = D(e) dimM(H) for any non-zero projection e E EndM@).
(f) dimM(H) = cM, the coupling constant ofMurray and von Neumann.

factor, and (c) is obvious. In all cases, EndM(H) is a semi-finite factor, and thus admits a non-zero trace which is unique up to a multiplicative constant. Claim (d) holds because EndM(H) is finite if and only if it has a finite trace. (h) dimeMe(eH) = 1 dimM(H) D(e) = tr(e). (i) I j L
= &mM(H) d i q ( L ) .



for any

non-zero projection then

e € M,



is a finite dimensional Hilbert space,

dimM@ @ L)

In the next proposition, we continue with properties of dimM. The deep result is (f). We now describe the main step, the proof of which is in [MvN I] and [MvN N](see Theorem X in both papers). Again, let M be a finite factor and let H be a M-module; let tr be the normalized trace on M and let TI' be the natural trace on EndM(H). Choose ( E H with t # 0. Denote by e C the orthogonal projection of H onto the closure of the cyclic module EndM(H)f, and by e' that onto

e as an M-linear isometry from eH to H. Then if 2(M) @ K is an M-linear isometry, we have by definition of dimM(.) and by u : H --,L Lemma 3.2.3 dimM(eH) = TI (ueu*) E~~,(L~(M)sK)

Proof. - For (e), one may view


observe that e



and e' E EndM(H). The basic (and difficult) fact is that the ratio





aJ; r U U b G

V U U I V G U l l l d l l U iLlgGUldii


voup~lng consram: aen~llrlon

projection onto L2(M) @ Cn. Consequently

where each TI, denotes a natural trace.
Next we show how (f) reduces to the result of Murray and von Neumann recalled above. Replacing H by an isomophic submodule of L2(M) @ K, we can assume H c L2(M) @ K. Let p E EndM(L2(M) e K) denote the orthogonal projection from

and .E2 = 1. But E2 can also be computed using ( E H, so one has

L2(M) @ K onto H. Then by definition

The coupling constant of Murray and von Neurnann for M and EndM(H) is = trM(et)/trEndM(H)(ei)* since we are assuming that EndM@) is finite. By uniqueness of the normalized trace on EndM(H), one has (

Let C E H with ( # 0 and let q E L2(M) @ K with q # 0. As earlier, denote by e E M and e' E EndM(H) the projectiom of H onto




C m. Likewise denote by
L2(M) @ K

f RE M


f' E EndM(L2(M) @ K) 11

the projections of


EndM(L2(M)@K)qand H 4 HI, the algebra

fi. With respect to the orthogonal decomposition
M acts by operators of the form

EndM(L2(M) e K) is of the f o m of the form fC=


6 9, the algebra

L2(M) @ K =

H (PXP) = Tr (x) + Tr (PI M( ) E.~~(L~(M)~X) E ~ ~ ~ ( L ~ ( M ) @ K )

the space E ~ ~ ~ ( L e K t is) ~ )M (

[I T.
It follows that trM(ft) = trM(et).

for any x E E ~ ~ ~ ( L ~ ( M ) Putting together ( to ( one obtains @K).

pft = eCp, or in matrix f o m that = {tr (e ) 6 pEndM(L2(M)@Kfi)' TrEndM(L2fM)sK) (PI

[:(1, :

so that it is the same element in M which acts as f on L2(M) @ K and


as e on H. Consequently


( Observe also that, more simply

and claim (f) is proved. Claim (g) now follows trivially from (f). As for (h), using (e) and (g) as well as EndeMe(eH) = e(EndM(B))e, we have {dimeMe(e~)}-l = dimhdeMe(BA)(eH) = D(e) dimEnd H (HI M( ) =~(e){dim~(~)}-l. Point (i) follows easily from the definition of dimM(.). This ends the proof of Proposition 3.2.5.

c H. because To compute E2 = trM(frl) + Tr

(f;), we may choose q = 1@ x with E~~~(L~(M)@K) is the identity on L2(M) @ K and f' is the ' I 5 '

1 E M c L2(M) and x # 0 in K. Then f



Chapter 3: Finite von Neumaq algebras


9 4.4. c;oupnng constant: examples

1Y 4

The f o n d dimension dr depends on r and on the choice of the Haar measure for G; if d'g = kdg for some constant k > 0, the two corresponding formal dimensions of r are related by d; = k-ldr. If G is compact and if dg = 1, then d, is the dimension of H in the naive sense. For all this, see section 16 in [Rbt] or Chapter 14 in [DC*]. Given an arbitrary (unimodular) group G, its discrete series may be empty. This happens for G infinite abelian, or infinite discrete, or G = SL(2,C), or G = SL(n,lR) with n 1 3, to quote but a few examples. When G is a semi-simple connected real Lie group with maximal compact subgroup K, then G has discrete series representations if and only if G and K have the same rank. In particular SL(2,lR) has a discrete series, as well as ~ 0 ( n , l ) Ofor n even. 3.3.b. Factors defined bv icc vrouns. On a discrete group I, we consider always the counting measure; the space of square ' I summable functions from ' to E is denoted by ?(I?). The von Neumann algebra w*(I') of ' is the (u1tra)weak closure of the linear span of +I) I (? in B ( ~ ~ ( I ' ) )by von ; Neumann's theorem, it is also the bicommutant of Xr(r) in B ( ~ ~ ( I ' ) )and w*(I') , thus also denoted by A#)". is

If M = Mat (c) for some integer p 2 1, then dimM@) = dimc(H) is of the I ' d with d, a integer as in Proposition 2.2.7. This follows for example from claims form P


(b) and (c) of Proposition 3.2.4. involving factors of type III.

The objectsf the next section is to describe examples


3.3. The coupling constant: examples.

The situation for which the coupling constant is computed in this section is of the following kind: G is a non-comp&t semi-simple connected real Lie group which has the same rank as its maximal compact subgroups, r : G --, U(H) is an. irreducible representation of G in the discrete series, and M = w*(I') is the von Neumann algebra of an appropriate discrete subgroup I of G. Then H is naturally an M-module. ' Theorem 3.3.2 below is a computation of dimM(H), due to AtiyWchmidt [AS,(3.3)]. First we discuss some background; the knowledgeable reader should jump to Theorem 3.3.2. 3.3.a. Discrete series, Let G be a locally compact group. We assume that G is unimodular,.we choose a )) Haar measure dg on G, and we denote by lGG u ( L ~ ( G , ~ ~the left regular :

Let 6 c.t2(r) be the function which takes the value 1 at the identity e of I' and 0 , elsewhere. It is easy to check that x x(b,) is a linear injection of w*(I') in ?(I?),

and that the map tr(x) = ~ x ( 6(6,> is a normalized finite faithful trace on w*(T); see ~) the end of 4.2 in [Sak . It follows that the von Neumann algebra W*(I') is finite, and that the Hilbert s p w L (W*(r),tr) defined before Lemma 3.2.2 is canonically isomorphic to e2g). Moreover w*(I') is a factor (and thus a factor of type 111) if and only if I is an '

\ representation of G. For an irreducible unitary representation r : G 4 U(H) of G, the following properties are equivalent: r is a subrepresentation of XG; more precisely, there exists a projection p in (i)
the commutant of XG(G) such that the restriction of XG to the range of p is equivalent to Ir; (ii) (iii) There exist b q E H - {O) such that g I+ <li(g)gl q> is in L ~ ( G , ~ ~ ) ; For all S,q E H the function g I+ <n(g)( ( q> is in L ~ ( G , ~ ~ ) .



infinite coniueacy

I ,

group, or for short an icc m o u ~ (Lemma 4.2.18 in [Sq). The following lemma exhibits a rich class of icc groups. Before this, we recall that the quotient G/I' of a unimodular locally compact group G by a discrete subgroup I' has always a Ginvariant measure, which is unique up to a scalar factor; by definition, I' is a &t&g in G if the meaure of G/I' is finite. Lemma 3.3.1. A lattice I'

If these hold, r is said to belong to the (unitary) discrete seria. On may then attach to r a real number d r > 0, called its formal dimension, such that Schur's orthogonality relations formally hold. In particular, for any r : G + U(H) in the discrete series

in a connected semi-simple r e d Lie group G vithout
is consequently a

center and without a compact factor is an icc group, and W*(I') 111-factor.




~ - Y

cnaprer 5: r lnlre von lveumann ageoras


coup~ing constant: examples ~ e n c e von ~ ~ u m m n the algebra XG(I')'


Proof. - The main point is Borel's density theorem, which we quote without proof (see


is isomorphic to w*(r) o c g

[Bar] or [Zim]): I is Zariski-dense in G. '
Consider h E I' and its conjugacy class Ch in I'. The m&p continuity to the Zariski closure

If Ch is finite, then


More generdy, let p E B ( L ~ ( G , ~ ~ ) )a projection which commutes with AG(I'). be Denote by H the range of p, by r .' -+ U(H ) the corresponding subrepresentation I P' P P of XGlr, and by r (I')' the von Neumann algebra generated by r (I?) in B(H ). P P P Then the ~*-mor~h.ism

extends by and

i7;;= Ch

{g E Glgh = hg} is a closed subgroup of finite index in G. But the algebraic group corresponding to G is Zariski- connected, and it follows that {g E Glgh = hg) = G. ' Thus h is central in G, so that h = e. This shows that I is an icc group. # A final remark about this: let

(b(I')' px ( r ) ' r~

ia obviously surjective. 1f I' is moreover

an icc group, then XG(I')' g w*(r) is a factor of type I I ~ is in particular a simple and
ring, so that the map XG(I')' t r

rl c


r2c G2


(r)*is an isomorphism.

be two examples of the

situation in the previous lemma. Assume moreover that G1 and G2 have real rank at least two. It is a conjecture, due to A. Connes and "beyond Mostow and Margulis", that w*(I'~) is isomorphic to w*(r2) if andonly if rl and r2 are isomorphic. 3.3.c. w*(I')-modules associated to subre~resentationsof A

We shall particularize below to the case in which the projection p commutes with all of XG(G), and definw an irreducible representation of G in the discrete series.

3.3.d The formula dimM(H) = covol(I')g, Now the relevant background has been established, and we demonstrate the main result of this section. Theorem 3.3.2. Let G be a connected semi-simple real Lie group with Haar measure


Let G be a unimohlar Lie group with Haar measure dg and let I' be a discrete subgroup of G. In the present context, it is convenient to define a fundamentalhmaiq for r in G to be a subset D of G which is measurable and satisfies 7 , nr ~

dg, let

2 has nu^ measure for ~

71.'y2 E r vfth 71 # 72 and

r be a discrete subgroup in I', k t M denote w*(I') and let r : G -+ U(H) be is an icc grou$. Then an irreducible representation in the discrete series. Assume that dimM(H) = covol(I')dr.
Observations. (1) Lemma 3.3.1 says that. I? is automatically an icc group in case it is a lattice in a connected simple noncompact Lie group without center. (2) Both covol(I') and d, depend on dg, but these dependences cancel out in the product. the discussion in 3.3.12, we may assume that H is included as an 2(G,dg). This inclusion, say u, satisfies u*u = idH and uu* = p, where M-module in L
p is the orthogonal projection from L2(~,dg)onto H. Also, L2(~,dg)may be identified ) is with L 2 ( ~ @ K, where L 2 ( ~ ) the monical M-module, and where K is the trivial ' M-module L2(~,dg) associated to some fundamental domain D of I in G. Thus we have dimM@) = TIM, (p);

G \ U .ID has null measure. %I' Such a D always exists. Indeed, as G -+ r \ G is a topological covering, it has a Borel section, and the image of such a Borel section is a convenient D. The measure of D d m not depend on D itself and is called the covolume of I'. (If dg is defined via a . aia is a unique form w on I'\G which differential form 0 of m x m l degree on ' pulls back to 0, and the covolume of I is Of course, cbvol(I') does depend on the choice of the Haar measure on G. If d' g = kdg for some constant k > 0, the two corresponding covolumes of I are related by ' COVO~'(r)= k C O V O ~ ( ~ ) . Given r c G and D as above, there is an isomorphism from L ~ ( G , ~onto ~) t2(I') @ L2(Il,dg) which maps s to @ q7, where 67 E t2(r) is the chvacKdstic

Proof. - From


function of (7) in r , and where p (g) = 447g) for 7 E I', g E D. It follows from the 7 definitions of XG and Xr that the restriction AGlr to I of the left regular '

' representation of G is the tensor product of Xr with the trivial representation of I on

in this proof, M' denotes the cornmutant of M in L2(~,dg) or in L 2 ( ~@ K, and ) TrMt is the natural trace on M' .



Chapter 3: Finite von Neubim-algebras

3 3.3. Coupling cbnstant: ,examples
n orthonormal basis (67@e } F r l n a of t2(l') basis {AG(7)J%r,na
E H,

147 is more conveniently viewed as the

By Lemma 3.2.2.b, 'this cornmutant M' is generated by finite sums of the form X = C p 7 @ a r For each 7 E I?, the symbol p 7 stands for JXl'(dJ E E ~ ~ ~ ( L ~ ( M ) ) YE^ : and a is a finite rank operator in B(K). Let (en)na be an orthonormal basis of K. 7 Let @ 5, denote the operator [ I+ (eml ()en on K. One may write a = 7 a7,m,n m,nEiN TrMt one has

of L ~ ( G , ~ Let . rl be a unit vector in L2(G,dg); assume that ~)

namely that pq = q. For any g E G one has (writing X instead of XG)

<@ where the a7,m,n are complex numbers. en,

By definition of
Consequently, as p commutes with X(G):

where trM is the normalized trace on M and where TK is the trace on B(K) normalized by T K G @ f m )= 1 for all m E I. With x as above, one has consequently

Let q : L2(G,dg) --,K be the orthogonal projection given by restricting functions from G to D, and let T denote the trace on B(L~(G,&)) taking value 1 on projections of rank one. Then TK(y) = T(qyq) for y E B(K)+ or y E ?(K). In particular, for x of

By Schur' s relations

the form x =


p @ a we have 7 7

7 a


and the proof is complete.


Corollary 3.3.3. In the situation ofthe p ~ e v i o wtheorem, I? is a lattice if and only if
the tommutant of M in B(H) is a finite factor.

Finally any x E M I is the strong limit of an increasing net of operators of the form x p 7 @a+
. the B

t r a m are normal, the formula ( holds for all x E M ; ,

and in

Proof. - The last condition holds if and only if covol(l') is finite.


We now particularize G to the group PSL(2,R). For each integer k 2 2, let Hk be the .space of holomorphic functions on the Poincarb half-plane 'P which are s q w ~ u m m a b l for the measure yk-2dxdy. (The open unit disc A in the complex plane e with the corresponding measure is equally good). As G acts on 'P by fractional linear transformations, there is a natural unitary representation rk of G in Hk. It is a standard result that Hk is an infinite dimensional Hilbert space and that rk is an

The r i g h t a d term is explicitly gven by

irreducible discrete series representation. (These rk consitute the holomorphic discrete series, and the full discrete series contains a second "half", the anti-holomorphic part.) Define the Haar measure dg on G as follows: let T = S0(2)/{*1) be the maximal compact subgroup of G, such that induces a diffeomorphim G/T g 1 then

Recall that 6 denotes the characteristic function of (7) in,'l and that en, which


is a function on D, is also naturally a function on G (vanishing outside D). Thus the





* *"


" Y, " Y ," .




*" YU Y . U I Y

U ~ W V I I V

f(z) = (cz+drP f

ddz) = ~ - ~ d x d is a G-invariant measure on 'P, if cp is a continuous function G --t C y with compact support, set

[a],[E1 1
z E 7,

E SL(2,Z).

JGdg)dg = @(z)Jydldgt)


= b(i)

where dt is the Haar measure on T of total measure 1. Then the virtual dimension of rk is known to be given by dk = 17.8 in [Rbt]. (Warning: under the Cayley transform

$$ see theorem

The second one is a growth condition: observe that f(z) = f(z+l), so that f can be defined on the punctured unit disc A* by ~ ( e = f(z);~ the second defining condition ~ ~ ) is that the Laurent expansion of f in A* is of the form ?(w) = x a n w n for w E A*. ni 1 It is a result of Hecke that a cusp form f of weight p satisfies If(x+iy) 1 d B ~ for ~ all x iy E 7 and for some constant B; see page 1.24 in [Ogg]. Let M = w*(I'). Consider an integer k 1 2 and the M-module Hk of example




3.3.4. Given a cusp form f of weight p, the growth condition implies that f induces a multiplication operator Af : Hk 4 HkSp, defined by (Afcp)(z) = f(z)dz), which is chosen in the present section is that which is defined by the Riemannian structure for which 'P has constant curvature -1; the computation may be found, for example, in Section 5.10 of [Car].) Now consider an integer q 2 3, set X = 2cos(lr/q) and let rXbe the Hecke subgroup of PSL(2,lR) generated by the classes modulo *l of the matrices bounded (in fact IIAfll 5 B with B as above). The invariance condition implies that Af is M-linear. Consequently, given two cusp fonns f,g of weight p, the operator t EndM(Hk). Let Tk denote the natural trace on

EndM(Hk). Then the space of cusp forms of weight p has a natural hermitian form (f 1 dk= T ~ ( ~ ; ~ ~ ) .

[: : and [-: ]
Then cov01(l'~) = 4 )1: fundamental domain with angles Altogether, we have shown: Example 3.3.4. Given integers

has a triangular.

by the Gauss-Bonet formula, because

A computation in the same spirit as that presented in the proof of Theorem 3.3.2 shows (f ldl,= + k m g ( z , ~ p 2 d x d ~

0,z,z (see Appendix 111). 9q
and k 2 2, consider the 111-factor


with D a fundamental domain for I' in P. Up to a constant factor k 1 this is known ' -;i-, as the Peterson scalar product for cusp forms. This suggests a natural project, which could be interesting for the study of cusp forms: defined by evaluate ~ L n o r m s

M = w*(rX) defined by the Hecke group constant

rAwith X = 2cos(lr/q) and the Hilbert space

Hk of the holornorphic discrete series of PSL(2,lR). Then Hk is a M-module of coupling

Ilflkq { =
We particularize further, and set q = 3 in example 3.3.4. That is, we consider as a discrete subgroup of PSL(2,lR). Given an integer p 2 1, recall that a cusp form of weight p is (in this situation) a 3.4. Index for subfactors of 111 factors.

2 ~ ~ ~ l (d ~ ; l/q. ~ )


The equaUty T~(A;A ) = Tk+ (A A*) should be useful. g P g f

r = PSL(2,Z)

holomorphic function f : 'P 4 C on the Poincar6 half-plane satisfying two conditions. The first one is an invariance:

There were two main motivations for the introduction in [Jol] of the concept of index for subfactors. The first was that, if rl < I'2 are two icc discrete groups, the 111 factor


u a p t e r s: rlIllte von NeUnUmU algebras . acts in an obvious way on t2(r2) and dimN(t2(r2)) = [r2:r1]. This suggested the

3 3.4. Index for subfactors
Theorem 3.4.3. Let N be a subfactor of a 111 factor M.
(i) Either [M:N] = 4cos2r/q for some integ~rq 2 3, or [M:N] 2 4. (ii) If [M:NJ < 4, then N is automatically irreducible in M . (iii) There ezist subfactors of the hyperjinite 1 1 factor R with any of the indec values 1

N = A(rl)'

Furthermore t2(r2) is the same as L ~ ( M )where M is A(r2)'. following definition: Definition 3.4.1, The index pf pubfactor N ef a fulite f

w &$ is

allowed by (i). (iv) There are ezamples,of factors M for which the set of all possible values [M.N] is countable. Remarks: Statements ji) to (iii) are from [Jol]. We prove (i) below. A generalization to finite direct sums of 1 1 factors is shown in Corollary 3.7.6. A second proof of (i) occm 1 in Corollary 4.6.6, as a byproduct of the analysis of "derived towers". Statement (ii) is proved as Corollary 3.6.2(c). We will verify Oii) by giving 'several constructions of subfactors of R. The first construction, in this section, works for all allowed index values. Another construction, valid for the index values 4cos2r/q is given in Theorem 4.4.2. A third construction, in Section 4.5, produces irreducible pairs; the index values 4cos2r/q are obtained once more, as well as sporadic values greater than 4. In Section 4.7.d, we give examples of hon-eonjugate irreducible subfactors of R of index 4. We would also like to mention the work of Wenzl [Wen2], in which a family of irreducible subfactors of R of index greater than 4 is produced by a construction involving the Hecke algebras Ha(q) for q . a primitive root of unity. Statement (iv) is from [PP2], md will not be proved here. For arbitrary 111 factors, the question of existence of subfactors of index 4 eos2rJq remains open, more precisely we know of no example of a full 1 1 factor M having a 1 2a/q, q # 3,4,6. (A 111 factor is called "full" if the group of inner subfactor of index 4 cos automorphisms is closed in the topology of pointaise strong convergence in the whole s automorphism group - an example of such a factor i X(PSLf2,2))'.)
Proof of 3.43 {i). As for finitk dimensional algebras (2.6.2) there is always a (unique) faithful tracepreserving conditional expectation from M onto N, which, viewed as an operator on L2(M) is the orthogonal projection % onto L 2 ( ~ ) . The fundamental

This was the original definition of index; it was ahown in [J&] that this definition agrees with the ring-theoretic one which we have given in Chapter 2, when M and N are finite factors. The index C a n also be computed as IM:N] = dimN(H)/dimM(H), where H is any M-module of finite dimension over M; see Proposition3.4.6. The second motivation was a result of M. Goldman ~Gol],who showed that, if N c M are 111 factors (always with the same identity R) then, if % ( L 2 ( ~ ) ) = 2, there is a crossed product decomposition M = N r 2/22. Consequently if one defines [ M a ] as above, Goldman's result is seen to be a beautiful analogue of the fact that a subgroup of index 2 of a group is normal. It would also have been nice to have been able to call a subfactor N c M, normal when its (unitary) normalizer generates M. But unfortunately standard terminology reserves "normal" for subfactors N such that (N'nM)' n M = N, and the term is used for subfactors with the normalizer property described above. We take this opportunity to introduce some more terminology.




Definition 3.4.2. If N c M are factors we say that N is breducibl~ N' fl M = C It is not hard to see that a regular irreducible subfactor has integer index (or w which we shall treat as an integer) -see [Jo~].A more refined analysis based on [,To61 shows that all regular subfactors have integer index. On the other hand dimM@) can be any positive real number so the question naturally arose: (a) What are the possible values of [M:N]? {b) What are the possible values of [MN] for an irreducible pair N c M ? Question (a) was settled completely in [Jol] for M = R, the hyperfinite 111 factor.
1 Question (b) remains open even for M = R, and question (a) is open for arbitrary 1 1
J ,


construction again yields a 111-factor end;(~~gn,tr)) = E~~;{MI= (M,eN). (See Theorem 3.4.6 below for the first equality,) We claim that the norxdized t r w of <M,eN> has the Markov property

factors M. We summarize the mast important known results as follows:


. ,

[M:wtr(eNx) = tr(x)

for all x E M.

q) we have constructed an increasing sequence of finite dimensional c*-algebras (BP,k)k21, with BPSk generated by its identity and self-adjoint projections el,+ *ek-l

Indeed, the linear fprm defined on N by x w tr(eNx) is a trace (3.6.l.iii). As 1 = 2 tr(eN) [M:N] by Proposition 3.2.5.e applied to the N-module L (M), the property is valid for x E N, by uniqueness of the normalized trace on N. But then for x E M, we have [M:N]tr(eNx) = [M:N]tr(eNxeN) = [M:N]tr(eNEN(x))= tr(EN(x)) = tr(x), wing 3.6.1.i Now the tower construction of Chapter 2 works and yields an increasing sequence of 111-factors Mo=NcM1=Mc .--cMk~Mk+lC;.., and a sequence of self-adjoint projections (ei)i2 satisfying (

satisfying the relations, and a positive faithful normalized trace t r on B P,k satisfying the relation for 1 5 j 5 k. Since tr is faithful, the trace representation rtr is faithful as well, and we can take R to be u ~ ~ ( u B ~ , ~ ) ' . A simpler procedure is available when P is the square of the norm of a non-negative integer valued matrix (i.e. @ E ,N &) (. I In this case there is a connected pair of finite dimens& c*-algebras I c A with [A:B] = P, and the tower construction for this pair 3 yields a sequence of projections (ei)i,l satisfying, and a positive faithful trace on alg {&el,. ,.) satisfying Cf. 2.7.5 and the discussion at the end of Appendix IIa. Lemma 3.4.4. [Jol] With the notatioa above, R i s the hyperfinite 111 factar.


P 9eiklei = ei e.ej - e.e.1 if 1 i-j 1 2 2, - J I

llEgPfr It is clear that R is a finite, hyperfinite von Neumann algebra. We claim that if z is in the center of R, then
tr(uc) = tr(z)tr(x) for a l x x~ R . l
r It will follow from this and the faithfulness of tr that z = tr(z)l, so R is a factor.

with ,fj= [M:N]. Claim (i) now follows from Theorem 11-16. An alternative proof wing the trace goes as follows: The trace tr on UMk has the k Markov property (

By For each k, let Ck = alg {&el,. ~ e ~ - ~ ) .2.9.6(e) (is case and 2.8.5(b) (in case


0 < 4) or by 2.8.7(a)
(for /3 < 4)

P 2 4), the map
P > 4)

p tr(we.) = tr(w) J

for j

> 1 and w E alg {l,el,, ..,ej-l).


c w e. (on the generators { e . ) of A ) induces a J J J Ak

trace preserving isomorphism of B or from 2.8.50 (for

Ck. It then follows from 2.9.6(g)

2 . ? where fl= [M:N]. Now suppase that P < 4 but / $ (4 cos r / q :q 1 3). Using 2.8.5 and 2.8.7 (note that the number P is generic) as well as the relations and, we obtain for each k 2 1 a trace preserving isomorphism of the algebra Bp,k of Section 2.8 By 2.8.4(vii), for each k the trace of the onto the algebra Ck = {l,el,-. .,ek-l)'. k minimal central projection Qo (necessarily a self-adjoint projection in Ck) is, ~ ~ ( 0 - l ) . But by 2.8.3(iii), if 4 cos2(r/k) < /3 < 4 cos2(r/k+l), then pk(P-l) < 0, contradicting 2 the positivity of the trace. It follows that if P c 4, then P E (4 cos r/q : q z 3). # 2 i x Proof of 3.4.3(a), F 3!, E Iwith P = 4cos r/q for some integer q 3, or P ) 4. Consider a sequence of self-adjoint projections (ei)i21 on a Hilbert space, together with a

that e. w ekVjextends to an inner automorphism of Ck, and

: hence to an inner automorphism ak of R '
Note that tr has the multiplicative property tr(y1y2) = tr(yl)tr(y2)
y1 E Cs



y2 E alg {l,es,. .eS+,].


(One can veriQ this directly or use the

isomorphism Cm 2 Bp,,

together with 2.8.5(e) or 2.9.60.)

It will sufficeto verify the relation tr(zx) = tr(z)tr(x) when x E Ck for some k. Let
c > 0, and choose y E CL for some

L, such that 11~-y11~ a Then tr(yak+4x)) = z




(x) E alg {P,ee+l,. -ee+k-l).

faithful normal tracial state tr on R = {I,el,e2,. .)' satisfying the relations as well as the Markov property First we must recall how such a sequence of projections and such a trace can be 2 constructed. In 2.8.4 (in case P 4) and in Section 2.9 (in case P = 4cos Ir/q for some


I tr(zx) - tr(z)tr(x) 1 (since ak+eis inner) = I tr(zak+e (XI) - tr(z)tr(x) I 5 ltr((z - ~ ) a ~ +I ~ l t r ( ~ 4 +4~) - tr(z)tr(x) l (XI) + (


Chapter 3: Finite von Neumanu algebras
= ltr((z Y)%+! (XI)I

$3.4. Index for subfactors



+ I(tr(y) - tr(z))tr(x) l
It follows from the relations eele = T1e and eleel=

5 2 6 llxl12.
Since c is arbitrari, this finishes the proof. # Lemma 3.4.5, [Jol] Set R

equivale t projections in (R,e). Since e is finite in (R,e) by 3.6.l(v), the projection el [R:RP] = P. is finite in (Ke). But 1 is the sum of finitely many projections each equivalent in R to of a subpr~jection el, so (R,e) is finite. Hence [RRP] = tr(e)" = tr(e1)" = 8. This completes the proof of the lemma, and also of 3.4.3(iii).



that e and el are

P-- {P,e2,e3,. ..)' . Then

We know (by 2.8.5 and 2.8.7 or by 2.9.6) that for each k > 2 , the relation


P tr(elx)

= tr(x) holds when x E alg {P,e2,, ,.ek), and, taking limits, we have

It is tempting to guess that the pair R 3 R


is irreducible, also for

P > 4, since

on a

the same relation a s for x E Rg Therefore ER (el) = 8 . lo ' 1 Similarly EN(eZ) =



N = {l,e3,e4,-. :I*. bigci,


purely algebraic level it is easy to see that there is no element of the algebra generated by e l } which commutes with {e2,e3,. V. Jones confesses to spending
' v } .


k ? 3, any

x E alg {l,e2,. .ek} is of the form x = a Consequently, EN(x) = s have



with a,bilci E dg { I q , .ek}.


considerable &fort to prove this, but it turned out that

RP has non-trivial relative


and elxel = EN(x)el. Taking limits again, we

commutant in R when p, 4. A laborious proof of this non-obvious fact was given in [Jol] and a simpler proof in [PPl]; we will give a proof due to Popa in 4.7.5. The difficulty is that m e cannot write down an explicit form for an element in RP' t R l without invoking a beautiful representation of {el,e2,.


discovered by Pimsner and


elxel = EN(x)el for al x E RP. l One next' verifies that xel = fi ERJxel)el, for all x E R, by first checking this for

Popa: We have seen that one way to obtain a sequence of projections (ei)iL1 satisfying the

' relations
x E alg {l,el,-

.q) (that is, for

alg {keg,. .ek))


x of the form x = r + xbielci, \with a,bi,ci E i and then by taking limits. Consequently , ,bl RP el, and RelR =


is to form the tower from an indecomposable pair B c A of finite dimensional c*-algebras. Then, as we have observed in Chapter 2, the restrictions on index are related to restrictions on the type of inclusions B c A which yield a modulus p < 4. This is where the Coxeter graphs of types A, D, and E enter the picture. But to meate the sequence (ei)i21 one can also use a pair N c M of finite direct sums of 111-factors. In the following sections we will see how, if one allows this extra freedom, the remaining Coxeter graphs appear! We finish this section by recording one useful fact on indev of subfactors from [Jol]. Pronosition 3.4.6. Let N c M be

=RP elRP. Observe also that R = RelR, because finite factors are algebraically simple ([DvN], Cor. 111.5.3). 2 2 Let e be the orthogonal projection of L (R) onto L ( R d . One has exe = ER (x)e


for all x E R, by 3.6.1.i. below, so that in particular, eele = T1e. We claim that also eleel=

riel. Sine!

and let H be aay M-module such that

R=R e R




it suffica to check this equality on vectors xelyfi,

where x,y E R and fl is the trace vector for R But eleel(xel~n) = eleelEN(x)~n (by (*)I (by definitions of e and E (by R p e a r i t y of ER. )

dimM(H) is finite. Then [M:N] = ( ) (In paPtimlar, dimN(H) 1 dimM@).) , i m~

EreQfc If HI and Ha are any two M-modules such that dimM(Hi) is finite for

= e1ER$elEN(x)y)fi = e1ER$4)EN(x)y"
= 8' elEN(x)yfi


i = 1,2, then there is a finite dimensional Hilbert space K and an M-invariant projection q such that H1gq(H2@K) as M-modules. Then


dimN(H1) < dimN(H2 @ K) = dimN(H2) dim@), by 3.2.5(i), so dirnN(H1) is finite if and only if dimN(H2) is. In particular, [M:N] is finite if and only if dim@) is.

(by (*I).





vnapcer 3: r m c e von ne


R--% J.O. 3


01nmte von

lveumann agebras


Assuming that [M:N] is finite and choosing an H 2 q ( L 2 ( ~@ K), as above, we have ) dimN(H) = d i m N ( q ( ~ 2 (@ K)) ~) = trNJ(q) d i m N ( ~ 2 (@ K) ~)
= tr,.

M-module isomorphism

Recall that if P is a finite factor, trp denotes its unique normalized trace, and if TI

(by 3.2.5(e))

is any other trace on P, then Tr = Tr(l)trp. n Let N = @ N. be another direct sum of finite factors, contained in M and having j=1 J the same identity. Let ql19 ,qn be the minimal central projections of N.


(q) d i q ( K ) dimN(L2(M)) (by 3.2.5(i)), N Definition 3.5.1. If N c M are as above, we d&ne the m-by-n matrix T M = (cij)

while dimM(H) = trM, (q)d i ~ ( K ) .



4~ = trPiM(piqj).

3.5. Inclusi0118 of finite von Neumann algebras with finite dimensional centers. We saw in Chapter 2 that a unital inclusion B c A of finite dimensional c*-algebras can be specified by the inclusion matrix A E Matfin@) and a vector d E ~i~ for some n, specifying the algebra B up to isomorphism. It is impossible to specify an inclusion so precisely in the 111-case since, for example, it is possible to find infinitely many nonanjugate subfactors of index 4 in R, even irreducible ones, as we shall see in Chapter 4. What we will do is specify enough information to be able to calculate all the needed coupling constants, which will enable us to find the Markov traces as in Section 2.7. The situation will -differ in two ways from the finite dimensional case. The first is that there are no minimal projections around, so integers do not appear inThis way. The second is that the subfactors can have indices different from squares of integers. This extra freedom allows the appearance of new Coxeter graphs. m First some notation. Let M = @ Mi be a direct sum of finite factors with i=l corresponding minimal central projections pl,, ,pm. Since the trace on a finite factor iB

Proposition 3.5.2. (i) (ii) (iii)
The nzatriz T : If


row-stochastic; i.e., c.1,J. 2 0
5 !T



apecipes a trace on MI then

spwijes its ndriction to N.

If N c M C L are fnite direct sums of fnite factors, then Tfi = TT &! .

(ii) A s ~ ~ ~ = l , i


L (iii) Let {rk} denote the minimal central projections of L, so that TN is the

unique up to a scalar multiple, a trace on M is completely specified by a row vector ! s = (slle ,sm), with si = tr(pi), ( Warning: This is not the same vector which was used

matrix whose (kj) entry is tr, L(rkqj). Since q - p.q., one has k i-C 1 1 i


in Chapter 2 to specify a trace on a direct sum of finite dimensional factors; there we used the vector whose ith component is the trace of a minimal projection in Mi.) A trace is positive (i.e., trace (a*a) 2 0) if and only g has non-negative components. We adopt t& convention that ('trace" means 'Ipositive trace". A trace is faithful (i.e., trace (a*a) = 0 rn si = 1. A implies a = 0) if none of the components of 5 are zero, and normalized .if

But in the finite factor trA(e) = trA(f)trfAf(e). Thus

A = rkL,



are two projections, then

trace is automatically n o d , i.e., if {fi} is a family of mutually orthogonal projections, then trace ( V fi) = ztrace(fi). i=l i=l
m m




Chapter 3: Finite von Neumann algebras

3 3.5.

Lnclusions of finite von Neumam algebras


If rkpi # 0, then. x w trr p.G. p.(rkx) is." trace on piM whose value at pi is 1, so in k l k l fact tr Lr p.(rkx) = trpiM(x). Hence 'kpi k I
. .

(iii) For any faithfil trace tr on M , the regular representation of M on L 2 ( ~ , t r )is b finite representation of the pair N c M. For any faithjkl representation {lr, 3) of M such that 4M)' is finite, the (iv) algebra r(N)' is also finite. Proof. - (iv)
E=, (iii)

* (i) is evident.
1 J 1 J 1 J

(i) 4 (ii). If T is a faithful finite representation of the pair N c M on H, then the oommutant of lr(N. .) on x(p.q.)H is ir(p.q.)lr(N)'~(p.q.), which is finite. It follows
I rJ

as desired.


that dimN. .(lr(p.q.)H) < m (Proposition 3.2.4.d), and

1 J

A second piece of data needed is the matrix of indices of the "partial embeddingso'. is a fidite factor, a subfactor of Note that Nij = Np.q. = {p.q.x : x E N) 1 1 1 J M. . = p.q.Mpiqj. l,J 1 J
Definition 3.5.3. (i) With notation as above, d d n e an m-by-n entries M matrix AN with (by 3.4.6.), which is finite. (ii) + (iv). Consider a faithful M-module H for 'which M' is finite. Since I = z p i q j , to show that N' is finite, it suffices to show that each p.q. is a finite

A i j = [M. . : N~,]'/~.

i , ~
projection in N' (because a sum of finite projections is finite.) If p.q.N1p.q. is the commutant of N. on p.q.H. By 3.4.6 and 3.2.5.h, 1~ 1~ 1,j 1~

1 J

pq. # 0, then
1 J

(We note that this expression is the same as in the finite dimensional case. Observe that in M the finite dimensional case AN determines T M , namely N

where pi M g Mat (C), and q.N g Mat,(C).) '5 J J The inclusion N c M is called connected if Z(M) n Z(N) = €1. This is true if ' (ii) and only if !A is indemmpossible. (iii) A representation . lr of M on a Hilbert space H is called a & & I i re~resentationef & Q& N c M if 4N)' is a finite von Neumam algebra. I (iv) We say that N is of finite index in M if N c M admits a finite faithful 1 representation. 1Y (Note that parts (ii), (iii), and (iv) make sense for vbitrary pairs of finite von k Neumann algebras -not necessarily with finite dimensional centers.) 1 Lemma 3.5.4. Suppose N c M are finite direct s u m of finite factors.



is finite on


so is




so by 3.2.4.d,

dim (pH) < m. piM 1

Hence also dimN. .(3qjH)

< m and by 3.2.4.d again, (N. .)' is ,



Observe that the analogue for A of Proposition 3.5.3.iii does not hold. For example, let R be the hyperfinite 111 factor, let p be a non-trivial projection in R, let rp be an isomorphism from R to R and set P 1-P'

The following

are equivalent: N is of finite index in M. (i) The matriz !A has only finite entries. (ii)



N = { ~ ' E R y = x + rp(x)forsomex€R ),and :
P M = R @ RIep. P Then

1. I

A ~ A $= (1 I)[:]

= 2,

, % a , + ,

9 a.0. l n e ~ u n a a m e n construction t~



by Corollary 2.2.5 of [Jol] or 4.7.2. These are not equal, unless tr(p) = 112. , Of course, if N c M c L is a triple of finite m then [L:N] = [L:M] [MN] by Proposition 3.4.6. If N and M are as in 3.5.4, and the inclusion N c M is connected, then all factors of N and M are of type 111, or d i v ( M ) < CO. It is also known that all factors of N and M share (or do not share) the property of being hyperfinite (Lemma2.1.8 in [Jol]) or the property T (see [Ana] and [PP2]). If r is a finite faithful representation of the pair N c M on H, then the centers of r;]ae (),r ' the same as those of M and N respectively, and the rows and r(M) ' M columns of A, , are naturally indexed by the columns and rows of AN. The generalization of Proposition 2.3.5 to this setting is the following. Lemma 3.5.5. Let N C M be a pair of finite direct sums of finite factors, as above, as suppose r is a faith'fil finite representation of the pair. Then

[qlj: P.1 J.]'I2 = (A).1,J. (possible by [Jol], Theorem 4.3.2). For each i and j such that (T). . # 0, choose an isomorphism 0. . :R -+ P. (possible since all the factors are 1,~ IJ 1,j n 111 and hyperfinite]. Set q. = z q . ., put Nj = {XdiJ(x) :x E R}, and N = e Nj. IJ
with i i Then q.N = N., and N is the required subalgebra. # J J 3.6. The fundamental mnetructioa The discussion of the fundamental construction in Chapter 2 was purely ring theoretic. In the von Neumann algebra framework, where the preferred modules are Hilbert spaces, it is natural to make a construction which, apparently, depends on the choice of a trace on M. We begin by showing that in fact the ring theoretic construction is exactly the same. First we recall some notions from [Jol] which work for arbitrary finite von Neumann algebras exactly as for factors. Let N c M be finite von Neumann algebras with the same identity. Given a faithful normalized trace on M, there is a unique faithful normal conditional expectation EN : M - N determined by tr(xy) = tr(EN(x)y) for x E M and ,
y E N.


In fact


is .the restriction to


of the orthogonal projection

% :~ ~ ( ~ 3 ~r ~ ( ~ , tWe denote by (M,eN) the von Neumann algebra on L2(M,tr) , t ) r). generated by M and %.
We let J denote the conjugate linear isometry of ~ ~ ( ~ , extending the map t r ) x w x* on M.

Proof. - If

M and N

factors, the equality holds because [x(N)?n(M)'] = [MN] Proposition 3.6.1. (i) (ii) (iii) (iv) (v) over (vi) (vii) eNxeN = EN(x)eN for JeNJ = eN For x E M, x commutes with eN if and only if x x N. (M,eN) = JN'J N ---, ,eN) (M The map $J is an injective morphism onto eN(M,eN)eN. Y- Y ~ N The central support of eN in (M,eN) is 1. The space MeNM, which denotes the linear span of {x' eNx' : x' ,x' E M}, is

by Propositions 3.4.6 and 3.2.5.g. To extend the equality to the general case, one proceeds exactly as in the finite dimensional case (Proposition 2.3.5), with Proposition 2.2.5b being replaced by [DvN], Proposition 1 of $1.2, which says: if Q is a von Neumann algebra on H and p is a projection in Q or in Q' , then Endpgp(pH)) equals pEndQ (H)p. # Also note that r(M)' is of finite index in 4N)' by Lemmas 3.5.4. and 3.5.5. Proposition 3.5.6. Given an irredundant
(0) U (2 cos r/q :q 2 3) U [~,co],and an m-by-n





row stochastic mat& T having the same pattern of zero entries as A, there ezists a pair N C M (both hyperfnite) with !A = A and ! = T. T

a strongly dense *-subalgebra of (M,eN).


Take M to be the direct.sum of m copies of R, the unique hypednite 111

factor, denoted t ~ ( q ~=~ ) , (T)i,i


In each I$, choose a partition of unity {g. J. :l 5 j 5 n} with I


(cf. [Jol]). It suffices to check that EN(xEN(y)) = EN(x)EN(y), but this follows from

If (T)i,j is nonzero choose a 111 'subfa~tor PiJ of

R,,j = qi,jTqij

the N-linearity of EN.


Ghapter a: Finite von Neumann algebras (ii) (iii) *) Follows from ~ ~ ( x = E ~ ( x ) * . Note that x commutes with eN if and only if left multiplication by x

9 3.6. 'me tundamental construction


(b) If N c M are 111 factors, then dimC(N1nM)5 [M:N].

(c) If N c M are 111 factors with [M:N] < 4, then N' fl M = C1. Proof. - We first consider the case that N and M are factors. Let H = L ~ ( M )and

commutes with EN.' This is clearly so for x E N. On the other hand, if x E M and x commutes with EN, then x = xEN(B) = EN(x) E N. (iv) By (iii) N = M n {eN)', so N' = (MIU{eN})' = (M' ,eN). But JM' J = M

write TrN, for the natural trace on EndN(H). If f is a projection in N' TrNt(f) = dimN@)
L dimfMf(fH)

n M,


and JeNJ = eN, so JN' J = (M,eN). (v) By (i), the indicated map is an epimorphism. Let R denote the canonical trace vector in .pL2(M,tr). If yeN = 0, then yeNn = yR = 0 and y = 0 because Sl is separating, so g(r is an isomorphism. (vi) Let z be the central support of eN in N'. Thep z E N n N' and

(by definition of dimN) (by 3.4.6) (by 3.2.5(h))

= trM(f)-l
2 1

$ z I = zeN % = 0, by definition of a central support, so z = 1 by (v). Now (vi) (-)
follows from (iv) and (ii). (vii) First note that by (i), the set


Suppose N' fl M contains k rnutuall~ orthogonal projections fl, Then

..,fk with z f i = 1.

x = {xo + CxieNYi: n E N, x-y.l E M ) 1


is a *-subalgebra of (M,eN) containing M and eN, so the strong closure of X is (M,eN). If Y = { c x i e N y i : 5,yi E M}, then Y is a two sided ideal in X, so by the Kaplansky density theorem and the joint strong continuity of muliplication on the unit ball, the strong closure Y of Y is a two sided ideal in (M,%). But Y contains the central support of eN, which is 1 by point (vi), SO


In particular, if N' n M #El. then [M:N] 2 4, and if N' n M is infinite dimensional, then [M:N] = m. Suppose [M:N] < a, and let fl,. ,fk be a mazinaal family of mutually


orthogonal projections in N' n M; then [MN] 2 k2 L dimC(N1nM). This proves a l the l assertions in the case of factors. Now return to the situation where N and M are finite direct sums of finite factors. The projections p.q. are central projections in N' n M and p.q.(N' nM) = N;.q. n Mp.q.. SO 1 J 1J if di-(N1nM)

= co the^ must be a pair (ij) for which dim~(N;.~.n Mp.q.) = m. But
1 J

1 J

1 J

Y = (M,eN).


1 J

this contradicts the observation just made for the case of factors, and completes the proof of (a). # {qj; j = 1,. .,n)

We now specialize to the case where N and M are direct sums of finitely many 111 factors with minimal central projections



{pi; i = 1,. .,m)


The next results (3.6.3-3.6.5) depend on ideas of Pimsner and Popa [PPl]. Lemma 3.6.3. Let N C M be finite direct s u m of type 111 factors with N of finite

respectively. By the equality (iv) above, <M,eN> is also a finite direct sum of 111 factors, with minimal central projections {Jq.J: j=l,-. .,n).

indez in M, and let tr be a faithhl trace on M. If x E (M,eN), there is a unique y E M for which xeN = yeN.

Lemma 3.6.2. (a) If N C M are type 111 von Neurnann algebras with finite dimensional centers and N is of finite index in M, then dimC(N1 nM) < m.

Proof. - Regard N c M represented on L ~ ( M ) . Let us first check uniqueness. Suppose y,yl E M with xeN = y% = yfeN. If R is the trace vector in. L 2 ( ~ ) ,then

Then (i) (ii)

As a right module over N, the algebra M is projective of finite type. The conditional ezpectation EN : M -+ N is very faithful (in the sense of

Section 2.6). (iii) (M,eN) = MeNM := { z a j % b j : n 2 1, a b j j ,

so y' = y because R is separating. To prove existence, we have to show that (M,eN)eN = MeN and we proceed as follows. As N' and is finite, (M,eN) is finite by 3.6.l.i~~ there exists a faithful normal

If a : M -+ M is a right N-module map, then a extends uniquely to an (iv) element o f (M,eN) = JN' J on L~(MP). If x E JN'J then x(M) c M, where M is vaewed as a dense subspace of (v) ~~(~,tr). Proof. - (i) Any strongly closed right ideal in N is projective of finite type, and in fact of the form pN with p a projection in N. (See [Tak], 11.3.12.) We are going to show that M is isomorphic, as a right N-module, to a finite direct sum of such ideals. In the course of doing so we exhibit a basis {vi : 1 s i s n} of M over N with the following properties: (a) EN(vivj) = 0 if i # j.

conditional expectation F from (M,eN) onto M (see Propositiop-II.6 for the proof of this latter fact). We claim that F(eN) is invertible in M. Since F is an M-M-bimodule map, F(eN) belongs to N' n M, which is finite dimensional by Lemma 3.6.2. Consequently, to show that the self-adjoint element F(eN) is invertible, it is enough to check that xF(eN)x # 0 for any positive element x # 0 in N' n M. But if

- (b)
then xeNx = 0, since F is faithful. And xeNx = (eNx)*(eNx), so .eNx = 0. .Hence

fi := E ~ ( Y ; V ~ ) a projection in N, v h = vi, and E~(v;x) = fi~N(v;x)l for is

l d i ~ n XEM. and (c) Every x in M has a unique expansion

x = x v i y i , with yi E N.

which implies x = 0 by 3.6.l.v and the faithfulness of EN. This proves the claim that F(eN) is invertible. Now we may obtain a formula for xeN. Suppose first that x is in MeNM, namely that x is a finite sum x a j % b j with a.,b. E M. Then F(x%) = x a . ~ (b.)F(eN) and J J I N J

In fact viyi = viEN(vix). Since the centrd support of eN in (M,eN) is 1 and since (M,eN) is finite with finite dimensional center by 3.6.1(iv), there exists a finite set wl,. .,wn isometries in (M,eN) with


l eN and z w j w ; = 1; in particular the w. have J J J mutually orthogonal range projections. (See [Tak], V.1.34.) As wjeN = wj, there are, by

* W.W.


of partial

3.6.3, elements vl,- .,vn This formula holds for any x E (M,eN) because both sides are strongly continuous in x and because M%M is strongly dense in (M,eN) by Proposition 3.6.l.vii. Thus


with w. = v e for all j. We verify that the vi have the J jN

properties (a)-(c). For i # j

1 Theorem 3.6.4. Let N C M be type 1 1 uon Neumann algebras with finite dimensional


centers and k t tr be a jaithjil normal trace on M for which N' is finite on L 2 ( ~ , t r ) .


so EN(v.v.) = o by 3.6.l(v). Sirnilarb, since wiwi is a projection in (M,eN) and * I J * * wiwi = EN(vivi)eN, 3.6.l(v) implies that fi := EN(vivi) is a projection in N.


Furthermore vitieN = vieNvivieN = W.W. 1W.1 1 *=w.=ve I i N7 so that vifi = vi, by the uniqueness statement of 3.6.3. Therefore, since fi E N, fi~N(v;x) = ~ ~ ( f ~ v - x )N(v x) for X E M . -E ; For any x E M,

9 3.6. 'me Wdarnental construction
(ii) Let o : M -+ N be a right N-linear map and set a =za(vj)v;.

167 b a l l from



Section 2.6 that E;(a)

: M - N is defined by E:(a)(x) ,

= EN(ax) for x E M. We have

by N-linearity of EN

xeN=CwjwjxeN = zvj%v;xeN j j


= Ek(a)(x),
so that o = Ek(a).

= E VjEN (v*x)eN, j j
and hence x =

(iii) It follows from 3.6.3 that M%M is a two-sided ideal in (M,eN). But MeNM mnttbh z v j e N < = ~ W JI *j -- I, so h e N = (M,eN). ~ j j (iv) If a : M -4 M is right N-linear, , then for XEM, 4x1 = a ~ v ~ E ~ ( v =xZa(vj)EN({x); ; ) thus o = ZA(a(vj))oENoA(v;), where J j j X(y) denotes left multiplication by y. The unique Il.llz-cantinuous extension of o to 4 ~ 2 ( ~ , t is ) z.(Vj)eNV; r

v.E (v.x), by 3.6.3. To show uniqueness of the expansion, suppose J N ;

that x = Z v i Y i with yi E N. Then

E (M,eN).

(v) Any x E (M,eN) is of the form x a j e N b j by claim (iii). If y E M then

using N-linearity of EN and properties (a) and (b) of {vi}. We will refer to a family {vi} having properties (a)-(c) as a Pimsner-Popa basis of M over N; see [PPl]. Now consider the N-linear map M-4

Corollary 3.6.5. Let N c M be a pair of von Neurnanla algebras of type 111 having finite dimensional centers, and suppose that N is of finite index in M . Let tr be any faithjul nonnal trace on M and define eN and EN via tr. Then M aN M g(M,eN) ~ n d i ( ~(M,eN) ) as N-birnodules, and as C-algebras, (M,eN) is finite. The isomorphism


1s jsn

It follows from the expansion x = if (y$
E @ f.N

and x then by the uniqueness of the expansion, J J j * v.y. = v-E (v.x) for all j. Multiplying both sides on the left by v and applying EN J J J N J * j gves f.y. = f.E (v.x); since both y. and EN(v;x) are in f.N, that is y. = EN(v;x). J J J N J J J J Thus (y.) = Q(x) and V is surjective.



that Q is injective. On the other hand,

Proof. - Since


has finite index,

End;(~) 1 (M,eN)

follows from 3.6.4(iv) or (v); the correspondence is defined by

Z q a $ ~ ~ A ( b ~ c-zajeNbj. bj, The isomorphism M eN M 1 E n d i ( ~ )extending the map a % b


A(a)ENX(b) on

elementary tensors follows from 3.6.4(i) and (ii) and 2.6.3. One can also verify directly the




bnapter a: r 1111ae von lveumann ageoras Lemma 3.6.7. If p.q. # 0, .then
1 J

isomorphism M eNM 2 (M,eN) by using a Pimsner-Popa basis. # The next proposition determines one part of the spatial data for the inclusion M c (M,eN). Proposition 3.6.6. Let N c M be finite direct sums offinite factors such that N is of (weN) Mt jnite index in M, and let tr be any faith@ trace on M. Then AM = (AN) . Proof. JM'J = M. This follows from 3.5.4, 3.5.5, and the formulas JN'J = (M,eN),



(i) (ii)

dimNt. .(piqjH) = A, 1,~ j,' !

d. . dimN, .(piqjH) = dimqeNt(qjH)J,' i,~ J

Proof. - By 3.4.6, dimN. .(PiqjH) j,' !
= . -


and by 3.2.5(h), dimM. JpiqjH) = trpiM(qjpi)ddimp.M(~i~).

To describe M c (M,eN) more precisely, we also have to compute the matrix of traces T F y e N ) . This is the part of the theory which differs most from the finite dimensional case presented in Chapter 2. Before proceeding, we summarize our notation: N c M is a pair of finite von Neuman algebras with finite dimensional centers, with N of finite index in M; the minimal central projections in M and N are respectively {pi : 1< i 5 m} and {q. : 15 j 5 n}. A J trace tr on M is specified by the row vector 5, si = tr(pi). Let H = L2(M,tr). Set But since M is in standard form on H, so is piM on piH, and dimpVM(piH) 1. =

Combining these observations,

by 3.2.5.g. Hence (i). (ii) This reads

. ; when p



f 0. We have the t*a& matrix T :
with entries

with entries c. . = tr (p.q..), and t* Id piM 1 J . .

which follows from 3.2.5(h). Notation: For each j, let


index matrix !A

p.q. = 0,
1 J



if piqi # O, the sum being over those i such that p.q. # 0, and let F be the diagonal matrix

( ): Our present goal is to compute the entries of TMM 7 e ~=:T

, namely

F = diag((ol,.
+ ,



Furthermore, let

be the n-by-m


wlapbrn a: r~luce von


5 3.6. The fundamental construction.


When p.q. 1 0, we have I J Thus

(9.. = $= A i j JJ i,j



a d when piqj = 0, (T). . = 0 =

" i

(weN) Proposition 3.6.8. TM = FT.


Proof. Combining 3.6.7(i) and (ii) we get

Set L = (M,eN), L = that

@ L.; then L. g Mat,(C) j=1 J J J


whae rj = ( ~ ' 2 )=&Aij. ~ i


Thus if p.q. # 0, and d.. = 0 otherwise. To eliminate dimq:N,(qjH) we use the fact that
1 J

( M,%) is row stochastic, T~

which is in accord with the relation observed above between the inclusion matrix and the index matrix. . .. We now return to the analysis of the general case.

As the minimal central projection in (M,eN) = JN'J are precisely {Jq.J : 1 i j 5 n), J il any trace Tr on (M,eN) is specified by a row vector f, with r. = Tr(Jq.J). It wl turn J J out to be useful to calculate the q u a n t i t i Tr(eNJqjJ). h c a l l that JeN = eNJ. Also Putting this back in (3.6.8.a) gives d. . =
11 .

A? vjci,j if p.q. # 0 and d. = 0 otherwise, as I J J,]
-t !i .


observe that


Let us check what that formula
( M,%) TM = F'i?

m a s for finite en

In fact, let 51 denote the trace vector in H = L2(hf,tr), i.e. the identity
e Jq.J(x51) = e J .x*n = e x 51 N J = ~N ~ ( x=q N~ qj)x ~ Q ~ ~ q~ E ( )

dimensional algebras. Suppose that piM g Mat (C)

M before, the inclusion matrix A = AN determines the trace matrix T = T N via


nod qjN g MatUJC). As noted

1 of M reqarded as an element of H. The l i n e i space {x51 :x E M) is dense in H and we have


= qjEN(x)n = EN(qjx)fi
= eflj(xfi).
since q.p.

is the sum of

Aijuj orthogonal minimal projections in piM


= diag(pl,.


and "v diag(ull. .,un), this can be written


T = jtl~"v.

Lemma 3.6.10. Let Tr be any trace on (M,eN) and let r. = Tr(Jq.J). Then J J

We restrict our attention to pairs of finite direct sums of finite factors and continue to use the notation of the previous section. Theorem 3.7.3. A trace o n M specibed by the vector

t, si = tr(pi)

is a Markov trace

o f m o d d w P ifand only if
(ii) Tr(eNqj) = Tr(eNJqjJ) = r.p. J J

N is in standard form on eNH, so is - q.N and its cornmutant 3 q e N'q.e on q.e H; hence jN JN JN
1 = dimqe

Proof. - (i) Since

Proof. (+).

Suppose Tr is a trace on (M,eN) extending the given trace on M and

satisfying the Markov property (3.7.2). Let jN jN (qjeNH) Markov property we have

' i

be the row vector, r. = Tr(Jq.J). By the J J

= [trq.N#(qjeN)]'dimq+Nt ( q ~ ) (by 3.2.5(h)-) J J -1 = [trq.Nl(qjeN)l Qj (by 3.6.8(b).) J

where t = s T i is the vector specifying tr qjNJ we have




Putting this together with 3.6.10(ii) gives

(ii) Since the map

x I+ T~(JX*J) is a trace on the factor

T~(JX*J)= Tr(JqjJ)trqjN,(x), and in particular, using 3.6.9,

/j $

=b; TLMleN) = / : (by 3.6.8) 3 F'f

= t T. T :
3.7. Markov traces on EndN(M), a generalization of index.


(P) Given a trace tr on M satisfying
pefinition 3.7.1. Let N c M be finite von Neumann ,algebras with N of finite index in M. We say that a faithful trace tr on M is a Markov trace of ~ o d u l u s for the pair p N c M if it extends to a trace, also called tr, on (M,eN) for which (3.7.2)


~= T


'i= /T14-TNF- 1 s M

Then (motivated by, and define a trace Tr on (M,eN) by Tr(Jq.J) = J 'j.

p tr(xeN) = tr(x)

for x E M. so Tr extends tr on M (3.5.2(ii)). It remains to show the Markov property, Tr(xeN) = /T1tr(x) for x E N , and by linearity it is enough to check this for x E Nq Now x I-I Tr(xeN) i4 a trace on the factor j . Nqj, SO Tr(xeN) = Tr(qjeN)trNqr); hence it ~uffilees t0 show that
1 T*(qjeN) = /T tr(qj) = /T1tj. But by 3.6.10(ii)

The extension of tr to (hi,eN) is uniquely determined by (3.7.2). Also it suffices for (3.7.2) to hold for x E N, since then for x E M tr(xeN) = tr(eNxeN) = tr(EN(x)eN) 1 = ;tr(EN(x)) = 1 tr(x). , Cf. Lemma 2.7.1.

1 1 1

buapbar a; rlulrc: vuu l u a u u m lugeuru

Tr(q.e N) 5 r j q = (FF)~ J


f defines a Markov trace on (M,eN) byeTheorem3.7.3. #

= = T1tj,
as desired.

TFF-~F). 3 Remark. Before going on, let us see how the analysis above agrees with that in and Chapter 2 for finite dimensional algebras. Assume that Mpi g Mat (C)



_Corollarv 3.7.4. Suppose N c M are jnite direct sums of finite factors, with N of M Pnite i n d a in M . Set T = TN.

Nq. E Mat,JC). J J

We noted in the remark following 3.6.8 that

If N c M is a connected inclusion, then there is a unique normalized Markov (i) trace on N c M; it is faithhl and has modulw eqwl to the spectral radius of TT. If tr is a Markov trace of modulw p on N c M, then the unique eztension of (ii) the trace to (M,eN) satishing ( . . ) is a Markov trace of modulw /3 (for M C (M,eN)). 372
fEQPfr (i) Since N C M is connected, T is indecomposable and TT is irreducible by a straightforward generalization of Lemma 1.3.2.b. Therefore by Pmon- Frobenius theory, TT has a unique non-negative eigenvector f with z s i = 1. Furthermore si > 0

where i; = diag(pl,.


and "v diag(ul,.

..,un). Thus

In this chapter we have been specifying a trace tr on M by the vector fi with si = tr(pi), while in Chapter 2 we specified the trace by f l , where s j is the trace of a minimal projection in Mpi. The vector




are related by is

and the corresponding eigenvalue is the spectral radius of


(ii) If f is the vector specifying the Markov trace on M, then the extension of the trace to (M,eN) satisfying the Markov condition (3.7.2) is specified by the vector ( MaN> \ = F"I', with entries ? = ~ l fTF-l.Let R denote thematrix TM i

condition given in Chapter 2 for tr to be a Markov trace of modulus But this is equivalent to ~ ( T T= ( f l ; ) ( ~ l ~ ~ t ; ) ) = ftAAt;=pf$= pf. #

f = f fi. The f' = O f' . ,

Definition 3.7.5, Let N c M be finite sums of 1 1 factors with the same identity and 1with N of finite index in M. Let A =!A = (A. .) be the matrix of indicea and IrJ T = T M = ( c ~ , ~ ) the row stochastic matrix of t r m as above. Form T = '?(A,T), the N be matrix whose (j,i) entry is 0 if c. . = 0 and 11 9 [M:N], is the largest eigenvalue of the matrix

( M,%) = ( !, A~ ) Since AM

A? . 3 otherwise. Then the index of N in M,

the m a t h , R (which is to R as


is to T) has entries


i ,j

&mark. It is easy to see that this definition agrees with that of Section 3,4 when N and M are factors. We mention again that P. Jolissaint has recently shown that this definition always coincides with the ring theoretic definition given in Section 2.1 and [Jo~].
That is 'fi = TF-l. But then Corollarv If NcM $7'6t : q 2 3). [M:N] E (4 cos r/q are as above and [M:N] < 4, then

; = ( r l f TF-~)(FT)(TF-~) RR = ,rlf TZTF-I = f TF-I (by 3.7.3) = p;.


& & The index is the largest of the numbers [Mz:Nz], where z is a minimal g projection in Z(M) f l Z(N), so we can assume that M : N is connected. ,

By 3.7.4(i), there is a Markov trace tr on M of modulus [M:N]. Then 3.7.4(ii) al1ows:us. to iterate the fundamental construction in the usual way to obtain a tower

Examole 3.7.10. Let M be a 111-factor,

p a projection of trace t in M and


N = pMp Q, where Q is a subfactor of index X = (1 X1l2) and =.(t 14). So f = and 2 ir/5, or 3. when X = 1 , 2 , 4 cos




TT = 1 + A.


1-1-p). Then This is 1 4

a sequence of self-adjoint projections (ek)k,l with Mk+l = (Mk,ek) for all k, and a trace tr on UMk satisfying the Markov property


Remark%The index matrices in example 3.7.10 correspond to A3, B3,H3, and respectively, under the corespondence of Theorem 1.1.3, when X = 1, 2, 4cos2ir/5; and'3. This is no accident, as we will see. Pronosition 3.7.11. Let A = (A. .) be an irredundant m a t h over ( 2 cos(ir/q) : q 2 2)


[M:N]tr(ekx) = tr(x) for x E Mk. The projections ek then satisfy the usual relations and therefore the restriction on [M:N] follows from [Jol]; see the argument given in Section 3.4.


and T = (c. .) is a row stochastic matrix wilh the same pattern ofzero .entries as A. Let



be the mat& whose (j,i)-entW is zero i j c. . = 0 and equal to Id

A? $
i ,j

Next we provide some examples. Note that by 3.5.6, to. construct examples it suffices to give the +trices A and T. Examnle 3.7.7. The simplest new example is where M is a 111-factor, projection in M and N = pMp is (t 1-t), p is a M is (I I), and T N [M:N] = 2,

othekise. If the spectral radius of q E {3,4,5. .).


is less than 4, then it equals 4 cos2ir/q for some

+ (I-p)M(I-p).

Here the matrix :A and

We can suppose that A and T are indecomposable. By 3.5.6, there is a connected inclusion M J N of finite direct sums of Ill-factors with A = A : and T =.T : Thus the result is a corollary of 3.7.6.

where t = trM(p). Thus

= [;: l(]

TT = 2. \So
M A = AN =


independent of t! Examole 3.7.8. M t 1 t T =TN = equation is X2 3y

Consider an inclusion NcM with




- +


Remark. It would be interesting to find a proof of 3.7.11 within usual matrix theory; hopefully this might give information on the spectral radius of T? even when it is larger than 4. Pro~osition 3.7.12. (a) Let A be an irredundant m-by-n mat& with non-negative real values. Then there is a row stochastic m-by-n matriz T with the same pattern ofzeros such that


The characteristic 2 1 = 0, so [M:N] = 4 cos ir/5, independent of t. # MAN - .[I I] , TM

4 f = l / t 0 and ~f = [11:


Exam~le 3.7.9. Take




0 < a,b < 1.


f =



The characteristic polynomial is

where p denotes spectral radius and f = T(A,T) is as above. (b) If A is irredundant with values in (2 cos(ir/q) : q 1 21, then there is a pair N c M of jnite direct sums of 111-factors with A = and [M:N] = 1 1 ~ 1 1 ~ .


with u =



(c) If A is any non-zero mat& over (2 cos(ir/q) : q 5 2) and IlAll < 2, then

So [M:N] = 2
. .

+-I ,

which can be any real number *eater

than .or 4.

ll All E I2 cos(~/q): q


(a) As A is irredundant, we caa define a row stochastic matrix T = (c. .) by



Chapter 3: Finite von Neumann algebras diagonal matrix whose i.e., f = d t r l .
M T =TN. Then

9 3.7. Markov traces


c i j = [ Z + $ - ~ A ~ , ~or T = XA, where X is the m-by-m ,
J (i,i)sntry is


be the set of k+l-tuples with il = ik+l; thus a r a ' is bijection of Wk tr(Ak) = a, = (aa a€Wk acWk

[EAiVj]-l. the Then

(j,i) entry of

f is A i j [ Z A i j ] ,

J J Thus TT = XAAtX-l, which has the same spectrum as Adt. M (b) By 3.5.6 there is a pair N c M with A = AN and


+ aa

(M:N = p(TT) = llA112. (c) It suffices to consider A irredundant, so the result follows from (b) and 3.7.6. #
Of course, 3.7.12(c) was dready known as a consequence of Theorem 1.1.3. Theorem 1.1.3 suggest8 (but does not immediately imply) the following, which is the main result of this section.

tr(Ak) t

( a g -1)112 = go = tr(Gk), acVk 0k w '

for al k E PI. When k is even, we have l np(Alk = n p ( ~ z~tr(Ak) t tr(Gk) 2 p ( ~ ) k , ) where the first equality and last inequality result from considering canonical forms for A and G, noting that the eigenvalues of G~ are positive. Taking kt h roots and then the limit as k -+ w gives the result. # Lemma 3.7.15,

Theorem 3.7.13. Let II, factors.


N cM

be a connected inclusion of jinite direct sums of
is the matriz associated (in Theorem 1.1.9) fo a

(a) If

[MN] < 4,

e n A



be an


irredzmdant mat&


bicoloration of one of the following Cozeter graphs:
At (L 2 2)7 Be (L 2 3), DL (L t 4), (L = 6,7381,

{I E B :r = 0 or r 2 1). Let T = (G J be a row stochastic matriz PuiIh the same pattern of .) 1 zero entries as A. Let 2 he the n-by-m matriz whose (j,i)-entry b 0 if c. . = 0 and

F4, G2, Hp, (L = 3341, 12(p) (P = 5 or P Z 7).

If p(T"i') i 4 then (lA112 $ p ( e ) .
Ergpf, We may assume without loss of generality that A is indecomposable.

Moreover [M:N] = A l($ :
1.4.5, 1.4.6, and 1.4.7.) = (b) If [WN] 4, then !A

= 4 cos2~/hY where h i s the Cozeter number. (See tables

corrmpondr to one of

Suppose that there exist indices il,i2,jl,j2
p,v E (1,2) are all non-zero; tha&is, the graph

such that the four entria



A t ) (L odd, k L I), 861) (L L 2), C P ) (L t 31, D P ) (L L 4), ~ Lemma 3.7.14. 1(L = 6,7,8), ~ f ) G F ) . ~ ) ,

f (A) contains a subgraph of the form


(Schwenck, [Sch2]) Let A = (a. .)

be a non-negative
q , j = (a. .a. .)'I2. 1 J 131


mat& and kt

G = (%,J

be the motri. with entries





IlGll = p(G) < p(A), where p denotes spectral radius.

Rearranging the rows and columns, we can suppose il = jl = 1 and i2 = j2 = 2. Denote the (i,j)-entry of

&& For any k+l-t,uple o = (il,i2,- .,iW1) with 1 I i. $ n, let a-l denote the J
reversed tuple a-l = (ik+l,.





Then .liJ
791 z 1


, c.



and let


the sum being over those k



a =ai a






with equality everywhere if and only if BU ~,k




ctnapar a: riulrc: vuu r~eulnauu u ~ v u ~ s a l

m . 7 . Markov traces

"I ,
0 if the ith and j rows of A are orthogonal

% .-, o .

By monotonicity of the Perrbn-Frobenius eigenvalue, we have

with equality if and only if A is 2-by*.

This in turn is no smaller than

Observe that
7 =

Note that for all pairs (ij), the (ij) entry of AAt is the geometric k mean of the (i,j) and (j,i)-entries of TT; i.e., by the observation above, with equality if and only if all the nonzero Xjlk with j




depends on



ko(i,j) ='ko(j,i).

On the other hand,

2 are

equal to one. Truncating the sums defining the entries of the last matrix we see that the spectral radius is at least


if the , ith and jth rows of A are orthogonal

1 li,koAj,ko otherwise.
1 1 ~ 1 =~p(hAt) 6 P(Tf)1

Hence by Lemma 3.7.14

with equality if and only if ,Ijfk= 0 for j = 1.2 and k > 2. If we replace the off-diagonal entries by their geometric mean, we do not alter the spectrum, so the las quantity is equal to


Prwf of Theorem 3.7.13.

(a) Let

T =! T

f = T(A,T). By hypothesis

c 'c where o = 2'2. Finally, this is at least .: C2,1C1,2 . .


. .. .



[M:N] = p(Tf) < 4, so by 3.7.15 we have 1 1 ~ 1 s1 p(TT). Let S be the (convex) set of all ~ row- stochastic matrices of the same dimension and zero-pattern as A and T. For each S a S define S = f (A$), the matrix whose (j,i)-entry is 0 if A. . = 0 and ,IT ./(S)i,j 1,J >J otherwise, and cp(S) = p(SS). Then cp is a continuous function of S by elementary 111 perturbation theory, and (P assumes the value [M:N] = ~ ( T T )as well as the value 111 2, by 3.7.12(a). But by 3.7.11, the set of values of cp less than 4 is discrete, so by convexity of S, cp is constant and

with equality if and only if a = 1. But since p ( ~ f 1 4 b hypothesis, we must have ) and o = 1. since T is equality at every step: A and T are 2-by-2 with A = mw-stochastic this implies T =


The classification of A M then follows from Theorem 1.1.3. N (b) We have 11A112 j ~ ( T T = 4, by 3.7.15. If llA112 < 4, then the connectedness ) ) argument of part (a) would imply that llAll 2 = ~ ( T T c 4, a contradiction. Thus 2 llhll = 4, and the classification follows from 1.1.3 again. #

, and

2 llAll = p ( ~ f = 4. )

If on the other hand

f (A) coatains no subgraph of the form

there is at most one nonzero term in the sum defining %.j,

5 4.1. Introduction
CHAPTER 4 ~ ~ m u tsqam, subfactors, and the derived tower @ 4.1. Introduction.
C1 B1


In Section 4.2, we study the notion of commuting squares and give a number of examples of constructiowhich produce commuting squares. In particular we coqsider the behavior of commuting squares under the fundamental construction. "

There are two main themes in this chapter. The first is the approximation of a pair N M of hypefinite I I ~ factors by pairs cnc Bn of finite din~ensionalvan Neumann algebras, with N c M

P r o ~ o stiion 4.1.2.

Consider a commuting square U


with respect to a trace

Co Bo tr which is a klarkov trace for the pair Bo c B1 offinite von Neumann algebras &th finite
dim~~'onal centers. Let B2 = (Bl,el) be the von Neumann algebra qbtained via the kndamental comtruction for Bo c B1, and let C2 = {Cl,el)*. Then
c 2 B2

u u
Cn a,ld M = (UB,)",



N = (U c,)".

1n order for the approximating "ladder1' of finite

C1 B1

dilnensiond algebras to behave well with respect to the fundamental construction and the index, it should behave well with respect to the conditional expectations: be tile conditional expectation of Bn onto Cn. We are thus led to the following defillition wllicll was first introduced by Popa (Lemma 1.2.2 in [PoplI; see also [Pop2]): . Definition 4.1.1. A diagram
C1 B1

is ako a commuting square.
Therefore iterating the fundamental construction will produce an infinite ladder of commuting squares. Now suppose that we have a pair N C M of finite von Neumann algebras with a Markov trace tr of modulus 0 and a ladder of commuting squares N







Co Bo n ' of finite van Neumann algebras with a finite faithful norlnal trace tr on B1 is a mlnlnuting if the diagram


Bn+l Bn

with N = (U Cn)' and M = (U Bn)". Let (M, e) be the result of the fundamental construction for N C M and set An = (Bn, e) for each n 2 1. We show that the

E ~ l B1





Bo E ~ a

M c (M, e) algebras (An)n20 generate (M, e), and u U is a commuting square with Bn An respect to the Markov extension of the trace to (M, e). In Section 4.3 we prove a theorem of H. Wenzl on pairs N c M generated by a ladder of commuting squares satisfying a periodicity assumption. (See Section 4.3, Hypothesis (B), for the exact assumption.)


Chapter 4: Commuting squares and subfactors Theorem 4.1.3. Suppose N c M is a hyperfinite pair (with a finite faithful trace tr on

5 4.1. Introduction


M) generated by a ladder of commuting squares

sequence of projections in the tower construction. We already know another construction of an irreducible pair with index /3, namely {el,e2,- '1' 3 {e2,e3,, - } " (Theorem 3.4.3).



An argument due to C. Skau shows that {el,e2,.



9 ) '

n (UMk)" = N

(Theorem 4.4.3).

In Section 4.5 we present a construction which yields irreducible pairs of hyperfinite 111 factors, starting with a Coxeter graph vertex wl on r. In particular for

r = E6

of type A, D, or E and a choice of a distinguished and wl an end vertex on one of the long

of finite dimensional von Neumann algebras. Suppose that the inclusion data for the ladder is periodic, in the sense of Hypothesis B ofSection 4.3. Then N and M are factors and [M:N] < m. (i) Let e and (An)n20 be as above and let zn be the central support of e i n An.

arms of r , we obtain the index value 3 p,which is at present the smallest known value larger than 4 of the index of an irreducible pair. The construction goes a8 follows. Give r the bicoloration with wl white and with r white vertices altogether. Let Mo denote the abelian von Neumann algebra C' and M1 the finite dimensional von


For large n, zn = 1. Equivalently, An is isomorphic to the result of the

Neumann algebra containing Mo such that ' is the Bratteli diagram of the inclusion I

fundamental constrnction for Cn c Bn.


Mo C MI. Form the tower (Mj)j20, starting with the pair Mo c M1 and the Markov trace tr on M1, and let be the usual sequence of projections. Let M be the factor ( U M.)" and let N be the subfactor of M generated by P and the e.'s. Set j20 J J 2 /3 = [M1:MO] = llrll ; since ,/3 < 4, Skau's Lemma 4.4.3 applies and M n N' = Mo. Let p be the minimal projection of Mo corresponding to the vertex wl and set C = pN and B = pMp. Then C c B is a pair of factors with C'

For large n, [M:N] = [Bn:Cn] = lit(n))2/11~(n)112,where t(n) and g(n) are

the vectors of the trace on Cn and Bn respectively.
Section 4.4 contains a contruction of (necessarily irreducible) pairs of hyperfinite factors with index less than 4, as follows: Start with a connected pair Co c Bo of finite dimensional von Neumann algebras with index 0 result of the fundamental construction for Co c Bo, with respect to the Markov trace of

/3 < 4, and let B1 = (BO, eC ) be the


n B = p(N1nM)p = pMOp= Cp;




on BO. Define q E T by /3 = 2

+ q + q",

set g = qeC - (l-eCd, 0 B1


is C c B is irreducible. The index of this pair can be computed as follows: Let r also denote the matrix of the bicolored graph I and let ' , denote the unique normalized so that its first co-ordinate Perron-Frobenius row vector for rtI', (corresponding to the distinguished white vertex wl) is 1. Let A be the Coxeter graph of


C1 unitary element in B1, and set Cl = g~og-l. Then U

is a commuting square,


and set

with respect to.the Markov extension of the trace to B1. Let (Bn)n20 be the tower . . obtained by iterating the fundamental construction, with Bn+l = (Bn, en) Bn+l Cn+l = alg{Cn, en} for n >_ 1. Then U

is a ladder of commuting squares,

type A with the same Coxeter number as I', and with a bicoIoration having at least one white end vertex, which is labelled as the first white vertex. Denote also by A the matrix of the graph A, and let be the Perron-Frobenius row vector of A t A, normalized so that its first coordinate (corresponding to the chosen white end vertex) is 1. then [B:C] = The proof uses Wenzl' s index formula from Section 4.3. The second main topic of Chapter 4, presented in Sections 4.6 and 4.7, is the & of a pair of finite factors N c M of finite index. The derived and princi~al tower is the chain of relative commutanis (N' n Mk)k>O, where (Mk)k>O is the tower -



n ' Bn with respect to the Markov trace on U Bn. It turns out that the inclusion data is periodic U U and that B = ( Bn)" 3 C = ( Cn)' is a pair of factors with index

for the pair N

c M. It follows from 3.6.2 that dim (Nr n MI) 5 [ M : N ] ~ k 2 0. for

Let (ek)k>0 be the projections in the tower construction, let Yk denote N'


n Mk


and Ak the inclusion matrix for Yk c YkS1. The following summarizes the structure of

Let (Mk)k,O be the tower obtained from a pair N c M of finite von Neumann algebras with finite dimensional centers, with index /3 c 4 and let (ek)k>l -be the usual -


Chapter 4: Commuting squares and subfactors Theorem 4A.4. The inclwion Yk c Yk+l is connected. (i) (ii) YkekYk is an ideal in Yk+l,

5 4.1.

Introduction (b) If N c M is ofinfinite depth, then 'l is one of the following:


and if zk+l = z(ek) is the corresponding

central projection in YkS1 then the homomorphism
t mat& Ak-l. (iii) (iv) (v)


ke '

kk '

has inclusion

xzkf 1



(end uertez at distance n from *)

For all k, l(Ak(12< [M:NJ. For k > 2, if x E Yk+l and x(YkekYk) = 0, then x ( Y ~ - ~ ~ ~ ~ Y ~ - ~ ) = 0. For all k 2 1, the following are equivalent:
(a) YkekYk = YkS1. (b) E ( ~ - ~ ) A ~ - ~[M:N]-E(~-'), where !dk-l) = A~ ~
is the vector of the trace

(doubly infinite linear graph) ,-

on Yk-1.
t fc) Ak = Ak-1.

I I ~ ~ - =I [M:Nl' ~ I~

(end vertex at distance n fiorn


If the equivalent conditions of (v) hold for k, then they also hold for k+l.
Section 4.7 is devoted to computing the derived tower for a number of examples Crossed-products and fixed point algebras for outer actions of finite groups give example with depth 2. The pairs R c R (of Proposition 3.4.4) when P < 4 have principal graph

We call the ideal YkekYk "the old stuff", since it is determined by Yk-l c Yk; the complementary ideal is called "the new stuff1. Then (iv) says that "the new stuff coma only from the old new stuff", or ( x ~ ~ ) ( l - + ~ = 0. The princi~al& of the pair ) N c M is obtained as follows: on the Bratteli diagram of the derived tower, delete on each level the vertices corresponding to the old stuff, and the edges emanating from them; the result is a connected bipartite graph with a distinguished vertex *, the unique vertex on level 0. The Bratteli diagram of the derived tower can be reconstructed from the principal graph. The pair N c M is said to be of finite d e ~ t hif the principal graph is finite; the is the maximum distance from any vertex to * . This analysis, together with the work of Chapter 1,yields a new proof of the restriction on index values: Corollarv. (i) Suppose N c M is a pair of 111 factors with [M:N] < 4. Then (a) [MN] = 4 cos2 nth for some integer h 3. .' (b) The depth of N c M is no greater than h-2. (c) The principal graph of N c M is a Coxeter graph oftype A, D, or E, whose norm is [ M : N ~ / ~ . Suppose N c M is a pair of Ill factors with [M:N] = 4. (ii)


of type An; for 0 = 4 the principal graph is Am. In 4.7.c we give a general hethod whicf allows the computation of the derived tower in many examples coming from group actions In 4.7.d we use this method to obtain the derived towers for the index 4 subfactoc R~ c (R @ where the hypefinite 111 factor R is realized as the weak closur~


of the CAR algebra

Mat2(C) in the trace representation, and G is a closed subgroup o

SU(2) acting by the infinite tensor product of its action by conjugation on Mat2(C). 11 this way one obtains as principal graphs all the affine Coxeter graphs of type A, D, and E as well as the infinite graphs Am, and Dm listed above. Finally we compute thc derived tower for the pair RP c R when /3> 4 This is the most difficult result of tht . chapter, involving a representation of the sequence (ei)iL1 in the CAR algebra due tc Pimsner and Popa and a theorem of Popa on the tunnel construction (a mirror image oj the tower construction). Ultimately one identifies the pair R c R with the pail
N ~ (N @ C



where N is the completion of the CAR algebra with respect to s

' l (a) If N c M is of finite depth, then the principal graph - is a completed Cozeter graph of type A, D, or E, i.e., one of the graphs in Table 1:4.6.

certain Powers state. The principal graph is therefore Am,&

188 4.2. Commuting squares.

Chapter 4: Commuting squares and subfactors

3 4.2.

Commuting squares


Assume (i) holds and let bo E Bo. For all co E Co one has tr(Ec (b0)co) = tr(bocO) = tr(Ec (b0)co). 0 1 As Ecl(bO) E Co, this implies EC (bo) = EC (bo), and (v) follows. As (v) implies (iii), 0 1 conditions (i) to (v) are equivalent. The equivalence of (vi) and (vii) follows from the formula

We begin with a proposition, inspired by Lemma 2.1 of [Pop2], which gives a number of equivalent conditions for a commuting square. Proaosition 4.2.1. Consider a diagram

of finite von Neumann algebras and a finite faithful normal trace tr on B1. All conditional expectations being with respect to tr, the following are equivalent.
6) (ii) (iii) (iv) ECl(BO) C GO. ECIEBO = ECO. EC EB = EC EB . 1 0 0 0 EC EB = EBOECl and Bo ilC1 = C,. 1 0

for bo E Bo and cl E C1. The next step is to show that (ii) and (vii) are equivalent. Observe first that one has

for any x E B1. Thus (ii) can be reformulated as EB (x) -EC (x) I C1 for all x E B1. 0 0

Ec c1C--l-B1

The diagram




Suppose (ii) holds. Then, in particular, bo I C1 for bo E Bo with EC (bo) = 0. 0 Consequently, for all cl E C1 and co E Co, one has

( 4 (vii)

Ec0(boc1) = Eco(bO)EcO(~l) jar bo E B0 and c1 E C1. ECo(bocl) = 0


bOE Bo

with Ec (bo) = 0


c1 E C1

As tr is faithful on Co, this implies Eco(bocl) = 0 and (vii) holds. Suppose (vii) holds. For all x E B1 and for all cl E C1, one has

EC (el) = 0. 0

Moreover (i) to (uii) are equivalent with the analogous conditions obtained by interchanging Bo with C1.

Proof. Let p,q,r be three projections acting on some Hilbert space. The following are clearly equivalent:
(a) P9 = r (b) pq = rq and r d q (c) pq = qp = r. As we may view the conditional expectations as projections on L2(Bl,tr), this shows the equivalence of (ii), (iii) and (iv). Obviously (ii) implies (i). which is zero, since the conditional expectations are trace preserving. Consequently (ii) holds.

Chapter 4: Commuting squares and subfactors Finally, as (iv) is symmetric with respect to Bo and C1, we may exchange Bo and C1 in any of the conditions (i) to (vii).

3 4.2.

Commuting squares



C Bj


Proof. (i) For each j 2 0 and k L

1, the diagram


is a commuting

Cj It follows for example from (v) that in diagrams like

N c M square, by induction on k. It follows that the limit diagr& commuting square, and thus for any b E B one h~ j

is also a

the "rectangles" are commuting squares as soon as the "small squares" are commuting squares. A crucial point about commuting squares is their behavior with respect to fundamental construction defined in Section 3.6. Pro~osition 4.2.2. Consider a pair N c M of finite von Neumann algebras, a finite faithful nonnal trace tr on M, and the algebra (M,eN) obtained by the fundamental

j eNbeN = EN(b)eN = EC.(b)eN. J Since elements of N, and in particular EC (b), commute with eN, this shows (i). j 3, Claim (ii) is obvious. 3 (iii) One has EB (eN) = / - 1, because j+l tr(EBj+l(eN)~)= tr(eNx) = 1 tr(x)

Cjc B

for all x E Bj+l. Consider now yo,yh,y& E B.. Then J

construction. Assume that M [respectively N] is generated as a von Neumann algebra by a nested sequence (Bj)j20 [resp. (C.). ] o f von Neumann subalgebras in such a way that
J J20

one has for each j 2 0 a commuting square

Thus EB (A.) C B. for a dense *-subalgebra A. of A j+l J J J j* Let x E A.. By the density theorem of Kaplansky, there exists a sequence ( x ~ ) ~ , ~ , J with xk E A. and llxkll s llxll for all k 2 1, such that x = 1i m xk in the topology J k+ m defined by the norm It follows that EB (x) = 1i m EB (xk) c Bj. Thus k+m j+1 j+l (Aj) c B. and this proves (iii). #

11. 112.

andset A. = {Bj,eN)'. Then


E Bj+l

(1 (ii)

e ~ b e N ECj@)eN = eNEb:(b) for b c Bj, j 2 0 = J T h e algebras (Aj)j20 generate (M,eN) as a von Neumann algebra.

C1 B1 Corollarv 4.2.3. Consider a commuting square

with respect to a trace tr be the von Neumann

Suppose moreover that tr is a Markov trace of modulw /3 for the pair N c M, and denote the Markov edension of tr to (M,eN) by tr again. (See Definition 3.7.1.) Then

Co Bo
which is a Markov trace for the pair Bo c B1. Let B2 = (Bl,el)
C2 B2

algebra obtained via the findamental constkction for Bo c B1, and let C2 = {Cl,el)'.

is a commuting square with respect to tr



c A.J





is also a commuting square.


Chapter 4: Commuting squares and subfactors Proof. -This is the special case of 4.2.2 applied to

5.4.2. Commuting squares






C C2

. #

Proof. - (i) Let decomposition of

f be a minimal projection in (Co)q and let pf = x g i be a i=l pf into orthogonal minimal projections in (BO)p (so

Remark. Suppose moreover that Bo and B1 have finite dimensional centers. Then the fundamental construction iterates to give the tower (B ) with BjS1 = (Bj,ej) for j j>O all j. Define inductively CjS1 = {Cj,ej}' for j 2 1. Then we obtain a ladder of 'j+l commuting squares

n = [(Bo)pq : (C ) ]It2). Then (by 2.6.4) £el = u(fec ) is a rninimml projmtion in C$ 0 Pq 0 and f e l b felp
= fpel

(by 3.6.9) (because p E Bo) (because p

U C Bj


We are going to use this idea to construct


= pfel




examples of subfactors below, starting with a commuting square of finite dimensional algebras. The next two lemmas concern conditions which cause the inclusion matrices for the resulting ladder of finite dimensional algebras to be repeated with period 2. Thus (fel); is a sum of n orthogonal minimal projections in (B2):? Lemma 4.2.4. C1 B1 U U (ii) We are now supposing that tr is a Markov trace. The statement Cj+l = C.e.C. J J J

Consider a commuting square

of finite dimensional be the

is valid for j = 1 by hypothesis. Suppose it is valid for some j. Then Cj+lej+lCj+l


Co Bo von Neumann algebras, with respect to some trace tr on B1. Let B2 = (Bl,el)

an ideal in CjS2 containing pejej+lej = ej' where


is the modulus of the Markov

finite dimensional von Neumann algebra obtained via the findamental construction for Bo c B1 and let C2 = alg{Cl,el}.

trace. Then Cj+lej+lCj+l 3 C.e.C.J 3 1, so Cj+lej+lCj+l = 'j+2' JJ It follows that for all j, the tower C. J-1

c C. c Cj+l J

is isomorphic to

Suppose that C2 = ClelCl

(or equivalently, by 2.6.9, that xxiec0yi


is an isomorphism from the algebra (C1,eCo) obtained by the findame6tal c o ~ t r u c t i o n for

Co c C1 onto C2). Then (i) B2 Bo AC2 = ACo. More exactly, let q, p be minimal central projections in Co, B0

are alternately AC1 and (Cj), so the inclusion matrices ACj C. C C. C End J-1 J Cj-1 'j-1 C~ B. Finally the statement regarding hCJ follows from (i) and induction. # j C1 B1 Lemma 4.2.5. Consider a commuting square


of finite dimensional von
B = nC: = b t and

respectively. Let "q u(JC qJC ) and $ = JB pJB
1 1 1


be the corresponding minimal
0)pq] = [(B2);i
:,(C2)pq -1.

Co Bo
Neumann algebras, with respect to a trace tr on B1. Suppose A ':
B1 = AB1 = A

central projections in C2, B2 respectively. Then [(Bo)pq : (C


Suppose in addition that tr is a Markov trace with respect to Bo c B1. Let (B.). be the tower obtained by iterating the hndamental construction for
BjS1 = (Bj,ej), and let Cj+l = alg{C.,e.} for all j 2 1. Then J J B For all j 1 1, C.e.C. = Ci+l and ABj+l = A j-I. (ii) JJ J Cj+l Cj-1 BOc B1,

J J'_O

for some



B2 = (Bl,el)

be the algebra obtained via the

findamental construction for Bo c B1 and let C2 = alg{Cl,el). Then
C B2 (i) C2 = ClelCl, hC: = A, and ACn =

The inclusion matrices

for Cr1

C2 C1 c C. are alternately AC1 and AC 1 = (AC0)t . J Co


Chapter 4: Commuting squares and subfactors

4.2. Commuting squares

Suppose in addition ffiat tr is a Markov trace with respect to Bo c B1. Let (Bj)j20 be the tower obtained by iterating ffiehndamental construction, with BjS1 = (Bj,ej), and
set CjS1 = alg{C.,e.) for all j 2 1. Then J J Remark. A similar result holds for reduction by projections in Cg. (ii) The chain Cj-l c C. c Cj+l is isomorphic to C.

and the claim follows.


c C. c EndC. (Cj) for all j. J-1 J

The inclwion matrices ACj+' CJ i

are alternately At and A (j 2 0), and the inclusion

Next we give some examples of commuting squares involving relative commutants, fixed-point algebras of groups, and crossed-products. Pro~osition 4.2.7. Let N c M be a pair of von Neumann algebras, let tr be a jnite faithfil normal trace on M, and let S be a self-adjoint subset of N. Then

a n alternately At and A (j 2 0).

Proof. - (i)

We have C2 =

for some matrix ill, by

B C B B 02. Therefore A% = A ~ A ; = ntA 02nl. On the other hand A = A ~ A ; : 2 1 1 1 = AtA. This is only possible if K = (0), because otherwise i12ill # 0. The remainder of


is a commuting square.

(i) and (ii) now follows from the previous lemma.


Proof. - We may suppose that

S is a von Neumann subalgebra of N. Choose x E M.

The next result is that commuting squares are preserved under reduction by certain projections.

Denote by C the 11. l12-closure of the convex hull of {mu* : u is unitary and u E S) in L2(M,tr), and denote by y the projection of the origin onto C. Then y E M because the ball of radius JJxJ) in M is a )I.)12-closed subset of L2(M,tr). Moreover, by the uniqueness of the projection onto a closed convex set, uyu* = y for any unitary u E S. It follows that y is also in S' . For any z E S' n M and for any unitary u F. S, one has tr(uxu*z) = tr(xu*zu) = tr(xz), so that ES, n M ( ~ ~ * )ES, n M ( ~ ) . Cdnsequently =

Prouosit ion 4.2.6.

Consider a commuting square U



with respect to a

trace tr on B1 and a projection p E Bo n Ci, not zero. Then
pC1 c P B ~ P
U pC0 C P B ~ P


Es, nM(C) = ES, n M ( ~ ) ,and y = ES, nM(y) = ES, n M ( ~ ) .In particular, if x E N, then
C c N and E S t n M ( x ) = y ~ SnN. 1


is a commuting square with respect to tr
Proof. - Let

EpBOp(y)= pEB0(y)p b m s e one haa

y E pBlp.


Pro~osition 4.2.8. Let M be a von Neumann algebra given with a jinite faithhl normal trace tr. Let G = H r K be a semi-direct product group which acts on M and preserves tr. Assume that K is a compact group and that the restricted action of K on M is continuow. Denote by MG the algebra of vectors in M jzed by G, and similarly for M~ and MK. Then M ~ C M

tr(pEB (y)pu) = tr(pypu) = tr(yu) for all u E pBop. Consider z E pC1, say z = pc, 0 with c E C1. Then


Chapter 4: Commuting squares and subfactors

5 4.2.

Commuting squares

197 EB (x) E Co for any x E C1. This is obvious when x E Co.


Proof. - Let us show that

Proof. For each x E M, one has

By Proposition 2.8.1, one may then assume without loss of generality that x = yenz with y,z E Co. As EB (en) = B1 (see the proof of 4.2.2.iii), one has EB (yenz) = y r1z E Co. 0 0 k(x) E M~ for any
k E K,

Suppose moreover that x E M ~ . Then E K(~) n M~ = MG. #



so that

We leave it to the reader to formulate the details of a proposition involving the diagram

Examnle 4.2.10. Let N c M be a connected pair of finite von Neumann algebras with fidite dimensional centers, of finite index (Definition 3.5.3). Let tr be the normalized Markov trace on N c M (Corollary 3.7.44, and let P = [M:N] be its modulus (Definition 3.7.5). Then tr has an extension to (M,eN) which is again a Markov trace of modulus

p on M C (M,eN) (Corollary 3.7.4.ii), and that we denote by tr again.
Suppose moreover that /3 ?. 4, write P = 2 g = qeN -

+ q + q-l,


where n indicates now a crossed product. We next describe three examples which are interesting in light of the connections between the theory of subfactors and that of the braid groups. Examnle 4.2.9. Let el,. -,en be a sequence of projections acting on some Hilbert space such that

\ and observe that g is a unitary which commutes with N. Then

&%-' c (M,eN)





P eiejei = e.1
e.e. = e.e.
1 3 J 1

if li-jl = 1 if li-jl 2 2

is a commuting square. Proof. - Let x E g ~ g - l . If y = g-lxg
E M,

one has

for some real number 0 1 (see the last remark of Appendix IIc). Let tr be a normalized faithful trace on the algebra generated by the identity and the e.'s, and assume that the J Markov relation Since EM(eN) = we have

EM(x) = P EM(eNyeN) + (1 - (q+l)B1 holds (see Section 3.4). Then the diagram Remarks.
(1) Up to scalars, g and 6 ' = P EM(EN(y)eN)= EN(y).

- (q-l+l)B1}~

are the only unitaries in alg{l,eN} for which the

is a commuting square.

above construction works. Observe that g is precisely the element involved in the braid roup representation of [Jo~]. (2) This example is the basis for the examples of Section 4.4 below.


Chapter 4: Commuting square and subfactors Example 4.2.11. Let N c M be a pair of factors, of finite index /I, and let tr denote

4.3. Wenzl's index formula

of finite dimensional von Neumann algebras.

the normalized trace on M. Assume that there exists a projection eo E M such that
4.3 Wenzl' s index formula.

eo and N generate M tr(eoy) = /I tr(y) for all y E N. In this section we prove a formula due to H. Wenzl [Wen 21 for the index of a pair of factors generated by a ladder of commuting sqyarw. The set up is as follows: We are given a chain (B.). of finite dimensional von Neumann algebras and a faithful tracial J 320 state tr on Bw = U B Since the GNS representation s of tr (on 1,) is faithful, we j j' regard Bw as a subalgebra of B = n(UB.)', a finite hyperfinite von Neumann algebra. j J We suppose we have a chain (Cj)j20 of finite dimensional von Neumann algebras such that 1 E C. c B. and: J J

Let (Mj)j20 be the tower and let (ej)j21 be as usual. (See Section 3.4; of course
M1 = M.) Let Mw denote the von Neumann algebra generated by U M.. Then jio {I,eo,el,.

. .I'



is a commuting square.



Proof. We want to check that tr(xy) = tr(x)tr(y) for all x E {I,eo,el,.


and for Hypothesis (A). For each j,



is a commuting square. j

all y e N. Because of the density theorem of Kaplansky (see the proof of Proposition 4.2.2.iii), we may check this for all x E alg{P,eo,. .,en) and for all n > 0. If n = 0, this

Cj c B


follows from the hypothesis on eo. To end the proof, we may assume that n 2 1 and that the claim holds up to n - 1. For aOb, E alg{l,eo,. ,en-l) and x =zaaenba,


Then C = (UCj)" is a von Neumann subalgebra of B. In the periodic case which we j consider below, tr is the unique tracial state on UC. and U B so that C and B are j~ jj' factors. , If E : B -+ C and E. : B. - C. denote the conditional expectations with respect to J J J C c B Ej; that is U u is a commuting square for each j. Let A = (B,e) C. c B. J J be the result of the fundamental construction for C c B with respect to tr, and let Aj = {Bj,e)' for each j. Then A. is an E.-extension of B in the terminology of J J j' Section 2.6. Hence if (B.,f.) is the result of the fundamental construction for C. c B J J 3 j' then the formula o.(xa.f.b.) = x 5 e b i (ai,bi E B.) defines an isomorphism from J 1J 1 J i i (Bj,fj) onto the two sided itieal B.eB. generated by e in A., by 2.6.9. J J 3 Lemma 4.3.1.


which is by induction

This shows that the claim holds up to n.


Remark. It would be interesting to have a systematic classification of commuting squares

c1 c



(i) j

The central support z. of e in A. is a.(P); this is also the central support of




the ideal B eB



j' !im z. = 1 in the strong operator topology.



Chapter 4: Commuting squares and subfactors Proof. - (i) This is straightforward, since the central support of fj in (Bj,fj) is 1, by

5 4.3.

Wenzl's index formula


Proof. (i) That B and C are factors follows from the uniqueness of the trace on
) is a finite factor. In any case A is


= [AeXd = 1,. That is, z. increases to P. J


Next we introduce a very strong periodicity assumption on the inclusion data for the Cj+~CBj+l u . ladder of inclusions U Cj c B j Hypothesis (B). We assume there is a jo 2 0 and a p 2 1 and a suitable ordering of the factors in the B.'s and C.'s such that for all j 2 jo: J J The inclusion matrix for B. c Bj+l is the same as that for B (i) Similarly for C. J primitive. (iii) The iiiclusion matrix A. for C. c B. is the same as that for Cj+p C Bj+p. J J J

semi-finite, so has a faithful normal semi-finite trace Tr; we have to show that Tr(1) < m. Now eAe = Ce is isomorphic to C, which is a finite factor, so e is a finite projection and Tr(e) < W. Fix some j 2 jo and let q be a minimal central projection in C and i j' ng minimal central projections in (B f ) j' j

Tr(eCi) -=Tr(ti

Tr(eqi) Tr(Ci

(using 3.6.9)

c Cj+l and Cj+p


tions in <.A. (by 2.6.4) while Ci is the 1 J Let d. = min{v~)/((A! J i J J

Tr(e) = Tr(ez.) = x ~ r ( e < 2 d x ~ r ( ? & ) d.Tr(z.). J ~) = j J J i i Since ;(j+'~)/$ converges to a Permn-Frobenius vector for Pi, it follows that

eigenvector for @ and similarly for the vectors ~ ( j ) . j' Lemma 4.3.2. Assuming hypotheses (A) and (B), B and C are factors and [B:C] < CO. (i) (ii) A . < B : ( 1 for all j, the inequality holding componentJ J-

at Tr(e) > d Tr(P), and Tr is finite. Since p = [B:C] < mi the normalized trace tr on A has the Markov property: tr(ex) = ~ l t r ( x )for x E B. It follows from this and 2.6.4(c) that the weight vector of tr on B.eB. = z.A. is t(j). J J J J (ii) It follows from 2.4.l(b) and 2.6.9 that the inclusion matrix of B. c A. is of the J J


by-component. If zk is the central support of e in Ak and $. denotes the spectral radius of (iii)


Q., then for j 1 jo, J tr(n-zj+tp)
= ( 4) [B:Cl-lt(j)AtA t -


for some

j' A J being the inclusion matrix of B. c z.A By the remark ! J J j.

$-LT',(~+~P)), j S' j

above, the weight vector of tr on A. has the form (/T1 f(j),?(jl), so that J


Chapter 4: Commuting aquares and subfactors

§ 4.4. Examples of irreducible pairs


4.4. Examplea of irreducible pairs of factors of index less than 4, and a lemma of C. Skau. We have sbown in Chapter 2 that there are connected pairs N c M of finite dimensional von Neumann algebras of index 4 cos2(r/q) for any integer q > 3. One of the main results of [Jol] shows that there are pairs of factors with the same indices. In the present section, we give a construction for such pairs which has been sketched in [Jo~]. These pairs are necessarily irreducible by 3.6.2(c). (Recall that N c M is irreducible if the only elements of M which commute with N are the scalar multiples of the identity.) We also present a theorem of C. Skau regarding irreducibility of certain subfactors. Consider a connected pair N c M of finite dimensional von Neumann algebras with inclusion matrix A, set p = [M:N] = IlAll 2, and assume that 2 s ,O < 4. Let tr denote both the normalized Markov trace of modulus fl on this pair (see Theorem 2.7.3) and its ~arkov extension to (M,eN) Set g = qeN - (l-eN), with p = 2 q q-l, and

(iii) First tr(zj) = (fllt(j), AjA.?(j)), since the trace and dimension vectors on z A j j are ripectively F1t(j) and A>$J, Hence


and use that t(j) = t(j+'p)~e = t(j+'~) and that? Now apply this formula to z j+t~ J J Aj+tp = to get



+ +



= (t(j+tp)

- g l t ( j + t p ) AJ+tpAj+tp';(j+tp)) !
+-t ;(j+e~)) j j , j

consider the commuting square




Theorem 4.3.3. Assuming hypotheses (A) and (B), [B:C] = llt(j)112/11f(j)112 = l for all j 2 j,. Proof. - Fix j 2 jO and consider the formula ( for t r ( l ~ ~ + ~Since . ~)


converges to a strictly positive vector while J t(j) - F1t(j)A!A. is a non-negative vector, we must have t(j) - F1t(j)A!A - 0. J J J jTherefore z - 1 by, and furthermore t(j) is a Perron-Frobenius eigenvector for jt t A.A. with eigenvalue /3, whence llA.112 = p. Finally A. is the inclusion matrix for J J J J Bj c Aj and /T:t(j) is the trace vector of A . consequently ~ ( j = F 1 t ( j ) k is a ) j' J Perron-Frobenius eigenvector for A .A! and J J


l i m tr(lzj+tp) = 0 and since

@ s(~+'P)

of Example 4.2.10. Define inductively for each j 2 1: The conditional expectation B. -4 Bj-l, denoted by e. when viewed as an (i) J J operator on L2(B.,tr). J The algebra Bj+l = (Bj,ej), together with the Markov extension of tr from (ii) B. to BjS1, again denoted by tr. J The subalgebra Cj+l = alg{C.,e.) generated in Bj+l by C. and e (iii) J J J j' These data satisfy Hypothesis (A) of section 4.3 because of Corollary 4.2.3. Before checking that these data also satisfy the periodicity Hypothesis (B), we need a preliminary proposition of independent interest. Pro~osition 4.4.1. There ezists an endomorphism @ of B with @(B.) = Cj+l for J j > 0, and consequently with @(B)= C. Set eo = eN and go = g. For j 2 1, set gj = (q+l)ej

- 1,

so that gjgj+lgj = gjSlgjgjS1 for j 2 0. Then

Remarks. (1) If it is known a pn'ori that B and C are factors with [B:C] < W, Wenzl can obtain the index formula assuming only periodicity of the inclusion data for (C.). J JLO' (2) We used periodicity of the inclusion data for (Bjj10 only to obtain that B is a factor.

6 g

for all x E Bm=

B J>O j.


Chapter 4: Commuting squares and subfactors

5 4.4.

Examples of irreducible pairs Moreover


J commutes with ek, and thus also with gk, for k 1 j+l.

Proof. - Let

j 2 0 and let x


B.. The formula for @(x) makes sense, because x E B

is pointwise strongly continuous.

j Observe for example that

Thus C is 4 connected to B by a continuous family of subfactors. It would be interesting to compute . the index [B : Qw(B)] as a function of w We do it below for w = q only. Now we may check that the Hypothesis (B) of section 3 holds for the data of the present section, with jo = 0 and a period p = 2. First, the inclusion matrices of B. c Bj+l are alternately h t and A by Proposition J 2.4.l.b, and those of C. c Cj+l are A and nt by the Proposition above. J Second, as N c M is a connected pair, the inclusion matrices for B. c BjS2 and J C. C Cj+2 are primitive for j 2 0 by Lemma 1.3.2. J = Ad(gogl..~gj-l) for j 2 1, the pair C. c B. is the image of J J

= id and @ = @.

gj-l E B. so that one has, by using the braid relations: J

On .U B., the map @ is clearly a *-endomorphism which preserves the trace and also510 the norm. Consequently this map extends to a (a-weakly continuous) *-endomorphism of B, denoted by @ again. As u C. is strongly dense in C, the only thing left to be j20 J proved is that @(B.) = Cj+l for j 2 0. J For j = 0, this holds by definition of C1. For j 2 1 one has

J-1 J alternatively A and h t (for j 2 0). Thus the Hypothesis (B) holds. \

B, C B. by an inner automorphism of B


so the inclusion matrices for C. c B. are

Theorem 4.4.2. With the notation above, if type 111 is irreducible, and its index satisfies and consequently, using the formula for @(gk),


4 then the pair C c B of factors of

J = a16{Cl,gl,..

-q) alg{Cl,el,. . .,ej) = c ~ + ~ =

as wanted.

j 1 0, set

Proof. - The index value follows from Wenzl's Theorem 4.3.3, and the irreducibility follows from 3.6.2(c).


gj(w) =

& & For any complex number w of absolute value 1 and for % - (1 - e.), and for x E U B., define

Remark. The construction of the pair of factors C c B with [B:C] = P still makes sense if p = 4, but the pair need not be irreducible. For example take M = N @ Matr Then g 0 ~ s i 1 (M , eo) C





The same argument as above shows that this defines an endomorphism map


of B, and the is isomorphic to N c



Chapter 4: Commuting squares and subfactors
w m

8 4.5.

More examples of irreducible pairs

207 As the pair of Lemma 3.4.5,

Furthermore C'

C c B is isomorphic to N @ P @ (@Mat2) c N @ Mat


e Mat2), so

4.2.7. is a commuting square by Proposition {ek+l,ekf 2,- '1' C {ek,ek+l,. '1' is isomorphic to the pair R



n B r Mat2.


we may write the commuting square above as

Let now N c M be a pair of finite direct sums of finite factors, as in Chapter 3. Assume that N is of finite index in M and let tr be a Markov trace of modulus P on this pair. We consider as usual the tower M0=NcM1=Mc

... c M ~ c M ~ + ~ c .-.

Let E denote the conditional expectation from R onto R' is the conditional expectation from Mw onto

P n R, and recall that Fk+l
ekeR, one has

the projections (ek)k21 with el = eN and the Markov extension of the trace on the finite von Neumann algebra Mooobtained by GNS-completion of U M j20 j' Theorem 4.4.3. (Skau's lemma). If /3 s 4 then {el,e2,. # ) ' n Mw = N. Proof. - Set {ek,ek+l,,

RbnMm. As

Now, if p < 4, the relative commutant R' .6.2(~) when

P< 4

P n R is trivial and E is just the trace. (by and by [Jol], 55.3 when P = 4.) Thus Fk+l(ek) € C, and the proof

= {el,e2,. .)'

n M,.

As N C fl is obvious, we have to show the

opposite inclusion. For each k 2 I, let Fk be the conditional expectation of Mw onto


Remark. The condition P s 4 is necessary for Skau's lemma. For any pair N c M of 111-factors with [M:N] > 4, we claim that


Observe that

FkFe = Fhn(k,e).

We have to show that

F1(Mw) C N. It is enough to show that F2(MJ that FIF2(M,) c N. Suppose we know that Fk+1(ek) E C for each k 2 1. One has then for a,b E Me F2(eeb) = F2Fe+l(web) = F2(aFt+l(ee)b)
= Fetl(ee)F2(ab) E F2(Mt)-

c M, because this and Proposition 3.6.15 show t2
1 and for

k i

We will see in Section 4.7.f that there is a projection eo and a subfactor P of N such that M = (N,eo) and M is obtained by the fundamental construction for P by 4.7.5,

c N. Then


contains a non-scalar element x. Then x E {el,e2,

..) rI hR

but x

N by Example

This implies F2(Me+l) c F2(ML), and this implies in turn by induction that F2(Mw)C F2(M1) = M, so that the proposition is proved. We still have to prove that FkSl(ek) E E. The diagram


4.5. More examples of irreducible pairs of factom, and the index value 3+3'12. Consider a Coxeter graph 'I of finite type in one of the classes A,D,E, with a bicoloration involving m black vertices and n white vertices, and with a distinguished white vertex wl. We shall associate to these data an irreducible subfactor C of the hyperfinite factor

B,of type 111 and we shall compute the index [B:C].


Chapter 4: Commuting squares and subfactors In particular, if l? = E6 with the vertex wl chosen as

5 4.5.

More examples of irreducible pairs

vector of A ~ A ,normalized so that its first coordinate (corresponding to the chosen white end vertex) is 1. Theorem 4.5.1. Proof. - Define Since [B:C] =


No = N1 = C and Nj+l = {P,el,. .-,e.)' for j 2 1, so that N = J j J


we shall find [B:C] = 3 3ll2. At the time of writing, this is the smallest known value larger than 4 of the index of an irreducible subfactor. Let Mo denote the abelian von Neumann algebra Cn. Let M1 be a f i z e dimensional von Neumann algebra containing. Mo such that



is the Bratteli diagram of is evidently a commuting square, so is

the inclusion Mo c MI.' As I? is connected, there is a unique normalized Markov trace tr on the pair MO c M1. Form the tower (Mj)j10 and let (ej)jl be the usual sequence of

projections. Let M be the factor of type 111 obtained by completion of

U M. with j,o J respect to its unique positive normalized trace and let N be the subfactor of M generated by P and the e.'s. J Let h be the Coxeter number of r and set

for all j, by 4.2.3, and induction. For each j, let C. = pN. and B. = pM..p. Then since J J J J p E Mo C N! for all j, Proposition 4.2.4 implies that J

Since /3 < 4, Skau's Lemma 4.4.3 applies and M n N' = Mo. Let p be the minimal projection of Mo corresponding to the vertex wl and set

(Observe that pN = pNp because p commutes with e. for each j 2 1.) Then C C B is J a pair of factors with C' n B = p(NfnM)p = pM0p = Cp; that is C has trivial commutant in B. Our goal is to compute [B:C]. Number the vertices of r so that the distinguished white vertex is wl. Departing somewhat from previous practice let I? also denote the matrix of the bicolored graph I?, which has m rows and n columns. Let denote the unique Perron-Frobenius row vector for rtr, normalized so that its first coordinate (corresponding to the distinguished white vertex) is 1. Thus [ > 0, rtI' = Be, and t1 = 1.

E is a commuting square for all j. Evidently B = U. and C = m. We will show that j j J the inclusion data for these commuting squares are periodic with period 2 for large j. First we need to describe the Bratteli diagram for the chain (Bj)jlO. The Bratteli diagram for (M ) has n vertices each of dimension 1 in the 0t h floor, and alternate j 20 stories given by and rt. To obtain the diagram for (Bj)j20, take instead the
dimension vector $(O) =


floor (that is introduce n-1 phantom vertices of and

Let A be the Coxeter graph of type Ah-l,

with a bicoloration having at feast one

white end vertex; choose one white end vertex and label it as the first white vertex. Denote also by A the matrix of the graph A, and let be the Perron-Frobenius row

dimension 0 on the Oth floor), and again form alternate stories by the dimension vectors on each floor by $(2j) = (rtr)j,dO) and

rt. Compute = r(rtr)j$O).



Chapter 4: Commuting squares and subfactors

5 4.5. More examples of irreducible pairs
the chain


Finally erase all vertices of dimension 0 and all edges emanating from such a vertex. If
is the maximum distance from wl to any vertex of I, then for j 2 to-1 '


(B ) j heo

is in fact (isomorphic to) a tower obtained by iterating the

I if j is even '

fundamental construction. The Bratteli diagram for (C.). is the same as that for (Nj)j20, and is obtained J ~20 from' A, the Coxeter graph of type Ah-l, in exactly the same way as that of (Bj)j20 is

' obtained from I; see section 2.9. In particular if j
For example if I' is E6 with the distinguished white vertex at the end then the diagrams are:

> h-2


It now follows from Lemma 4.2.4 that for j 2 jo = max{to,h-2) the "horizontal" B. B inchion matrices are also periodic, A J-l = A j+'. Therefore by Wenzl's Cj-1 Cj+l Theorem 4.3.3, [B:C] = ilt(j)l12/llf(j)l12. for j > jo, where t(j) and are respectively

the w&ht vectors of Tr on C. and B Now for 2j 2 jO, d 2 j ) [resp. ~ ( ~ j is]a ) J j' t I'] and so is proportiopal to Perron-Frobenius eigenvector for A ~ A[resp. I ' [rap. 8. It remains only to establish the correct normalization of ~ ( ~ and t ( 2 ~ ) .We have j )


If tr is the normalized trace on M, note that Tr(+)= tr(.)/tr(p) is the unique, normalized trace on yBj, and if E. : Mj + MjVl is the tr-preserving conditional J is Tr-preserving. Finally expectation, then E.(B.) = Bj-l (since p E Mo) and E. J J J Bj for
J J J J terminology of Section 2.6. We have

so the first component of k(2j) is ~j thus [B:C] = ))t(2j)1)2/))g(2j)))2 =

)lfi)12/))t)12. #

and $(2j) = ~ j t ,Similarly t(2j) = pljfi, .and


Pro~osition 4.5.2. The possible values of the indez in Theorem 4.5.1 are as follows:

a E Bj, e.pae.p = E.(a)e.p, so {B.,e.p}" is an E.-extension of B


in the

' For I of type At ( l 2 2):
For I of type Dl ( l ? 4): ' For I of type E6: ' For I oftype E7: '

2 sin2[klrj(2e-2)]/sin2[rr/(2e-2)],

k = 1,2,



k = 1,2,. ,,l-2,


seven values, the smallest being approzimately 7,759. eight values, the smallest being approximately 19,48.

and the inclusion matrix for B. c {B.,e.p}" is of the form J J J B. i is some katrix, by 2.6.9. But if j 2 to, then l = I , consequently ?and

For I of type E8: '

Proof. The calculation, based on the data of 1.4.5, 1.4.8, and 1.4.9, is straightforward, and is left to the reader.


Chapter 4: Commuting squares and subfactors

5 4.6.

The derived tower


Remark: The only one of the values between 4 and 5 is 3 between 5 and 10 are: [sin2 3r/lj/[sin2 r/lj for l 7, 8cos2 r / l for e > 6, 3+fig55,36 (D6)'

+ 8 g 4,732.

The values

Definition 4.6.1. The derived tower aM/dN is the chain of algebras C=N' n N c N ' flMcN' nM2c Lemma 4.6.2. 3'n Mk is Pnite dimensional for all k. (i) (ii) (iii)


. * ..


+ 243 2 9,464 310

(E6), (A3), (E7).

[sin2 4=/10]/[sin2 r/lO] g 9,472 ca. 7,759

If N and M are factors dim(N1nMk) i [M:N]



Wt respect to tr, ih


4.6. The derived towcr and the Coxctcr invariant.

9. ii3 L

The results of this section, with the exception of 4.6.3(vi), were all known to V. Jones before the inception of A. Ocncanu's work on subfactors. Nonetheless, our exposition has been strongly influenced by conversations with Ocneanu, to whom we would like to record our gratitude. The proof given in [Jo 11 for the restrictions on the possible values of the index of a pair N C M of 111-factors proceeded by constructing the tower associated to N C M and then examining the algebra generated by the projections ei in the construction, as in Chapters 2 and 3. It was of great importance that {ellea,. .,en}' is finite dimensional

is a commuting square for all k.
Proof. - (i) It follows by induction on k, using condition 3.5.4(iv) that

N is of finite

index in Mk for all k; hence by 3.6.2(a) N'


is finite dimensional. k (ii) If N and M are factors, then [Mk:N] = [M:N] , so the inequality follows from

n Mk

for each n

> 1.

Here we will describe another chain (Yk)k>O of finite dimensional but is in

3.6.2(b). (iii) Follows from 4.2.7.


algebras associated to a pair N c M, such that Yk contains {el,e2,+. .,ek-l}',

general strictly larger. It turns out that the chain (Yk)k,O is determined by a certain (possibly infinite) graph, called the princi~al& of the pair N c M, which is a conjugacy invariant of the pair. In case [M:N] < 4, the principal graph is a Coxeter graph of type A, D, or E whose norm is the square root of index; this provides another proof of the restrictions on the index values, as well as a conjugacy invariant fiaer than index itself; these results were announced in [Jo~]. Consider a connected inclusion N c M of finite von Neumann algebras with finite dimensional centers, with N of finite index in M. Let

We assume henceforth that N, and M are factors and we denote N' 0 Mk by Yk, by E ~ and the inclusion matrix for yk c Y ~ by A ~ Since ekxek = Ek(x)ek , + ~ . E~k-l -extension of Yk, in (x)ek for X E Yk (by 4.6.2(iii)), {Yk,ek)" is an E =E Yk-l yk-l the terminology of Section 2.6. Let Xk+l = (Yk,ey ) be the algebra obthined by the k-1 fundamental construction for Yk-l c Yk, with respect to tr, for k 2 1. Give Xk+l the not necessarily normalized trace Tr defincd by the weight vector ~ l ; ( ~ - l ) , where B(") is the weight vector of tr on Yk-l, and the minimal central projections of Yk-l correspond to those of Xk+l as in 2.4.1. By 2.6.9, ukSl(xey x ' ) = xekxl defines an k-1 {Yk,ek)' c YkS1 with image

be the tower obtained by iterating the fundamental construction, as in Chapter 3, with Mk+l = (Mk,ek) for all k. Write P = [M:N], and let tr be the unique trace on UMk k with the PMarkov property with respect to each inclusion Mk-l C Mk.

injective algebra homomorphism from



YkekYk; it is evident that uk+l is a *-homomorphism. We will refer to U ~ + ~ ( X ~ + ~ ) as "the old stuff" in Yk+l, because it is determined by Yk-l t Yk. It turns out that the old stuff is an ideal, whose complementary ideal we call "the new stuff".


Chapter 4: Commuting squares and subfactors Theorem 4.6.3. For k 1 and a E Xk+l, tr(%+l(a)) = Tr(a). (i) (ii) (iii) (iv) (v) (vi)

5 4.6.

The derived tower


(v) If


denotes the dimension vector of Yj, then for fued i and for ? > 0, i

For k 2 1, U ~ + ~ ( X = Yk%Yk is an ideal in Yk+l. ~+~)

) is the central support o f k+l For all k, the inclusion Yk c Yk+l is connected.
For k 2 1, uk+l(lX For all k,

% in


l l ~ ~ r1#[M:N]. 1~
dim Yi+2p = ll$(i+2p)l12 2

("The new stuff comes only from the old new stufi") For k 2 2, i f x IE Yk+l


and X U ~ + ~ ( X= 0, ~ ) xuk(Xk) = 0. ~ + then

For all k 2 1, the following are equivalent:
(a) flk+l(xk+l) = Yk+1. (b) Tr is normalized on Xk+l. (c) (dl Ak =

2 Suppose that for some i, [M:N] r llAill , and choose c > 0 such that (~A~ll'(l-c)> [M:N]. Let


be a Perron-Frobenius vector for h;hi (which exists due to (iv)), normalized so

that $(i) > 3 (component-by-component inequality). Then for p dim Yi+2p


is an eigenvector o f A ~ - ~ A with eigenvalue b. ~ - ~


ll(~:~~)~:11~ =


I I ~ ~ - ~=I iMZN]. I~

whence (dim Y )l/i+2p 2 [f$]1ii+2p.

If the equivalent conditions of ( 6 ) hold for k, then they also hold for k+l.
(i) We have to show that Tr(eyk-lx) = tr(ekx) for x IE Yk Since

Since the right side converges to 1 as p increases, it follows that for some k,


= Tr(ey

k-1 Ek(x)) and tr(ekx) = tr(ekEk(x)), it is enough to prove the and since both x I+ Tr(ey x) and x I-+ tr(ekx) are traces on But if x is a minimal

equality for x E Yk-l,

(dim yk)lIk 2 (1-r)llhi(12 > [M:N] which contradicts 4.6.2(ii). (vi) Because of (ii) we can suppose x is a central projection in YkS1; then xek = 0 impliea xek-l = ek-lxekek-l
= 0, so that also xaek-lb = 0 for all a,b E Yk.

k-1 Yk-l, it suffices to prove it for x a minimal projection in Yk-l. projection in some direct summand of Yk-l,

then by 2.6.4(c), e x is a minimal Yk-l projection in the corresponding direct summand of Xk+l, whose trace Tr(ey x) is by k-1 definition /T1tr(x) = tf(ekx). (ii) We must show that if a,b E Yk and x IE Yk+l, then xae b E U ~ + ~ ( X ~ As~ ) . + k in the proof of 3.6.3, xaek = &+l(xq)ek, and by the N-N bilinearity of Ek+l, EkSl(xwk) E Yke SO =ekb
E YkekYk.

(vii) Conditions (a) and (d) are equivalent since the inclusion matrix for Yk C XkS1 is A&, and (a) is equivalent to (b) by (i). If (d) (and thus (b)) hold, then the vector of

tr on Y ~ is / ~ l ; ( ~ - l )and +

(iii) This follows from (ii) and the fact that e has central support 1 in Xk+l. yk-l (iv) An equivalent statement is that Ak is indecomposable for all k. This is evident for k = 1 since Yo = C. By (ii) and 2.6.9, the matrix Ak+l has the form

~ ) Thus (d) implies (c). I£ (c) holds, then l l ~ ~ > -fix and~since tbe opposite inequality is


true by (v), we have that (c) implies (el. If (e) holds, but not (d), than hk is a nonnegative matrix of the form contradicting (v).

? ,


has no row of zeroes; hence if Ak is indecomposable, so is Ak+l.




# 0, so

, l ~ ~ >1 11 1 ~~ ~ - ~= [M:N], 11~

Chapter 4: Commuting squares and subfactors (viii) This follows from (d) and (e) of (vii) together with IlAll = 1 1 ~ ~ 1 1 .

$4.6. The derived tower



Theorem 4.6.3 gives an interesting qualitative picture.of the Bratteli diagram for the derived tower aM/BN. One is led to the following concepts which have been emphasized by Ocneanu: Definition 4.6.4. A pair N c M is said to have finite d e d if there is a k for which the conditions of 4.6.3(viii) hold. In this case the smallest such k is called the & & of p N c M. Definition 4.6.5. The princi~al & of N c M is the bipartite multigraph constructed as follows: On the Bratteli diagram of the derived tower dM/ON delete on each floor the vertices belonging to the old stuff, and the edges emanating from these vertices. Since the new stuff is connected only to the old new stuff, the resulting graph r is connected. The principal graph r has a distinguished vertex *, the unique vertex on floor 0, and the distance of any vertex from * is the number of its floor. The pair N c M ? has finite depth if, and only if, I is finite, in which case the depth of N c M is the maximum distance of any vertex from *. The Bratteli diagram of aM/aN can be reconstructed from r (given together with the distinguished vertex *). For purposes of illustration, let us give an example of what might be the Bratteli diagram of aM/aN and the principal graph for a pair N c M of finite depth. (We are not claiming that this example actually occurs; this is a much more delicate question!)

The pair N c M would have depth 4 according to our conventions. The Bratteli diagram of aM/aN for a finite depth pair N c M will always exhibit a growth in complexity up to a certain level, after which the remaining structure is obtained by reflecting. Note that if N c M has depth k, then the Bratteli diagram for YkWl C Yk is isomorphic to the principal graph. We can now record the following consequence of Theorem 4.6.3 and the work of , Chapter 1. Corollarv 4.6.6. Suppose N c M is a pair of 111-factors with [M:N] < 4. Then (a) [M:N] = 4 cos2 s / h for some h ? 3. (b) The depth of N c M is no greater than h-2. (c) The principal graph of N c M is a Cozeter graph of type A, D, or E, whose norm is [ M : N ] ~ / ~ .


If N c M were not of finite depth, then one would have a sequence Ai of non-

negative integer matrices with



l l ~ ~ + r~ [M:N] < 4, ll~

which is impossible by the

classification of Chapter 1. If k is the depth of N c M, then for j 2 k-1 the graph of Aj J ~ 2 is isomorphic to the principal graph r, and 1 1 ~ . 1 1= llrll = [M:N] < 4. Therefore, by 2 is a Coxeter graph of type A, D, or E and [M:N] = 4 cos s/h, where h Chapter 1, is the Coxeter number. Furthermore k r diam(r) s h-2. # This completes the proof of the restriction on index values outlined in [JoS]. Corollarv 4.6.7. Suppose N c M is a pair of 111-factors with [M:N] = 4. (a) If N c M is of finite depth, then the principal'graph r is a completed Cozeter graph of type A, D, or E, i.e., one ojthe graphs in Table 1.4.6. (b) If N c M is of infinite depth, then r is one ojthe following:

Chapter 4: Commuting squares and subfactors

5 4.7.

Examples of derived towers

4.7. Examples of derived towera.

4.7.a. Finite group actions. We shall analyze the derived tower for a pair N c M,

(doubly injnite linear graph)

when N is the fixed point algebra M~ for an outer action of a finite group G on a 111 factor M, and also when M is the crossed product N r G of N by an outer action of a finite group G on N. (i) N = M ~ In this case we know from [Jol], that (M,eN) = M2 can be identified . with the crossed product M r G, so that Y2 = M2 n N' contains the group (von

Neumann) algebra CG. The inclusion matrix for C C C is [no = l,nl,. ',nk], where G the 2 ni


llAlll 2
(end vertez at distance n t o r n *)
Proof. - (a) (b) Let Follows from 4.6.3 and 1.4.3.


are the degrees of the irreducible representations of G. Thus 2 [M:N] = IG I. Hence by 4.6.3, ni = I GI. On the other hand, by [Jol],

Y2 = C and N c M is of depth 2. Note that the derived tower is independent of M or G the action of G; for example, in case G = S3 the Bratteli diagram for OM/aN is

rk denote the subgaph of I containing vertices of distance no greater than ' k from *; then rk is also isomorphic to the Bratteli diagram for Yk-l C Yk, 80 llrk12 4 for all k. Thus each rk is a Coxeter graph of type A, D, or E; furthermore < is obtained from rk by addition of one or more vertices at distance k+l from *.
It is easy to verify that the only possibilities are those listed.


We will see in Section 4.7 that subfactors of finite depth and of infinite depth do occur. and In particular all possibilities allowed by 4.6.7 do actually occur except possibly A,, D,,; we will also see why A

is also labelled U.

Finally, we cannot resist saying a few words about the truly exciting results of Ocneanu, who has added to the structure described here something we have completely neglected in our treatment, namely the involutions Ji coming from each basic construction in the tower Mi. He shows that they combine to define an endomorphism of aM/aN and, together with the eils and the principal graph, seem to complstely determine N c M in many cases. In particular, he can show that there are osly finitely many subfactors of the hypefinite 111-factor (of index < 4) for each Coxeter graph, up to conjugation by automorphisms, and he determines which Coxeter graphs are allowed,

Remark. According to Ocneanu, depth = 2 ,and N' n M = C characterizes fixed point algebras of outer actions of finite dimensional Kac algebras. (ii) M = N r G. In this case (M,eN) is known to be the crossed product of M by the "dual action" of G (see [NT]). To be more concrete, denote by u the canonical g unitaries of the crossed product. On L2(M), each of the projections e = u e u* onto g gNg the closure of Nu = u N is evidently in (M,eN) n N' = Y2. By the same reasoning as g g in case (i), the (commutative) algebra which they generate is equal to Y2, and one always has the following Bratteli diagram for aM/aN


Chapter 4: Commuting squares and subfactors

3 4.7.

Examples of,derived towers


unless i n-3.) Since Skau's lemma also is valid for P = 4, the same argument shows that the principal graph for the pair R c R when P = 4 is


4.7.c. A eeneral method. The following result is useful as it allows the computation of the derived tower in many examples coming from group aictions. A more powerful result has been discovered and exploited independently by A. Wassermann [Wa]. Remarks. (1) Ocneanu's endomorphism allows one to reconstruct the multiplication table for G, once the elements have been put into bijection with the factors on the third line! (2) By choosing G = 2/22 one obtains the Coxeter graph A3 as the principal graph, and G = 2/32 gives D4 (for either the fixed point algebra or crossed product case). One
can also check that the pair N

. .

Fi2 c N Fi3 or MG3 c Mb2 has principal graph As.

(6, denotes the symmetric group.) 4.7.b. The An Coxeter graphs. Let projections satisfying the relations eieialei = ~ e I e . = e ei . J j l e ~ be a sequence of self-adjoint


Lemma 4.7.1. Let N c M c P be von Neumann algebras, cp a faithjil normal state of P, e a projection in N' n P, and G a group of automorphisms of P preserving N, MI Q, and e. Suppose: (i) eMe = Ne, (ii) dxe) = cp(e)cp(x) V x E M, (iii) tr = cp is a trace, P NG c MG c p G are 111 factors with [ M ~ : N = [ P ~ : M= dB)-'. ~] ~] (iv) G, e ) onto pG such that @(eNG) e Then there is an isomorphism @ of ( M = NG and @(x)= x for all x E MG. ..


for li-jl22,

for some P > 0. Realize the hyperfinite 111 factor R as R = {l,eo,el, ...)' and write RP for {P,el,e2,...) " . We have computed that [R:R ] = P (Proposition 3.4.4). P When P = 4 cos2 ir/n for some n 1 3, it follows easily from the proof of Skau's lemma (4.4.3) that the principal graph of R c R is the Coxeter graph Anql. In fact,


write e-l,e-2,... that

for the projections occurring in the tower construction for R

Mi = {l,e-i+,l

,...,el,e2 ,...)"


c R, so

(i 1 0).

The proof of Skau's lemma shows that

N' r l Mi = {l,e-i+l,...,e-l)',

and we saw in Section 2.9 that the chain (N' n Mi)i2l has

w e = E G(x)e for x E MG. By hypothesis, exe = ae N for some a E N, and for all g E G we have ae = exe = g(we) = g ( x ) = g(a)e. But then de)cp((a-g(a))*(a-g(a))) = rp((a-g(a))*(a-g(a))e) = 0, so a E NG since cp is faithful. Also if y E N ~ then cp(e)tr(yx) = tr(yxe) = tr(eyxe) = tr(yexe) = tr(yae) = cp(e)tr(ya), , so a = E G ( ~ ) . N G G Now by 2.6.9 and 3.6.4 there is a *-algebra isomorphism @ of (M eNG) Into such that @(xe Gy) = xey for x,y E M G . The map @ is trace preserving (since N is tr(e G) = 1 ~ ~ : ~ tr(e)),- so normal and unital. We need only show that =~ l l N surjective. But the image of @ is a 111 factor containing MG (since @ is unital) as'a G subfactor of index tr(e)-' = [P- :M G1, so the image is P G.

m. Let us first show that



the appropriate Bratteli diagram. (The statement of Skau's lemma does not apply since {e-i+l,...,eo,el)' is not isomorphic to the result of the fundamental construction for


Chapter 4: Commuting squares and subfactors

3 4.7.

Examples of derived towers


This lemma will be used repeatedly in 4.7.d and 4.7.f to calculate derived towers by calculating it in a simple situation a q i then passing to the fixed point algebra of some group action. See also [PP3]. Wassermann calls the lemma the invariance principle, since in cases where [M:N] makes sense it should also be rp(e)-'. 4.7.d. Some examales of derived towers for index 4 subfactors. We realize the hyperfinite 111 factor R as the completion, with respect to the unique tracial state tr,

,e ~) ))~ ((R @ ~ a t ~ ( C ) ) ~ onto~ (R @ Mat2(C)) @ ~ a t ~ ( C taking eRG to el. If G is infinite, we have to do a little more work to reach the same conclusion. (G-equivariantly) with Rg @ Mat2(C), where Ro g R. Set Identify R 1 lRO{ell @ en - e12 @ eZl - eZ1 @ el, eo = @ e22 @ ell). Thus (R @ Mat2(C))eo


= Reg (by 3.6.3 or by direct computation). If x E (R @ Mat2(C))G, then there is an
xOE R such that xeo = xoeo, and

of the infinite tensor product of Mat2(C), R = (@ Mat2(C))-. Any closed subgroup G of SU(2) acts on
m @ Mat2(C)

by the infinite tensor product of its action by conjugation on

Mat2@). The action preserves the trace, so extends to an action on R. The group G acts in the same way on R @ Mat2(C), so one has a commuting square )~e~ so (R @ ~ a t ~ ( C )= RGeO. Therefore,

is ~ the last equality because (R @ ~ a t ~ ( C ) ) a factor. If e denotes the orthogonal G) onto L2(RG), then e eo e = e. We claim that also projection of L ~ ( ( R Mat2(C)) @


eo e eo = eo. Because RG eo RG = (R @ and R ~ ~ contains in its unitary group a copy of the infinite ( ~ ) Now RG symmetric group Gw, khich acts ergodieally on R. So (RG)' n R = C l , and, in particular, RG is a factor. The projection

at^(^))^, it suffices to check this equality on

vectors xeoyO, where x,y E RG and 0 is the trace vector in L ~ ( ( R Mat2(C))G). But @

1 el = 21R {ell


22 - el2 e21- e21@el2 + e22 ell)


satisfies elxel = ER(x)el and (R @ Mat2(C))el(R @ Mat2(C)) = R @ Mat2(C) @ Mat2(C). Hence, using 2.6.9' and 3.6.4, the result of the fundamental construction for R c R @ Mat2(C) can be identified with R @ Mat2(C) @ Mat2@), the projection eR being identified with el. Hence the tower for R c R @ Mat2&) is identified with It follows that eo e in ( ( R e ~ a t ~ ( C ) ) ~ ,and since e is a finite projection by e)

3.6.1(v), it follows that eo is finite in ((R @ ~ a t ~ ( C ) ) O , e ) . 1 is the sum of finitely But many projections, each equivalent to a subprojection of eo, so ((R @ The projections e i being. identified with IE @ d-l(e1),

at^(^))^, e)

is a

with o the shift endomorphism

RG] finite factor. Therefore [(R @ ~ a t ~ ( C: ) ) ~= tr(e)-l = tr(eo)-l = 4. We can now conclude from 4.7.1 and induction that the tower for (R @ ~ a t ~ ( c is ) ~ ) RG C



Mat2(C). Note that the projections ei .are SU(2)-invariant.

In case G is finite, it follows from the multiplicativity of the index that :~ and then 4.7.1 gives an isomorphism of [(R @ ~ a t ) ( c ) ) RG] = 4,


Chapter 4: Commuting squares and subfactors

5 4,7.

Examples of derived towers

225 u*xl pH u is the desired

k k and since ( R ~ ) n R = lC, we have ( R ~ ) n R @ (@ Mat2(()) = IR @ (@ Mat2(C)) and ' ' k k ( R ~ ) n (R @ (@ ~ a t ~ ( C= lR@ (@ ' ))~ Thus we have identified the derived tower for R~ finite dimensional von Neumann algebras [Mat2(C) @

u : L2(N,tr) - pH is a unitary N-module map then x I+ I



representation. Represent the pair N c M on L2(N,tr) and let J denote the conjugate linear isometry of L2(N,tr) extending the map x x* on N. Write M-l for JM'J and let e , be the projection of ~ % ( ~ , tonto ~ ~ ( ~ - ~ ,Then . [N:M-l] = [N' :MI] = [N:M], r) tr)

c (Re
Yo = C,


with the sequence of

and JMJ = MIl = (N1,e0),

M = JMLIJ = (N,eo). That is, the pair N c M is the

Y1 = ( ~ a t ~ ( c ) ) ~ , = Y2

result of the fundamental construction for the pair M-l C N. Iterating this construction, one obtains a decreasing "tunnel1'of 111 factors

at,(^)]^, etc.

It is fairly evident that these algebras are just the cornmutants of the tensor powers of the fundamental representation of G on C2 determined by its inclusion in SU(2). We can now use the McKay correspondence between finite subgroups of SU(2) and affine Coxeter graphs (see [Slo] or [Jo 41) to calculate the Bratteli diagrams or principal graphs when G is finite. The correspondence is as follows. Let I? be the matrix with rows and columns indexed by irreducible representations of G, whose (i,j)-entry is the multiplicity of j in the tensor product of i with the fundamental representation of G on C2. Then r is the adjacency matrix of an afSne Coxeter graph of type A ,: ) DA1), EA1), EP), or EQ~). (In fact, )A : corresponds to a cyclic group, DA1) a dihedral group, the

along with projections {eo,e-l,e-2,'


' ) such that (M-k,ek) = M-k+l.

The projections

{ei : i 5 0) satisfy the usual relations with ,O = [M:N]. The tunnel construction has been exploited systematically by Ocneanu in his classification of subfactors.


tetrahedron group, E P ) the cube group, and Ek1) the icosohedron group.) The method of constructing the Bratteli diagram is clear from the representation-theoretic interpretation of I?: use r (= rt) as the inclusion matrix and start with the dimension vector [1,0,0,. .lt on the Oth floor (as for example in the calculation of Bratteli diagrams in Section 4.5). The resulting principal graphs are AL1) (n 2 2), DA1) (n 2 4),

P > 4. In this section we will compute the derived tower for R 3 RD when ,O > 4; compare Section 4.7.b for the cases P < 4
4.7.f The derived tower for R 3 R, when

and /3 = 4. The computation uses a beautiful representation of the eils due to Pimsner and Popa [PP 11 as well as a theorem of Popa on the tunnel construction for certain pairs of factors. We begin with a preliminary lemma from [Jo 11. Lemma 4.7.2. Suppose M is a 111 factor containing a projection f such that there is


and Eil), Eil), EQ~)(see Table 1.4.6). For G the maximal torus T, the principal graph for RG c (R @ graph A


is the

of Corollary 4.6.7. For G the infinite dihedral group Dm the graph is Dm,

an isomorphism 8 : fMf -4 (1-f)M(l-f). Let N = {x+B(x) : x E fMf). Then N is a subfactor with [M:N] = tr(f)-l + tr(l-f)-l = tr(f)-ltr(1-f)-'.
Proof. - The algebra N is isomorphic to fMf, so is a subfactor. Since f € N' n M, [M:N] = dimN(H) = dimN@) dimN((l-f)H), where H = L ~ ( M ) . Since Nf = fMf,

and for G = SU(2), thegraph is Am. Of course, the method we have described here is quite general and also applies in dimension greater than 2.


4.7.e i'he tunnel. construction. We describe the tunnel construction of V. Jones ([Jo 11) for a pair N c M of finite factors with finite index. This is a sort of mirror image inside N of the tower construction of Chapter 3. The essential observation is that there is a representation of M on L2(N,tr) extending the standard representation of N, although not a canonical one. Start with the representation of M on H = L2(M,tr) and choose any projection p € M' with trM, (p) = [M:N]-l. Then dimN(pH) = 1 by 3.2.5(e), so that the N-mo$ule pH is isomorphic to ~ ~ ( ~ , tby )3.2.4(a); if r

and similarly for 1-f.


The following theorem is due to Popa, who has kindly showed us the proof and allowed us to present it here.

Chapter 4: Commuting squares and subfactors

5 4.7.

Examples of derived towers

Theorem 4.7.3 (Popa). Suppose M is a 111 factor containing a projection f, with tr(f) < $,

which is impossible since t

such that then is an isomorphism

0: f



N = {x+B(x) : x E N f ) . (By 4.7.2, [M:N] = tr(f)-' tr(1-f)-' := P; note that P > 4.)' Let {eo,e-l,e-2,+ ') be projections in the tunnel construction for the pair N c M, set



1 < 2 Thus ER(f) E Rb n R\C1. Now let fo be any projection in R' n R with 0 < tr(fo) 5 $. Ultimately we will P

show that f = fo. Since

R = { e o , e - l , ~ ~ ~ ) ' RP= {e-l,e-2,.,.)'. and (1) f E R b n R , (2) fRf = R f and (1-f)R(l-f) = R (1 f).


1 + 1-t= P = [R:R$




1 '-0

(by the proof of 3.6.2),


P -

it follows by calculus that tr(fo) ) t. Assume tr(fo) > t. If g := fo A (1-f) = 0, then fo = fo - fo "1-f)

Proof. - Write t = tr(f), so 8 = t-I + (1-t)- 1. Since EN(eo) = P1,

fo V (I-f)-(l-f)

5 f, so tr(fo) < t,

contradicting our assumption.

Since EN(fo) E N n R n Rb = RP n Rb = El, it follows that EN(fo) = tr(fo). Thus

$1 Z tr(fo)l = EN(fo) Z EN(g) = (1-t)(rl(g)+g)

(since fo 2 g) (since (I-f)

> g).

is a commuting square, and ENER = EREN = E

We first claim that Rb n R E l . Let p be any projection with p 5 f and 1 tr(p) = = t(l-t), and set q = 1-f-8(p), so tr(q) = as well. Let v be a partial isometry in M such that v*v = q and vv* = p and define



1 Since g # 0, this implies 3 ) 1-t,

contradicting the definition of t. It follows that

tr(fo) = t. Define fl = f - f A fo and f2 = s((1-f)fo(l-f)), where s(-) denote support. Remark that s((f0-fAf0) (1-f) (fo-fAf0)) = fo-fAfo because (fo-fAfo) E; f = 0. Hence


e = (I-t)p

+ tq + ATJTfJ(v+v*).

Then e is a projection. One can check that for any x E M,

In particular, EN(e) =

r 11. By [PP 11, there is an automorphism of

M leaving N fixed

pointwise and carrying eo to e, so we can assume eo = e. Since f E M n N' , ER(f) E R n (NnR)' = R n Rb . Suppose that ER(f) is a scalar, that is, ER(f) = tl. Then t l = EN(fo)
= ~ ~ ( f f (n-f)fo(n-f)) ~ f

Write h = B(fhf0). We have


z EN(fAfo+ (I-f)fo(l-f)

since EN((l-f)fof) = 0

Chapter 4: Commuting squares and subfactors

§ 4.7. Examples of derived ,towers


= t(fAfo+h)
Hence th 2 th so h(1-f)fo(l-f)h = 0. It follows that

+ (l-t)(o-l(l-f)fo(l-f) + (I-f)fo(l-f))



f E {eo,e-l,e-2,.


n {e-l,e-2,-.


But the the pair

R 3 Rp


> th + (1-t)(P-f)fo(n-f).

isomorphic the the pair {eo,e-l,e-2,.

.}' 2 {e-l,e-2,. .'1'.


+ (1-t)h(l-f)fo(P-f)h,

We now describe a representation of the ei's due to Pirnsner and Popa [PP 11. Let A

be the infinite tensor product of Mat2(C), that is, the inductive limit of the algebras n @ Mat2(C), each imbedded into the next via x x @ 1. It is well known that A has a
I - , - -

unique c*-norm and that K, the c*-completion of A, is asimple c*-algebra. Fix /3 > 4 and let X E ]0,1[ satisfy 2+X+Xe1 = P. Define a state r] on Matp(C) by so B(fAfo) 5 I-f-f2. On the other hand, multiplying the equation q(x) = tr

[[i !]XI

a n d let 9 be the corresponding Powers state [PI on ? defined i

on A by q(xl@x2@, .@xu)= l q(xi) Let N be the weak closure of l i=l GNS-representation corresponding to 9, the Powers factor of type HIX. by I-f-f2 gives There is an obvious shift endomorphism on A,





in the

which implies that B(fohf) (I-f-f2) Ilence O(fohf) = P-f-fZ Finally we compute which preserves 9 and so extends to N. Define el E Mat2(C) @ Mat2(C) by


Solving gives (1-2t) tr(fohf) = (1-2t)t, or, since 1-2t > 0, tr(fohf) = t = tr(f) = tr(fo).

It follows that f = fAfO= fo and f E R n Rb , as was to be shown.


x E R,


t-lEN(xfx) = fxf

+ O(fxf)

lies in

R fl N = R p ,


under an appropriate identification of ei = &-'(el) satisfy

hIat2(C) @ Mat2(C)


n;l&t4(C). Let

f d = t-lEN(cfc)f

Rp f. Thus fRf = R f. Similarly (I-f)R(l-f) = RP (I-f).



for i 2. It is a bit tedious but straightforward to check that {ei : i 2 1)

Corollarv 4.7.4. [Jol] Let 3.4.4. Then R n Rb C l .


P > 4, and let R 3 R be the pair of factors in Proposition P
and that cp al

p eiei+lei = ei,
eiej = ejei,

1i-j 1 > 2,
The circle group acts on on Mat2(C); this action

& Let M be the hyperfinite 111 factor, and let f E M be a projection of trace &



so that t-'(1-t)"

= /3.

Then there is an isomorphism 8 : fMf




is the Markov trace of modulus

A by the infinite tensor product of its action z I-+ Ad

[" ,-IO I


Define the factor N and the projections {eo,e-l,e_2,e. .) u in Theorem

preserves 9 , and extends to an action on N. One checks that the projections ei are T-invariant. Equivalently (since the T-action is actually the modular automorphism group

230 for

Chapter 4: Commuting squares and subfact~rs the eils are in the normalizer of

5 4.7.

Examples of derived towers


(o(eiy) = dyei) for all y E N. We shall

T T projections {el,e2,. .) axe those of a tunnel construction for a(N ) c N Therefore the conclusion f E {el,e2,.


apply Lemma 4.7.1 with M = N @ Mat2(C), P = N @ Mat2(C) @ Mat2(C), G = T, , and the state
(o @


follows from Popa's theorem 4.7.3.


q @ q on P, in order to compute the derived tower for R c R. The key


result is the following, from [PPl]. Theorem 4.7.5. With the notation above, {el,e2,. .)' k the $zed-point algebra NT

There is no further difficulty in computing the entire derived tower for RP c R. Using 4.7.1 and 4.7.5, the tower for the pair R c R can be identified with


for the T action on N.

A proof of this result using the ConnesStormer relative entropy is in [PPl].
We shall give a simplified proof due to Popa which is based on his Theorem 4.7.3. First we observe that {l,el,e2,. .) together with the projection f = ell E Mat2(C) generate NT. In fact felf = 1 ell @ e22 and (I-f)el(l-f) = X e22 @ ell, so that 2 alg{l,f,el) contains the self-adjoint unitary u = e i j @e. as well as the diagonal J ,i i , j=l algebra {dl @ d2 : di is a diagonal 2-by-2 matrix), and contains in particular 4 f ) =

It is well known that (NT)'

n N = C1.

In fact, the infinite symmetric group

em acts


ergodically on N (by permutation of the tensorands), and this action is implemented by T in N is the group generated by { ok (u) : k?O ). ' unitaries in N ; the image of k k k T T l Therefore (N')' n (N @ (@ Mat2(C)) = 1 @ (@ MatZ(C)) and (N )' r (N @ (@ Mat2(C)) =
1@ (@


1@ e l l By induction, alg{l,f,el,e2,. ,) contains the infinite tensor product of the 2-by-2


That is, the derived tower is precisely the sequence of fixed-point, k algebras for €he tensor product action of T on @ Mat2(C) (k>O). The Bratteli diagram is


diagonal algebra, as well as {crk (u): k?O). It is a well known fact of invariant theory that, on the Fock space

Pascal's triangle [Bra]:

$ (ic2)



over C2, the mmmutant of the direct sum of the tensor

powers of the representation a I+

permutations {$(a) : k?O ) together with the infinite diagonal algebra. This implies = ~ * { l , f , e ~ , e-), -and NT = {l,f,el,e2,. .)'. Therefore it suffices to prove ~ that




of T on

t2is the algebra generated by the




that f E {el,e2,. .)". The equality NT = {l,f,el,e2,.

implies that fNTf = a(NT)f and (1-f)N T(I-f) = T so that 8: x f x(l-f) (x E or(N )) is an isomorphism of fNTf onto T) = {x B(x) : x E fNTf ). Thus the pair 4 ~ ' ) c N is of the and o(.N ' type discussed in Lemma 4.7.2, and therefore [ N ? ~ ( N ~=]tr(f)-l ) tr(1-f)-l = 2 X A-l = p. We can now vexify that the conditions of Lemma 4.7.1 are satisfied by the algebras o2(N) c a(N) c N, the state cp, the projection el, and the group T, and therefore we can identify the inclusion 4 NT) c NT as coming from the fundamental construction applied to a2(NT) c a ( ~ ~ )the projection el being identified with e , T . Applying the 0 (N endomorphism o repeatedly, we have that ok(NT) = ($+'(N~), ek+l) is isomorphic




and the principal graph is

+ +


Note that it differs from the graph for

P = 4 (Section 4.7.b).


to the result of the fundamental construction for

d + 2 ( ~ T c ak+'(~'), )

and the

$1.1. The results


APPENDIX I Classi£ication of Coxeter graphs with spectral radius just beyond the Kronecker range
1.1. The reaulta. The first purpose of this appendix is to complement section 1.4 and to classify finite connected graphs satisfying 2 < llrll < Am where we set

Pro~osition1.1.1. Let r be a jnite connected graph which is not a cycle and which contains a cycle. Then llrll > A,. Moreover Am is the largest constant for which this

One important result about the set E of norms of graphs (see section 1.5) is also of essentially due to Hoffman [Hofj, and can be stated in terms of a sequence (A ) q22 numbers defined as follows. Let v be the largest real root of the polynomial 9

We set The results are those of Cvetkovi6, Doob and Gutman [CDG]. Then we also classify s Coxeter e r a ~ h with norms satisfving the same ineaualitv. The following graphs enter the classification. First, the T 's already introduced P,W in Section 1.4. Next, for an integer m 2 3, we set

If vm = $(5lI2+1) is the golden mean, namely, the positive root of &I, (v) - L (v) = vq-'(2-v-1) induction on q from the identity L q+l q that

it follows by


As Am = vY2 As usually for Coxeter graphs, edges to which the associated integer is unmarked, so that 3 are left

+ vi1I2

one has also

Given integers p, q, r, m, m' with 2 < p < q 2 3, r 2 5 and m,ml the H-shaped Coxeter tree

> 3,

we also define

Theorem 1.1.2. The accumulation points of E q = 2,3,.


are precisely the X ' s for Q m and X3 is man'mal among real numbers c such that E n [O,c] is well ,

n [O,XJ

ordered. Moreover, (i) llAkll and llDkll both increase strictly with k and converge to X2 = 2. One has
E n ]2,d[ = 4 where d = !IT2 711 is the square root of the largest root o f the polynomial 9 9 p5 - 9p4 27p3 31p2 12p 1. (ii) For q > 3 and p with 2 5 p 5 q: llT2,q,r 11 increases strictly with r and converges to X q' llT3,3,rII increases strictly with r and converges to Am,





with p+q+r-3 vertices. The constant Am makes its first appearance in a result of Hoffman (Proposition 3.7 of [HofI):

llHp,q,r 11 decreases strictly with r and converges to X Q'


Appendix I: Classification of Coxeter graphs To state the corresponding classification of Coxeter graphs, we set

5 1.2.

Characteristic polynomials

1.2. Computations of characteristic polynomials for ordinary graphs. Most computations below are by induction, based on the following.

Fk Hk

0 -

2 40-4,-



0---0~-. 5 e




k vertices
k vertices

Lemma 1.2.1. Let I' be a graph and let v be a vertez of I?. Let I'- be the graph


obtained from I? by deleting v and all edges ending at v; let I'+ be the graph obtained

Theorem 1.1.3. Let I' be a jnite connected Coxeter graph with 2 < IlI'll i Am. Then

I '

from I? by adding a vertez v+ and an edge between v and v+. Denote by P, P- and
P+ the characteristic polynomials of I', I'- and I'+. Then P+(X) = XP(X) -P-(A).

is one of the following.
F + :

with norm approximately 2,053;

Fk with k 1 6; the norms llFkll increase and tend to Am; Hk with k 5; the nonns JIHkJJincrease and tend to Am; T2,q,r with 3 i q 5 r, and r t 7 i f q = 3, and r 2 5 if q = $ the norms increase

w.By standard expansion ofdeterminants; more similar lemmas in [Schl]. #
One example is provided by

and tend to X

9' T2,q,r(4) with 3 < q 5 r and r large enough; the n o m s decrease and tend to X



Let P E U[A] be the characteristic polynomial of some graph computations, it helps to consider larger rings

T3,3,r with r 1 4; the n o r m increase and tend to Am; T3,4,4 with norm apf;roximately 2,053;

I ' .

For our

with 2 5 P i q 2 3 and r large enough, with m,ml E {3,4} and m = 3 i f p = 2; the n o m s decrease and tend to X
Hp,q,r(m,m') q' The classification of matrices X E Mfin(E) with llXll i Am (up to pseudo+quivalence) follows from Theorems 1.1.3 and 1.1.3. Remarks. : 12 (1) The number lF+ 1 (2) The polynomials checked whether L2 ( 4



= ]IT3


is the largest raot of p3 - 6p2 L4 ( " 1

+ 8p - 2.
3 3 For example, we write P(A) = p + pw3-2 to mean P(A) = X -3X-2. The function





are irreducible in Ulu]. We have not

and LZp+l(u) are irreducible for larger p's.

(3) The list of theorem 1.1.3 is neither including nor included in other lists of Coxeter graphs "just larger" than those of theorem 1.1.3, such as the list of hyperbolic graphs in [Che] and [Kos], or the list of trees with Lorentzian associated quadratic form in [Mxl]. (4) The consideration of infinite graphs brings no surprise [Tor]. The proofs which follow are very elementary, though rather tedious. Many of the partial results have been checked numerically with a computer. It is a pleasure to thank F. Ronga, G. Wanner, and E. Hairer for crucial help with the computations.

u is strictly increasing and bijective. When P E U[A] is given by a function f of , , this has the following consequence: for po E [l,m[, one has f ( b ) = 0 if and only if P(XO)= 0,

with A = po .

+ pi1;

and llI'll = Xo if and only if po is the largest root of f. This will

be used constantly below.


Appendix I: Classification of Coxeter graphs k For any integer k 2 1, we denote by P A the characteristic polynomial ~f Ak.

5 1.2.

Characteristic polynomials

so that I I A L ~ ~ ~ ) ~strictly with k and converges to Am = (51/2+2)1/2. decreases ~

&&. Expansion of the determinant defining pf 'l along the first column gives
Promsition 1.2.2. One h m P;(A) = (yp-l)-l(pl'+l-pcckkl)


A P ~ ~ ' ( A ) - A P ~ ( A )a sum of two k-by-k as first lines give

determinants; expansions of these along their

li jik

~ ( X - ~ C O S ( T ~ / ( ~ + ~BAkll = 2m(d(k+l)). and ) ) )

m. From the previous lemma one has the difference equation


- AP:(A)

+ PEl(A) = 0

and the formula for P

The largest root of pl\'l

is given by p = 1, namely by

which holds also for k = 1 if p i ( \ ) = 1. The indicial equation being $ - Ap 1 = 0, the general solution of the difference equation is Pk(A) = Cpk ~ p - ~ , where C and D are constants in ~[p,p-l] independent of k. Adjustment of C and D to fit P ; P : provide the formula with p's. Roots of P;(A) = fk(p2-l)-1(p2k+2-~) and

X = 2 (see also lemma 1.4.1). ~ ~ lemma 1.2.1. Set pm = (251/2+1))1/2 = v1l2 m The formula for P : ~ follows by ~
4 2 (with vm as in 1.1). If p = pm one has p -p -1 = 0 and

are given Consequently the left-hand side has a root larger than pm, and 1 1 ~ P ~ l ) l Am = pm+ pi1 > l for all k 2 2. Let p >

by p2 = exp(2ilrj/(k+l)), namely by

y then

4-p2-1 > 0 and ~ : ~ ~ ' ~ ( p + p -0~ for k large enough. > )

for j = 1,. ,k. The largest of these is 2cos(s/(k+l)). Observe that the roots of P :


is the Coxeter

~ Am. ~ ~ ) I I Consequently l i m l l ~ ( ~ ~ = ) 1 1 It is clear that I ~ A ~ is strictly decreasing when k k+m k increases; this is a particular case of the next lemma. #

are 2cos(mj/h) where h = k+l

number of Ak and where ml,. .,mk are its Coxeter exponents 1,2,. .,k. For any integer k 2 2, we denote by P t 7 1 the characteristic polynomial of AL') (the cycle with k+l vertices) by AP-') the graph with k+2 vertices


Proposition 1.1.1 follows from this lemma and from 1.4.2. The following lemma is reproduced from [HS]. Let L = (u,w) be an edge of a or simply by f the graph obtained from I? as connected graph I?; we denote by f (u,w) follows: delete 4 add a vertex v, add two edges e- = (u,v) and L+ = (v,w). For example,

and by P:,'~'

its characteristic polynomial.
= ,$+I+

Lemma 1.2.3. One has P:ll(X)


2 and I I A ~ ~ )2. I One has = I

Say that L is internal if there &st an integer n 2 1 and a sequence of vertices xO,. .,xj = U, xjS1 = w,. .,xn such that all xi are distinct (except possibly xo = x,),


where the degrees d(xi) satisfy

238 d(xO)2 3, and where d(xl) =

Appendix I: Classification of Coxeter graphs

8 1.2. Characteristic polynomials

... = d ( ~ ~ = 2, ) d(%) 1 3 -~

is adjacent to xi for i = 1,- ,n.




iv= to,

the other coordinates being as those of


One has


' Lemma 1.2.4. Let I be a connected graph with an internal edge C = (u,w); assume r is not one of the DL1)'s. Then ~ ~ f ( ~ <, ~ )ll.l i IlI'
&. f Let xo,, ,x, be as above. We shall assume that xo # xn (the case xo = 5,


substantially easier, is left as an exercise, and is also done with details in [HS]). Let x - ~ , . 'x-1 be vertices adjacent to xo other than xl; by hypothesis m 2 2. Let [ be


with at least one ingquality being strict by (**). The conclusion follows. m Assume finally that < k. One has toI IlI'llC, for i = l,...,m. i=i

a Perron-Frobenius vector for the adjacency matrix Y of r; one has Y[ = IlI'll[; also Ilrli > 2 because there exists an integer k such that DL1) is a proper subgraph of I'. We write instead of



f (~,w);we denote by 9

the set of vertices of


and by


its m 2 2, this implies 2t0 m g i

adjacency matrix. Suppose one can find a positive vector

2 E llii


$2 $ (II'/I&it will

III'IIC~-~ and consequently

then follow from Perron-Frobenius theory that llf 11 < IlI'll; see lemma 2 and remark 4 in 5 XIII.2 of [Gan]. We distinguish three cases. 5 Assume first that there exists t E (1,- . -,n-1) with [+, for i = 0,. .,n. There is


+ no loss of generality in assuming xt = u and x ~ = W.~ One has




$ = x4


4 = to, the other coordinates being as those of




i to be the vector with coordinate corresponding to
One has

v given by

iv= f t

has and with

other coordinates as those of

by (***). The proposition follows. # One may also apply lemma 1.2.4 to Coxeter graphs such that, notations being as above, edges ( X ~ - ~ , X ~ )i = 1,. . ,n are marked with m = 3. for 2 For q,r with 2 5 q r, we denote by pT ,q,r the characteristic polynomial of the

with at least one inequality being strict by (*). Hence s llr~~i Pi # IlI'lli. and For the two next cases, to< for i = 0,. .,n, and we assume xo = u, xl = w



without loss of generality.

Assume now that


6. has One

graph T2,q,r. For k 2 4 and k 2 6,

one has respectively

P = !



= 'f,3,k-3.


Appendix I: Classification of Coxeter graphs Pro~osition 1.2.5. With v = p2 one has P;,,,(\)

5 1.2. Characteristic polynomials
A2 = 2(l+cos 26) and


= (pP-1)-1{prq+1[vyvq-2+.
1 = (P+P-l )(Pk-l +P" )


.+I)] - p-r+q-1[uyu~+2+. .+I)]). the roots of


A6 - 6 4 + 9 2 -3 = 8cos3(28) - 6 ~ 0 ~ ( 2-1) = 2cos(68) -1; A A 8
are given by

In particular,

with h = 2k-2 and ml,* ,mk = 1,3,



= n(wcos(m.,h)) 1s jdk J ,2k-3,k-1;

1 A = 0 and cos(66) = Z namely by A = 0 and ,

A = 2cos(b + ji) for j = O,1,2f ,4,5. Finally, set Q(1) = A4 -7A3 +14A2 -8A +l; a
straightforward computation shows that

P ~ ( A= J'J(A-2cos(m./l2)) ) Id j<6 J PA :) (

with m. = 1,4,5,7,8,11; J with m. = 1,5,7,9,11,13,11; J th where aS0(T) = n ( T - T j is the cyclotomic polynomial with mots the primitive 30 1s js8 roots of unity T - exp(irn.2~/30), where m. = 1,7,. . .,29. As T. 2 T ': jJ 3 J J 2(, the roots of Q are 4cos2(m.r/30) for m. = 1,7,11,13, and the formula = 4cos J J J E for P8 follows. #

n( A-2cos(mj/18)) Id jd7

+ +

P( ) :A

= H ( A - 2 c o ~ ( ~ / 3 0 ) with m. = 1,7,11,13,17,19,23,29; ) Is js8 J

so that

Corollarv 1.2.6. For q 2 3, the sequence (IIT2,q,rll)r>q i strictly increasing and s q converges to A '4 = v1J2

+ u2, l :

where u9


the largest root of the polynomial

W f . The formula for (p+l)(kl+pkl)


follows from 1.2.1 and 1.2.2. p = +i and p = exp{&(1+2j)]

Rmts of for

Similarly, the sequence ((IT3 9 r(()r23 is strictly increasing and converges to Am.

are given by

j = 0,1,. ,2k-3. As one value of p and its inverse correspond to the same value of A, roots of : P are given by A = 0 and A = 2cos{&(1+2j)) for j = O,l,. ,k-2; the




product formula for PD follows.

From the formula for P T or from a direct computation,

sequences are strictly increasing by lemma 1.4.2. One has L (vl) > 0 for p > 1 (and u = p2 > l), so that llT2 rll > Aq for al r 2 q l q 7 7 = Aq is as in the proof of 1.2.3. by proposition 1.2.5. The argument for limllT2 r+m " For the graphs T3 ,, one computes first
9 1


and proceeds then in the same way. # The product formula for the P E 's may be checked as follows. Firstly, the roots of P E 6 with 2 < p < q 2 3 and r 2 5, we denote by P P 99,r the = Hp ,(3,3) defined in 1.1. characteristic polynomial of the graph H P,q,r A, For integers p,q,r
/' -

are A = 4 and A = .t





E P,,


A = 2~086,

a that


Appendix I: Classification of Coxeter graphs

5 1.3.

Proofs of theorems 1.1.2 and 1.1.3


1.3. Prooh of theorewI.1.2 and 1.1.3.

Pro~osition 1.2.7. With L as in corollav 1.2.6, one has 4 P;,~,~(A) = (W
- - r-pq-2 1 1 {P


We know from proposition 1.1.1 that the spectral radius of a connected graph which contains strictly a cycle ia strictly larger than Am. There are other conditions which imply the same inequality.





The sequence

(IIHp,q,rll)r25 is strictly decreasing and converges to 4
= 212 + 4

' Lemma 1.3.1. Let I - be one of the graphs


By lemma 1.2.1,

pH 1 4 (A) = APT ,p,q+r-4 ~ ,r 2

- p$p;,p,r-4

"7" 77
0 0

By proposition 1.2.2 and routine manipulation P;,~,~(u = (~r,u-~)-~{~(,u)-~(,u-~)l with

Then llI'll



Proof. - By proposition 1.2.7 one has -1 1 2 -2 -2 2 ~ y , ~ + ~ , = (P-P~ () 4 , u - )Lk+l(v)-(~ -,u ) ~ ~ + ~ ( v - l ) } ~ +

As ,urn is the largest root of ,u2-~-,u-~, one has for p 2 prn It follows that

11 which is positive for r large enough; otherwise said JIH P,q>r < Am for r large enough. 2 and One has also F(,u) = pr-W4f(~) with v = p
= $+q+2-


$+q+ 2 ~ + q - 1 + $+q-2+ +,q+l -y4-1- P ,-

$+I,q+ 1


The first factor is positive and the second is


H for k 2 3. Consequently P2,k-l,k+3(Arn) One has similarly The formula given for pH (A) follows, and the other claims are checked as in earlier P,q,r proofs of the present section. #


0 and llH2,k+l,k+311


A, for k 23.


Appendix I: Classification of Coxeter graphs

5 1.3.

Proofs of theorems 1.1.2 and 1.1.3


and ((H2,k+l,k+21( > A, for k 1 3. This follows also from the first computation and from 1.2.4. By a direct computation, the norm of the last graph in the lemma is ($5+17112)112 8 2,136, and is thus larger than A,. # Pro~osition1.3.2. Let

llrll 1 llr2,211 ' A,
by the same lemma. (iv) The characteristic polynomial Pk of the graph in (iv) is given by


llrll > A,.


be a connected graph. Each of the following conditions

(i) I? contains a vertez of degree d 2 5; (ii) I contains n vertez of degree 4 and i. # ' (iii) r contains three vertices of degree 3; (iv) r contains the graph

It follows that the norm of these graphs decrease and converge to A, when k increases.

Corollarv 1.3.3. Let


be a connected graph with

with k 2 8 vertices.
&& Q

(i) The adjacency matrix of one h a






Then I? is either some Tp1 q3 r or some HP,99"

/ \

x = (1 1 1 1 1) E M ~ , ~ ( I N ) . X X = 5 AS ~
(ii) The adjacency matrix of

l l ~ l l = s1J2 > t
is Y =

Proof. Clear from the previous proposition. #

o ~ + 0

7 '


with X =

[i i


The adjacency matrix of


xxt =

5 i]

has norm k5+13lI2)

, A:

one has IIYII >


(iii) If I' contains threevertices of degree 3, then



for some integers with 2 j p j q. If p 1 3, one has The characteristic polynomial of X X ~ is p5 -9p4 +27p3 -31p 2 +12p -1. and if p = 2, q 2 3 one has Its largest root y a r 4,0264; consequently llT2, 9 ,I1 = d with d = p;l2. 2,0066.

Pro~osition 1.3.4. Let


be a connected graph with 2 <

llrll s d.

Then ? = T2,3,7. !

by the previous lemma. If p = q = 2, one has also


Appendix I: Classification of Coxeter graphs

§ 1.3. Proofs of theorems 1.1.2 and 1.1.3


W. By 1.3.3,

the graph I' is some of T

1.2.7, it cannot be some of H P,4,1' is the largest root of v3-PI, so that v3 c~ 1,325 and X3 m 2,0198. Hence with 2 i p < q j r. Moreover the triples (2,2,r) with r

or of H because d < Am. By p,q,r P,9,1' because d < ,I3; indeed X3 = +$I2 where v3

Given f = Xn

+ alXn-I +. .

a +

an E U[X], let n(f) be the product of the roots of f

r =T


outside the unit disc. Lehmer [Le 1) has asked about f with n(f) minimal. The best polynomial found by Lehmer (and known today) is L(X) = XI0 +X9 -X7 -X6 -X5 -X4 -X3 SX $1. Let P(X) = X5 -9X4 +27X3 -31X2 +12X -1, so that P;~,~(A) = p(h2). Then I(\) = X5p(X l/h). We know this from



(2,4,4) (3,3,3)

Misiurewicz [Mis].

(2,3,r) with r i 6

must be one of

Lemma 1.3.5. One has llT3,4,511 > Am > llT3,4,411. Proof. - The adjacency matrix of T3

are ruled out, because IlI'll > 2. This and lemma 1.4.2 imply that T2,3,7 By 1.2.5 one has T2,4,5 T3,3,4.


0 [xt X] with 0

The characteristic polynomial of XXt is and by direct computation If llT3, 9 2 pm= m = s1I2+2



P(pm)= -4 T3
9 9

+ 5lI2 < 0;


It follows that I? = T2 7. # I , Remarks. (1) The proof of theorem 1.1.2 is now complete. (2) Proposition 143.4 calls to mind various extremal properties of the triple (2,3,7). One is that T2 is a hyperbolic Coxeter graph of highest possible rank, namely 10; see


1 ~ ~ ~ > l l ~ The~ adjacency matrix of /

is [Z:

: ]



[Kos]. Another one is about Hurwitz' group, of presentation

The characteristic polynomial of Z Z ~ is 3 2 Q(P) = ( ~ - 2 ) f ( ~ ) ,f(p) = P - 6 ~ +8P-2. One has

which is "the largest" group of automorphisms of a Riemann surface with genus g 2 2; see the discussion in [Magl], page 103. This group has a quotient which is the simple group PSL2(U/7U) of order 168, namely the finite simple group which is neither cyclic nor alternating and of smallest possible order. (See [Bur], in particular, section 166 and note

f(0) < 0, f(1) > 0, f(2) < 0, f(51t2+2) = -2+5lt2, 0.
/ -

Hence all roots of Q are in lo,~@[ and llT3



= I I Z Z ~ I I '</ ~ # ad



Appendix I: Classification of Coxeter graphs Pro~ogition1.3.6 Let I' be one of the T 's. Then 2 <

5 1.3.

Proofs of theorems 1.1.2 and 1.1.3


llrll s A,

if and only if

in Md{O,l,s)). When 1 increases,
IIY1lI increasa and converges to s+s-l

(p,q,r) is one of the following: (2,3,r) with r 2 7 (2,4,r) with r 2 5 (2,q,r) with r > q 2 5. (3,3,r) with r 2 4 (3,4,4).

11Zd1 increases and converges20 s2(s2- 1)-112 . m f . Observe that Y1 and Z differ by one and two entries only from the example 1

m f . It follows from lemma 1.4.1, corollary 1.2.6 and lemma 1.3.5.


The proof of theorem 1.1.3 for ordinary graphs is now complete. One may add minor refinements. For example, IIH2,q,rll < Am implies r 2 q+2 by 1.3.1 (and a direct
d Am 9 9 if and only if r 1 7. We observe that X3 N 2,0198 is in the closure of E but not in E. One of the


in section 1.2. Let P1 be the characteristic polynomial of Ye and let Q1 be that of Zt AS in proposition 1.2.2, one has PeS1 = XPrPbl, so that

computation if q = 3); but this is not sharp, because one has for example llH2

estimates in the proof of 1.3.4 shows that X3 # IIT2,4,5((. Similar estimates show that X3 is strictly smaller than (IT2
9 9

When 1 increases, the largest root llYlll of Pe increases and converges to a limit y 2 which is the largest root of pP2-PI. As pP2-PI = p ( p s ) one has y = s+s-l. Similarly the largest root llZlll of Q1 increases and converges to a limit z which is 2 2 (s2-1)-lI2. the largest root of pQ2-Ql = p(p +I+ ), so that r = (s2-1)'12


= the largest root of X8 = the largest root of X6

- 9X6 + 27X4 - 31X2 + 11N 2,0237


as well as
1 ,


- 6X4 + 8X2 - 1 x 2,0285

The proof is that of lemma 3.5 in [Hof]. # Pro~osition 1.3.8. Let I' be a Coxeter graph. (i) Suppose that the underlying graph of I i a segment. Then 2 < llI'll i A, ' s

Thus if follows from Theorem 1.1.3 that X3

E, and in particular that E is not closed.

Similarly, Theorem 1.1.3 shows that, if Xw E El then Am = IlI'(l , with I' = H P,W for some triple of integers satisfying 2 5 p 5 q, 3 5 q, and q r. A.E. Brouwer (private communication) has checked that this is not the case, so that Xw $ E. We have not


i f and

' only if I is one of the following.
H 1 F1
010. - - -





with 1vertices, 12 5 with 1 vertices, 1 2 6 with 6 vertices.

checked whether X E E for q 2 4.

0--0--~--0-. .-0-



Lemma 1.3.7. For s E lR+

with s > 1 and for 1E W with 12 I, consider the

+F :



0 4 -

symmetric matrices
(ii) Suppose that 2 <

llrll s A,.

Then either I? = H1 as in (i), or I' is a Coxeter

graph where marked edges are marked with m = 4.
Proof. - The has characteristic polynomial


Appendix I: Classification of Coxeter graphs

§ 1.3. Proofs of theorems 1.1.2 and 1.1.3


. Its norm is near 2,0608, and thus strictly larger than A,
2cos(lr/m) < 2 for all m 2 3, a Coxeter graph with 2 < marked with some m > 7. The graph G$'): o &

As the norm of

0 %


p As pP2-P1 = ~ (4-p 2-1) one has x = A,. above, the norms of

Observe that F5 = ~

1 has norm 2. As ~ )

llrll d


cannot have any edge
0-0-- -4

is of norm 2. The graph


has >






l vertices

characteristic polynomial A 4-5A2+3 and its norm is 2,074 s ($5+131/2))1/2 graph o graph 2<
A 6 A

a The

decrease and converge to A,. Consider now a Coxeter graph r with underlying graph a segment and which has exactly one edge marked with m = 4 (all other edges, being unmarked, correspond to m = 3). If this is a free edge, r = Be for some t! ; 2 and llrll < 2. If this is next to a ! free edge,

and the graph o


< both have norm 5lI2 >

a; Finally the


has norm ($5+191/2))1/2 > Am. Hence a Coxeter graph with

llrll < A,

cannot have any edge marked with m = 6. 5 - has characteristic polynomial A4 -$7+5lI2)A2 The graph 0 4

r = Fe

as considered above. In the other cases, either I? =: +F

or I'

+ I;



norm is near 2,095, and thus strictly larger than A,. with

Consequently, if a Coxeter graph

Direct computations show that

llrll 6 A,

has an edge marked with m = 5, this edge must be a free edge (namely

one at an end of r). The previous lemma shows that, for m 1 4, the norms of


3 2 is the largest root of p -6p +8p2 and that ( ~ - 2 ) ( ~ ~ - 5 ~ + 3 )Hence . IIF:+~~ < A, and


l l ~ ~ 1 1 is~



e vertices

the largest root of 112 112 llL711 = (2(5+13 1) A,.


increase with 1 and converge to 4cos2(lr/m)(4cos2( ~ / r n ) - l ) - ~ / ~ . For m = 5, these are the H i s and the limit is A observe that llH411 = 2. Now the ; , norms of

Consider finally a Coxeter graph r with underlying graph a segment and which has at least two edges marked with m = 4. If there are the two free edges, r = Ce for some

t!? 3 and IlI'll = 2. In the other cases one has

llrll ? llKell > A,

for some t! ? 4. #

.- 4 0 1vertices 4
Pro~osition1.3.9. Let I' be a Cozeter graph, the underlving graph of which is some with 2 < p i q 5 r. Then 2 < llrll < A, if and only if l? is one of the Coxeter T~,q,r graphs on the list ofI.3.6, or T2 ,(4) for some q 2 3 and for r large enough (see 1.1 for ,q, a picture of T2 ,(4)). 79,

decrease and converge to Am by lemma 1.2.4; the same holds for

and this ends the proof of (ii). The same argument as in 1.3.7 shows that the norms of Fe increase and converge to the largest root x of pP2-P1 with

PFoof. Suppose first that
B P ) o&--.
/ -

I? has underlying graph Dk for some k ; 4. The norm of !

. .-o+

l+l vertices,

e? 3

is 2. The norms of


Appendix I: Classification of Coxeter graphs

decrease and converge to Xa by lemma 1.2.4. The graph

APPENDIX 1I.a * Complex semisimple algebras and finite dimensional C algebras
, Let M be a complez algebra. An involution on M is a R-linear map cu : M --t M satisfying

cu(xy) = (Y(y)cu(x) has characteristic polynomial X(X4-5X2i3) and its norm, equal to that of 6 o----0--4--o, is larger than Am. Hence I' cannot satisfy 2 < llI'll s A,. 2,q,r From lemma 1.2.1 and proposition 1.2.5, the characteristic polynomial of Suppose now that the Coxeter graph I' has underlying graph T with 3 s q d r.

~ ( i x = -i(Y(x) )

4 4 4 ) =x

for all x,y E M; such an involution is positive if moreover or(x)x = 0 implies x = 0. In particular, let M = EndC(V) for some finite dimensional complex vector space V. Let ( I ) be a hermitian product on V. For x E M, denote by x* the adjoint endomorphism, defined by (x*(~ = ((1x7) for all (,q E V. Then x H x* is the q) standard example of a positive involution on M. Let a be any involution on M. It follows from Skolem-Noether's theorem that g x ) = gx*g-l for some g E GL(V), and a(cu(x)) = x implies that g - l * is central, hence a scalar. One may always choose g hermitian: g* = g and all eigenvalues of g are real. Then cu is positive if and only if all eigenvalues of g have the same sign. If tr : M -+ 6: is the usual trace, we leave it to the reader to check that cu is positive if and only if tr(ol(x)x) > 0 for all x E M; hence "positive" has the same meaning above as in [Wei]. Pro~osition 11.1. Let M be a jnite dimensional complex algebra. (a) If M has a positive involution, then M is semisimple. (b) If M is semisimple, then M has a positive involution x H x*. Moreover, for any other positive involution cu on M , there ezists an invertible element g E M with .g* = g and with positive spectrum, such that 4 x ) = gx*g-l for all x E M . (c) Let M and x H X* be as in (b) and let p be a central idempotent of M . Then P =p. (d) Let N c M be a pair of semisimple algebras and let P be a positive involution on N . Then there ezbts a positive involution cu on M which extends P. Proof. - (a) radical J Let x H x* be a positive involution on M. Assume that the Jacobson of M some xl # 0; then x2 = xlxl is not zero, so that this contradicts the fact that J is nilpotent. Hence J = 0

is given by

For (q,r) # (3,3), it is easy to check that the value for X = Xw of this polynomial is strictly negative; consequently the norm of the graph is strictly larger than Xw. Lemma 1.2.4 shows that llT2 ,(4)11 decreases and converges to X Also the norm of 4 9 when r increases.



k vectors, k 2 7


decrease and converge to Am. The proposition follows. # A final computation of the same kind for Coxeter graphs H (m,ml), also based on P,9J 1.2.4, ends the proof of theorem 1.1.3.

x3 = xix2 # 0, and so

and M is semisimple. (b) If M is semisimple, M is a direct sum of factors, and thus has a positive involution by the example before the proposition.


Appendix 1I.a.

Semisimple algebras and C -algebras Exam~le 11.3. Consider the two-dimensional truncated polynomial algebra M = c[x]/(x2), with basis {l,x) and with product defined by x2 = 0. Then M has two involutions which map 1 to 1, and x to x and -x respectively. Of course M is not semisimple and these involutions are not positive. Recall that a c*-algebra is a complex algebra M (possibly infinite dimensional, possibly without unit) furnished with an involution x I+ x* and a norm x I+ llxll such that (i) M is a Banach space for 11 (I; (ii) llxyll 6 llxllll~llfor all X7Y E M. 2 (iii) ~(x*x(( llxll for all x E M. = In particular, (iii) implies that the involution is positive. If M is finite dimensional, (i) is of course automatic, but moreover the norm is uniquely determined by the involution: Pro~osition 11.4. (a) Let M be a semisimple complez algebra (offinite dimension) and let x I+ X* be a positive involution on M. For x E M, dejine
2 * Iixll = Supit E R+ : t -x x is not invertible on M).


Let V be as in this same example. A straightforward application of Skolem-Noether' s theorem is that any involution cu on End(V) x End(V) which exchanges the factors is of the form a(x,y) = (gy*g-l, g*x*g*-l) for some g E GL(V); such an involution is not positive because ol(l,O)(l,O)= (0,O). Now let M be an arbitrary semisimple algebra. What precedes implies that factors in M are invariant by any positive involution; claims (b) and (c) follow. (d) Assume first that M is a factor, so that one may set M = End(V) as above. Let U(N) be the unitary group {h E N I ,B(h)h = I), which is compact, and let dh denote its Haar measure of total mass 1. Define a new scalar product on V by

Then ((D(y)[l q)) = ((51 yq)) for all 5,q E V and y E N; for y E U(N), this follows from invariance of Haar measure, but any Y E N is a linear combination of unitary elements. Define the involution a on M by ((a(x)tI q)) = ((elxq)) for all (,q E V and X E M . n In the general , case, one has M = @ End(Vi). One defines j=1 a(xl,. ..,xm) = (a1(x1),. . ,am(xm)) where each ai is defined from (N End(V.)) 1


Then x

llxll is a norm which, together with x I+ x*, make M a c*-algebra. (b) Let M,M' be two c*-algebras and let rp : M 4 M' be an injective linear map

as in the factorial case. # The proposition holds also for real algebras; see [Wei], Proposition 1 and corollary. Exam~le 11.2. Let G be a finite group. Its group algebra C[G] is made of complex functions on G, the product being convolution

such that

Then cp is an isometry:
IIcp(x)ll = llxll

for all x E M.

w f . (a) If M = End(V) with V a hermitian vector space, one may also define the norm by There is a natural involution defined on C[G] by

This is positive, because x*x = 0 implies

= ~ Then ~lx*xll 1 1 ~ 1 1 as in lemma 1.2.4, and the two definitions of llxll coincide by the spectral theorem for hermitian matrices. The general case follows from that of factors. (b) This claim is proved by elementary functional calculus, and comes early in any book about c*-algebras, for example on page 13 of [Arv]. This claim would not hold without the completeness requirement (i) in the definition of a c*-algebra. #

and thus x = 0. Thus proposition 1l.l.a provides one proof of (one formulation of) Maschke' s theorem.

Let M be an algebra (possibly infinite dimensional) with a positive involution x n x*. Recall from section 2.5 that a on M is a linear map tr : M 4 C such that tr(xy) = tr(yx) for all x,y E M; say it is positive if tr(x*x) 0 for any x E M. In case


256 dimc(M) <

Appendix I1.a. this definition is the same as that of Section 2.5 by I1.l.c. It follows from

Semisimple algebras and C -algebras



trace is faithful if and only if tr(x*x) > 0 the Cauchy-Schwarz inequality that a p~sitive for all x # 0 in M.

expectations defined by a faithful positive trace, for E(x*x) = 0 implies that tr(x*x) = tr(~(x*x) 0, and therefore x = 0 by faithfulness of the trace. =

In the context of c*-algebras and w*-algebras, it is usual that "trace" means "positive trace." We shall take up this habit in Chapter 9.
Then, in the same way as for measures on locally compact spaces, positivity makes it possible (and quite useful) to consider infinite traces; we shall return to this in Section 3.2. Let N be a sub-C*-algebra of a c*-algebra M. A conditional expectation E : M 4 N is self-adioint if ~ ( x * = E(x)* for all x E M; it is positive if, for every ) x E M, there exists y E N with E(x*x) = y*y. It is an important point that the construction of Proposition 2.6.2 provides positive conditional expectations from positive traces. Pro~osition 11.5. Let N C M and tr be as in Proposition 2.6.2 (with K = C); assume moreover that M is given a positive involution x H x* and that the faithful trace tr is

In the eontezt of c*-algebras and w*-algebras, it is usual that "conditional ezpectation" means "positive conditional ezpectation". We will adopt this habit in Chapter 9. Conditional expectations are very important in the study of operator algebras; see, e.g. [Strl, 59. In the remainder of this appendix, we comment on C* versions of the various constructions of Chapter 2. All of the results of sections 2.2 and 2.3 have C* versions. For example, in 2.2.3 and 2.2.5, let F be the factor EndC(V), where V is a finite dimensional complex Hilbert space, M a C*-subalgebra, and in 2.2.5 take q to be a self-adjoint projection. Then CF(M) and qMq are also C*-subalgebras. Versions of 2.3.9 and 2.3.10 are valid for c*-algebras, with the isomorphisms respecting the involutions. We have already remarked and the end of Section 2.3 that one can associate to a Bratteli diagram a chain of c*-algebras, via the path model. Now let N c M be a pair of finite dimensional c*-algebras and set L = ~ n d $ ( ~ ) . Then L has a unique C* structure such that the inclusion of M in L is a *-isomorphism. In fact, from the Bratteli diagram for N C M c L, we can impose such a C* structure on L, using the C* version of 2.3.9, or the path model. A more natural way to go about this, hdwever, is to take any positive faithful trace tr on M, and to give M the hermitian inner product (xly) = tr(xy*). Then the left regular representation of M on (M,tr) is a faithful *-representation, and the right regular representation of N is a *-anti-representation. Hence L := p(N)' is naturally a c*-algebra, by the C* version of 2.2.3. (Here the prime (') denotes centralizer in EndC(M,tr).) Furthermore, the (faithful, positive) conditional expectation E : M -+ N determined by the trace tr is also the self-adjoint projection of M onto N, with respect the trace inner product. (See the proof of 2.6.2.) Therefore the subalgebra (M,E) of EndC(M,tr) generated by X(M) and E is a *-subalgebra, so equal to its own bicentralizer by the C* version of 2.2.3. Bu he centralizer of (M,E) is easily seen to be p(N), so that (M,E) = (M,E)" = p(N = L. Finally, if z is a central projection in L orthogonal to the ideal X(M)EX(M), then for all y,x E M, one has 0 = (EX(y)z)(x) = E(yz(x)); hence z(x) = 0 by faithfulness of E, and so z = 0. Thus L = X(M)EX(M). This is the C* version of Corollary 2.6.4. Suppose now that N c M is a connected pair and choose for tr the unique positive Markov trace of modulus B = [M:N] (Theorem 2.7.3). Then the unique extension of tr to L with the Markov property, fir@) = tr(x) for x E M, is also positive, since the weights of the tram on L are /3- 1 times the corresponding weights on N. Iterating the fundamental construction thus yields a chain of finite dimensional C* algebras carrying a


positive. Then the faithful conditional expectation E : M 4 N of Proposition 2.6.2 is self-adjoint and positive.
for any x E M; indeed, this is clear when x is positive, and one has in general x = x -x +ix -ix with xl,. . x , positive. 1 2 3 4 Since tr is positive, both tr and tr are faithful. We check then that E is

Proof. Observe that tr(x*)


self-adjoint. For any z E N one has

and the claim follows because tr

Consider now x E M. As ~ ( x * x ) is self-adjoint, there exist positive elements zl,z2 E N with E(X*X)= z;zlz2z2* and zlzi = 0. If z2 # 0 there would exist a self-adjoint idempotent e E N with zlzle = 0 and ez2z2e # 0, so that tr((xe)*(xe)) = tr(~(x*x)e) -tr((z2e)*(z2e)) < 0 = contradicting the positivity of tr. Hence E(X*X)= z;zl.


is faithful.




It can be shown in general that a positive conditional expectation is faithful if and only if E(x*x) > 0 for any non-ero x. See 9.2 in [Str]. This is evident for conditional


Appendix I1.a. APPENDIX II.b The algebras Ag,k in statistical mechanics The first recorded occurrence of the algebras of Section 2.8 arose in a work of H.N.V. Ternperley and E.H. Lieb (1971) about microscopic models for magnets. The purpose of this appendix is to introduce the reader to this circle of ideas. For a systematic account see

faithful positive trace tr and a sequence of self-adjoint projections (Ei)i>l satisfying the conditions of Proposition 2.7.5. We have already noted in Sections 2.8 and 2.9 that, for K = C and for P 4 or = 4cos2( d q ) for some integer q 3, the algebras BAk constructed there have a C*



structure making the generators {e.} self-adjoint projections. Furthermore, 2.8.5 or J 2.9.6(e) implies that Bp,k is, up to *-isomorphism, the unique c*-algebra generated by the identity and self-adjoint projections {el,' .ek-l) satisfying the relations of 2.8.4 (ii), with a faithful trace tr satisfying fir(we.) = tr(w) for w E alg {l,el,. -ejwl}. J



It is an idea going back to Daniel Bernoulli (1738) to compute the pressure of a gas in a container from the change in momentum of the molecules impinging on the walls. During the last century, physicists made this computation on several occasions and compared the outcome with the equation of state of a perfect gas pV = nRT. One result of this comparison is that the mean kinetic energy of a simple (i.e., monatomic) molecule in a gas at temperature T is

where k denotes the Boltzmann constant, Let us now sketch the argument of J.C. Maxwell (1860) for finding the velocity distribution of the molecules in a gas. Let x,y,z be Cartesian coordinates in the velocity space and denote by f(x)dx the probability of finding the first coordinate of a molecule in the small interval (x,x+dx). As all directions are equivalent, the density of probability of finding a velocity vector at (x,y,z) is given by f(x)f(y)f(z), and this should be a function of the absolute value c = (x2 y2 + z2)ll2 alone. As Maxwell writes:


iation with respect to x

Differentiation with respect to y or z leads to


= constant

Appendix ILb.

The algebras Ap,k in statistical mechanics

for appropriate constants C and A. As f should be integrable, A < 0, say A = -G2 for some (Y > 0. Moreover C = because f(x)dx = 1. It is now easy to


Assume first that each atom can have one of two possible spins. Then a $ of the & array is a sequence o = (oi)lsiSn with oi E {fl). Let us assume moreover that only states with periodic boundary conditions are allowed ol = on. Assume also that energy comes from interactions of opposite spins at neighboring sites, say

compute the mean kinetic energy of a molecule of mass m:

so that

$ = & by comparison with (11.6).

Finally, for a simple molecule (monatomic

1 gas), the energy is E = 2mc2, so that the density of probability of finding a molecule with

energy E is given by


for some constant J. (One has J > 0 because energy in minimal if all spins are alike.) The computational problem is to evaluate 312exp(-~/k~). (11.7)

For all this, see [Som], Sections 22-23 and [BR]. More generally, consider abstractly a physical system with set of possible states S, and denote by E(s) the energy of the system when it is in the state s E S. The canonical postulate is that the probability of the system being in the state s is proportional to exp(-E(s)/kT). That this is a sensible postulate can be understood either from general a priori considerations involving additivity with respect to subsystems (see [Gib], Chap. IV), or from the particular case above (11.7). Then, it is clearly quite important to understand and compute Gibbs' partition function, which is the sum-over-states

for large n, where the constant K is J/kT. Here comes a clever trick. Given a matrix A = is the (k,l)-entry of A'

.. .
Consequently we set


As Gibbs has shown, the relevant physical quantities can be expressed in terms of Z. For example the average energy is

If S+ denotes the set of states with al = on = +1 and Zn,+ its contribution to Z, one has

The one dimensional Ising model. We follow the beginning of Chapter 2 in [Bax], ahd consider a linear array of n equally spaced atoms which can be recognized as one diagonal entry of A". The same holds for S , and

Appendix I1.b.

The algebras AB,k in statistical mechanics


It is now quite easy to compute the eigenvalues of A ~ and thus to handle Zn for large , n. Alternatively, we might assume that each atom has one of p possible spin states, so that S is now the set of sequence (a$lgjgn with a. E {I,..-,p} and, say, with J ul = un. (Standard notation for the number of spins is q instead of p, but this would conflict here with the notation of Section 2.10.) Assume that neighboring atoms interact in one of only two possible ways, depending on their spins being equal or not. Thus, up to an irrelevant additive constant

- m atoms
Each vertex is again thought of as one atom with one of p possible spins. A state in S is k k now a double sequence s = (aj)lSjgm,l<k<n with u. E {l,. .,p). (No boundary J


condition.) We assume that energy comes from either horizontal or vertical nearest neighbor interactions. More precisely, the horizontal contribution of some row with spins ul,. ,am to the partition function Z is


where 6 is the Kronecker zero-one symbol. Now let A be the pby-p matrix with eK on the diagonal and 1 at any 'other place. Then

and the vertical contribution of two adjacent rows with spins al,. .,arn,rl,. which is again easy to handle. E. Ising proposed his model in 1925, and was successful with computations for one dimensional systems. Later, similar ideas have been used for systems with one or two dimensions by several physicists, including L. Onsager (1944) and R.B. Potts (1952). For our purpose, the main point to remember is the trick of using the trace of large powers of an appropriate matrix to evaluate the partition function when the number of atoms is large.




rIntroduce the pm-by-pm matrices V,W with entries

From square lattice Potts' model to A


We fpllow here part of chapter 12 in [Bax]. In a square lattice, consider a rectangle with m atoms on the base and n on the side As

l 6(ak,rk) = 0 if a # T, the matrix V is diagonal and (VW) 0,T is the product of l k= l (11.8) and (11.9). Consider now a state s = (ul,. ,,$) E S, where each ak denotes a sequence of m spins. Write 0 = u1 and T = 2. Then ( ( V W ) ~ - ' V ) ~ , ~


Appendix I1.b.

The algebras and observe that

in statistical mechanics

RXR = p - m / 2 ~ ~ ( ~ ) .
Then represents the contribution to 1 1 u = (al,. .,om) and T = (<, l~jsm,lsksn With , u i ) . Thus Z has again been expressed in terms of


of the states

k s = (u.)

z = c((VW)~V)
and the computation of the partition function Z is now a problem inside the algebra Ap,2m-l. This happens to help, though a full solution is still missing, and constitutes


iterates of matrices. But now, the two so-called transfer matrices V and W do not commute, and further devices have to be used. One is to define pm-by-pm matrices Ul,. ,U2m-l by



indeed "one of the most tantalizing unsolved models" (see [Bax], page 337).

j#i (U2i)u,r = ~ - ~ ~ ~ 6 ( ~ 6(q,Tk). ~ ) n ? ~ + 1s ksm In particular Ugi is diagonal while U2i-l is of the form

where 1 denotes the p-by-p identity matrix and where the ith factor on the left is the matrix g with all entries equal to p-'I2. The transfer matrices may be written as

where I is the pm-by-pm identity matrix. For our point, the crucial fact is that the matrices U1,. .,U2m-1 satisfy the relations


2 ui = p 112ui U.U.U. = U. if li-jl = 1
I J 1

U.U. = U.U. if li-jl 2 2
1 J
J 1

for i j = 1,. .,2m-1. In other words, p-lI2ui define a representation of AP12m-l


m T It is readily seen that R = l U2i-l is a pm-by-pm matrix with all entries equal to i=l P - ~ ~ ~ any pm-by-pm matrix X, denote by D(X) the sum of d l entries of X, For .




More on Ap,k for non-generic P

More on the algebra for non-generic

Furthermore, if m s k-1: (iii) 6m+1 is an idempotent. (iv)) tj6m+1 = 6m+1~j= 0 for j = 1,. .,m. (v) SmS1 = 1- el V

Consider a field K, a parameter P E K*, an integer k 2 1, and the cor&sponding algebra A defined in Section 2.8. If (Pj)j20 are the polynomials of Proposition 2.8.3, P,k is a multi-matrix algebra as soon as we have shown in Proposition 2.8.5 that A P,k pj(T1) o for j 5 k-1.



... V Em. .

Theorem 11.10. If p j ( ~ l # 0 for j s k-1 and if p k ( r l ) = 0, then AD,k+l k not ) semi-simple. For example A1,3 is not semisimple, as checked in Example 2.9.1, or

, ,4 $

Proof. Recall that the integer k is fixed in this discussion; we may assume that k 2 2. As the lemma is obvious for m = 1, we proceed by induction on m. Thus we assume that m 2 2 and that claims (i) to (v) hold for 1,2,. ,m-1.
P~-~(s~) 1 6m-l'm-16m-l)'m6m. Pm-l(T ) linear combination of monomials in tl,. . . , L ~ - it commutes with ~, Set
( r

is not

semisimple if K is not of characteristic two. More precisely, under the hypothesis of the theorem, we show hereafter that A P,k+ 1 contains a onedimensional two-sided ideal of square zero. Most of the proof is contained 1 in a lemma of H. Wenzl [Wen 1 that we recall below. As for notations, given two idempotent u and w in some algebra B, we write u r w if uw = u = wu. This is evidently a partial order on idempotents of B In case a family . { u 1 , , . } of idempotents in B has a least upper bound, we denote it by J U1VU2V vu j' With P ,k as in the theorem and (Pj)j20 as before, we define inductively elements

2 = ( ~ ~ 6 , ) = tm(6m-1


6 .,

Jm-i is a

Using (v) for the

., values m-l and m-2, one has 6m-16m = 6

From these two facts we compute


61,*..,% E

by This shows (i), and (ii) is similar. 1 6m tm 6 and (iii) follows. m Pm-l(B For j E 11,. .,m-l}, we know by induction that t.6 = 6 t. = 0, Jm mJ ejSmS1 = 6m+1~j 0 by definition of 6m+1. Moreover = From (i) one has (6,em6,) 2


so that

Lemma 11.11. One has for m E 11,. ,k): 2 pm(B1) ('1 (cmJm) = 1 t m6 ' m Pm-l(F 1


by (i), and similarly 6m+ltm = 0 by (ii). This shows (iv), so that 1 - bmS1 is an upper bound for {el,. .,em).


1- 6m+1



be an ide potent which is an upper bound for {el,. . , E ~ ) .As

is a linear combination of (non-trivial) monomials in el,.




one has

268 (1-6 m+l )C = 1- 6,+1

Appendix I1.c.

More on

for non-generic ,b For any i E {l,...,j) one has c. = d-i€iei+l 1

= C(l-6m+1),

namely 1- bmS1

s C.

Thus 1 - 6m+1 is the

least upper bound for {el,.



. . cj-l€jcj-l . ..

For Theorem 11.10, we are interested in Ap,k+l. Observe however that 61,. .,fik are

and claim (i) follows. in A P,j+19 . The vector space of (ii) is spanned by elements of the form wl w2 are standard monomials in A P,j' If w2 does not involve cjWl then wl where w i E Ap,j-l ends with

w2 where wl and

Lemma 11.12. Set

y = Jktk4, € A = AP,k+l.

Then the two-sided ideal A A is y
- , -

y reduced to Ky, and is in particular of dimension at most 1. Moreover yAy = 0 and AA has square zero. Proof. - Let w be a standard monomial in A, as in Proposition 2.8.1. If w # 1, then


w2 = w1w2 @ 1. Otherwise w2 = wicjelwi


for some

Q. < j-2

and where

w i = 1 or

w i = tj-z


en for some n

{1,2,. ,j-2). Then wl


w2 = wlwi

E ~ - ~

..- tn.


yw = wy = 0. Indeed, if w starts with c., with 1 i j i k-1, then yw = 0 by claim (iv) J of the previous lemma. Also the proof of claims (i) and (ii) shows that

has Q. < j-1 in case w i = 1 and Q. < n otherwise, because w2 is a standard word. In all cases wl
@ w2

=p G l


G2 where r is an appropriate integer, and with

G1 cjG2 a standard monomial in AP,j+l' Consequently the vector space of (ii) is spanned by a set containing dim(AP,j+l) - 1 elements. #
Lemma 11.14. For any j 2 2 the natural map

so yw = 0 also for any word beginning with ck, Similarly wy = 0 for all non-trivial y words w. By Proposition 2.8.1 and Corollary 2.8.6, this shows that AA = Ky. As y2 = 6,cky = 0, it follows that ywy = 0 for any standard monomial including w = 1. This implies 7.47 = 0. w,

is a K -linear isomorphism.
Proof. - The map is clearly well defined (because each of

To prove Theorem 11.10, it is enough to show that y # 0, namely that the radical of AP,k+l contains the nonzero ideal A A of Lemma 11.12. y If k = 2, this is straightforward. Indeed y = (1-e1)e2(1-el) {l,tl,t2,c1e2,c2c1) is a basis of Al f. (In example 2.9.1, yis not zero because 0 under the map from



commutes with

e.) and onto. The conclusion follows from the previous lemma. J Lemma 11.15. (i) (ii)

A1,3 to T, so that the radical of A is strictly larger than AyA.) But for k 2 3, we 1,3 need more lemmas. Lemma 11.13. (i) For any j 2 2, the subspace AP,j~jAP,jof AP,j+l is the linear span

The element The element

4, is not zero in AP,k' q 61, is not zero



The element y ojLemma II.12 is not zero in AP,k+l.

ojthe reduced monomials distinct from 1 (see Proposition 2.8.1). In particular

m. (i) Denote by
definition of (ii) The dimension of A @ A as a vector space over K is not more than flj Ap,j-l P,j dim(Ao,j+l)


twc-sided ideal generated by




shows that 1-

4 E B1;.



in contradiction with Lemma 2.8.4.iii, so that so that idempotent in A P,k'


were zero, this would imply B1;= AP,k' fi 0. (Observe that % is a central

- 1.


is the same as dk in Lemma 2.8.4).

270 (ii) By Lemma II.ll.iii, the image of

Appendix I1.c.

More on AD,k for non-generic




by the K-linear map 61,"

LemmalI.17. Consider an integer k L 3 with p2(/.T1) # 0,. .,Pk-l(rl) # 0, so that



are defined and satish the relations of Lemma 11.11. If

= $ then

rk-l 5 Proof. - Set

If moreover k 2 4 then $-3cirj = 0 whenever i,j 2 k-2 and (i-j ( ? 2.
p = ~ ~ - ~ ( $ - ~ - 6 ~ By ) . and (v) of Lemma 11.11 and the hypothesis - ~ (iv)

is 6k' Thus (ii) follows from (i). (iii) This follows from (ii) and from Lemma 11.14. The proof of Theorem 11.10 is complete. In the same way as the braid group on three strings is an epimorphic image of the braid group on four strings, the assignment

= Sk, one has



6k-1 = ~k-1$ = 0
= 6k-2rk-1'


Hence p is a projection and p = ~ ~ - ~ 6 ~(i) of the same lemma By - ~ 1

It follows that A is not semi-simple. 194 However, we do not know in general when A is semi-simple for j > k+2. It would P,j be interesting to compute the discriminant of A P,j'

extends to an epimorphism Al,4

Following Wenzl [Wenl], we shall record another useful consequence of Lemma 11.11, Theorem 11.16. Consider a real number

As rk-l and 6k-2 commute


fi # 0 and an infinite sequence (cj)j21 of

orthogonal projections on some complez Hilbert space such that the usual relations hold

'.2 = c.1 1
P ricjci = ci
r.r. = r . ~ .
1 J

If p # 0 this implies P ~ - ~ ( T= 0 and contradicts the hypothesis. Thus p = 0, ~)

i f 1 i-j 1 = 1 if li-j1 2 2

namely ck-16k-2 = 0, and ck-l 5 1- Sk-2. Assume k 2 4 and set q = 6k-3~k-26kl which is a projection because $-3, ck commute. One has q = ~ ~ r ~ - ~ ( 6 ~ - because - ~ ) ~-6~ ck-2 and

J 1

together with

If rl # 0 then one has either
Observe that

by the first part of the present proof. The same computation as above shows that

P = 4 cos2(dq) for some integer

q 13 or

p 2 4.

Pr1c2r1 = el

obviously implies that

1. Before we prove the

theorem, we need two more lemmas.

Hecke groups and other subgroups of PSL(2,R)

Hecke group and other subgroups of PSL(2P) generated by paxabolic pairs All facts exposed in this Appendix are well known, and most of them may be found in Magnus' survey [Magal. Our purpose is twofold: firstly to expose background for the examples in Section 3.3; secondly to offer a self-contained proof of the following result, which we believe is due to Fricke and Klein. It provides spectacular comparison with Kronecker's result (our Theorem 1.1.1) and with the results described in Section 3.4,-but we do not know whether it is a superficial curiosity or if there are interesting hidden explanations. We denote by the class in PSL(2,R) of a matrix E SL(2,R).

On the other hand, i f X f 0, there exists C E SL(2,C) with



Proof. Let A,B be the classes of A,B modulo {tl}, and let v,w be the fixed points of A,B in E. reduces the situation to the case v = w = m so , If v = w, a conjugation by
that one has

Theorem 111.1. Let X be a strictly positive real number and let PSL(2,R) generated by

[i$1 and [: y] . Then Ti is discrete if and only if
9 for some integer q >_ 3 or X 2 2.


be the subgroup of

either X = 2 cos

for some x,y E c*. After a second conjugation by

, one obtains matrices as in the

Moreover Ti has elements of finite order in the first case and I ' i generators in the second case.

is free on two

theorem. It is now straightforward to check that 4 tr(AB) = 2 tr(A)tr(B) and A8 = BA. reducgl the by the appropriate scalar multiple of If v f W, a -w situation to the case v = w = m so that one has ,

[ -];

For comparison with works of Fricke and Klein, see $11.2.11-12 in [FKl] and 11.1 in [FK2]. Among the many places where variations and complement on what follows can be found, we shall quote [Eva], [Kna], [Leu], [Mat], [Puz]. [Rus]. Let GC denote the group PSL(2,C), acting by fractional linear transformations on the Riemann sphere


for some x,y E c*. ~f c =




E = C U {a}.

Recall that


is parabolic if it is not one of the two

matrices a1 and if (,+dl2 = 4, namely if the transformation z o (az+b)(cz+d)-' of has exactly one fixed point. The study of non commuting parabolic pairs reduces to that of pairs as in Theorem 111.1, as the next proposition shows. Prouosition 111.2. Let A,B be two parabolic matrices in SL(2,C) and let X E C be such

4 tr(A8) = (2+X2)tr(4tr(B).

and one may choose z so that z2x = z-2y; thus, we may now assume that x = y. A computation shows that 4 tr(A8) = (2+x2)tr(~)tr(B) and that & f B4 in particular , x2 = X2. If x = A the proof is nished; if x = -A, it is enough to choose iz instead of

For any X E c*, let


Then X = 0 if and only if A and B commute. Moreover, i f X = 0, there exist C E SL(2,C) and z E C* with


be the subgroup of GC generated by

AA =


and BX =

[i y]

and let I'X be the subgroup of GC generated by AX and

Appendix I11

Hecke groups and other subgroups of PSL(2,R)


As JAXJ = B :

one has I'j c rX.As J2 = 1, the index satisfies [ r X: r j ] i 2. The

n (2) W = JA 'J (3) W = An1JAn2

n JA k~

+ JWJ # 1 by (1) + W # 1.
by (1) for msI with

cases [FA: r j ] = 2 and

rX I',i =

occur both, depending on X (see below).

... JAnkJ 4 A m w A m # 1

Corollary IIL3. For n,X E c*, the groups a s h4 = A 4 .

' and Ii are conjugate in Gc as soon

w If
fact that


n2 = X 2, it is clear from the proposition. If n2 = -A 2, it follows from the is generated by AX and 13i1 and from theequality


It would be nice to know whether the converse is known, but we have not found this in the literature, even under the assumption X E R+. The next proposition shows the claim of Theorem IIL1 for X 2 2. We denote by {1,J) I the group of order 2 generated by J, by AX the infinite cyclic group generated by AX, and by H * K the free product of two groups H,K. Proposition 111.4. Let X E C with I X I > 2. Then

Z rXis the free product of AX and of index 2 in rX.

{1,J). It follows that


Z I is AX * BA and is

and these groups are discrete in GC.
We write A for1AA during the proof. Set

Let U be a non empty open subset of SJ disjoint from J(SA) and such that J(U) n SA = 4. Then g(U) n U = 4 for all g E rX\{l), as it is clear for each of the four cases above. Hence discrete in GC.

rXhas a domain of discontinuity in

c, and this


S A = { z € C : IF& SJ={zEC:


1 %

I > 1)


< 1).

We denote by G the group PSL(2,R) acting on the Poincar6 half plane 7, and we normalize the Haar measure on G as in 53.3.d.

One has J(SA) c SJ (the 8-shaped domain below) and An(sJ)

c SA for all n E I with

Proposition 111.5. Consider an integer q 2 3 and set X = 2 cos(lr/q). (i)

n # 0. Let W be a non empty reduced word spelled out with the letters A and J. Then W # 1 in GC, as results from the four following cases; nl,. .,nk are integers in I\{O).

The group


area r ( l -

G. It has a fundamental domain in P of finite ' 2 so that the volume of G / r A is also s(1 - 9. )

rXis discrete in

Appendix I11 (ii)


Heck groups and other subgroups of PSL(2,I)


rX is the free product o f the group generated by rX PSL(2,U) if q = 3 and A = 1 . = ri = rXif q is odd and [ r X:r i ] = 2

AAJ, which is cyclic o f order

9, and o f {l,J). In particular, all conjugacy classes in r X \ { l ) are infinite. (iii) (iv)

i q is even. f

@ Let AX be the (hyperbolic) triangle in 7 with vertices eirIq, W,-e-i*/q. &
The transformation AX maps the half-line (-.?-idq,~) onto (eidq,w), and J

As a digression, let us observe that this family of groups shows dramatically that rigidity B la Mostow-Margulis (see [Zim]) does not hold in G = PSL(2,lR). Indeed, if q - + m so that X = 2 cos(ir/q) 4 2 one has a sequence of groups having fundamental to a group for which any fundamental domain has domains with one cusp which more than one cusp, and moreover all these groups are pairwise non isomorphic. Also if X 2 tends to 2, one has a family of groups with infinite covolume in G which tends to the group r2 with covolume r.




The "only if" part of Theorem 111.1 is yet to be proved. We consider again X E C* rather than X E R as long as it does not complicate the arguments. I, : Pro~osition 111.6. Let X

C with 0 < I X I < 1. Then

rXis not discrete in


Define inductively Cn =

:[ t]

E Ti


exchanges the edges ( i r q , i ) and (i,Jrlq). By Poincar6's theorem (see [Mas] or [Rha]), AX is a fundamental domain for rX acting on 7, and rX is discrete in G. This and Gauss-Bonet formula show (i). PoincarB's theorem also shows (ii), namely that rX has a presentation with generators AX, J and with relations ( A ~ J = ~ = J ~ . )1 Statement (iii) is standard: see for example [Ser2], Chapter VII. Let us demonstrate (ii) in a different way (see $so [Eva]). Set KA = AAJ = which is a rotation of order q around eirIq. Consider the action of Thus

q = X2"-',

and in particular

IPnI -r 0

if n




Observe that 6n+1

- 1 = X2n 6,

so that 6 is a polynomial in A, with coefficients ,

rXon the boundpry
It follows as in

in {-l,O,l) and with constant term 1. Hence lJn-l ( <

& and

(6n+l-1 1 <


U {m) of

7 in



Then KA maps ]o,A-~] onto ]w,O]. Set SK = ]O,m] and

SJ = ]w,O]. Then J(SK) = S j and K'(s~) c SK for r E {1,2,. ..,q-1). the proof of Proposition 111.4 that

rAis the free product of
as in Section 1.2.)

{1,K,. .,Kq-I} with {l,J}.




so that

6,4 1 if n -I m. It follows that yn -.r X and

1 (because Cn is

parabolic for n 2 3) if n 4 W. Thus Cn 4 GC.

[: y]

if n -+

and FA is not discrete in


(Digression: let p = e i d q and p-I be the two fixed points of KA in C. Then p and p-I are given by


f ( I + (X2 - 4)'12),
KA and J,

Comllarv 111.7. Let P =




Gc and let A


C with 0 < 1 c 1 < 1. Then the X

One has A ~ B = K ~ '.: contains also

If q is odd, the group so that


generated by AX and BX q=2p is even, then

subgroup generated by P and AX is not discrete in GC.

rjl=rX. If

ri = A: * ( 1 , ~ .~, ~ q.- ~ 2 )Z * (Z/pZ) . ~ x

as shown in [LyUj.



Proof. As ~~(APAP-I) 2 - X2c2, Proposition 111.2 shows that the group is = conjugated to PiXc, and the claim follows from Proposition 111.6. #

The groups of Proposition 111.5 are called Hecke ~ U D [Hec] and have received S considerable attention. For some authors, Hecke groups include rX when X E R and

A 2 2; see page 333 in [Leh].


1 Appendix 1 1
1 Pro~osition 111.8. Consider a real number r c 3, and set X = 2 cos(m). Assume


REFERENCES [Arv] W. Arveson: "An invitation to c*-algebras", Springer 1976. [Anal C. Anantharaman-Delaroche: "On Connes' property T for von Neumann algebras", Preprint, Orleans 1986. [AS] M. Atiyah and W. Schmid: "A geometric construction of the discrete series for semisimple Lie groups", Invent. Math. 42 (1977) 1-62. [BR] S. Banach and S. Ruziewicz: "Sur les solutions dlune Bquation fonctiomelle de J. C1. Maxwell", in S. Banach, Oeuvres I, p. 51-57. [Bax] R.J.Baxter: "Exactly solved models in statistical mechanics", Academic Press 1982. [Big] N.L. Biggs: "Algebraic graph theory", Cambridge Univ. Press 1974. [BW] J. Birman and H. Wenzl: "Braids, link polynomials and a new algebra", Trans. Amer. Math. Soc. (to appear). [Bor] A. Borel: "Density properties for certain subgroups of semi-simple groups without compact components", Ann. of Math. 72 (1960) 179-188. [BA2] N. Bourbaki: "Algibre, chap. 2, algibre linhire", 3rd edition, Hermann 1962. [BA4] N. Bourbaki: llAlg&brell, ap. 4-7, Masson 1981. C [BAS] N. Bourbaki: "AlgBbre, hap. 8, modules et anneaux semi-simples", Hermann 1958. [BACl] N. Bourbaki: I1Alg&bre commutative, chap. 1 et 2", Hermann 1961. [BLie] M. Bourbaki: "Groupes et algibres de Lie, Chap. 4, 5 et 611,Hermann 1968. [Boy] D.W. Boyd: "Variations on a theme of Kronecker", Canad. Math. Bull. 21(2) (1978), 129-133.

either that r i irrational or that r = s discrete in G.
The group


with (p,q) = 1 and p 2 2. Then

rX is not


=J A = ~



-2 cAs(m)].

As the eigenvalues of


1 ms(nr)) are -eim and -e-jm, this CX is a rotation of


angle 2m around -e-lm, in the sense of hyperbolic geometry. If r is irrational, the subgroup of G generated by CX is not discrete in G.

If r =

with (p,q) = 1, there is some power DX of CX which is the rotation of Set o = dq, so that DX is the rotation of angle 20 around

4 -e-jP@. set also



= (sin po)lI2


- a i n po)-lI2 ( po)(s
s i n(pa)-112

0 '2o=





cos o sin o [-sin o cos o].



As E(i) = -e-IP" and as Rgo is the rotation of angle 2o around i (mark the factor 2!), one has






Assume now that p 1 2. One has sin IGXI a

= 2 s i n o p o I 2 s i n o m 8 20-cos 2o sln w


1 As r < 3 one has q > 6 and o < r/6, so that

-< 1.

Then Corollary 111.7 shows

that thesubgroup

rXgenerated by

DA and AX is not discrete in G.


For X E C with X - 2 cos(lr/q) not zero and small enough, it is known that discrete in GC. See [Magal.

rXis not

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References INDEX Adjacency matrix of a graph: 1.3 Ap,k: 2.1.7, 2.8, 1I.b and Hecke algebras: 2.1.9,2.11 Agen,k Atr,k(Mo c M1) : 2.1.8, 2.7, 2.8 Fundamental construction for multi-matrix algebras: 2.1, 2.4 for finite von Neumann algebras: 3.1, 3.6 Generic /3 : 2.1, 2.7 Graoh: labelled: 1.1 marked: 1.1 norm: 1.3 principal: 4.1, 4.6 spectral radius: 1.3 spectral spread: 1.4 Hecke groups: 3.1, I11 Hecke algebra H(G, G,) : 2.10.a Hecke algebra Hq.k : i.1,2.10.b, 2.11 Inclusion matrix, index matrix: 2.1, 2.3, 3.1, 3.5 Index: 2.1, 3.1, 3.4, 3.7 of semi-simple pairs: 2.1.1 of subfactors: 3.4 Index of pairs of finite von Neumann algebras: 3.7.5 Infinite conju acy class (icc) group: 3.3.b Involution: 1fa Irreducible subfactor: 3.4 Ising model: 1I.b

S. Stratila and D. Voiculescu: "Representations of AF-algebras and of the group U(CO)", Lecture Notes in Math. 468, Springer Verlag 1975. [Sun] V.S. Sunder: "A model for AF algebras and a representation of the Jones projections", J. Operator Theory 18 (1987) 289301, [Tak] M. Takesaki: "Theory of operator algebras I", Springer Verlag 1979. [TL] H.N.V. Temperly and E.H. Lieb: "Relations between the "percolation" and llcolouringllproblem and other graph-theoretical probIems associated with regular planar lattices: some exact results for the "percolation" problem", Proc. Roy. Soc. (London) ser A 322 (1971) 251-280. [Tor] A. Torgasev: "On infinite graphs whose spectrum is uniformly bounded by




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Bicommutant theorem: 2.2.3 Bicoloration number of a graph: 1.4 Bore1 subgroup: 2.10.a Braiding relations: 2.1 Bratteli diagram: 2.3 Bruhat decomposition: 2.10.a Catalin numbers: 2.7


and the fundamental construction: 2.6.4 Connected pair of algebras: 2.1 Coupling constant: 2.2, 3.2 Covolume of a lattice: 3.3.e Coxeter emnents: 1.4 Coxeter graph: 1.1, 1.4 Coxeter invariant: 4.6 Cusp form: 3.3.e Depth: 4.1, 4.6 Derived tower: 4.1, 4.6 Dimension of a projection: 3.2 dimM(H) : 3.2 Discrete series: 3.3.a
E = U(N) : 1.1, 1.5

= {0,2} U { 2 ~ 0 s ( l r / k ) ) ~ >1.1 : ~

K = a given field: 2.1
K,U : 2.3



= [f] : 2.8 ' ronecker s theorem: 1.1.1, 1.2.1, 1.2.2


%extension: 2.6.6 ei - relations: 2.1.6, 2.7.5 Factor: 2.1, 2.2, 3.2 Factor of type 111: 3.2 Faithful conditional expectation: 2.6 Faithful trace: 2.1, 2.5 Finite depth: 4.1,4,6 Finite factor: 3.2 Finite index: 3.1, 3.5 Finite representation of a pair: 3.5 Floor of a Bratteli diagram: 2.3 Formal dimension: 3.3.a Full factor: 3.4

Lattice (in a Lie group) : 3.3.b A : 2.1, 2.3, 3.1, 3.5 ! (Aq)q22 1.171.1 Markov relation: 3.1 Markov trace: 2.1, 2.7, 3.1, 3.7 and index for multi-matrix algebras: ~atrix adjacency: 1.3 aperiodic (=primitive) non-negati~e:
13 .


of a bicolored graph: 1.3 equivalent: 1.3 indecomposable: 1.1, 1.2

Index index matrix = inclusion matrix: 2.1, 2.3, 3,1, 3,5 irredundant: 1.3 norm of a matrix: 1.1 parabolic: I11 pseud~quivalent 1.l, 1.3 : reducible: 1.3 trace matrix: 3.1, 3.5 transfer matrix: 1I.b Modulus of a Markov trace: 2.1, 2.7, 3.1, 3.7 Monomial in A,., : 2.8 4 s ) : 1.1 Natural trace: 3.2 von Neumann algebra: 3.2 Normalized trace: 3.2 Pk E Z[A] : 2.8 Parabolic matrix: I11 Partition function: 1I.b Path model: 2.3.11 and the fundamental construction: 2.4.6, 2.6.5 and the tower construction: 2.7.6 Perron-Frobenius theory: 1.4 Peterson inner product: 3.3.e Pimsner-Popa basis: 3.6.4 Popa's theorem: 4.7.3 Positive conditional expectation: 1I.a Positive involution: I1.a Positive trace: 2.1, 2.5, ILa Principal graph: 4.1,4.6 Rank of a module: 2.1 Reduction b a projection: 2.2, 3.2 R e y a r sub!actor: 3.4 Raw vector: 2.1, 2.5 Self-adjoint conditional expectation: 1I.a Skau's lemma: 4.4.3 Skolem-Noether theorem: 2.2.6 Square lattice Pott' s model: 1I.b Story of a Bratteli diagram: 2.3 Temperley-Lieb algebras ( A ): 2.1, P,k 2.7, 2.8, 2.11, 1I.b I.. 3 3'' : 4.5.2 Tower: 2.1, 2.4 Trace: 2.1,2.5, 3.2, 3.5,11.a Trace matrix: 3.1, 3.5 Transfer matrix: 1I.b 51/2)1/2 : 1.1 unnel construction: 4.7.e





Ultraweak topology: 3.2 Very faithful conditional expectation: 2.6 Weights of a trace: 2.5 Wenzl' s representations: 2.10.d index formula: 4.3 Young diagrams: 2.10.c