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# On bilateral weighted shifts in noncommutative multivariable operator theory

## 1. Introduction

Given a positive integer $`n1`$, or $`n=\mathrm{}`$, we may consider all possible $`n`$-tuples of operators $`S=(S_1,\mathrm{},S_n)`$ which act on a common Hilbert space $``$ and satisfy the relations

(1) $`S_i^{}S_i=I\text{for}1in\text{and}{\displaystyle \underset{i=1}{\overset{n}{}}}S_iS_i^{}=I.`$
When $`n=1`$, the single variable case, we are simply talking about unitary operators. Distinguished amongst the collection of unitary operators on (separable) infinite-dimensional spaces is the canonical bilateral shift which acts on an orthonormal basis $`\{\xi _k:k\}`$ for $``$ by $`U\xi _k=\xi _{k+1}`$. Bilateral shifts play a central role in operator theory generally, and specifically within the structure theory for isometries. Thus, bilateral weighted shifts, operators $`T`$ defined on $``$ by $`T\xi _k=\lambda _{k+1}\xi _{k+1}`$, $`\lambda _{k+1}`$, have also been studied for some time, often providing new classes of examples and shedding light on the theory overall (see the survey article  for example).

On the other hand, the set of all $`n`$-tuples $`S=(S_1,\mathrm{},S_n)`$ which satisfy (1) for $`n2`$ is extremely vast, and there perhaps may not be an analogous structure theory here. For instance, the universal $`\mathrm{C}^{}`$-algebra generated by (1) (that is, the norm closure of the orthogonal direct sum of all possible $``$-representations determined by $`n`$-tuples satisfying (1)), called the Cuntz algebra $`𝒪_n`$ , has such a rich representation theory that it is not possible to classify all its representations up to unitary equivalence. (It is an NGCR algebra .) Thus, there has been considerable recent interest in studying various subclasses of representations of $`𝒪_n`$ for a number of reasons. For examples from some of the diverse perspectives we reference, in passing, work of Ball, Bratteli, Davidson, Jorgensen, Katsoulis, Pitts, Shpigel, Vinnikov, and the author .

While there is not a well developed structure theory for $`n2`$, there are some interesting results in that direction. For instance, a dilation theorem which derives from the work of Frazho , Bunce , and Popescu  provides a generalization of Sz.-Nagy’s classical minimal dilation of a contraction to an isometry . Further, Popescu  gives an appropriate version of the classical Wold decomposition in this arena. In each of these cases, the role of unitary operators is played by $`n`$-tuples of isometries $`S=(S_1,\mathrm{},S_n)`$ which satisfy (1). Moreover, the so-called ‘left creation operators’ acting on Fock space Hilbert space, which also arise in theoretical physics and free probability theory, provide the appropriate generalization of unilateral shifts for this setting. They play a role in the aforementioned dilation context, and the algebras they generate give noncommutative analogues of Toeplitz-type algebras. These algebras were discovered by Popescu , and there is now a growing body of literature on these and other related algebras. For example, see work of Arias, Davidson, Katsoulis, Muhly, Pitts, Popescu, Power, Solel, and the author . Weighted versions of these shifts have been analyzed recently as well .

In this paper, we present and investigate versions $`T=(T_1,\mathrm{},T_n)`$ of bilateral weighted shift operators for the noncommutative multivariable setting. Specifically, our investigation will focus on the joint reducing subspace structure of the operators $`T=(T_1,\mathrm{},T_n)`$; or equivalently, reducibility of the weak operator topology closed algebras $`𝔖_{\omega ,\mathrm{\Lambda }}`$ they generate. From one point of view we are considering certain “weighted free semigroup algebras”, if we wish to keep in line with terminology of . We derive a complete characterization of the reducing subspaces for $`𝔖_{\omega ,\mathrm{\Lambda }}`$, and this gives a generalization of Nikolskii’s Theorem for the single variable case . The unweighted cases for these shifts, which we denote by $`S=(S_1,\mathrm{},S_n)`$, may be regarded as generalizations of the canonical bilateral shift from the single variable theory. These $`n`$-tuples determine a subclass of the atomic representations of $`𝒪_n`$ considered by Davidson and Pitts .

## 2. Noncommutative Bilateral Weighted Shifts

For succinctness we drop the ‘multivariable’ reference when referring to these shifts. We first give a description of the possible Hilbert spaces. Throughout the rest of the paper $`n2`$ will be a fixed positive integer or $`n=\mathrm{}`$, but we will behave as though $`n`$ is finite.

###### Definition 2.1.

Let $`𝔽_n^+`$ be the unital free semigroup on $`n`$ noncommuting letters written as $`\{1,2,\mathrm{},n\}`$. Let $`\mathrm{\Omega }_+`$ be the collection of infinite words in the generators of $`𝔽_n^+`$. Given $`\omega =i_1i_2\mathrm{}`$ in $`\mathrm{\Omega }_+`$, define a sequence of words in $`𝔽_n^+`$ by

$$\omega _m=\{\begin{array}{cc}i_1i_2\mathrm{}i_m\hfill & \text{for }m1\hfill \\ \varphi \hfill & \text{for }m=0\text{.}\hfill \end{array}$$

The element $`\varphi `$ is the unit in $`𝔽_n^+`$, corresponding to the empty word. Let $`𝔽_\omega `$ denote the set of reduced words in the free group on $`n`$ generators of the form $`u=v\omega _m^1`$ for $`v𝔽_n^+`$ and some $`m0`$. Let $`𝒦_\omega =\mathrm{}^2(𝔽_\omega )`$ be the Hilbert space with orthonormal basis $`\{\xi _u:u𝔽_\omega \}`$.

For each Hilbert space $`𝒦_\omega `$, there is a class of bilateral weighted shifts which naturally act on it.

###### Definition 2.2.

An $`n`$-tuple of operators $`R=(R_1,\mathrm{},R_n)`$ acting on a Hilbert space $``$ forms a noncommutative bilateral weighted shift if there is an $`\omega \mathrm{\Omega }_+`$ and a unitary $`U:𝒦_\omega `$ for which there are scalars $`\mathrm{\Lambda }=\{\lambda _u\}_{u𝔽_\omega }`$ and operators $`T=(T_1,\mathrm{},T_n)`$, given by $`T_i=UR_iU^{}`$, such that

(2) $`T_i\xi _u=\lambda _{iu}\xi _{iu}\text{for}u𝔽_\omega \text{and}1in.`$
We also define $`𝔖_{\omega ,\mathrm{\Lambda }}`$ to be the unital weak operator topology closed (nonselfadjoint) algebra generated by $`\{T_1,\mathrm{},T_n\}`$,

$$𝔖_{\omega ,\mathrm{\Lambda }}=\text{wot}\mathrm{Alg}\{T_1,\mathrm{},T_n\}.$$

###### Notes 2.3.

($`𝐢`$) The shifts $`T=(T_1,\mathrm{},T_n)`$ we consider will be assumed to act on a space $`𝒦_\omega `$ as in (2).

($`\mathrm{𝐢𝐢}`$) Given $`\omega \mathrm{\Omega }_+`$, denote the operators for the unweighted case ($`\lambda _u1`$) by $`S=(S_1,\mathrm{},S_n)`$, and the associated algebra by $`𝔖_\omega `$. Observe the operators $`S=(S_1,\mathrm{},S_n)`$ determine a representation of $`𝒪_n`$. In fact, they form a subclass of the atomic representations of $`𝒪_n`$ classified by Davidson and Pitts  in their ongoing investigation of free semigroup algebras, of which $`𝔖_\omega `$ provides an example.

($`\mathrm{𝐢𝐢𝐢}`$) Every infinite word $`\omega `$ in $`\mathrm{\Omega }_+`$ is either aperiodic or eventually periodic in the sense that there are $`u,v_0𝔽_n^+`$ such that $`\omega =uv_0v_0v_0\mathrm{}`$. But for our purposes, we lose no generality in focusing on the $`\omega \mathrm{\Omega }_+`$ which are either aperiodic, or truly periodic ($`u=\varphi `$). The reason is that given $`\omega =u\omega ^{}`$ in $`\mathrm{\Omega }_+`$ with $`u𝔽_n^+`$, $`|u|=k`$, and $`\omega ^{}\mathrm{\Omega }_+`$ periodic, one can define a unitary $`U:𝒦_\omega ^{}𝒦_\omega `$ by $`U\xi _{v(\omega _m^{})^1}=\xi _{v\omega _{m+k}^1}`$. This unitary intertwines the associated $`n`$-tuples $`T^{(\omega )}`$ and $`T^{(\omega _0)}`$ by $`U^{}T_i^{(\omega )}U=T_i^{(\omega ^{})}`$, and hence the algebras $`U𝔖_{\omega ,\mathrm{\Lambda }}U^{}=𝔖_{\omega ^{},\mathrm{\Lambda }}`$. This type of equivalence is called a shift-tail unitary equivalence.

($`\mathrm{𝐢𝐯}`$) The shifts $`T=(T_1,\mathrm{},T_n)`$ acting on $`𝒦_\omega `$ trace out an infinite tree structure for $`𝒦_\omega `$, where basis vectors $`\xi _u`$ and weights $`\lambda _u`$ are identified with vertices in the tree. This point is illustrated further in the examples of Section 4. The vertex set corresponding to words $`\{\omega _m^1:m0\}`$ is referred to as the main branch of $`𝔽_\omega `$.

($`𝐯`$) We use the following notions of length for elements of $`𝔽_\omega `$ and $`𝔽_n^+`$: For $`u_1,u_2𝔽_\omega `$, $`|u_1||u_2|`$ means that $`u_1`$ lies at least as close as $`u_2`$ to the closest common ancestor of $`u_1,u_2`$ on the main branch of $`𝔽_\omega `$. Further, given $`w𝔽_n^+`$, $`|w|`$ denotes the length of the word $`w`$.

($`\mathrm{𝐯𝐢}`$) Observe that for $`n=1`$, the set $`\mathrm{\Omega }_+`$ consists of the single element $`\omega =111\mathrm{}`$. Hence $`𝒦_\omega `$ is a single two-way infinite stalk, and in Definition 2.2 we recover standard bilateral weighted shift operators.

As we are interested in describing non-degenerative reducibility of $`𝔖_{\omega ,\mathrm{\Lambda }}`$, we may clearly assume the weights $`\mathrm{\Lambda }=\{\lambda _u\}_{u𝔽_\omega }`$ are nonzero. Furthermore, the result below shows we lose no generality in assuming weights are nonnegative. Thus the following assumption on weights will be made throughout the paper:

$$\text{Assumption:}\lambda _u>0\text{for}u𝔽_\omega .$$

###### Proposition 2.4.

Let $`T=(T_1,\mathrm{},T_n)`$ be a bilateral weighted shift on $`𝒦_\omega `$ with weights $`\mathrm{\Lambda }=\{\lambda _u\}_{u𝔽_\omega }`$. Then there is a unitary $`U`$ in $`(𝒦_\omega )`$, which is diagonal with respect to the standard basis for $`𝒦_\omega `$, such that

$$(UT_1U^{},\mathrm{},UT_nU^{})$$

is a bilateral weighted shift on $`𝒦_\omega `$ with weights $`\mathrm{\Lambda }^{}=\{|\lambda _u|\}_{u𝔽_\omega }`$. Thus, the algebras $`𝔖_{\omega ,\mathrm{\Lambda }}`$ and $`𝔖_{\omega ,\mathrm{\Lambda }^{}}`$ are unitarily equivalent.

Proof. We define the unitary $`U`$ by $`U\xi _v=\mu _v\xi _v`$ upon inductively choosing scalars $`\mu _v`$ for $`v𝔽_\omega `$. Put $`\mu _\varphi =1`$. Then, assuming $`\mu _{\omega _{m1}^1}`$ has been chosen, for all $`m1`$ we choose $`\mu _{\omega _m^1}`$ of modulus one such that

$$(\lambda _{\omega _{m1}^1}\mu _{\omega _{m1}^1})\overline{\mu _{\omega _m^1}}=c_{\omega _{m1}^1}0.$$

Then we have $`UT_{i_m}U^{}\xi _{\omega _m^1}=c_{\omega _{m1}^1}\xi _{\omega _{m1}^1}`$ for $`m1`$, and this takes care of the main branch scalars. Now, if we are given a word $`v`$ in $`𝔽_\omega `$ and $`\mu _v`$ has been chosen, then for $`1in`$ with $`iv`$ off the main branch, choose scalars $`\mu _{iv}`$ of modulus one such that $`(\overline{\mu _v}\lambda _{iv})\mu _{iv}=c_{iv}0`$. Thus, $`UT_iU^{}\xi _v=c_{iv}\xi _{iv}`$ for all $`v`$ and $`i`$, and this yields the desired unitary. $`\mathrm{}`$

The following factorization result will be useful in the sequel.

###### Proposition 2.5.

Let $`T=(T_1,\mathrm{},T_n)`$ be a bilateral weighted shift on $`𝒦_\omega `$. Then $`T_i=S_iW_i`$ for $`1in`$, where $`S=(S_1,\mathrm{},S_n)`$ is the unweighted shift on $`𝒦_\omega `$ and each $`W_i`$ is a positive operator, which is diagonal with respect to the standard basis for $`𝒦_\omega `$, given by

$$W_i\xi _u=\lambda _{iu}\xi _u\text{for}1in\text{and}u𝔽_\omega .$$

Furthermore, a subspace $``$ of $`𝒦_\omega `$ reduces the family $`\{T_1,\mathrm{},T_n\}`$, equivalently the algebra $`𝔖_{\omega ,\mathrm{\Lambda }}`$, if and only if it reduces the family of operators $`\{S_1,\mathrm{},S_n,W_1,\mathrm{},W_n\}.`$

Proof. The operators $`T_i`$ are easily seen to factor as $`T_i=S_iW_i`$, where $`W_i`$ is given by $`W_i\xi _u=(T_i\xi _u,\xi _{iu})\xi _u=\lambda _{iu}\xi _u,`$ for $`u𝔽_\omega `$ and $`1in`$. The last statement follows from standard operator theory. Indeed, if $`P`$ is a projection which commutes with $`T_i=S_iW_i`$, then it commutes with $`T_i^{}T_i=W_i^2`$, and hence with the positive operator $`W_i=\sqrt{W_i^2}`$. Thus, $`PS_iW_i=S_iW_iP=S_iPW_i`$ and $`P`$ commutes with $`S_i`$ on the range of $`W_i`$. But by our assumption on weights, $`W_i`$ is surjective, whence $`S_iP=PS_i`$. The other direction is obvious. $`\mathrm{}`$

## 3. Main Results

In this section we investigate the reducing subspace structure of the algebras $`𝔖_{\omega ,\mathrm{\Lambda }}`$ and, at the same time, the joint reducing subspace structure of weighted shifts $`T=(T_1,\mathrm{},T_n)`$. We begin by addressing the irreducible case.

###### Proposition 3.1.

Let $`\omega `$ be an aperiodic word in $`\mathrm{\Omega }_+`$. Then the algebra $`𝔖_{\omega ,\mathrm{\Lambda }}`$ is irreducible.

Proof. First note that the projections $`\{\omega _m(S)\omega _m(S)^{}:m0\}`$ belong to the von Neumann algebra $`𝔄_T`$ generated by $`\{T_1,\mathrm{},T_n\}`$. This follows from Proposition 2.5, because the von Neumann algebra $`𝔄_S`$ generated by the unweighted shifts $`\{S_1,\mathrm{},S_n\}`$ is spanned by its projections, and hence the double commutant identity implies $`𝔄_S=𝔄_S^{\prime \prime }𝔄_T^{\prime \prime }=𝔄_T`$.

But when $`\omega `$ is an aperiodic word, the projections $`\omega _m(S)\omega _m(S)^{}`$ converge in the strong operator topology to the rank one projection $`\xi _\varphi \xi _\varphi ^{}`$ onto the subspace $`\mathrm{span}\{\xi _\varphi \}`$. Indeed, the vector $`\xi _\varphi `$ clearly belongs to the range of the projection $`P=\text{sot}\mathrm{lim}_m\mathrm{}\omega _m(S)\omega _m(S)^{}`$, which exists since the $`\omega _m(S)\omega _m(S)^{}`$ form a decreasing sequence of projections. On the other hand, given a word $`u=v\omega _k^1𝔽_\omega `$ and positive integer $`m`$, there is a unique word $`u_m𝔽_n^+`$ of length $`m`$ such that $`\xi _u`$ is in the range of $`u_m(S)`$. This determines an infinite word in $`\mathrm{\Omega }_+`$, which is $`v(\omega _k^1\omega )=u\omega `$, and $`u_m`$ makes up the first $`m`$ terms of this word. As $`\omega `$ is aperiodic, $`u\omega `$ and $`\omega `$ are different except when $`u=\varphi `$; for if $`u\omega =\omega `$, then $`|v|k`$ implies $`\omega `$ is periodic, whereas $`|v|=k`$ implies $`v=\omega _k`$ and $`u=\varphi `$. Hence for some sufficiently large $`m`$, the words $`u_m`$ and $`\omega _m`$ are distinct when $`u\varphi `$. Whence, $`\omega _m(S)\omega _m(S)^{}\xi _u=0`$, and it follows that these projections converge to $`\xi _\varphi \xi _\varphi ^{}`$.

Thus, it follows that a projection $`Q𝔄_T^{}`$ commuting with the operators $`\{T_1,\mathrm{},T_n\}`$, also commutes with $`P=\xi _\varphi \xi _\varphi ^{}𝔄_T`$. But the vector $`\xi _\varphi `$ is clearly cyclic for $`𝔄_T`$ since all weights are assumed to be nonzero. Hence $`Q=0`$ or $`Q=I`$, as required. $`\mathrm{}`$

###### Remark 3.2.

We mention that the algebras $`𝔖_{\omega ,\mathrm{\Lambda }}`$ coming from aperiodic words $`\omega `$ considered in Theorem 3.1 truly are exclusive to the noncommutative setting. Indeed, the only infinite word $`\omega =111\mathrm{}`$ with letters in a one letter alphabet is, of course, trivially periodic.

We turn now to the periodic case. Given a word $`\omega =v_0v_0v_0\mathrm{}`$ in $`\mathrm{\Omega }_+`$ with $`v_0𝔽_n^+`$ primitive (not a power of another element in $`𝔽_n^+`$) and a positive integer $`k1`$, there is a canonical decomposition of $`𝔽_\omega `$ into mutually disjoint subsets, and hence of the Hilbert space $`𝒦_\omega =\mathrm{}^2(𝔽_\omega )`$ into mutually orthogonal subspaces. First define for $`l0`$

$$𝔽_{\omega ,k}^{(l)}=\{v\omega _m^1:v𝔽_n^+𝔽_n^+i_m,lk|v_0|m<(l+1)k|v_0|\},$$

where we take $`i_0=i_{|v_0|}`$. For $`l1`$ define

$$𝔽_{\omega ,k}^{(l)}=\{v\omega _{m+1}^{}:v𝔽_n^+𝔽_n^+i_m^{},(l1)k|v_0|<mlk|v_0|\},$$

where $`\omega ^{}=\mathrm{}v_0v_0`$, and $`\omega _m^{}𝔽_n^+`$ is the initial segment (from the right) of $`m`$ letters in this infinite word, with $`i_m^{}`$ equal to the $`m`$th letter in the sequence. We refer to $`𝔽_{\omega ,k}^{(0)}:=𝔽_{\omega ,k}`$ as the principal component of this partition of $`𝔽_\omega `$. Observe that the unit $`\varphi `$ belongs to $`𝔽_{\omega ,k}`$. Given $`u𝔽_{\omega ,k}`$, further define $`𝒥_{u,k}`$ to be the subset of $`𝔽_\omega `$ consisting of $`u`$ and all its natural translates in the sets $`\{𝔽_{\omega ,k}^{(l)}:l\}`$. Specifically, define

$$𝒥_{\varphi ,k}=\{(v_0^k)^l:l\}\text{and}𝒥_{u,k}=u𝒥_{\varphi ,k}\text{for}u𝔽_{\omega ,k}.$$

Thus, in summary, given a periodic word $`\omega \mathrm{\Omega }_+`$ and a positive integer $`k1`$, there is a canonical partition of $`𝔽_\omega `$ into a disjoint union of subsets which generates a spatial decomposition of $`𝒦_\omega `$;

$$𝔽_\omega =\underset{u𝔽_{\omega ,k}}{}𝒥_{u,k}\text{and}𝒦_\omega =\underset{u𝔽_{\omega ,k}}{}\mathrm{span}\{\xi _v:v𝒥_{u,k}\}.$$

###### Definition 3.3.

Let $`\omega =v_0v_0\mathrm{}`$ be a periodic word in $`\mathrm{\Omega }_+`$ and let $`k1`$ be a positive integer. Let $`𝔽_\omega =_{u𝔽_{\omega ,k}}𝒥_{u,k}`$ be the associated canonical decomposition of $`𝔽_\omega `$. We shall say that a bilateral weighted shift $`T=(T_1,\mathrm{},T_n)`$ is period $`k`$ (or equivalently, the weights $`\mathrm{\Lambda }=\{\lambda _u\}_{u𝔽_\omega }`$ are period $`k`$) if

$$T_i\xi _v=\lambda _{iv}\xi _{iv}=\lambda _u\xi _{iv}\text{for}v𝔽_\omega \text{and}1in,$$

where $`u`$ is the unique element of $`𝔽_{\omega ,k}`$ with $`iv𝒥_{u,k}`$.

###### Note 3.4.

The weights $`\{\lambda _u:u𝔽_{\omega ,k}\}`$ may be regarded as the remainders of a $`k`$-periodic shift. There is a satisfying visual interpretation of this periodicity in terms of the infinite tree structure of $`𝒦_\omega `$. This is expanded on in the examples of the next section. We discovered this notion of periodicity while proving the following theorem.

###### Theorem 3.5.

The following assertions are equivalent for a periodic word $`\omega `$ in $`\mathrm{\Omega }_+`$:

* $`𝔖_{\omega ,\mathrm{\Lambda }}`$ has non-trivial reducing subspaces.
* The weights $`\mathrm{\Lambda }=\{\lambda _u\}_{u𝔽_\omega }`$ are periodic.
* The weighted shift $`T=(T_1,\mathrm{},T_n)`$ is periodic.

Proof. The last two conditions are equivalent by definition. The implication $`(ii)(i)`$ is established in the proof of Theorem 3.10 below. We prove $`(i)(ii)`$. Suppose $``$ is a non-trivial subspace of $`𝒦_\omega `$ which reduces $`𝔖_{\omega ,\mathrm{\Lambda }}`$. Let $`P_{}\{0,I\}`$ be the projection onto $``$. Then $`P_{}T_i=T_iP_{}`$ for $`1in`$, and hence $`P_{}`$ commutes with the family $`\{S_i,W_j:1i,jn\}`$ by Proposition 2.5.

Consider the set $`𝒫`$ of all partitions $`\mathrm{\Pi }`$ of the set $`𝔽_\omega `$ into mutually disjoint subsets such that

$$Q_𝒥P_{}=P_{}Q_𝒥\text{for}𝒥\mathrm{\Pi },$$

where $`Q_𝒥`$ is the projection onto $`\mathrm{span}\{\xi _u:u𝒥\}`$. Notice that $`𝒫`$ is closed under a natural join operation; if $`\mathrm{\Pi }_1,\mathrm{\Pi }_2𝒫`$, then $`\mathrm{\Pi }_1\mathrm{\Pi }_2=\{𝒥:𝒥=𝒥_1𝒥_2,𝒥_i\mathrm{\Pi }_i,i=1,2\}`$ belongs to $`𝒫`$. This set is clearly a partition of $`𝔽_\omega `$ into disjoint subsets, and the corresponding projections $`Q_𝒥=Q_{𝒥_1𝒥_2}=Q_{𝒥_1}Q_{𝒥_2}`$ commute with $`P_{}`$.

The following notation will be useful. If we are given $`𝒥𝔽_\omega `$ such that $`Q_𝒥P_{}=P_{}Q_𝒥`$, then for all words $`w𝔽_n^+`$ define subsets of $`𝔽_\omega `$ by

$$w(S)𝒥\{wu:u𝒥\}=w𝒥\text{and}w(S)^{}𝒥w^1𝒥𝔽_\omega ,$$

where $`w(S)`$ is the isometry $`w(S)=S_{i_1}\mathrm{}S_{i_k}`$ when $`w=i_1\mathrm{}i_k`$. Observe that the projections $`Q_{w(S)𝒥}`$ and $`Q_{w(S)^{}𝒥}`$ are, respectively, the projections onto the ranges of the operators $`w(S)Q_𝒥`$ and $`w(S)^{}Q_𝒥`$. But $`w(S)Q_𝒥`$ is a partial isometry, so that

$$Q_{w(S)𝒥}=(w(S)Q_𝒥)(w(S)Q_𝒥)^{}=w(S)Q_𝒥w(S)^{}.$$

Moreover, the projection $`Q_𝒥`$ leaves the range of $`w(S)`$ invariant since the ranges of both these operators are spanned by standard basis vectors. Thus, $`w(S)^{}Q_𝒥`$ is also a partial isometry with final projection

$`Q_{w(S)^{}𝒥}`$ $`=`$ $`(w(S)^{}Q_𝒥w(S))(w(S)^{}Q_𝒥w(S))`$
$`=`$ $`w(S)^{}Q_𝒥(w(S)w(S)^{})Q_𝒥w(S)=w(S)^{}Q_𝒥w(S).`$
Hence these projections commute with $`P_{}`$ as well. Further define subsets $`v(S)w(S)^{}𝒥`$, with $`v,w𝔽_n^+`$, in a similar manner, yielding projections $`Q_{v(S)w(S)^{}𝒥}=v(S)w(S)^{}Q_𝒥w(S)v(S)^{}`$ that commute with $`P_{}`$ as well.

Next define a distinguished partition $`\mathrm{\Pi }_0`$ in $`𝒫`$, determined by the equivalence relation

$$uv\text{for}u,v𝔽_\omega \text{if and only if}\lambda _u=\lambda _v.$$

To see that $`\mathrm{\Pi }_0`$ belongs to $`𝒫`$, for $`r>0`$ let $`Q_r`$ be the projection onto $`\mathrm{span}\{\xi _u:\lambda _u=r\}`$. If nonzero, this is a typical projection onto a subspace of $`𝒦_\omega `$ determined by a coset of $`\mathrm{\Pi }_0`$. For $`1in`$, let $`P_{r,i}`$ be the projection onto the eigenspace

$$P_{r,i}𝒦_\omega =\mathrm{ker}\left(W_irI\right)=\mathrm{span}\{\xi _u:\lambda _{iu}=r\}.$$

As spectral projections for the $`W_i`$, the $`P_{r,i}`$ commute with $`P_{}`$ and so do the operators $`S_iP_{r,i}`$. Let $`Q_{r,i}=S_iP_{r,i}S_i^{}`$ be the projection onto the range of the partial isometry $`S_iP_{r,i}`$, which is $`\mathrm{span}\{\xi _v:\lambda _v=r,v=iu,u𝔽_\omega \}`$. Then $`Q_r=_iQ_{r,i}`$ is a projection which evidently commutes with $`P_{}`$. Thus $`\mathrm{\Pi }_0`$ belongs to $`𝒫`$ as claimed.

We define a partial ordering on the partitions $`𝒫`$ by: $`\mathrm{\Pi }_1\mathrm{\Pi }_2`$ if every $`𝒥_2\mathrm{\Pi }_2`$ may be obtained by $`𝒥_2=_{𝒥_1𝒥_2}𝒥_1`$ with $`𝒥_1\mathrm{\Pi }_1`$. Let $`𝒫_0=\{\mathrm{\Pi }𝒫:\mathrm{\Pi }\mathrm{\Pi }_0\}`$. We claim that every chain $`\{\mathrm{\Pi }_\alpha :\alpha 𝔸\}`$ in $`𝒫_0`$ has a maximal element $`\mathrm{\Pi }^{}`$ in $`𝒫_0`$. Indeed, define the partition $`\mathrm{\Pi }^{}`$ by the equivalence relation $`uv`$, for $`u,v𝔽_\omega `$, if for any $`\alpha 𝔸`$, there exists $`𝒥_\alpha \mathrm{\Pi }_\alpha `$ such that $`u,v𝒥_\alpha `$. This is an equivalence relation since each $`\mathrm{\Pi }_\alpha `$ is a partition of $`𝔽_\omega `$ into disjoint subsets. As the $`\mathrm{\Pi }_\alpha `$ form a chain, it is clear that $`\mathrm{\Pi }^{}\mathrm{\Pi }_\alpha \mathrm{\Pi }_0`$ for all $`\alpha 𝔸`$. Let $`𝒥\mathrm{\Pi }^{}`$. Observe from the definition of this relation, that for all $`\alpha 𝔸`$, there is a unique $`𝒥_\alpha \mathrm{\Pi }_\alpha `$ with $`𝒥𝒥_\alpha `$. On the other hand, if $`u_{\alpha 𝔸}𝒥_\alpha 𝒥`$, then $`uv`$ for all $`v𝒥`$. Hence $`u𝒥`$, and we have $`𝒥=_{\alpha 𝔸}𝒥_\alpha `$. Further, we have $`𝒥_\alpha 𝒥_\beta 𝒥`$ for $`\mathrm{\Pi }_\alpha \mathrm{\Pi }_\beta `$ by the definition of the ordering. Thus, it follows that $`P_{}`$ commutes with the projection $`Q_𝒥=Q_{_\alpha 𝒥_\alpha }=_\alpha Q_{𝒥_\alpha }`$. Hence $`\mathrm{\Pi }^{}`$ belongs to $`𝒫_0`$ and majorizes the chain $`\{\mathrm{\Pi }_\alpha :\alpha 𝔸\}`$ as claimed.

Now apply Zorn’s Lemma to obtain a maximal element $`\overline{\mathrm{\Pi }}`$ of $`𝒫_0`$. We set aside a pair of technical results on $`\overline{\mathrm{\Pi }}`$ which we require:

###### Lemma 3.6.

Let $`𝒥\overline{\mathrm{\Pi }}`$. For $`m0`$, there is a unique word $`w𝔽_n^+`$, $`|w|=m`$, such that $`w(S)^{}𝒥\mathrm{}`$. It follows that the projections $`\{Q_{v(S)w(S)^{}𝒥}:v𝔽_n^+\}`$ are minimal projections with ranges spanned by standard basis vectors in the commutant $`\{P_{}\}^{}`$. In particular, if $`𝒥_1\overline{\mathrm{\Pi }}`$ is such that $`v(S)w(S)^{}𝒥𝒥_1\mathrm{}`$, then $`v(S)w(S)^{}𝒥=𝒥_1`$.

Proof. Given $`m0`$, there is some word $`w𝔽_n^+`$, $`|w|=m`$, for which $`w(S)^{}𝒥\mathrm{}`$ since $`𝒥\mathrm{}`$. As $`w(S)w(S)^{}𝒥\mathrm{}`$, we in fact have $`w(S)w(S)^{}𝒥=𝒥`$. Indeed, we clearly have $`w(S)w(S)^{}𝒥𝒥`$, and if this were a strict inclusion we could refine $`\overline{\mathrm{\Pi }}`$ in $`𝒫_0`$ by replacing $`𝒥`$ by $`w(S)w(S)^{}𝒥`$ and $`𝒥w(S)w(S)^{}𝒥`$. It follows that there can be no other word $`w^{}𝔽_n^+`$, $`|w^{}|=m`$, with $`w^{}(S)^{}𝒥\mathrm{}`$.

Suppose $`QQ_{v(S)w(S)^{}𝒥}=v(S)w(S)^{}Q_𝒥w(S)v(S)^{}`$ is a nonzero projection in $`\{P_{}\}^{}`$ with range spanned by standard basis vectors. Then it follows that $`w(S)v(S)^{}Qv(S)w(S)^{}`$ is a nonzero projection in $`\{P_{}\}^{}`$, whose range is spanned by standard basis vectors, with

$`w(S)v(S)^{}Qv(S)w(S)^{}`$ $``$ $`w(S)w(S)^{}Q_𝒥w(S)w(S)^{}`$
$`=`$ $`Q_{w(S)w(S)^{}𝒥}=Q_𝒥.`$
Hence $`w(S)v(S)^{}Qv(S)w(S)^{}=Q_𝒥`$ by the minimality of $`Q_𝒥`$ as a projection spanned by standard basis vectors in $`\{P_{}\}^{}`$ (which follows from the maximality of the partition $`\overline{\mathrm{\Pi }}`$). Thus it follows that

$`Q`$ $`=`$ $`v(S)v(S)^{}Qv(S)v(S)^{}`$
$`=`$ $`v(S)w(S)^{}\left(w(S)v(S)^{}Qv(S)w(S)^{}\right)w(S)v(S)^{}`$
$`=`$ $`Q_{v(S)w(S)^{}𝒥}.`$
Finally, let $`𝒥_1\overline{\mathrm{\Pi }}`$ be such that $`v(S)w(S)^{}𝒥𝒥_1\mathrm{}`$. Then $`𝒥_1v(S)w(S)^{}𝒥`$; otherwise we could refine $`\overline{\mathrm{\Pi }}`$ by replacing $`𝒥_1`$ by $`𝒥_1v(S)w(S)^{}𝒥`$ and $`𝒥_1v(S)w(S)^{}𝒥`$. But by the previous minimality argument we in fact have $`𝒥_1=v(S)w(S)^{}𝒥`$, as required. $`\mathrm{}`$

###### Lemma 3.7.

Every $`𝒥\overline{\mathrm{\Pi }}`$ contains more than one element. (In fact, we will see that every $`𝒥\overline{\mathrm{\Pi }}`$ contains infinitely many elements.) Moreover, there is a $`𝒥_1\overline{\mathrm{\Pi }}`$ with two elements lying on the same path in $`𝔽_\omega `$, and it follows that there is a word $`w𝔽_n^+`$ such that $`w(S)𝒥_1=𝒥_1`$. In particular, $`𝒥_1`$ contains elements lying on the main branch of $`𝔽_\omega `$.

Proof. Let $`𝒥\overline{\mathrm{\Pi }}`$. Then $`𝒥`$ is not a singleton. Suppose to the contrary that $`𝒥=\{u\}`$. For all $`v𝔽_\omega `$, there are words $`v_+`$, $`v_{}`$ in $`𝔽_n^+`$ such that $`v_+(S)v_{}(S)^{}\xi _u=\xi _v.`$ In particular, the nonempty subsets amongst $`\{v_+(S)v_{}(S)^{}𝒥^{}:𝒥^{}\overline{\mathrm{\Pi }}\}`$ are part of a partition in $`𝒫`$ which includes the subset $`\{v\}`$. Since $`v𝔽_\omega `$ was arbitrary, and $`𝒫`$ is closed under the meet operation, it follows that the partition $`\{\{v\}:v𝔽_\omega \}`$ belongs to $`𝒫`$. Hence each vector $`\xi _v`$ either belongs to $``$ or is orthogonal to it. Thus, as $`\{0\}`$, it includes some standard basis vector $`\xi _{v_0}`$. However, every standard basis vector is cyclic for the von Neumann algebra $`𝔄_S`$, and $`P_{}`$ belongs to the commutant $`𝔄_S^{}`$. This implies, incorrectly, that $`=𝒦_\omega `$ since $`\overline{𝔄_S\xi _{v_0}}=𝒦_\omega `$. Thus $`𝒥`$ contains at least two elements.

Now suppose $`u_1u_2`$ belong to $`𝒥`$ with $`|u_2||u_1|`$. Let $`u𝔽_\omega `$ be the nearest common ancestor of $`u_1,u_2`$. Then $`u`$ lies closer to $`u_1`$ in the tree structure for $`𝒦_\omega `$. Suppose $`u𝒥_1\overline{\mathrm{\Pi }}`$. Choose $`v_1𝔽_n^+`$ such that $`\xi _{u_1}=v_1(S)\xi _u`$. Then $`v_1(S)𝒥_1𝒥\mathrm{}`$, and hence we have $`𝒥=v_1(S)𝒥_1`$ by Lemma 3.6. Thus $`\xi _{u_2}=v_1(S)\xi _x`$ for some $`x𝒥_1`$. Since $`|u_2||u_1|`$, we have $`|x||u|`$, and the existence of a $`w𝔽_n^+`$ such that $`w(S)\xi _u=\xi _x`$ follows from $`u`$ and $`x`$ both being ancestors of $`u_2`$. As $`u=x`$ would incorrectly imply $`\xi _{u_1}=\xi _{u_2}`$, we have shown that $`𝒥_1`$ contains elements $`ux`$ for which $`w(S)\xi _u=\xi _x`$ for some $`w𝔽_n^+`$. But another application of Lemma 3.6 yields $`w(S)𝒥_1=𝒥_1`$, since these sets have non-trivial intersection. Thus $`\left(w(S)^{}\right)^m𝒥_1=𝒥_1`$ for $`m0`$. It follows that $`𝒥_1`$ contains a pair of elements (infinitely many in fact) which lie on the main branch. $`\mathrm{}`$

Let $`𝒥_1\overline{\mathrm{\Pi }}`$ be obtained as in Lemma 3.7, and let $`u𝔽_n^+`$ be a word of minimal length such that $`u(S)𝒥_1=𝒥_1`$. We may assume with no loss of generality that the unit $`\varphi 𝒥_1`$. Indeed, there is a $`v𝔽_n^+`$ with $`\varphi v(S)𝒥_1\overline{\mathrm{\Pi }}`$, and evidently $`v(S)𝒥_1`$ will satisfy the conditions on $`𝒥_1`$ in Lemma 3.7. Thus the vectors $`(u(S)^{})^m\xi _\varphi `$, $`m0`$, are standard basis vectors on the main branch. It follows that if $`\omega =v_0v_0v_0\mathrm{}`$ with $`v_0𝔽_n^+`$ a primitive word, then there exists positive integers $`m_1`$, $`m_2`$ for which $`v_0^{m_1}=u^{m_2}`$. Thus we can apply the following combinatorial lemma:

###### Lemma 3.8.

Suppose $`u,v𝔽_n^+`$ and $`l,m1`$ are positive integers such that $`u^l=v^m`$. If $`v`$ is a primitive word, then $`u=v^k`$ for some $`k1`$.

Proof. Suppose first that $`|v||u|`$. We can clearly assume $`l,m>>0`$. Then $`u^l=v^m`$ implies the existence of $`u_1,u_2𝔽_n^+`$ such that $`u=vu_1`$ and $`u=u_2v`$ with $`|u_1|=|u_2|`$. If $`u_1,u_2\varphi `$ (or $`uv`$), then $`u_2=vu_3`$, $`u_1=u_4v`$, but $`vu_3v=u=vu_4v`$, whence $`u_3=u_4`$. If $`u_3\varphi `$ (or $`uv^2`$), then $`u_3=vu_5=u_6v`$ with $`|u_5|=|u_6|`$. If $`u_5,u_6\varphi `$ (or $`uv^3`$), then $`u_5=u_7v`$, $`u_6=vu_8`$ and $`u_7=u_8`$. We can iterate this process just finitely many times, hence we eventually get $`u=v^k`$ for some $`k1`$, as required. On the other hand, by the previous argument the $`|u||v|`$ case forces $`u=v`$ by primitivity of $`v`$. $`\mathrm{}`$

Therefore, we have $`u=v_0^k`$ for some $`k1`$, and it follows that

$$𝒥_1=\{(v_0^k)^l:l\}𝒥_{\varphi ,k}.$$

Indeed, this set is contained in $`𝒥_1`$ as $`\varphi 𝒥_1=u(S)^l𝒥_1=(u(S)^{})^l𝒥_1`$, for $`l0`$. Also, the minimality of the length of $`u`$ such that $`u(S)𝒥_1=𝒥_1`$ ensures that the elements $`\{(v_0^k)^l:l0\}`$ form the intersection of $`𝒥_1`$ and the main branch. Thus if $`v𝒥_1`$, then some power $`(u(S)^{})^l\xi _v=\xi _{u^lv}`$ will reside on the main branch, forcing $`u^lv`$, and hence $`v=u^l(u^lv)`$ to belong to this set.

We have just shown that the set $`𝒥_1`$ coincides with the set $`𝒥_{\varphi ,k}`$ from the discussion prior to Definition 3.3. Thus, it follows from our analysis of the partition $`\overline{\mathrm{\Pi }}`$ that

$$\overline{\mathrm{\Pi }}=\{u𝒥_{\varphi ,k}:u𝔽_{\omega ,k}\}=\{𝒥_{u,k}:u𝔽_{\omega ,k}\}.$$

Therefore, the periodicity of $`𝔖_{\omega ,\mathrm{\Lambda }}`$ and $`T=(T_1,\mathrm{},T_n)`$ is now an immediate consequence of $`\overline{\mathrm{\Pi }}\mathrm{\Pi }_0`$. This completes the proof of Theorem 3.5. $`\mathrm{}`$

###### Remark 3.9.

This result generalizes Nikolskii’s Theorem for the single variable case (Theorem 4 from ), which asserts that bilateral weighted shift operators on Hilbert space have non-trivial reducing subspaces if and only if the associated weight sequence is periodic. In fact, the reader of  will notice that we have been inspired by the proof of this theorem in establishing the implication $`(i)(ii)`$ of Theorem 3.5. However, we wish to emphasize that, evidently, there are a number of technical details here which do not arise in the single variable case.

We now combine the previous results and show how, in the doubly-periodic case, non-trivial reducing subspaces are determined by reducing subspaces of the free semigroup algebra $`𝔖_\omega `$. We require another decomposition of $`𝔽_\omega `$ when $`\omega `$ is periodic (see the discussion prior to Definition 3.3). For $`l`$, partition $`𝔽_{\omega ,k}^{(l)}`$ into $`k`$ disjoint subsets $`𝔽_{\omega ,k}^{(l)}=𝔾_0^{(l)}\mathrm{}𝔾_{k1}^{(l)}`$. To avoid cumbersome notation, we only explicitly define the decomposition of the principal component $`𝔽_{\omega ,k}𝔽_{\omega ,k}^{(0)}=𝔾_0^{(0)}\mathrm{}𝔾_{k1}^{(0)}`$, the other cases are similar. Let

$$𝔾_r^{(0)}=\{v\omega _m^1:v𝔽_n^+,r|v_0|m<(r+1)|v_0|\}\text{for}0r<k.$$

Let $`𝒦_{\omega ,k}`$ be the subspace of $`𝒦_\omega `$ defined by

$$𝒦_{\omega ,k}:=\underset{m}{}\mathrm{span}\{\xi _u:u𝔾_0^{(mk)}\}.$$

Given $`m`$, there is a natural bijection between the sets $`𝔾_0^{(mk)}`$ and $`𝔾_0^{(m)}`$ which determines a unitary operator $`U_{\omega ,k}:𝒦_{\omega ,k}𝒦_\omega `$ mapping $`𝒦_{\omega ,k}`$ onto $`𝒦_\omega =_m^{}\mathrm{span}\{\xi _u:u𝔾_0^{(m)}\}`$.

###### Theorem 3.10.

The following assertions are equivalent for an infinite word $`\omega `$ in $`\mathrm{\Omega }_+`$:

* The algebra $`𝔖_{\omega ,\mathrm{\Lambda }}`$ has non-trivial reducing subspaces.
* The operators $`T=(T_1,\mathrm{},T_n)`$ have non-trivial joint reducing subspaces.
* The pair $`(\omega ,\mathrm{\Lambda })`$ is doubly-periodic; that is, the word $`\omega `$ is periodic and the weights $`\mathrm{\Lambda }=\{\lambda _u\}_{u𝔽_\omega }`$ are periodic.

Furthermore, in the case that the word $`\omega =v_0v_0\mathrm{}`$ is periodic and the weights $`\mathrm{\Lambda }=\{\lambda _u\}_{u𝔽_\omega }`$ are of period $`k`$, the reducing subspaces $`𝒦_\omega `$ for $`𝔖_{\omega ,\mathrm{\Lambda }}`$, equivalently the joint reducing subspaces for $`T=(T_1,\mathrm{},T_n)`$, are generated by the reducing subspaces for the free semigroup algebra $`𝔖_\omega `$ in the following manner:

(3) $`={\displaystyle \underset{u𝔽_{\omega ,k}}{}}Q_{𝒥_{u,k}}={\displaystyle \underset{r=0}{\overset{k1}{}}}P_r,`$
where the projections

(4) $`P_r={\displaystyle \underset{u𝔾_r^{(0)}}{}}Q_{𝒥_{u,k}}={\displaystyle \underset{u𝔾_r^{(0)}}{}}u(S)Q_{𝒥_{\varphi ,k}}u(S)^{},`$
for $`0r<k`$, commute with $`P_{}`$. The subspace $`P_0`$ is contained in $`𝒦_{\omega ,k}`$, and the image $`U_{\omega ,k}P_0`$ is a reducing subspace for the free semigroup algebra $`𝔖_\omega `$. Conversely, every reducing subspace $`^{}`$ for the free semigroup algebra $`𝔖_\omega `$ generates a reducing subspace $``$ for $`𝔖_{\omega ,\mathrm{\Lambda }}`$ in this way through the equation $`P_0U_{\omega ,k}^{}^{}`$.

Proof. The only thing left to establish is the form of the reducing subspaces for $`𝔖_{\omega ,\mathrm{\Lambda }}`$ when both $`\omega `$ and $`\mathrm{\Lambda }`$ are periodic. The form of $``$ in (3) follows from the proof of Theorem 3.5. In that proof, we saw how the projections $`Q_{𝒥_{u,k}}`$ satisfy $`Q_{𝒥_{u,k}}=Q_{u𝒥_{\varphi ,k}}=u(S)Q_{𝒥_{\varphi ,k}}u(S)^{}`$. The fact that $`^{}=U_{\omega ,k}P_0`$ reduces $`𝔖_\omega `$, equivalently $`S_1,\mathrm{},S_n`$, follows from; the $`k`$-periodicity of the weights $`\mathrm{\Lambda }`$, equations (3) and (4), and the projections $`Q_{𝒥_{u,k}}`$ commuting with $`P_{}`$. We leave this technical detail to the interested reader. On the other hand, every reducing subspace $`^{}`$ for $`𝔖_\omega `$ can be seen to generate an $`𝔖_{\omega ,\mathrm{\Lambda }}`$-reducing subspace by first defining $`P_0U_{\omega ,k}^{}^{}`$, and then obtaining the rest of the subspaces $`P_r`$ by translations. $`\mathrm{}`$

###### Remark 3.11.

For the sake of brevity, we have deliberately avoided some technical details in giving the characterization of reducing subspaces for $`𝔖_{\omega ,\mathrm{\Lambda }}`$ in the doubly-periodic case of Theorem 3.10. Suffice it to say, the reducing subspaces for $`𝔖_{\omega ,\mathrm{\Lambda }}`$ are precisely those subspaces which are generated in a natural way by reducing subspaces for the unweighted shifts, in a manner which is analogous to the single variable case $`n=1`$ . We mention that reducing subspaces for the unweighted shifts $`S=(S_1,\mathrm{},S_n)`$, equivalently for $`𝔖_\omega `$, were discussed by Davidson and Pitts  in the context of representation theory for free semigroup algebras, hence we shall not pursue this here.

## 4. Periodic Examples

In this section, we explore further the notion of periodicity discovered in Theorem 3.5. In particular, by considering the simplest possible examples, we show there are natural infinite ‘shift matrices’ associated with periodic $`n`$-tuples $`T=(T_1,\mathrm{},T_n)`$. This gives information on the various operator algebras generated by these shifts, and leads us to a number of open problems posed at the end of this section.

###### Example 4.1.

Let $`n=2`$ and let $`\omega =222\mathrm{}`$ belong to $`\mathrm{\Omega }_+`$. We shall consider weighted shifts $`T=(T_1,T_2)`$ acting on $`𝒦_\omega `$ of period $`k=1`$ and $`k=2`$. Unlike the single variable case, there is diversity even amongst the class of 1-periodic shifts.

$`(i)`$ Let $`T=(T_1,T_2)`$ be a weighted shift on $`𝒦_\omega `$ of period $`k=1`$. The 1-periodicity of $`T`$ implies the actions of $`T_1,T_2`$ are completely determined by their behaviour on the principal component $`𝔽_{\omega ,1}`$, which has the following natural lexicographic ordering,

$`𝔽_{\omega ,1}`$ $`=`$ $`\{\{\varphi \},\{v𝔽_n^+1\}\}`$
$`=`$ $`\{\{\varphi \},\{1\},\{1^2,21\},\{1^3,121,21^2,2^21\},\mathrm{}\}.`$
The Hilbert space $`𝒦_\omega `$ has an infinite tree structure traced out by the operators $`T_1`$, $`T_2`$. Vertices are identified with standard basis vectors $`\{\xi _u:u𝔽_\omega \}`$ and weights $`\mathrm{\Lambda }=\{\lambda _u\}_{u𝔽_\omega }`$. The tree structure is as follows in this case:

As an illustration of how $`T=(T_1,T_2)`$ acts on basis vectors, we note

$$\{\begin{array}{ccc}\hfill T_1\xi _\varphi & =& a_1\xi _1\hfill \\ \hfill T_2\xi _\varphi & =& b\xi _2\hfill \end{array}\mathrm{and}\{\begin{array}{ccc}\hfill T_1\xi _1& =& a_{1^2}\xi _{1^2}\hfill \\ \hfill T_2\xi _1& =& b_{21}\xi _{21}\hfill \end{array}$$

With our previous notation, the set $`𝒥_{\varphi ,1}`$ here consists of all the main branch elements together with the positive powers, $`𝒥_{\varphi ,1}=\{2^l:l\}`$, and $`𝒥_{u,1}=u𝒥_{\varphi ,1}`$ for $`u𝔽_{\omega ,1}`$. Consider the subspaces

$$_u=\mathrm{span}\{\xi _v:v𝒥_{u,1}\}=u(S)_\varphi \text{for}u𝔽_{\omega ,1}.$$

Observe that $`𝒦_\omega =_{u𝔽_{\omega ,1}}^{}_u`$ since $`𝔽_\omega `$ is partitioned by $`\{𝒥_{u,1}:u𝔽_{\omega ,1}\}`$, and the adjoint operator $`u(S)^{}`$ acts as a unitary from $`_u=u(S)_\varphi `$ onto $`_\varphi `$. Thus, putting these equivalences together yields $`𝒦_\omega _{u𝔽_{\omega ,1}}^{}_\varphi `$, and if we order the index set $`𝔽_{\omega ,1}`$ as above, then we obtain the following block matrix decompositions for $`T_1`$ and $`T_2`$ (up to unitary equivalence):

$$T_1\left[\begin{array}{cccccc}\begin{array}{cccc}0& 0& 0& 0\\ a_1I& 0& 0& 0\\ & & & \\ 0& a_{1^2}I& 0& 0\\ 0& 0& 0& 0\\ & & & \\ 0& 0& a_{1^3}I& 0\\ 0& 0& 0& a_{121}I\\ 0& 0& 0& 0\\ 0& 0& 0& 0\end{array}& & & & & \\ & & & & & \\ & & & & & \\ & & & & & \end{array}\right]$$

and

$$T_2\left[\begin{array}{cccccc}\begin{array}{cccc}bU& 0& 0& 0\\ 0& 0& 0& 0\\ & & & \\ 0& 0& 0& 0\\ 0& b_{21}I& 0& 0\\ & & & \\ 0& 0& 0& 0\\ 0& 0& 0& 0\\ 0& 0& b_{21^2}I& 0\\ 0& 0& 0& b_{2^21}I\end{array}& & & & & \\ & & & & & \\ & & & & & \\ & & & & & \end{array}\right]$$

where $`U`$ is the canonical (unweighted) bilateral weighted shift operator acting on the standard basis for $`_\varphi `$.

These decompositions can yield information on operator algebras generated by the $`T_i`$. For instance, if we let $`𝔄_{\omega ,1}`$ be the $`\mathrm{C}^{}`$-algebra (contained in $`(𝒦_\omega )`$) generated by the $`T_1`$, $`T_2`$ from all 1-periodic shifts acting on $`𝒦_\omega `$, then we have complete freedom on choices of scalars $`a_u`$, $`b_v`$ determining the generators of $`𝔄_{\omega ,1}`$. Hence, it is evident from these decompositions that $`𝔄_{\omega ,1}`$ is unitarily equivalent to an algebra which is $``$-isomorphic to $`()\mathrm{C}(𝕋)`$, where $``$ is a separable infinite dimensional Hilbert space and $`\mathrm{C}(𝕋)`$ is the set of continuous functions on the unit circle (which is isomorphic to $`\mathrm{C}^{}(U)`$).

$`(ii)`$ Let $`T=(T_1,T_2)`$ be a weighted shift on $`𝒦_\omega `$ of period $`k=2`$. We may obtain similar block matrix decompositions for $`T_1`$ and $`T_2`$. In this case, the actions of $`T_1`$, $`T_2`$ depend on their behaviour on the principal component $`𝔽_{\omega ,2}`$, which has the ordering

$`𝔽_{\omega ,2}`$ $`=`$ $`\{\{\varphi \},\{v𝔽_n^+1\},\{2^1\},\{v𝔽_n^+12^1\}\}`$
$`=`$ $`\left\{\begin{array}{cc}\{\varphi \},\{1\},\{v1:v𝔽_n^+,|v|=1\},\mathrm{},\hfill & \\ \{2^1\},\{12^1\},\{v12^1:v𝔽_n^+,|v|=1\},\mathrm{}\hfill & \end{array}\right\}.`$
The following diagram gives the infinite tree structure here:

From Theorem 3.10, we have $`𝒦_\omega =P_0𝒦_\omega P_1𝒦_\omega `$, and it is easy to see that $`P_0𝒦_\omega `$ and $`P_1𝒦_\omega `$ are reducing subspaces for $`T_1`$ in this example. Further, it is clear from the matrix decomposition associated with $`T_1`$, that the restrictions $`T_1|_{P_0𝒦_\omega }`$ and $`T_1|_{P_1𝒦_\omega }`$ are each unitarily equivalent to operators in the $`T_1`$ class of the 1-periodic shifts above. Thus $`T_1`$ is unitarily equivalent to the orthogonal direct sum of two operators $`T_1T_1^{(0)}T_1^{(1)}`$ from the 1-periodic case. On the other hand, when we use the above ordering on $`𝔽_{\omega ,2}`$, and make the spatial identifications $`_u_\varphi `$ as in the above example (where these are the subspaces obtained in the 2-periodic case), we decompose

$$𝒦_\omega =P_0𝒦_\omega P_1𝒦_\omega \left(\underset{u𝔾_0^{(0)}}{}_\varphi \right)\left(\underset{u𝔾_1^{(0)}}{}_\varphi \right).$$

For $`u,v𝔽_{\omega ,2}`$, let $`E_{uv}`$ be the matrix unit corresponding to the $`(u,v)`$ entry in this decomposition of $`(𝒦_\omega )`$. Then we may write the block matrix decomposition unitarily equivalent to $`T_2`$ as:

$`T_2`$ $``$ $`(bU)E_{2^1,\varphi }+{\displaystyle \underset{u𝔾_0^{(0)};u\varphi }{}}a_{2u}E_{2u,u}`$
$`+aE_{\varphi ,2^1}+{\displaystyle \underset{u𝔾_1^{(0)};u2^1}{}}b_{2u}E_{2u,u},`$
with $`U`$ the bilateral shift acting on the standard basis for $`_\varphi `$, which is $`\{\xi _{v_l}:v_l=2^{2l},l\}`$ in this case. Again, we may deduce properties of the operator algebras generated by such weighted shifts. For instance, it follows from these matrix decompositions that the $`\mathrm{C}^{}`$-algebra $`𝔄_{\omega ,2}`$ is $``$-isomorphic to $`()\mathrm{C}(𝕋)`$ as in the 1-periodic case. In fact, it can be shown that all the $`\mathrm{C}^{}`$-algebras $`𝔄_{\omega ,k}`$, $`k1`$, are $``$-isomorphic. We address this point below.

###### Example 4.2.

Let $`n=2`$ and let $`\omega =v_0v_0v_0\mathrm{}`$ belong to $`\mathrm{\Omega }_+`$ with $`v_0=12`$. Consider the weighted shifts $`T=(T_1,T_2)`$ acting on $`𝒦_\omega `$ of period $`k=2`$. The principal component, with its natural ordering, is given by

$$𝔽_{\omega ,2}=\left\{\begin{array}{cc}\{\varphi \},\{v𝔽_n^+1\},\{1^1\},\{v𝔽_n^+21^1\},\hfill & \\ \{v_0^1\},\{v𝔽_n^+1v_0^1\},\{(v_01)^1\},\{v𝔽_n^+2(v_01)^1\}\hfill & \end{array}\right\}.$$

The infinite tree structure for $`𝒦_\omega `$ traced out by a given 2-periodic shift $`T=(T_1,T_2)`$ is:

In this case, $`𝒥_{\varphi ,2}=\{v_0^{2l}:l\}`$ and $`𝒥_{u,2}=u𝒥_{\varphi ,2}`$ for $`u𝔽_{\omega ,2}`$. Thus $`𝒦_\omega =_{u𝔽_{\omega ,2}}_u_{u𝔽_{\omega ,2}}_\varphi `$, and with the above ordering on $`𝔽_{\omega ,2}`$, we have the corresponding block matrix decompositions for $`T_1`$ and $`T_2`$:

$$T_1bE_{v_0^1,(v_01)^1}+dE_{\varphi ,1^1}+\underset{u𝔽_{\omega ,2};u\{1^1,(v_01)^1\}}{}a_{1u}E_{1u,u},$$

and

$$T_2(aU)E_{(v_01)^1,\varphi }+cE_{1^1,v_0^1}+\underset{u𝔽_{\omega ,2};u\{\varphi ,v_0^1\}}{}a_{2u}E_{2u,u}.$$

where again $`U`$ is the canonical bilateral weighted shift operator on the standard basis for $`_\varphi `$, which is $`\{\xi _{v_l}:v_l=v_0^{2l},l\}`$.

From discussions in the previous examples, we may deduce the following result. Given a periodic word $`\omega `$ in $`\mathrm{\Omega }_+`$ and a positive integer $`k1`$, let $`𝔄_{\omega ,k}`$ be the $`\mathrm{C}^{}`$-algebra (contained in $`(𝒦_\omega )`$) generated by all the $`T_i`$ from every $`k`$-periodic shift $`T=(T_1,\mathrm{},T_n)`$ acting on $`𝒦_\omega `$.

###### Theorem 4.3.

Let $`n2`$. For every periodic word $`\omega `$ in $`\mathrm{\Omega }_+`$ and positive integer $`k1`$, $`𝔄_{\omega ,k}`$ is $``$-isomorphic to $`()\mathrm{C}(𝕋)`$, where $``$ is a separable infinite dimensional Hilbert space.

Proof. It is evident from the previous examples that $`𝔄_{\omega ,k}`$ is unitarily equivalent to a $`\mathrm{C}^{}`$-subalgebra of $`𝔄=()\mathrm{C}(𝕋)`$. Furthermore, each matrix unit $`E_{uv}`$, for $`u,v𝔽_{\omega ,k}`$, is present in this subalgebra, and the general matrix decomposition for exactly one of the $`T_i`$ has a weight multiple of the canonical bilateral shift in one of its entries. As there is complete freedom on choices of weights for the generators of $`𝔄_{\omega ,k}`$, it follows that this subalgebra is in fact the entire algebra $`𝔄`$. $`\mathrm{}`$

###### Remark 4.4.

This result illustrates a difference between the commutative ($`n=1`$) and noncommutative ($`n2`$) cases. Indeed, for $`n=1`$, the $`\mathrm{C}^{}`$-algebra generated by all $`k`$-periodic bilateral weighted shift operators, with respect to a given basis, is easily seen to be isomorphic to the algebra $`_k(\mathrm{C}(𝕋))`$ of $`k\times k`$ matrices with entries in $`\mathrm{C}(𝕋)`$. (These algebras played a role in the work of Bunce and Deddens .) Whereas for $`n2`$, the connection with $`k`$ is washed away by the infinite multiplicities present, at least in this $`\mathrm{C}^{}`$-algebra setting. The nonselfadjoint versions of $`𝔄_{\omega ,k}`$ will clearly be unitarily equivalent to matrix function algebras as well; however, we would expect distinct algebras for different values of $`k`$ in the nonselfadjoint case.

### 4.1. Concluding Remarks and Open Problems

There are a number of open problems on the operator algebras determined by these weighted shifts. For instance, we have not addressed the classification problem for the algebras $`𝔖_{\omega ,\mathrm{\Lambda }}`$. It would be interesting to know if $`𝔖_{\omega ,\mathrm{\Lambda }}`$ can be classified by spatial means strictly in terms of $`\omega `$ and $`\mathrm{\Lambda }`$, up to some sort of shift-tail equivalence classes.

###### Problem 4.5.

Does the pair $`(\omega ,\mathrm{\Lambda })`$ form a complete set of unitary invariants for $`𝔖_{\omega ,\mathrm{\Lambda }}`$?

More generally, we wonder about the representation theory for these algebras , as well as reflexivity issues.

###### Problem 4.6.

When is $`𝔖_{\omega ,\mathrm{\Lambda }}`$ reflexive, or hyper-reflexive?

It would also be interesting to find a description of the $`\mathrm{C}^{}`$-algebras generated by these shifts, $`\mathrm{C}^{}(T_1,\mathrm{},T_n)`$. In particular, work on the unweighted case $`\mathrm{C}^{}(S_1,\mathrm{},S_n)𝒪_n`$  suggests the following problem.

###### Problem 4.7.

Can the $`\mathrm{C}^{}`$-algebras $`\mathrm{C}^{}(T_1,\mathrm{},T_n)`$ be described using groupoid techniques?

From a more operator theoretic point of view, we ask if there are extensions of other results on bilateral weighted shift operators to this setting that uncover new phenomena. We are also curious about the relationship between the notions of periodicity discovered here, and in  for versions of unilateral weighted shifts in the noncommutative case.

###### Problem 4.8.

Is there a unifying framework for the noncommutative multivariable notions of periodicity discovered here and in ?

Acknowledgements. We would like to thank Ken Davidson for organizing a workshop on nonselfadjoint operator algebras at the Fields Institute in Toronto (July 2002), where the author had several illuminating discussions with participants. Specifically, concerning the current paper, discussions with Elias Katsoulis motivated us to look harder at these shifts. We are also grateful to Stephen Power for helpful conversations on this topic at the workshop. Thanks to members of the Department of Mathematics at Purdue University for kind hospitality during preparation of this article.


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# Maps That Take Lines to Circles, in Dimension 4

## 1 Introduction

Let $`U`$ be an open subset of the 4-dimensional real projective space $`\mathrm{P}^4`$ and $`V`$ an open subset of the 4-dimensional sphere $`S^4`$. We study diffeomorphisms $`f:UV`$ that take all line segments lying in $`U`$ to arcs of round circles lying in $`V`$. For the sake of brevity we will always say in the sequel that $`f`$ takes all lines to circles. The purpose of this article is to give the complete list of such analytic diffeomorphisms.

### Remark.

Given a diffeomorphism $`f:UV`$ that takes lines to circles, we can compose it with a projective transformation in the preimage (which takes lines to lines) and a conformal transformation in the image (which takes circles to circles). The result will be another diffeomorphism taking lines to circles.

### Example 1.

For example, suppose that $`S^4`$ is embedded in $`^5`$ as a Euclidean sphere and take an arbitrary hyperplane and an arbitrary point in $`^5`$. Obviously, the projection of the hyperplane to $`S^4`$ form the given point takes all lines to circles. The restriction of this projection to some open subset of the hyperplane is a diffeomorphism between this subset and its image. Diffeomorphisms obtained in this way will be called classical projections. Of course, classical projections live in all dimensions, not only 4.

### Example 2.

Another example comes from the quaternionic Hopf fibration. Let us recall the definition. Consider the standard projection from the left (resp., right) quaternionic 2-dimensional vector space $`^2`$ to the left (resp., right) quaternionic projective line $`\mathrm{P}^1`$. The latter is identified with $`S^4`$, a conformal quaternionic coordinate being the ratio of the homogeneous coordinates (in a specified order). Clearly, this projection descends to $`\mathrm{P}^7`$ — the real projectivization of $`^2`$. Thus we obtain a map from $`\mathrm{P}^7`$ to $`S^4`$. This is the quaternionic Hopf fibration. It is known (see e.g. ) that the quaternionic Hopf fibration takes all lines to circles. Therefore, the same is true for the restriction of it to any 4-dimensional projective subspace of $`\mathrm{P}^7`$.

Our main result is the following

###### Theorem 1

Suppose that an analytic diffeomorphism $`f`$ between an open set in $`\mathrm{P}^4`$ and an open set in $`S^4`$ takes all lines to circles. Then it is either a restriction of a classical projection or a restriction of a (left or right) quaternionic Hopf fibration.

Remark. When we say that a map $`f:U\mathrm{P}^4S^4`$ is a restriction of a classical projection, we mean the following. There is a projective map $`i`$ from $`\mathrm{P}^4`$ to $`^5`$ defined everywhere on $`U`$, a conformal identification $`j`$ of $`S^4`$ with a Euclidean sphere in $`^5`$ and a central projection $`\pi `$ to this Euclidean sphere from some point such that $`f=j^1\pi i`$. Analogously, the statement “$`f`$ is a restriction of a quaternionic Hopf fibration” has the following meaning. There is a projective map $`i`$ form $`\mathrm{P}^4`$ to $`\mathrm{P}^7`$, a (right or left) quaternionic Hopf fibration $`\pi :\mathrm{P}^7S^4`$ and a conformal identification $`j`$ of the sphere in the image of $`f`$ with the sphere in the image of $`\pi `$ such that $`f=j^1\pi i`$. Note in particular, that Theorem 1 is insensitive to a projective transformation in the preimage and a conformal transformation in the image.

Actually, it is not hard to see that we can always assume $`j`$ to be fixed from the very beginning.

### History of the problem.

The problem of finding maps that take lines to circles came from nomography (for an introduction to nomography see ). G.S. Khovanskii in 1970-s posed the following question: find all diffeomorphisms between open subsets of $`^2`$ that take lines to circles, or, in the language of nomography, that transform nomograms with aligned points to circular nomograms. Circular nomograms are more convenient in practice whereas nomograms with aligned points are theoretically easier to deal with. This problem was solved by A.G. Khovanskii  who proved that all such diffeomorphisms come from projections of planes in $`^3`$ to Euclidean spheres. Actually, his result was stated in a different form: up to a projective transformation in the preimage and a Möbius transformation in the image there are only 3 such diffeomorphisms, and they correspond to classical geometries. Izadi in  extended the results of Khovanskii to the 3-dimensional case.

It turned out (see ) that Khovanskii’s theorem does not extend to dimension 4. The simplest counterexample is a complex projective transformation which takes lines to circles but does not come from a projection of a hyperplane to a sphere. This is a particular case of example 2 above. In  it was proved that all ample enough rectifiable bundles of circles passing through a point in $`^4`$ are obtained by means of example 2 (those obtained from example 1 can be obtained from example 2 as well). This may be regarded as a first step in proving Theorem 1. This article completes the proof.

### Outline of the proof of Theorem 1.

Suppose that $`f:UV`$ is a diffeomorphism taking all lines to circles. First choose a projective identification of $`U`$ with a region in $`^4`$ and a conformal identification of $`V`$ with a region in $``$, the skew-field of quaternions. Then $`f`$ can be regarded as a quaternion-valued function on $`U`$.

For any constant vector field $`\alpha `$ denote by $`_\alpha `$ the Lie derivative along $`\alpha `$. Put $`A_\alpha =_\alpha f`$. The quaternions $`A_\alpha `$ are best to be understood as components of a quaternion-valued differential 1-form $`A`$ on $`U`$, namely, the differential of $`f`$. This form is closed: $`dA=0`$ or, in components, $`_\alpha A_\beta =_\beta A_\alpha `$ for any pair of constant vector fields $`\alpha `$ and $`\beta `$ on $`U`$.

By Lemma 5.2 from , at every point of $`U`$ there exists a quaternion $`B_\alpha `$ that depends linearly on $`\alpha `$ and satisfies one of the equations

$$_\alpha A_\alpha =B_\alpha A_\alpha \mathrm{or}_\alpha A_\alpha =A_\alpha B_\alpha .$$

The products in the right-hand sides are in the sense of quaternions. Assume that the first equation holds everywhere on $`U`$ (this is not very restrictive: see the end of Section 4). We show in Section 2 that the integrability condition for this equation is

$$_\alpha B_\beta =\frac{1}{2}B_\alpha B_\beta +\frac{1}{3}C(\overline{A_\alpha }A_\beta +\overline{A_\beta }A_\alpha +A_\alpha \overline{A_\beta }).$$

where $`C`$ is a quaternion-valued function. We call it the first integrability condition. Then we use once again that $`f`$ takes lines to circles, now to deduce that $`C`$ is real-valued. If $`C=0`$ identically, then the first integrability condition is integrable, and it gives us the maps from example 2. This will be proved in Section 3.

Suppose now that $`C0`$. Then we need to write down an integrability condition for the first integrability condition — the second integrability condition. It will be obtained in Section 4. The second integrability condition turns out to be a differential relation between $`A`$, $`B`$ and $`C`$ only, with no additional parameters. It expresses all first logarithmic derivatives of $`C`$ in terms of the values of $`A`$ and $`B`$. The fact that $`C`$ is real imposes a restriction on possible values of $`A`$ and $`B`$. Namely, $`B_\alpha =p(A_\alpha )+A_\alpha q`$ where $`p`$ is a real-valued 1-form and $`q`$ is a quaternion. Now fix some admissible values of $`A`$, $`B`$ and $`C`$ at some point of $`U`$. We will show in Section 5 that there exists a map from example 1 with the same values of $`A`$, $`B`$ and $`C`$ at the given point. On the other hand, from the second integrability condition it follows that such analytic map is unique. Thus our map $`f`$ is from example 1.

## 2 First integrability condition

In this section, we obtain an integrability condition for the equation

$$_\alpha A_\alpha =B_\alpha A_\alpha .$$
$`(1)`$
Since $`A_\alpha `$ are derivatives, we have $`_\alpha A_\beta =_\beta A_\alpha `$. From this and from equation (1) it follows immediately that

$$_\alpha A_\beta =\frac{1}{2}(B_\alpha A_\beta +B_\beta A_\alpha ).$$
$`(2)`$
An integrability condition for equation (1) is obtained from the equality $`_\alpha _\beta A_\gamma =_\beta _\alpha A_\gamma `$ by expressing derivatives of $`A`$ with the help of (2). If we introduce a tensor $`C`$ given in components by

$$C_{\alpha \beta }=_\alpha B_\beta \frac{1}{2}B_\alpha B_\beta ,$$

then the integrability condition reads as follows:

$$C_{\alpha \beta }A_\gamma +C_{\alpha \gamma }A_\beta =C_{\beta \alpha }A_\gamma +C_{\beta \gamma }A_\alpha .$$
$`(3)`$
If we apply to equation (3) the transposition of indices $`\beta \gamma `$, then we have:

$$C_{\alpha \beta }A_\gamma +C_{\alpha \gamma }A_\beta =C_{\gamma \alpha }A_\beta +C_{\gamma \beta }A_\alpha .$$
$`(3^{})`$
Take the sum of equations (3) and $`(3^{})`$. It can be written as follows:

$$(C_{\beta \gamma }+C_{\gamma \beta })A_\alpha =(2C_{\alpha \gamma }C_{\gamma \alpha })A_\beta +(2C_{\alpha \beta }C_{\beta \alpha })A_\gamma .$$
$`(3^{\prime \prime })`$
Put $`\beta =\gamma `$ in equation (3). We obtain that

$$(2C_{\alpha \beta }C_{\beta \alpha })A_\beta =C_{\beta \beta }A_\alpha .$$
$`(4)`$
or, replacing $`\beta `$ with $`\gamma `$,

$$(2C_{\alpha \gamma }C_{\gamma \alpha })A_\gamma =C_{\gamma \gamma }A_\alpha .$$
$`(4^{})`$
Replace $`2C_{\alpha \beta }C_{\beta \alpha }`$ and $`2C_{\alpha \gamma }C_{\gamma \alpha }`$ in $`(3^{\prime \prime })`$ by their expressions obtained from (4) and $`(4^{})`$, respectively. We obtain

$$C_{\beta \gamma }+C_{\gamma \beta }=C_{\beta \beta }A_\alpha (A_\beta ^1A_\gamma )A_\alpha ^1+C_{\gamma \gamma }A_\alpha (A_\gamma ^1A_\beta )A_\alpha ^1.$$
$`(5)`$
Take a point in $`U`$. In equation (5) written at this point, $`\alpha `$, $`\beta `$ and $`\gamma `$ may be arbitrary vectors. Fix $`\beta `$ and $`\gamma `$, and let $`\alpha `$ vary. Then $`A_\alpha `$ runs over all quaternions, since $`f`$ is a diffeomorphism. We need the following

###### Lemma 2

Let $`a`$ and $`b`$ be arbitrary quaternions, and $`x`$ an imaginary quaternion (i.e. not a real number). Suppose that the number $`ay+by^1`$ stays the same for all quaternions $`y`$ obtained from $`x`$ by inner conjugations (i.e. $`y=qxq^1`$ for an arbitrary quaternion $`q`$). Then $`b=a|x|^2`$.

Proof. Denote by $`x_0`$ the real part of $`x`$. Then it is easy to see that

$$ay+by^1=\left(a\frac{b}{|x|^2}\right)y+\frac{2bx_0}{|x|^2}.$$

The second term in the right-hand side is independent of $`y`$. Therefore, the first term should be also independent of $`y`$ which is possible only if the coefficient $`ab/|x|^2`$ vanishes. $`\mathrm{}`$

We can apply this lemma to equation (5) where we put $`a=C_{\beta \beta }`$, $`b=C_{\gamma \gamma }`$ and $`x=A_\beta ^1A_\gamma `$. If $`\beta `$ is not parallel to $`\gamma `$, then $`x`$ is imaginary. Thus by the lemma we have

$$\frac{C_{\beta \beta }}{|A_\beta |^2}=\frac{C_{\gamma \gamma }}{|A_\gamma |^2}.$$

It follows that the left-hand side is independent of $`\beta `$. Hence

$$C_{\beta \beta }=C|A_\beta |^2$$
$`(6)`$
where $`C`$ is a quaternion which does not depend on the vector $`\beta `$, but it may depend on a point — so $`C`$ is a quaternion-valued function on $`U`$.

Plug in (6) to (5):

$$C_{\beta \gamma }+C_{\gamma \beta }=C(\overline{A_\beta }A_\gamma +\overline{A_\gamma }A_\beta ).$$
$`(6^{})`$
Comparing equations $`(6^{})`$ (with $`\beta `$ changed to $`\alpha `$ and $`\gamma `$ changed to $`\beta `$) and (4) we can conclude that

$$C_{\alpha \beta }=\frac{1}{3}C(\overline{A_\alpha }A_\beta +\overline{A_\beta }A_\alpha +A_\alpha \overline{A_\beta }).$$
$`(6^{\prime \prime })`$
This is the first integrability condition.

## 3 Examples

Let us now take a closer look on examples 1 and 2 form Section 1.

### Example 1.

Consider the left quaternionic Hopf fibration $`\pi :\mathrm{P}^7S^4`$. A point in the preimage is represented by a pair of quaternions $`(y,z)`$ up to multiplication of both $`y`$ and $`z`$ by a common real factor. The image of this point under $`\pi `$ is an element of the left projective quaternionic line with homogeneous coordinates $`y`$ and $`z`$. We can take $`y^1z`$ as an affine conformal quaternionic coordinate in the image.

Suppose that $`f`$ is obtained as the composition of $`\pi `$ with some projective embedding of (a part of) $`^4`$ to $`\mathrm{P}^7`$. This projective embedding sends a point $`x^4`$ to a point in $`\mathrm{P}^7`$ with coordinates

$$y=L(x),z=M(x),$$

where $`L`$ and $`M`$ are some affine maps from $`^4`$ to $`^4`$. Thus in the given coordinates $`f`$ looks as follows:

$$f:xL(x)^1M(x)$$
$`(E_1)`$
where the multiplication and the inverse are in the sense of quaternions.

Denote by $`\stackrel{}{L}`$ and $`\stackrel{}{M}`$ the linear parts of $`L`$ and $`M`$, respectively. This means that $`\stackrel{}{L}`$ (resp., $`\stackrel{}{M}`$) is a linear operator such that $`L`$ (resp., $`M`$) is a composition of $`\stackrel{}{L}`$ (resp., $`\stackrel{}{M}`$) and a translation. In other words, $`\stackrel{}{L}`$ and $`\stackrel{}{M}`$ are differentials of $`L`$ and $`M`$ at any point.

Compute $`A_\alpha =_\alpha f`$ for our map $`f`$:

$$A_\alpha (x)=L^1(x)\stackrel{}{L}(\alpha )L^1(x)M(x)+L^1(x)\stackrel{}{M}(\alpha ).$$

Differentiating once again along $`\alpha `$ we obtain:

$$B_\alpha =2L^1(x)\stackrel{}{L}(\alpha ).$$

We can see from here that $`_\alpha B_\beta =\frac{1}{2}B_\alpha B_\beta `$, so in this case $`C=0`$.

### Case $`C=0`$.

Let us work out the case when $`C`$ vanishes everywhere in $`U`$. In this case the first integrability condition $`(6^{\prime \prime })`$ reads as follows:

$$_\alpha B_\beta =\frac{1}{2}B_\alpha B_\beta .$$

Consider this equation together with equation (2). This is a system of partial differential equations of first order which expresses all first derivatives of $`A`$ and $`B`$ through the values of $`A`$ and $`B`$. Denote this system by $`𝕊`$. Fix any point $`xU`$ and initial values of 1-forms $`A`$ and $`B`$ at $`x`$. Thus for any vector $`\alpha `$ at $`x`$ we know $`A_\alpha `$ and $`B_\alpha `$. Note that if a solution of $`𝕊`$ with given initial values exists, then it is unique. Indeed, all higher derivatives of $`A`$ and $`B`$ can be expressed through the initial values by means of the system $`𝕊`$. The existence of a solution follows from example 1. In this example, at the given point $`x`$ linear maps $`A:\alpha A_\alpha `$ and $`B:\alpha B_\alpha `$ can be arbitrary.

We have just proved the following

###### Proposition 3

If $`C=0`$ identically in $`U`$, then the general solution of equations (2) and $`(6^{\prime \prime })`$ is given by $`(E_1)`$.

### Example 2.

Consider a Euclidean sphere $`S`$ in $`^5`$. We can choose this sphere to be centered at the origin and to have radius 1. Introduce a conformal coordinate system on $`S`$ by means of the stereographic projection $`j`$ to the equatorial hyperplane with the center at the Noth pole. To this end we need to choose an orthogonal splitting $`^5=^4\times `$ the latter factor being the line between the North and South poles. Thus any point in $`^5`$ is represented as $`(y,z)`$ where $`y^4`$ and $`z`$. The point on $`S`$ corresponding to $`(y,0)`$ by means of the stereographic projection is

$$j^1(y)=(\frac{2y}{1+|y|^2},\frac{|y|^21}{1+|y|^2}).$$

Suppose that $`f`$ is the central projection from a horizontal hyperplane $`z=z_1`$ to $`S`$ with the center $`(0,z_0)`$. Under this projection, a point $`(x,z_1)`$ corresponds to a point $`j^1(y)`$ on $`S`$ if and only if

$$x=\frac{2y(z_0z_1)}{(z_0+1)+(z_01)|y|^2}.$$

We can now rescale $`y`$ and choose specific values of $`z_0`$ and $`z_1`$ so that

$$x=\frac{y}{1+|y|^2}.$$
$`(E_2.1)`$
This can be considered as an implicit equation defining $`f:xy`$. Recall that $`f`$ was defined as a classical projection. Another interpretation of $`f`$ is that it establishes a correspondence between the Klein and the Poincaré models of the hyperbolic (Lobachevsky) geometry.

Multiply both sides of equation $`(E_2.1)`$ by the denominator to get $`y=(1+|y|^2)x`$ and then differentiate both sides along $`\alpha `$:

$$A_\alpha =\frac{2y,A_\alpha y}{1+|y|^2}+(1+|y|^2)\alpha .$$
$`(E_2.2)`$
Here $`,`$ denotes the Euclidean inner product corresponding to the given quaternionic structure. Namely, for 2 vectors $`\xi `$ and $`\eta `$ we have $`\xi ,\eta =\mathrm{Re}(\xi \overline{\eta })`$ where in the right-hand side $`\xi `$ and $`\eta `$ are considered as quaternions. To express $`A_\alpha `$ it terms of $`y`$ only we need to find an expression for $`y,A_\alpha `$. For that, take the inner product of both sides of equation $`(E_2.2)`$ with $`y`$. This leads to a linear equation for $`y,A_\alpha `$. Solving this equation, we obtain

$$y,A_\alpha =\frac{(1+|y|^2)^2}{1|y|^2}y,\alpha .$$
$`(E_2.3)`$
Substitute $`(E_2.3)`$ into $`(E_2.2)`$. We now have a formula for $`A_\alpha `$ in terms of $`y`$:

$$A_\alpha =(1+|y|^2)\left(\frac{2y,\alpha y}{1|y|^2}+\alpha \right).$$
$`(E_2.4)`$
Differentiating equation $`(E_2.4)`$ along $`\alpha `$ we can see that

$$B_\alpha =2\left(2\frac{1+|y|^2}{1|y|^2}y,\alpha +\frac{y\overline{A_\alpha }}{1|y|^2}\right).$$

Differentiate this equation once again along $`\alpha `$. Then we find that

$$_\alpha B_\alpha \frac{1}{2}B_\alpha ^2=\frac{6|A_\alpha |^2}{(1|y|^2)^2}.$$

From equation (6) it follows that

$$C=\frac{6}{(1|y|^2)^2}$$

in this example. In particular, $`C`$ may be nonzero. Note that in this example $`C`$ is real everywhere.

## 4 Second Integrability Condition

The case $`C=0`$ has been already worked out in the previous section. Now assume that $`C0`$ at a given point. A priori, $`C`$ is a quaternion-valued function. But now we are going to prove the following

###### Lemma 4

The function $`C`$ is real-valued.

This lemma does not follow form equation (1). We need to use directly the fact that $`f`$ takes lines to circles.

Proof. Take an arbitrary point $`x_0U`$ and a vector $`\alpha `$ at $`x_0`$. The line $`l`$ passing through $`x_0`$ in the direction of $`\alpha `$, is mapped to a circle under $`f`$. Let $`tx=x(t)`$ be the affine parameterization of $`l`$ such that $`x(0)=x_0`$ and $`\dot{x}(0)=\alpha `$.

First assume that $`B_\alpha `$ is real at $`x_0`$. Then $`f(l)`$ must be a line. Therefore, $`\mathrm{Im}(B_\alpha )`$ must vanish everywhere on $`l`$. It follows that $`C`$ is also real in this case.

Suppose now that $`\mathrm{Im}(B_\alpha )0`$. By Proposition 5.4 from  the center of the circle $`f(l)`$ is

$$f(x)(\mathrm{Im}B_\alpha (x))^1A_\alpha (x).$$

Hence this expression does not depend on the choice of $`xl`$. Differentiate it by $`t`$:

$$A_\alpha +(\mathrm{Im}B_\alpha )^1\left(\frac{1}{2}\mathrm{Im}(B_\alpha ^2)+\mathrm{Im}(C)|A_\alpha |^2\right)(\mathrm{Im}B_\alpha )^1A_\alpha (\mathrm{Im}B_\alpha )^1B_\alpha A_\alpha =0.$$

It follows that $`\mathrm{Im}(C)=0`$. $`\mathrm{}`$

The first integrability condition is a partial differential equation on $`B`$. Let us try to write down the integrability condition for this equation.

We will use the language of quaternion-valued differential forms. By definition, the algebra of quaternion-valued differential forms is obtained from the algebra of ordinary real-valued differential forms by taking the tensor product with the quaternions over reals. In particular, this definition says how to multiply quaternion-valued forms. As was already mentioned, $`A`$ and $`B`$ are thought of as quaternion-valued 1-forms.

From the first integrability condition it follows that

$$dB=\frac{1}{2}BB+\frac{1}{3}C(A\overline{A}).$$
$`(6^{\prime \prime \prime })`$
Take the differential of the both parts of this equation, using relations $`d^2B=0`$ and $`dA=0`$:

$$dCA\overline{A}=\frac{C}{2}(BA\overline{A}A\overline{A}B).$$
$`(7)`$
###### Proposition 5

Suppose that the values of the 1-forms $`A`$ and $`B`$ and the function $`C`$ are given at some point, and the map $`\alpha A_\alpha `$ is one-to-one at this point. If an analytic solution $`f`$ of equations (2) with these initial values of $`A`$, $`B`$ and $`C`$ exists, then it is unique.

Proof. Since $`A`$ is non-degenerate, the operator of the right wedge multiplication by $`A\overline{A}`$ is invertible. This can be verified by a simple direct computation. Therefore, equation (7) expresses all first derivatives of $`C`$ through $`A`$ and $`B`$. Consider this equation together with equations (2) and $`(6^{\prime \prime })`$. We obtain a system of partial differential equations which expresses all first derivatives of $`A`$, $`B`$ and $`C`$ in terms of the values of $`A`$, $`B`$ and $`C`$ only. Therefore, by successive applications of this system we can express all higher derivatives of $`A`$, $`B`$ and $`C`$ at the given point through the initial values at this point. The proposition now follows. $`\mathrm{}`$

Note also that $`A`$, $`B`$ and $`C`$ determine the 3-jet of $`f`$. Namely, from equations (2) and $`(6^{\prime \prime })`$ it follows that

$$f=f(x_0)+A_{xx_0}+\frac{B_{xx_0}A_{xx_0}}{2}+\frac{(\frac{3}{2}B_{xx_0}^2+C|A_{xx_0}|^2)A_{xx_0}}{6}+\mathrm{}$$

In particular, Proposition 5 can be reformulated as follows:

###### Proposition 6

If there exists a diffeomorphism $`f:U^4V^4`$ with a given 3-jet at some point $`x_0U`$ such that the image of each line segment lying in $`U`$ is an arc of a circle or a line segment in $`V`$, then such diffeomorphism is unique.

## 5 Admissible 3-jets

From now on we identify the space of preimage with the space of image and assume that the distinguished point is the origin, $`f(0)=0`$ and $`A_\alpha =\alpha `$ for all vectors $`\alpha `$ at 0. This may be achieved by a linear change of variables in the preimage composed with a translation in the image. Thus if $`x=x^0+ix^1+jx^2+kx^3`$ denotes the natural quaternionic coordinate, then $`A=dx=dx^0+idx^1+jdx^2+kdx^3`$.

Equation (7) imposes a restriction on $`B`$ due to the fact that $`C`$ is real. Let us find all admissible values of $`B`$ at 0 by solving (7) as a linear system on $`B`$ and $`dC/C`$. We have $`A\overline{A}=dx\overline{dx}=i\omega _1+j\omega _2+k\omega _3`$ where $`\omega _1`$, $`\omega _2`$ and $`\omega _3`$ are real 2-forms given in coordinates by

$$\begin{array}{c}\omega _1=2(dx^1dx^0+dx^3dx^2),\\ \omega _2=2(dx^2dx^0+dx^1dx^3),\\ \omega _3=2(dx^3dx^0+dx^2dx^1).\end{array}$$

Denote by $`\gamma `$ the real 1-form $`2dC/C`$ and suppose that $`B=B^0+iB^1+jB^2+kB^3`$ where $`B^0`$, $`B^1`$, $`B^2`$ and $`B^3`$ are real 1-forms. Equation (7) can be now rewritten as the following system:

$$\begin{array}{c}2(B^2\omega _3B^3\omega _2)=\gamma \omega _1,\\ 2(B^3\omega _1B^1\omega _3)=\gamma \omega _2,\\ 2(B^1\omega _2B^2\omega _1)=\gamma \omega _3.\end{array}$$
$`(8)`$
Denote by $`B_\nu ^\mu `$ and $`\gamma _\nu `$ ($`\nu =0,1,2,3`$) the components of the 1-forms $`B^\mu `$ and $`\gamma `$ so that

$$B^\mu =\underset{\nu =0}{\overset{3}{}}B_\nu ^\mu dx^\nu ,\gamma =\underset{\nu =0}{\overset{3}{}}\gamma _\nu dx^\nu .$$

System (8) yields the following equations:

$$\begin{array}{c}2(B_3^2+B_2^3)=\gamma _1,2(B_2^2B_3^3)=\gamma _0,2(B_1^2B_0^3)=\gamma _3,2(B_0^2+B_1^3)=\gamma _2,\\ 2(B_1^3+B_3^1)=\gamma _2,2(B_0^3+B_2^1)=\gamma _3,2(B_3^3B_1^1)=\gamma _0,2(B_2^3B_0^1)=\gamma _1,\\ 2(B_2^1+B_1^2)=\gamma _3,2(B_3^1B_0^2)=\gamma _2,2(B_0^1+B_3^2)=\gamma _1,2(B_1^1B_2^2)=\gamma _0.\end{array}$$

Exclude $`\gamma _\nu `$ from these equations:

$$\begin{array}{c}B_1^1=B_2^2=B_3^3,\\ B_0^1=B_3^2=B_2^3,\\ B_0^2=B_1^3=B_3^1,\\ B_0^3=B_2^1=B_1^2.\end{array}$$

The relations displayed above mean that $`B_\alpha =p(\alpha )+\alpha q`$ where $`p`$ is a real-valued 1-form and $`q`$ is a quaternion. Hence the 3-jet at 0 of $`f`$ should be as follows:

$$x+\frac{(p(x)+xq)x}{2}+\frac{(\frac{3}{2}(p(x)+xq)^2+C|x|^2)x}{6}.$$
$`(9)`$
###### Proposition 7

For an arbitrary real-valued linear function $`p`$ on $`^4`$ and an arbitrary quaternion $`q`$, a local diffeomorphism with 3-jet (9) exists. Moreover, it can be chosen to be one of the classical projections.

Proof. First consider a map given by the implicit equation

$$x=\frac{y}{1\frac{C}{6}|y|^2}.$$

This is clearly a map from example 2. It has the 3-jet $`x+\frac{C}{6}|x|^2x`$. This is a partial case of (9) where $`p=q=0`$. To achieve other given values of $`p`$ and $`q`$, compose this map with the following Möbius transformation:

$$y2q^1\left(1\frac{\frac{1}{2}qy}{1\frac{1}{2}p(y)}\right)^12q^1.$$

It is easy to see that the composition has 3-jet (9). $`\mathrm{}`$

### Concluding remarks.

We should now make things add up in the proof of theorem 1.

We have always assumed that $`_\alpha A_\alpha =B_\alpha A_\alpha `$ the multiplication by $`B_\alpha `$ being from the left. The case of the right multiplication is completely analogous. The only difference is that for $`C=0`$ we would have the right quaternionic Hopf fibration instead of the left one. In general there is an open subset $`U^{}`$ of $`U`$ such that the multiplication by $`B_\alpha `$ is either form the left everywhere on $`U^{}`$ or from the right everywhere on $`U^{}`$. Therefore theorem 1 holds on $`U^{}`$. By the uniqueness theorem for analytic functions it holds then on $`U`$.

If $`C=0`$ everywhere on $`U`$, then by Proposition 3 we have a quaternionic Hopf fibration. Otherwise $`C`$ nowhere vanishes on some open subset of $`U`$. Then by Propositions 6 and 7 the map $`f`$ is a classical projection on this subset. By the uniqueness theorem $`f`$ is a classical projection on $`U`$.

Department of Mathematics, University of Toronto 100 St. George street, Toronto ON M5S3G3 Canada

E-mail address: vtimorin@math.toronto.edu