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# Non-commutative Khintchine type inequalities associated with free groups

## Introduction

Let $`_p(n)`$ be the subspace of $`L_p[0,1]`$ generated by the classical Rademacher functions $`\mathrm{r}_1,\mathrm{r}_2,\mathrm{},\mathrm{r}_n`$. As is well-known, for any exponent $`1p<\mathrm{}`$, the classical Khintchine inequalities provide a linear isomorphism between $`_p(n)`$ and $`\mathrm{}_2(n)`$ with constants independent of $`n`$. However, to describe the operator space structure of $`_p(n)`$ we need the so-called non-commutative Khintchine inequalities, introduced by F. Lust-Piquard in  and extended in  to the case $`p=1`$, see also  for an analysis of the optimal constants.

To describe the non-commutative Khintchine inequalities, let us consider a family $`x_1,x_2,\mathrm{},x_n`$ of elements in the Schatten class $`S_p`$. Then we have the following equivalences of norms for $`1p2`$

$$\underset{k=1}{\overset{n}{}}x_k\mathrm{r}_k_{L_p([0,1];S_p)}\underset{x_k=y_k+z_k}{inf}\left\{\left(\underset{k=1}{\overset{n}{}}y_ky_k^{}\right)^{1/2}_{S_p}+\left(\underset{k=1}{\overset{n}{}}z_k^{}z_k\right)^{1/2}_{S_p}\right\},$$

while for $`2p<\mathrm{}`$ we have

$$\underset{k=1}{\overset{n}{}}x_k\mathrm{r}_k_{L_p([0,1];S_p)}\mathrm{max}\{\left(\underset{k=1}{\overset{n}{}}x_kx_k^{}\right)^{1/2}_{S_p},\left(\underset{k=1}{\overset{n}{}}x_k^{}x_k\right)^{1/2}_{S_p}\}.$$

Again the constants do not depend on $`n`$. According to the purposes of this paper, it will be more convenient to rewrite these inequalities in terms of the spaces $`R_p^n`$ and $`C_p^n`$. Let us consider the Schatten class $`S_p^n`$ over the $`n\times n`$ matrices and let us denote its natural basis by

$$\left\{e_{ij}\right|1i,jn\}.$$

We define $`R_p^n`$ to be the subspace of $`S_p^n`$ generated by $`e_{11},e_{12},\mathrm{},e_{1n}`$ while $`C_p^n`$ will be the subspace generated by $`e_{11},e_{21},\mathrm{},e_{n1}`$. That is, $`R_p^n`$ and $`C_p^n`$ can be regarded as the row and column subspaces of $`S_p^n`$ respectively. Note that both subspaces have a natural operator space structure inherited from $`S_p^n`$. In terms of the spaces $`R_p^n`$ and $`C_p^n`$, the non-commutative Khintchine inequalities can be rephrased by saying that $`_p(n)`$ is completely isomorphic to $`R_p^n+C_p^n`$ whenever $`1p2`$ and $`_p(n)`$ is completely isomorphic to $`R_p^nC_p^n`$ for $`2p<\mathrm{}`$. More concretely, when $`1p2`$ it follows that

$`{\displaystyle \underset{k=1}{\overset{n}{}}}x_k\mathrm{r}_k_{L_p([0,1];S_p)}`$
$``$ $`\underset{x_k=y_k+z_k}{inf}\left\{{\displaystyle \underset{k=1}{\overset{n}{}}}y_ke_{1k}_{S_p(\mathrm{}_2\mathrm{}_2)}+{\displaystyle \underset{k=1}{\overset{n}{}}}z_ke_{k1}_{S_p(\mathrm{}_2\mathrm{}_2)}\right\},`$
while for $`2p\mathrm{}`$ we have

$`{\displaystyle \underset{k=1}{\overset{n}{}}}x_k\mathrm{r}_k_{L_p([0,1];S_p)}`$
$``$ $`\mathrm{max}\{{\displaystyle \underset{k=1}{\overset{n}{}}}x_ke_{1k}_{S_p(\mathrm{}_2\mathrm{}_2)},{\displaystyle \underset{k=1}{\overset{n}{}}}x_ke_{k1}_{S_p(\mathrm{}_2\mathrm{}_2)}\}.`$
Now let $`𝐅_n`$ be the free group with $`n`$ generators $`g_1,g_2,\mathrm{},g_n`$. If $`\lambda `$ denotes the left regular representation of $`𝐅_n`$, the family of operators $`\lambda (g_1),\lambda (g_2),\mathrm{},\lambda (g_n)`$ appear as the free analog of the sequence $`\mathrm{r}_1,\mathrm{r}_2,\mathrm{},\mathrm{r}_n`$ in this framework. Namely, let us consider the standard trace $`\tau `$ on $`C_\lambda ^{}(𝐅_n)`$. Then, by  it turns out that the subspace $`𝒲_p(n)`$ of $`L_p(\tau )`$ generated by the operators $`\lambda (g_1),\lambda (g_2),\mathrm{},\lambda (g_n)`$ is completely isomorphic to $`_p(n)`$ (with constants independent of $`n`$) for $`1p<\mathrm{}`$. Moreover, for $`p=\mathrm{}`$ we have

$`{\displaystyle \underset{k=1}{\overset{n}{}}}a_k\lambda (g_k)_{L_{\mathrm{}}(\mathrm{tr}\tau )}`$
$``$ $`\mathrm{max}\{{\displaystyle \underset{k=1}{\overset{n}{}}}a_ke_{1k}_{S_{\mathrm{}}(\mathrm{}_2\mathrm{}_2)},{\displaystyle \underset{k=1}{\overset{n}{}}}a_ke_{k1}_{S_{\mathrm{}}(\mathrm{}_2\mathrm{}_2)}\},`$
where $`R_n`$ and $`C_n`$ are the usual expressions for $`R_{\mathrm{}}^n`$ and $`C_{\mathrm{}}^n`$. In other words, we also have $`𝒲_{\mathrm{}}(n)R_nC_n`$ completely isomorphically. In this paper we shall generalize the mentioned complete isomorphism for $`𝒲_p(n)`$, where the results above appear as the case of degree one. More concretely, given any positive integer $`d`$, we shall consider (operator-valued) homogeneous polynomials of degree $`d`$ in the variables

$$\lambda (g_1),\lambda (g_2),\mathrm{},\lambda (g_n).$$

Let $`𝒲_p(n,d)`$ be the subspace of $`L_p(\tau )`$ generated by the operators $`\lambda (g_{i_1}g_{i_2}\mathrm{}g_{i_d})`$, where $`1i_kn`$ for $`1kd`$. The aim of this paper is to describe the operator space structure of $`𝒲_p(n,d)`$ for any value of $`d`$. To that aim, we consider an auxiliary non-commutative $`L_p`$ space $`L_p(\phi )`$ equipped with a faithful normal semi-finite trace $`\phi `$. Then, describing the operator space structure of $`𝒲_p(n,d)`$ becomes equivalent to describing the norm of

$$\underset{i_1,i_2,\mathrm{},i_d=1}{\overset{n}{}}a_{i_1i_2\mathrm{}i_d}\lambda (g_{i_1}g_{i_2}\mathrm{}g_{i_d})$$

in $`L_p(\phi \tau )`$ up to constants not depending on $`n`$ or $`p`$. Let $`𝒜`$ be the family of operators $`\left\{a_{i_1i_2\mathrm{}i_d}\right|1i_kn\}`$. This family can be regarded as an element of a matrix-valued $`L_p(\phi )`$-space in several ways. Namely, given $`0kd`$, we can construct a matrix $`𝒜_k`$ with entries in $`𝒜`$ by taking the first $`k`$ indices $`i_1,i_2,\mathrm{},i_k`$ as the row index and the last $`dk`$ indices $`i_{k+1},i_{k+2},\mathrm{},i_d`$ as the column index. In other words, we consider the matrix

$$𝒜_k=\left(a_{(i_1\mathrm{}i_k),(i_{k+1}\mathrm{}i_d)}\right).$$

In particular, we see $`𝒜_k`$ as an element of the Haagerup tensor product $`C_p^{n^k}_hR_p^{n^{dk}}`$ with values in $`L_p(\phi )`$. This allows us to define the following family of spaces

$$\begin{array}{ccc}𝒦_p(n,d)=\underset{k=0}{\overset{d}{}}C_p^{n^k}_hR_p^{n^{dk}}\hfill & & \text{for}1p2,\hfill \\ 𝒦_p(n,d)=\underset{k=0}{\overset{d}{}}C_p^{n^k}_hR_p^{n^{dk}}\hfill & & \text{for}2p\mathrm{}.\hfill \end{array}$$

In this paper we shall prove that $`𝒲_p(n,d)`$ and $`𝒦_p(n,d)`$ are completely isomorphic operator spaces with constants depending only on the degree $`d`$. More concretely, the following result holds.

Theorem. *$`𝒦_p(n,d)`$ and $`𝒲_p(n,d)`$ are completely isomorphic for $`1p\mathrm{}`$ and there exists an absolute constant $`\mathrm{c}_d`$ depending only on $`d`$ such that the following inequalities hold*

$$\frac{1}{\mathrm{c}_d}𝒜_{L_p(\phi ;𝒦_p(n,d))}\underset{i_1\mathrm{}i_d=1}{\overset{n}{}}a_{i_1\mathrm{}i_d}\lambda (g_{i_1}\mathrm{}g_{i_d})_{L_p(\phi \tau )}\mathrm{c}_d𝒜_{L_p(\phi ;𝒦_p(n,d))}.$$

*Moreover, the natural projection $`\mathrm{P}:L_p(\tau )𝒲_p(n,d)`$ is c.b. with $`\mathrm{P}_{cb}\mathrm{c}_d`$.*

The case $`p=\mathrm{}`$ of this result is the content of Buchholz’s paper . However, a slightly different definition of $`𝒲_{\mathrm{}}(n,d)`$ was used there. Indeed, Buchholz takes the subspace of $`L_{\mathrm{}}(\tau )`$ generated by the image under $`\lambda `$ of the set of reduced words of length $`d`$. That is, inverses of generators are also allowed to appear. As we shall see, our arguments apply in this context for any $`1p\mathrm{}`$ and we will also provide the proof. In Section 1 we set some preliminary results while Section 2 is devoted to the proof of our main result and its analog for reduced words of length $`d`$.

## 1. Preliminary results

One of the key points in the proof of our main result lies in the iteration of the non-commutative Khintchine inequality applied to the operator space $`𝒲_p(n)^d`$. This process was already pointed in \[12, Section 9.8\], but we provide here an explicit description of the resulting inequalities. After that, we state an $`L_p`$-valued version of Fell’s absorption principle that will be also needed in the proof.

### 1.1. Iterations of the Khintchine inequality

Let $`𝐅_n`$ be the free group with $`n`$ generators $`g_1,g_2,\mathrm{},g_n`$. If $`(\delta _t)_{t𝐅_n}`$ denotes the natural basis of $`\mathrm{}_2(𝐅_n)`$, the left regular representation $`\lambda `$ of $`𝐅_n`$ is defined by the relation $`\lambda (t_1)\delta _{t_2}=\delta _{t_1t_2}`$. The reduced $`C^{}`$-algebra $`C_\lambda ^{}(𝐅_n)`$ is defined as the $`C^{}`$-algebra generated in $`(\mathrm{}_2(𝐅_n))`$ by the operators $`\lambda (t)`$ when $`t`$ runs over $`𝐅_n`$. Let us denote by $`\tau `$ the standard trace on $`C_\lambda ^{}(𝐅_n)`$ defined by $`\tau (x)=x\delta _e,\delta _e`$, where $`e`$ denotes the identity element of $`𝐅_n`$. Then, we construct the non-commutative $`L_p`$ space $`L_p(\tau )`$ in the usual way and consider the subspace $`𝒲_p(n)`$ of $`L_p(\tau )`$ generated by the operators $`\lambda (g_1),\lambda (g_2),\mathrm{},\lambda (g_n)`$. The aim of this section is to describe the operator space structure of $`𝒲_p(n)^d`$ as a subspace of $`L_p(\tau ^d)`$ for the exponents $`2p\mathrm{}`$. As it was pointed out in , the case $`1p2`$ follows easily by duality. However, we shall not write the explicit inequalities in that case since we are not using them and the notation is considerably more complicated.

The following result can be regarded as a particular case of our main result for homogeneous polynomials of degree $`1`$. It was proved in  for $`p=\mathrm{}`$ while the proof for $`2p<\mathrm{}`$ can be found in Corollary 9.7.2 of . We notice that its proof uses the fact that $`R_p^nC_p^n`$ is an interpolation family for $`2p\mathrm{}`$.

###### Lemma 1.1.

The following equivalence of norms holds for $`2p\mathrm{}`$,

$$\underset{k=1}{\overset{n}{}}a_k\lambda (g_k)_{L_p(\phi \tau )}\mathrm{max}\{\underset{k=1}{\overset{n}{}}a_ke_{1k}_{L_p(\phi ;R_p^n)},\underset{k=1}{\overset{n}{}}a_ke_{k1}_{L_p(\phi ;C_p^n)}\}.$$

In fact, the linear map $`u:R_p^nC_p^n𝒲_p(n)`$ defined by

$$u(e_{1k}e_{k1})=\lambda (g_k),$$

is a complete isomorphism with $`u_{cb}2`$ and completely contractive inverse. On the other hand, the canonical projection $`\mathrm{P}:L_p(\tau )𝒲_p(n)`$ satisfies $`\mathrm{P}_{cb}2`$.

Let us consider the group product $`\mathrm{G}_d=𝐅_n\times 𝐅_n\times \mathrm{}\times 𝐅_n`$ with $`d`$ factors. The left regular representation $`\lambda _d`$ of $`\mathrm{G}_d`$ has the form

$$\lambda _d(t_1,t_2,\mathrm{},t_d)=\lambda (t_1)\lambda (t_2)\mathrm{}\lambda (t_d),$$

where $`\lambda `$ still denotes the left regular representation of $`𝐅_n`$. In particular, the reduced $`C^{}`$-algebra $`C_{\lambda _d}^{}(\mathrm{G}_d)`$ is endowed with the trace $`\tau _d=\tau \tau \mathrm{}\tau `$ with $`d`$ factors. This allows us to consider the non-commutative space $`L_p(\tau _d)`$ for any $`1p\mathrm{}`$. Then we define the space $`𝒲_p(n)^d`$ to be the subspace of $`L_p(\tau _d)`$ generated by the family of operators

$$\lambda (g_{i_1})\lambda (g_{i_2})\mathrm{}\lambda (g_{i_d}).$$

If we apply repeatedly Lemma 1.1 to the sum

$$𝒮_d(a)=\underset{i_1,\mathrm{},i_d=1}{\overset{n}{}}a_{i_1i_2\mathrm{}i_d}\lambda (g_{i_1})\lambda (g_{i_2})\mathrm{}\lambda (g_{i_d})L_p(\phi \tau _d),$$

then we easily get

$$𝒮_d(a)_{L_p(\phi \tau _d)}2^d\mathrm{max}\left\{\underset{i_1,\mathrm{},i_d=1}{\overset{n}{}}a_{i_1\mathrm{}i_d}\xi _1(i_1)\mathrm{}\xi _d(i_d)_{S_p^{n^d}(L_p(\phi ))}\right\},$$

where the maximum runs over all possible ways to choose the functions $`\xi _1,\xi _2,\mathrm{},\xi _d`$ among $`\xi _k()=e_1`$ and $`\xi _k()=e_1`$. That is, each function $`\xi _k`$ can take values either in the space $`R_p^n`$ or in the space $`C_p^n`$. For a given selection of $`\xi _1,\xi _2,\mathrm{},\xi _d`$ we split up these functions into two sets, one made up of the functions taking values in $`R_p^n`$ and the other taking values in $`C_p^n`$. More concretely, let us consider the sets

$$\begin{array}{c}\mathrm{R}_\xi =\left\{k\right|\xi _k(i)=e_{1i}\},\hfill \\ \mathrm{C}_\xi =\left\{k\right|\xi _k(i)=e_{i1}\}.\hfill \end{array}$$

Then, if $`\mathrm{C}_\xi `$ has $`s`$ elements, the sum

$$\underset{i_1,\mathrm{},i_d=1}{\overset{n}{}}a_{i_1\mathrm{}i_d}\xi _1(i_1)\mathrm{}\xi _d(i_d)$$

can be regarded as a $`n^s\times n^{ds}`$ matrix with entries in $`L_p(\phi )`$. Now we introduce a simpler notation already employed in . Let $`[m]`$ be an abbreviation for the set $`\{1,2,\mathrm{},m\}`$. Then, if $`_d(2)`$ denotes the set of partitions $`(\alpha ,\beta )`$ of $`[d]`$ into two disjoint subsets $`\alpha `$ and $`\beta `$, we denote by

$$\pi _\alpha :[n]^d[n]^{|\alpha |}$$

the canonical projection given by $`\pi _\alpha (\mathrm{I})=(i_k)_{k\alpha }`$ for any $`\mathrm{I}=(i_1,\mathrm{},i_d)[n]^d`$. This notation allows us express the inequality above in a much more understandable way. Namely, we have

(1)
$$𝒮_d(a)_{L_p(\phi \tau _d)}2^d\underset{(\alpha ,\beta )_d(2)}{\mathrm{max}}\left\{\underset{\mathrm{I}[n]^d}{}a_\mathrm{I}e_{\pi _\alpha (\mathrm{I}),\pi _\beta (\mathrm{I})}_{L_p(\phi ;S_p^{n^d})}\right\}.$$

###### Remark 1.2.

By the same arguments, the converse of (1) holds with constant 1.

### 1.2. Fell’s absorption principle in $`L_p`$

In the following, we shall use repeatedly the following $`L_p`$-valued version of the so-called Fell’s absorption principle. This result might be known as folklore in the theory. However, we include the proof since we were not able to provide a reference.

Absorption Principle in $`L_p`$. *Given a discrete group $`\mathrm{G}`$, let us denote by $`\lambda _\mathrm{G}`$ the left regular representation of $`\mathrm{G}`$ and by $`\tau _\mathrm{G}`$ the associated trace on the reduced $`C^{}`$-algebra of $`\mathrm{G}`$. Then, given any other unitary representation $`\pi :\mathrm{G}\pi (\mathrm{G})^{\prime \prime }`$, the following representations are unitarily equivalent*

$$\lambda _\mathrm{G}\pi \lambda _\mathrm{G}1,$$

*where $`1`$ stands for the trivial representation of $`\mathrm{G}`$ in $`\pi (\mathrm{G})^{\prime \prime }`$. Moreover, let us take any faithful normalized trace $`\psi `$ on $`\pi (\mathrm{G})^{\prime \prime }`$. Then, given any function $`a:\mathrm{G}L_p(\phi )`$ finitely supported on $`\mathrm{G}`$, the following equality holds for $`1p\mathrm{}`$*

(2)
$$\underset{t\mathrm{G}}{}a(t)\lambda _\mathrm{G}(t)\pi (t)_{L_p(\phi \tau _\mathrm{G}\psi )}=\underset{t\mathrm{G}}{}a(t)\lambda _\mathrm{G}(t)_{L_p(\phi \tau _\mathrm{G})}.$$

Proof. We refer the reader to Proposition 8.1 of  for a proof of the claimed unitary equivalence. For the second assertion, it is easy to reduce to the case when $`\phi `$ is a tracial state. Then, we fix a pair of operators

$`𝖲`$ $`=`$ $`{\displaystyle \underset{t\mathrm{G}}{}}a(t)\lambda _\mathrm{G}(t),`$
$`𝖳`$ $`=`$ $`{\displaystyle \underset{t\mathrm{G}}{}}a(t)\lambda _\mathrm{G}(t)\pi (t),`$
with $`a:\mathrm{G}L_p(\phi )L_{\mathrm{}}(\phi )`$ finitely supported. Since $`\psi `$ is normalized, it is clear that

$$(\phi \tau _\mathrm{G})(𝖲)=\phi \left(a(e)\right)=\phi \left(a(e)\right)\psi \left(\pi (e)\right)=(\phi \tau _\mathrm{G}\psi )(𝖳).$$

Let us consider the operators $`x=𝖲^{}𝖲`$ and $`z=𝖳^{}𝖳`$. Recalling that the equality above holds for any pair of operators of the same kind, we deduce that

$$(\phi \tau _\mathrm{G})(x^n)=(\phi \tau _\mathrm{G}\psi )(z^n)$$

for any integer $`n0`$. Now we let $`\mathrm{A}_x`$ (resp. $`\mathrm{A}_z`$) be the (commutative) algebra generated by $`x`$ (resp. $`z`$) in $`L_{\mathrm{}}(\phi \tau _\mathrm{G})`$ (resp. $`L_{\mathrm{}}(\phi \tau _\mathrm{G}\psi )`$). If $`\mu _x`$ (resp. $`\mu _z`$) denotes the inherited probability measure on $`\mathrm{A}_x`$ (resp. $`\mathrm{A}_z`$), we have

$$\mathrm{Q}(x)𝑑\mu _x=\mathrm{Q}(z)𝑑\mu _z,$$

for any polynomial $`\mathrm{Q}`$. By the Stone-Weierstrass theorem, we conclude that the distribution of $`x`$ with respect to $`\mu _x`$ coincides with the distribution of $`z`$ with respect to $`\mu _z`$. Therefore, $`𝖲_{L_p(\phi \tau _\mathrm{G})}=x_{L_{p/2}(\mu _x)}=z_{L_{p/2}(\mu _z)}=𝖳_{L_p(\phi \tau _\mathrm{G}\psi )}`$. $`\mathrm{}`$

## 2. Khintchine type inequalities for $`𝒲_p(n,d)`$

We first prove the case of degree $`2`$, since the notation is simpler and it contains almost all the ingredients employed in the proof of the general case. This will simplify the reading of the paper. After the proof of the general case, we study the same problem when redefining the spaces $`𝒦_p(n,d)`$ and $`𝒲_p(n,d)`$ so that we consider all the reduced words of length $`d`$.

### 2.1. The case of degree $`2`$

As we did in the Introduction, we define $`𝒲_p(n,2)`$ to be the subspace of $`L_p(\tau )`$ generated by the operators $`\lambda (g_ig_j)`$ for $`1i,jn`$. We shall also consider the spaces

$$\begin{array}{ccc}𝒦_p(n,2)=\underset{k=0}{\overset{2}{}}C_p^{n^k}_hR_p^{n^{dk}}\hfill & & \text{for}1p2,\hfill \\ 𝒦_p(n,2)=\underset{k=0}{\overset{2}{}}C_p^{n^k}_hR_p^{n^{dk}}\hfill & & \text{for}2p\mathrm{}.\hfill \end{array}$$

That is, if $`𝒜=\left\{a_{ij}\right|1i,jn\}L_p(\phi )`$, we consider the norms

$$\underset{i,j=1}{\overset{n}{}}a_{ij}e_{1,ij}_{L_p(\phi ;R_p^{n^2})},\underset{i,j=1}{\overset{n}{}}a_{ij}e_{ij}_{L_p(\phi ;S_p^n)},\underset{i,j=1}{\overset{n}{}}a_{ij}e_{ij,1}_{L_p(\phi ;C_p^{n^2})}.$$

We label them by $`𝒜_0,𝒜_1`$ and $`𝒜_2`$ respectively. Then, we have

$$𝒜_{L_p(\phi ;𝒦_p(n,2))}=\mathrm{max}\left\{𝒜_k|0k2\right\}\text{for}2p\mathrm{}.$$

This identity describes the operator space structure of $`𝒦_p(n,2)`$ for $`2p\mathrm{}`$. On the other hand, the obvious modifications lead to a description of the operator space structure of $`𝒦_p(n,2)`$ for $`1p2`$. We shall prove the following result

###### Theorem 2.1.

$`𝒦_p(n,2)`$ and $`𝒲_p(n,2)`$ are completely isomorphic for $`1p\mathrm{}`$. More concretely, there exists an absolute constant $`\mathrm{c}`$ independent of $`n`$ and $`p`$ such that the following inequalities hold

$$\frac{1}{\mathrm{c}}𝒜_{L_p(\phi ;𝒦_p(n,2))}\underset{i,j=1}{\overset{n}{}}a_{ij}\lambda (g_ig_j)_{L_p(\phi \tau )}\mathrm{c}𝒜_{L_p(\phi ;𝒦_p(n,2))}.$$

Moreover, the natural projection $`\mathrm{P}:L_p(\tau )𝒲_p(n,2)`$ is c.b. with $`\mathrm{P}_{cb}\mathrm{c}`$.

A similar statement to this result was proved by Haagerup (unpublished) and Buchholz  for $`p=\mathrm{}`$, see also Theorem 9.7.4 in . Namely, the only difference is that Buchholz considered the whole set of words of length $`2`$ instead of those words composed only of generators. Therefore, it is clear that Theorem 2.1 holds for $`p=\mathrm{}`$. By transposition, $`\mathrm{P}`$ also defines a completely bounded projection from $`L_1(\tau )`$ onto $`𝒲_1(n,2)`$. Hence, the last assertion of Theorem 2.1 follows by complex interpolation. In particular, if $`p^{}`$ stands for the conjugate exponent of $`p`$, it turns out that the dual $`𝒲_p(n,2)^{}`$ is completely isomorphic to $`𝒲_p^{}(n,2)`$ for $`1p\mathrm{}`$. On the other hand, it is obvious that $`𝒦_p(n,2)^{}`$ is completely isometric to $`𝒦_p^{}(n,2)`$. In summary, it suffices to prove Theorem 2.1 for $`2p\mathrm{}`$ since the case $`1p2`$ follows by duality.

###### Remark 2.2.

From the previous considerations, it is clear that the space $`𝒲_p(n,2)`$ is completely isomorphic to $`(𝒲_{\mathrm{}}(n,2),𝒲_2(n,2))_\theta `$ for $`\theta =2/p`$. Hence, if we knew a priori that $`𝒦_p(n,2)`$ is an interpolation family for $`2p\mathrm{}`$, Theorem 2.1 would follow by complex interpolation between the obvious case for $`p=2`$ and Buchholz’s result. Conversely, Theorem 2.1 implies that $`𝒦_p(n,2)`$ is an interpolation family for $`2p\mathrm{}`$. The fact that $`𝒦_p(n,2)`$ is an interpolation family was known to M. Junge  at the time of the preparation of this paper. He communicated to us the following sketch of his argument. Let $`\tau _n`$ stand for the normalized trace on the matrix algebra $`M_n`$ and let us write $`𝒩`$ for the free product of algebras

$$𝒩=\underset{k=1}{\overset{n}{}}𝒜_k\text{with}𝒜_k=(M_n_{\mathrm{}}M_n,\phi _n)\text{and}\phi _n=\frac{1}{2}(\tau _n\tau _n)$$

for $`1kn`$. Then, if $`\pi _k:𝒜_k𝒩`$ denotes the natural inclusion, the map

$$xR_p^{n^2}S_p^nC_p^{n^2}\underset{k=1}{\overset{n}{}}\pi _k((x,x))L_p(𝒩)$$

is a complete isomorphism onto its image and the image is completely complemented in $`L_p(𝒩)`$. Moreover, the constants appearing in the complete isomorphism and the projection considered above do not depend on $`n`$. This is based on the $`L_p`$ version of the operator-valued Voiculescu’s inequality given in . Here we shall give a different proof that will be useful in the proof of the general case of degree $`d`$.

Now we focus on the proof for the case $`2p\mathrm{}`$. The lower estimate is much simpler and it even holds with $`\mathrm{c}=1`$. Namely, it suffices to check that

$$𝒜_k\underset{i,j=1}{\overset{n}{}}a_{ij}\lambda (g_ig_j)_{L_p(\phi \tau )},$$

for any $`0k2`$. But we know that it holds trivially for $`p=2`$ and also, by Buchholz’s result, for $`p=\mathrm{}`$. Therefore, the lower estimate follows by complex interpolation since $`R_p^{n^2}`$, $`S_p^n`$ and $`C_p^{n^2}`$ are interpolation families. Hence, we just need to prove the upper estimate. To that aim, we go back to Section 1, where we considered the group $`\mathrm{G}_2=𝐅_n\times 𝐅_n`$ and the subspace $`𝒲_p(n)𝒲_p(n)`$ of $`L_p(\tau _2)`$ generated by the family of operators

$$\lambda (g_i)\lambda (g_j).$$

We consider the subspace $`𝒱_p(n,2)`$ of $`L_p(\tau _3)`$ defined by

$$𝒱_p(n,2)=\left\{\underset{i,j=1}{\overset{n}{}}\alpha _{ij}\lambda (g_i)\lambda (g_j)\lambda (g_ig_j)L_p(\tau _3)\right|\alpha _{ij}\}.$$

###### Lemma 2.3.

$`𝒱_p(n,2)`$ is a completely complemented subspace of $`L_p(\tau _3)`$.

Proof. We know that both $`𝒲_p(n)`$ and $`𝒲_p(n,2)`$ are completely complemented in $`L_p(\tau )`$. In particular, the projection which maps

$$\underset{u,v,w𝐅_n}{}\alpha _{uvw}\lambda (u)\lambda (v)\lambda (w)L_p(\tau _3)$$

to the sum

$$\mathrm{\Sigma }_2(\alpha )=\underset{i,j,r,s=1}{\overset{n}{}}\alpha _{ijrs}\lambda (g_i)\lambda (g_j)\lambda (g_rg_s)𝒲_p(n)𝒲_p(n)𝒲_p(n,2),$$

is completely bounded with cb norm uniformly bounded in $`n`$ and $`p`$. This shows that $`𝒲_p(n)𝒲_p(n)𝒲_p(n,2)`$ is completely complemented in $`L_p(\tau _3)`$. After that, we project onto $`𝒱_p(n,2)`$ by using the standard diagonal projection

$$\mathrm{P}\left(\mathrm{\Sigma }_2(\alpha )\right)=\underset{i,j,r,s=1}{\overset{n}{}}\epsilon _i\delta _j\left[\alpha _{ijrs}\lambda (g_i)\lambda (g_j)\lambda (g_rg_s)\right]\epsilon _r\delta _s𝑑\mu (\epsilon )𝑑\mu (\delta ),$$

where $`\mu `$ is the normalized counting measure on $`\{1,1\}^n`$. Now, in the case $`p=\mathrm{}`$ it is not difficult to see that the norm of

$$\mathrm{\Sigma }_2^\pm (\alpha )=\underset{i,j,r,s=1}{\overset{n}{}}\epsilon _i\delta _j\left[\alpha _{ijrs}\lambda (g_i)\lambda (g_j)\lambda (g_rg_s)\right]\epsilon _r\delta _s$$

in $`L_{\mathrm{}}(\tau _3)`$ is equivalent (in the category of operator spaces) to that of $`\mathrm{\Sigma }_2(\alpha )`$ in $`L_{\mathrm{}}(\tau _3)`$ for any choice of signs $`\epsilon _i,\delta _j,\epsilon _r,\delta _s`$. Moreover, the constants do not depend on the signs taken. Indeed, by Buchholz’s result the norm of $`\mathrm{\Sigma }_2^\pm (\alpha )`$ is equivalent to the norm of an element in $`L_{\mathrm{}}(\tau _2;𝒦_{\mathrm{}}(n,d))`$. In that case, the signs $`\epsilon _r\delta _s`$ can be regarded as a Schur multiplier. Hence, $`\epsilon _r`$ and $`\delta _s`$ can be dropped by means of \[12, Exercise 1.5\]. On the other hand, the signs $`\epsilon _i`$ and $`\delta _j`$ disappear by applying Fell’s absorption principle. Moreover, the norms of $`\mathrm{\Sigma }_2(\alpha )`$ and $`\mathrm{\Sigma }_2^\pm (\alpha )`$ clearly coincide for $`p=2`$. Therefore, since $`𝒲_p(n)𝒲_p(n)𝒲_p(n,2)`$ is an interpolation family, both norms are equivalent for any $`2p\mathrm{}`$. In particular, by Jensen’s inequality we have

$$\mathrm{P}\left(\mathrm{\Sigma }_2(\alpha )\right)_{L_p(\tau _3)}\mathrm{c}\mathrm{\Sigma }_2(\alpha )_{L_p(\tau _3)},$$

for some absolute constant $`\mathrm{c}`$. Since the same holds taking values in $`S_p`$, it turns out that $`\mathrm{P}`$ is a completely bounded projection with constants independent of $`n`$ and $`p`$. In summary, putting all together the result follows. This completes the proof. $`\mathrm{}`$

The next step in the proof of Theorem 2.1 is to show that $`𝒲_p(n,2)`$ and $`𝒱_p(n,2)`$ are completely isomorphic operator spaces for any exponent $`2p\mathrm{}`$. Namely, given a family $`𝒜=\left\{a_{ij}\right|1i,jn\}`$ in $`L_p(\phi )`$, we consider the sum

$$\mathrm{\Sigma }_2(a)=\underset{i,j=1}{\overset{n}{}}\lambda (g_i)\lambda (g_j)a_{ij}\lambda (g_ig_j)L_p(\tau _2\phi \tau ).$$

Applying Buchholz’s result to $`\mathrm{\Sigma }_2(a)`$, we get the equivalence of norms

$$\mathrm{\Sigma }_2(a)_{L_{\mathrm{}}(\tau _2\phi \tau )}\mathrm{max}\left\{𝒜^{}_k|0k2\right\},$$

where $`𝒜^{}=\left\{a_{ij}^{}\right|1i,jn\}`$ with

$$a_{ij}^{}=\lambda (g_i)\lambda (g_j)a_{ij}.$$

###### Remark 2.4.

Note that

$$\underset{i,j=1}{\overset{n}{}}a_{ij}^{}e_{ij}=\mathrm{\Phi }_1\left[\underset{i,j=1}{\overset{n}{}}11a_{ij}e_{ij}\right]\mathrm{\Phi }_2,$$

where

$`\mathrm{\Phi }_1`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{n}{}}}\lambda (g_i)11e_{ii},`$
$`\mathrm{\Phi }_2`$ $`=`$ $`{\displaystyle \underset{j=1}{\overset{n}{}}}1\lambda (g_j)1e_{jj}.`$
Therefore, according to Remark 2.4 and since $`\mathrm{\Phi }_1`$ and $`\mathrm{\Phi }_2`$ are unitary, we obtain $`𝒜_1=𝒜^{}_1`$. The obvious modifications lead to $`𝒜_k=𝒜^{}_k`$ for $`k=0`$ and $`k=2`$. In summary, if

$$𝒮_2(a)=\underset{i,j=1}{\overset{n}{}}a_{ij}\lambda (g_ig_j),$$

we conclude that the norm of $`𝒮_2(a)`$ in $`L_{\mathrm{}}(\phi \tau )`$ is equivalent (in the category of operator spaces) to the norm of $`\mathrm{\Sigma }_2(a)`$ in $`L_{\mathrm{}}(\tau _2\phi \tau )`$. Now recall that by Lemma 2.3, $`𝒱_p(n,2)`$ is an interpolation family for $`2p\mathrm{}`$. Then, since the norm of these sums obviously coincide when $`p=2`$, we get by complex interpolation

(3)
$$\underset{i,j=1}{\overset{n}{}}a_{ij}\lambda (g_ig_j)_p\mathrm{c}\underset{i,j=1}{\overset{n}{}}\lambda (g_i)\lambda (g_j)a_{ij}\lambda (g_ig_j)_p$$

for any $`2p\mathrm{}`$. Here $`\mathrm{c}`$ denotes an absolute constant independent of $`n`$ and $`p`$. In what follows, the value of $`\mathrm{c}`$ might change from one instance to another. Now we apply the iteration of the Khintchine inequality (1) to inequality (3) to obtain

(4)
$$\underset{i,j=1}{\overset{n}{}}a_{ij}\lambda (g_ig_j)_p\mathrm{c}\underset{(\alpha ,\beta )_2(2)}{\mathrm{max}}\left\{\underset{\mathrm{I}[n]^2}{}\stackrel{~}{a}_\mathrm{I}e_{\pi _\alpha (\mathrm{I}),\pi _\beta (\mathrm{I})}_{L_p(\phi \tau ;S_p^{n^2})}\right\},$$

with $`\stackrel{~}{a}_{ij}=a_{ij}\lambda (g_ig_j)`$. Hence, we have four terms on the right

$$\begin{array}{ccc}\underset{i,j=1}{\overset{n}{}}\stackrel{~}{a}_{ij}e_{1,ij}_{L_p(\phi \tau ;R_p^{n^2})}\hfill & & \underset{i,j=1}{\overset{n}{}}\stackrel{~}{a}_{ij}e_{ij}_{L_p(\phi \tau ;S_p^n)}\hfill \\ \underset{i,j=1}{\overset{n}{}}\stackrel{~}{a}_{ij}e_{ij,1}_{L_p(\phi \tau ;C_p^{n^2})}\hfill & & \underset{i,j=1}{\overset{n}{}}\stackrel{~}{a}_{ij}e_{ji}_{L_p(\phi \tau ;S_p^n)}\hfill \end{array}$$

If $`\stackrel{~}{𝒜}=\{\stackrel{~}{a}_{ij}|1i,jn\}`$, the first three terms are nothing but $`\stackrel{~}{𝒜}_0,\stackrel{~}{𝒜}_1,\stackrel{~}{𝒜}_2`$. Arguing as above we have

$$\mathrm{max}\left\{𝒜_k|0k2\right\}=\mathrm{max}\left\{\stackrel{~}{𝒜}_k|0k2\right\}.$$

In particular, the proof will be completed if we see that

$$\underset{i,j=1}{\overset{n}{}}\stackrel{~}{a}_{ij}e_{ji}_{L_p(\phi \tau ;S_p^n)}\mathrm{c}\mathrm{max}\left\{𝒜_k|0k2\right\}.$$

This is the content of the following Lemma. The proof is not complicated but, as we shall see in the next paragraph, it constitutes one of the key points in the proof of the general case.

###### Lemma 2.5.

The following inequality holds

$`{\displaystyle \underset{i,j=1}{\overset{n}{}}}a_{ij}\lambda (g_ig_j)e_{ji}_{L_p(\phi \tau ;S_p^n)}`$
$``$ $`\mathrm{c}\mathrm{max}\{{\displaystyle \underset{i,j=1}{\overset{n}{}}}a_{ij}e_{1,ij}_{L_p(\phi ;R_p^{n^2})},{\displaystyle \underset{i,j=1}{\overset{n}{}}}a_{ij}e_{ij,1}_{L_p(\phi ;C_p^{n^2})}\}.`$
Proof. When $`p=\mathrm{}`$ we can apply Buchholz’s result to obtain

$$\underset{i,j=1}{\overset{n}{}}a_{ij}\lambda (g_ig_j)e_{ji}_{L_{\mathrm{}}(\phi \tau ;S_{\mathrm{}}^n)}\mathrm{c}\mathrm{max}\{\mathrm{A},\mathrm{B},\mathrm{C}\},$$

where the terms $`\mathrm{A}`$ and $`\mathrm{C}`$ are given by

$`\mathrm{A}`$ $`=`$ $`\left({\displaystyle \underset{i,j=1}{\overset{n}{}}}(a_{ij}e_{ji})(a_{ij}e_{ji})^{}\right)^{1/2}_{\mathrm{}}=\underset{1jn}{sup}\left({\displaystyle \underset{i=1}{\overset{n}{}}}a_{ij}a_{ij}^{}\right)^{1/2}_{\mathrm{}}`$
$`\mathrm{C}`$ $`=`$ $`\left({\displaystyle \underset{i,j=1}{\overset{n}{}}}(a_{ij}e_{ji})^{}(a_{ij}e_{ji})\right)^{1/2}_{\mathrm{}}=\underset{1in}{sup}\left({\displaystyle \underset{j=1}{\overset{n}{}}}a_{ij}^{}a_{ij}\right)^{1/2}_{\mathrm{}}.`$
In particular, we have the following estimates

$`\mathrm{A}`$ $``$ $`\left({\displaystyle \underset{i,j=1}{\overset{n}{}}}a_{ij}a_{ij}^{}\right)^{1/2}_{\mathrm{}}={\displaystyle \underset{i,j=1}{\overset{n}{}}}a_{ij}e_{1,ij}_{L_{\mathrm{}}(\phi ;R_{\mathrm{}}^{n^2})}`$
$`\mathrm{C}`$ $``$ $`\left({\displaystyle \underset{i,j=1}{\overset{n}{}}}a_{ij}^{}a_{ij}\right)^{1/2}_{\mathrm{}}={\displaystyle \underset{i,j=1}{\overset{n}{}}}a_{ij}e_{ij,1}_{L_{\mathrm{}}(\phi ;C_{\mathrm{}}^{n^2})}.`$
It remains to estimate the middle term $`\mathrm{B}`$. We have

$`\mathrm{B}`$ $`=`$ $`{\displaystyle \underset{i,j=1}{\overset{n}{}}}a_{ij}e_{ji}e_{ij}_{L_{\mathrm{}}(\phi ;S_{\mathrm{}}^n_{\mathrm{min}}S_{\mathrm{}}^n)}`$
$`=`$ $`\left({\displaystyle \underset{i,j=1}{\overset{n}{}}}a_{ij}^{}a_{ij}e_{ii}e_{jj}\right)^{1/2}_{L_{\mathrm{}}(\phi ;S_{\mathrm{}}^n_{\mathrm{min}}S_{\mathrm{}}^n)}`$
$`=`$ $`\underset{1i,jn}{sup}a_{ij}_{L_{\mathrm{}}(\phi )}.`$
Therefore, the term $`\mathrm{B}`$ is even smaller that $`\mathrm{A}`$, $`\mathrm{C}`$. This completes the proof for the case $`p=\mathrm{}`$. On the other hand, for the case $`p=2`$ we clearly have an equality. Finally, we recall that

$$L_p(\phi ;S_p^n(𝒲_p(n,2))^{op})\text{and}L_p(\phi ;R_p^{n^2}C_p^{n^2})$$

are interpolation families, see Section 9.5 in  for the details. Therefore, the result follows for $`2p\mathrm{}`$ by complex interpolation. This completes the proof. $`\mathrm{}`$

### 2.2. The general case

Now we prove the analog of Theorem 2.1 for any positive integer $`d`$. As we shall see, there exist a lot of similarities with the proof for degree $`2`$. Therefore, we shall not repeat in detail those arguments which already appeared above. The statement of this result is the following.

###### Theorem 2.6.

$`𝒦_p(n,d)`$ and $`𝒲_p(n,d)`$ are completely isomorphic for $`1p\mathrm{}`$. More concretely, there exists an absolute constant $`\mathrm{c}_d`$ depending only on $`d`$ such that the following inequalities hold

$$\frac{1}{\mathrm{c}_d}𝒜_{L_p(\phi ;𝒦_p(n,d))}\underset{i_1\mathrm{}i_d=1}{\overset{n}{}}a_{i_1\mathrm{}i_d}\lambda (g_{i_1}\mathrm{}g_{i_d})_{L_p(\phi \tau )}\mathrm{c}_d𝒜_{L_p(\phi ;𝒦_p(n,d))}.$$

Moreover, the natural projection $`\mathrm{P}:L_p(\tau )𝒲_p(n,d)`$ is c.b. with $`\mathrm{P}_{cb}\mathrm{c}_d`$.

Before starting the proof of Theorem 2.6, we point out some remarks analogous to those given for Theorem 2.1. The arguments needed to prove the assertions given below are the same as the ones we used for the case of degree $`2`$.

* Again, a similar statement to this result was proved by Buchholz  for $`p=\mathrm{}`$. Buchholz’s considered the whole set of words of length $`d`$. Therefore, Theorem 2.6 holds for $`p=\mathrm{}`$ by Buchholz’s more general statement.
* By transposition and complex interpolation, the last assertion of Theorem 2.6 follows. Hence, $`𝒲_p(n,d)`$ interpolates well up to complete isomorphism for $`1p\mathrm{}`$. Moreover, $`𝒲_p^{}(n,d)`$ is completely isomorphic to $`𝒲_p(n,d)^{}`$. In particular, since $`𝒦_p(n,d)`$ behaves well with respect to duality, it suffices to prove Theorem 2.6 for $`2p\mathrm{}`$.
* Given a family of operators $`𝒜=\left\{a_{i_1\mathrm{}i_d}\right|1i_kn\}`$ in $`L_p(\phi )`$, we define

$$𝒜_k=\underset{i_1,\mathrm{},i_d=1}{\overset{n}{}}a_{i_1\mathrm{}i_d}e_{(i_1\mathrm{}i_k),(i_{k+1}\mathrm{}i_d)}_{L_p(\phi ;C_p^{n^k}_hR_p^{n^{dk}})}.$$
* If $`2p\mathrm{}`$, the lower estimate holds with $`\mathrm{c}_d=1`$. Namely, it follows by Buchholz’s result and complex interpolation since we are allowed to look separately at the inequalities

$$𝒜_k\underset{i_1,\mathrm{},i_d=1}{\overset{n}{}}a_{i_1\mathrm{}i_d}\lambda (g_{i_1}\mathrm{}g_{i_d})_{L_p(\phi \tau )},\text{for}0kd.$$

Recall that $`C_p^{n^k}_hR_p^{n^{dk}}`$ is a rectangular Schatten $`p`$-class of size $`n^k\times n^{dk}`$. In particular, it follows that it is an interpolation family.

In what follows, $`\mathrm{c}_d`$ will denote a constant depending only on $`d`$ and whose value might change from one instance to another. Now we start the proof of Theorem 2.6. By the considerations above, it suffices to prove the upper estimate for $`2p\mathrm{}`$. Let $`\mathrm{G}`$ stand for the free group $`𝐅_{nd}`$ with $`nd`$ generators and let $`\psi _{nd}`$ be the natural trace on the reduced $`C^{}`$-algebra of $`\mathrm{G}`$. We label the generators by $`g_{1k},g_{2k},\mathrm{},g_{dk}`$ with $`1kn`$. If $`\lambda _\mathrm{G}`$ denotes the left regular representation of $`\mathrm{G}`$, we consider the family of operators

$$𝒜^{}=\left\{a_{i_1i_2\mathrm{}i_d}\lambda _\mathrm{G}(g_{1i_1}g_{2i_2}\mathrm{}g_{di_d})\right|1i_kn\}.$$

That is, we take the image under $`\lambda _\mathrm{G}`$ of the set of reduced words of length $`d`$ where the first letter is one of the first $`n`$ generators, the second letter is one of the second $`n`$ generators and so on. Let us write $`𝒲_p(nd,n,d)`$ to denote the subspace of $`L_p(\psi _{nd})`$ generated by the operators $`\lambda _\mathrm{G}(g_{1i_1}\mathrm{}g_{di_d})`$. Then, we have

(5)
$$\underset{i_1,\mathrm{},i_d=1}{\overset{n}{}}a_{i_1\mathrm{}i_d}\lambda (g_{i_1}\mathrm{}g_{i_d})_p\mathrm{c}_d\underset{i_1,\mathrm{},i_d=1}{\overset{n}{}}a_{i_1\mathrm{}i_d}\lambda _\mathrm{G}(g_{1i_1}\mathrm{}g_{di_d})_p.$$

Namely, for $`p=\mathrm{}`$ this follows by Buchholz’s result. Then, since both $`𝒲_p(n,d)`$ and $`𝒲_p(nd,n,d)`$ are interpolation families, inequality (5) holds for any $`2p\mathrm{}`$ by complex interpolation. Now, proceeding as in the previous paragraph, we consider the group $`\mathrm{G}_d=𝐅_n\times 𝐅_n\times \mathrm{}\times 𝐅_n`$ and the subspace $`𝒲_p(n)^d`$ of $`L_p(\tau _d)`$ generated by the family of operators

$$\lambda (g_{i_1})\lambda (g_{i_2})\mathrm{}\lambda (g_{i_d}).$$

Then we define $`𝒱_p(n,d)`$ as the subspace of $`L_p(\tau _d\psi _{nd})`$ defined by

$$𝒱_p(n,d)=\left\{\underset{i_1,\mathrm{},i_d=1}{\overset{n}{}}\alpha _{i_1\mathrm{}i_d}\lambda (g_{i_1})\mathrm{}\lambda (g_{i_d})\lambda _\mathrm{G}(g_{1i_1}\mathrm{}g_{di_d})\right|\alpha _{i_1\mathrm{}i_d}\}.$$

Recalling that both $`𝒲_p(n)`$ and $`𝒲_p(nd,n,d)`$ are completely complemented in their respective $`L_p`$ spaces, it can be showed just like in Lemma 2.3 that $`𝒱_p(n,d)`$ is completely complemented in $`L_p(\tau _d\psi _{nd})`$ with constants depending only on the degree $`d`$. The next step in the proof is to obtain the analog of inequality (3). Namely, the inequality

$`{\displaystyle \underset{i_1,\mathrm{},i_d=1}{\overset{n}{}}}a_{i_1\mathrm{}i_d}\lambda _\mathrm{G}(g_{1i_1}\mathrm{}g_{di_d})_p`$
$``$ $`\mathrm{c}_d{\displaystyle \underset{i_1,\mathrm{},i_d=1}{\overset{n}{}}}\lambda (g_{i_1})\mathrm{}\lambda (g_{i_d})a_{i_1\mathrm{}i_d}\lambda _\mathrm{G}(g_{1i_1}\mathrm{}g_{di_d})_p,`$
for $`2p\mathrm{}`$. The proof of this inequality is identical to the one given for inequality (3). Indeed, we have just showed that both $`𝒲_p(nd,n,d)`$ and $`𝒱_p(n,d)`$ are interpolation families. Therefore, the proof of (2.2) works by complex interpolation between the obvious case $`p=2`$ and the case $`p=\mathrm{}`$. When $`p=\mathrm{}`$, the idea consists in applying to both terms in (2.2) Buchholz’s result for degree $`d`$. Then, inequality (2.2) becomes equivalent to

$$\mathrm{max}\left\{𝒜_k|0kd\right\}\mathrm{c}_d\mathrm{max}\left\{𝒜^{}_k|0kd\right\},$$

where $`𝒜^{}`$ is given by

$$𝒜^{}=\left\{a_{i_1i_2\mathrm{}i_d}\lambda (g_{i_1})\mathrm{}\lambda (g_{i_d})\right|1i_kn\}.$$

###### Remark 2.7.

Again it is clear that $`𝒜_k=𝒜^{}_k`$ for any $`0kd`$. Namely, as we pointed out in Remark 2.4, the sum

$$\underset{i_1,\mathrm{},i_d=1}{\overset{n}{}}\lambda (g_{i_1})\mathrm{}\lambda (g_{i_d})a_{i_1i_2\mathrm{}i_d}e_{(i_1\mathrm{}i_k),(i_{k+1}\mathrm{}i_d)}$$

factorizes as

$$\mathrm{\Phi }_1\left[\underset{i_1,\mathrm{},i_d=1}{\overset{n}{}}a_{i_1i_2\mathrm{}i_d}e_{(i_1\mathrm{}i_k),(i_{k+1}\mathrm{}i_d)}\right]\mathrm{\Phi }_2,$$

where $`\mathrm{\Phi }_1`$ (resp. $`\mathrm{\Phi }_2`$) is a $`n^k\times n^k`$ (resp. $`n^{dk}\times n^{dk}`$) unitary mapping.

This completes the proof of inequality (2.2). Another possible approach to (2.2) is given by iterating Fell’s absorption principle $`d`$ times, with the suitable choice for $`\pi `$ each time. We leave the details to the reader. Notice that Fell’s absorption principle shows that (2.2) is in fact an equality with $`\mathrm{c}_d=1`$. Then we apply the iteration of Khintchine inequality (1) to inequality (2.2). This gives

(7)
$$\underset{i_1,\mathrm{},i_d=1}{\overset{n}{}}a_{i_1\mathrm{}i_d}^{}_p\mathrm{c}_d\underset{(\alpha ,\beta )_d(2)}{\mathrm{max}}\left\{\underset{\mathrm{I}[n]^d}{}a_\mathrm{I}^{}e_{\pi _\alpha (\mathrm{I}),\pi _\beta (\mathrm{I})}_{L_p(\phi \psi _{nd};S_p^{n^d})}\right\},$$

with $`a_{i_1\mathrm{}i_d}^{}=a_{i_1\mathrm{}i_d}\lambda _\mathrm{G}(g_{1i_1}\mathrm{}g_{di_d})`$. Now we have $`2^d`$ terms on the right. Before going on, let us look for a moment at the norm of the space $`𝒦_p(n,d)`$. Concretely, if we rewrite the definition of $`𝒦_p(n,d)`$ for $`2p\mathrm{}`$ with the notation employed at the end of Section 1, we obtain

(8)
$$𝒜_{L_p(\phi ;𝒦_p(n,d))}=\underset{0kd}{\mathrm{max}}\left\{\underset{\mathrm{I}[n]^k}{}\underset{\mathrm{J}[n]^{dk}}{}a_{\mathrm{IJ}}e_{\mathrm{I},\mathrm{J}}_{L_p(\phi ;C_p^{n^k}_hR_p^{n^{dk}})}\right\}.$$

To complete the proof of Theorem 2.6 it remains to see that the right side of (7) is controlled by the right side of (8). Here is where the proof of the general case differs from that of degree $`2`$. Let us sketch briefly how we shall conclude the proof. If $`\mathrm{RHS}_{(\text{7})}`$ stands for the right hand side of (7), we shall prove that

(9)
$$\mathrm{RHS}_{(\text{7})}\mathrm{c}_d\underset{0kd}{\mathrm{max}}\left\{\underset{\mathrm{I}[n]^k}{}\underset{\mathrm{J}[n]^{dk}}{}a_{\mathrm{IJ}}^{}e_{\mathrm{I},\mathrm{J}}_{L_p(\phi \psi _{nd};C_p^{n^k}_hR_p^{n^{dk}})}\right\}.$$

Assuming we have (9), the proof is completed since the right side of (9) coincides with the right side of (8). Namely, it clearly follows by the same factorization argument as above. That is,

$$\underset{\mathrm{I}[n]^k}{}\underset{\mathrm{J}[n]^{dk}}{}a_{\mathrm{IJ}}^{}e_{\mathrm{I},\mathrm{J}}=\mathrm{\Phi }_1\left[\underset{\mathrm{I}[n]^k}{}\underset{\mathrm{J}[n]^{dk}}{}a_{\mathrm{IJ}}e_{\mathrm{I},\mathrm{J}}\right]\mathrm{\Phi }_2,$$

with $`\mathrm{\Phi }_1`$ and $`\mathrm{\Phi }_2`$ suitably chosen unitary mappings. In summary, it remains to prove inequality (9). Recall that the $`d+1`$ terms which appear on the right hand side of (9) also appear on its left hand side. They correspond to $`\alpha =\mathrm{},[1],[2],\mathrm{},[d]`$. The remaining terms correspond to certain transpositions just like the term we bounded with the aid of Lemma 2.5. Thus, we just need to show that the transposed terms are controlled by the non-transposed ones. To that aim, we need to introduce some notation. Given $`(\alpha ,\beta )_d(2)`$, we define

$`\mathrm{a}`$ $`=`$ $`\mathrm{max}\left\{k|k\alpha \right\},`$
$`\mathrm{b}`$ $`=`$ $`\mathrm{min}\left\{k|k\beta \right\}.`$
We define $`\mathrm{a}=0`$ for $`\alpha =\mathrm{}`$ and $`\mathrm{b}=d+1`$ for $`\beta =\mathrm{}`$. We shall say that $`(\alpha ,\beta )`$ is *non-transposed* whenever $`\mathrm{a}<\mathrm{b}`$ and $`(\alpha ,\beta )`$ will be called *transposed* otherwise. Let us introduce the number $`\mathrm{T}(\alpha ,\beta )=\mathrm{a}\mathrm{b}`$, so that $`(\alpha ,\beta )`$ is transposed whenever $`\mathrm{T}(\alpha ,\beta )>0`$. The proof of the remaining inequality lies on the following claim.

###### Claim 2.8.

Let $`(\alpha ,\beta )`$ be a transposed element of $`_d(2)`$. Then, we have

$`{\displaystyle \underset{\mathrm{I}[n]^d}{}}a_\mathrm{I}^{}e_{\pi _\alpha (\mathrm{I}),\pi _\beta (\mathrm{I})}_p`$
$``$ $`\mathrm{c}_d\mathrm{max}\{{\displaystyle \underset{\mathrm{I}[n]^d}{}}a_\mathrm{I}^{}e_{\pi _{\alpha _1}(\mathrm{I}),\pi _{\beta _1}(\mathrm{I})}_p,{\displaystyle \underset{\mathrm{I}[n]^d}{}}a_\mathrm{I}^{}e_{\pi _{\alpha _2}(\mathrm{I}),\pi _{\beta _2}(\mathrm{I})}_p\},`$
for some $`(\alpha _1,\beta _1)`$ and $`(\alpha _2,\beta _2)`$ in $`_d(2)`$ satisfying

$`\mathrm{T}(\alpha _1,\beta _1)`$ $`<`$ $`\mathrm{T}(\alpha ,\beta ),`$
$`\mathrm{T}(\alpha _2,\beta _2)`$ $`<`$ $`\mathrm{T}(\alpha ,\beta ).`$
###### Remark 2.9.

Clearly, iteration of Claim 2.8 concludes the proof of Theorem 2.6.

Proof. If $`\mathrm{G}=𝐅_{nd}`$, we define $`\pi :\mathrm{G}(\mathrm{}_2(\mathrm{G}))`$ by

$`\pi (g_{rs})=\{\begin{array}{cc}\lambda _\mathrm{G}(g_{rs})\hfill & \text{if}r=\mathrm{a},\mathrm{b}\hfill \\ 1\hfill & \text{otherwise}\hfill \end{array},`$
where $`\lambda _\mathrm{G}`$ denotes the left regular representation of $`\mathrm{G}`$ and $`1sn`$. Clearly, the mapping $`\pi `$ extends to a unitary representation of $`\mathrm{G}`$. Therefore, by Fell’s absorption principle we have

$$\underset{\mathrm{I}[n]^d}{}a_\mathrm{I}^{}e_{\pi _\alpha (\mathrm{I}),\pi _\beta (\mathrm{I})}_p=\underset{\mathrm{I}[n]^d}{}a_\mathrm{I}^{}\lambda _\mathrm{G}(g_{\mathrm{b}i_\mathrm{b}}g_{\mathrm{a}i_\mathrm{a}})e_{\pi _\alpha (\mathrm{I}),\pi _\beta (\mathrm{I})}_p.$$

Recall that $`\alpha ,\beta \mathrm{}`$ since otherwise $`(\alpha ,\beta )`$ would be non-transposed. Hence we can assume that $`1\mathrm{b}<\mathrm{a}d`$. Then we define

$$\begin{array}{ccccccc}\hfill \alpha _1& =& \alpha \{\mathrm{a}\}\hfill & & \hfill \alpha _2& =& \alpha \{\mathrm{b}\}\hfill \\ \hfill \beta _1& =& \beta \{\mathrm{a}\}\hfill & & \hfill \beta _2& =& \beta \{\mathrm{b}\}.\hfill \end{array}$$

In particular, we can write

(11)
$$\underset{\mathrm{I}[n]^d}{}a_\mathrm{I}^{}\lambda _\mathrm{G}(g_{\mathrm{b}i_\mathrm{b}}g_{\mathrm{a}i_\mathrm{a}})e_{\pi _\alpha (\mathrm{I}),\pi _\beta (\mathrm{I})}=\underset{i_\mathrm{a},i_\mathrm{b}=1}{\overset{n}{}}x_{i_\mathrm{b}i_\mathrm{a}}\lambda _\mathrm{G}(g_{\mathrm{b}i_\mathrm{b}}g_{\mathrm{a}i_\mathrm{a}})e_{i_\mathrm{a},i_\mathrm{b}},$$

where $`x_{i_\mathrm{b}i_\mathrm{a}}`$ has the following form

$$x_{i_\mathrm{b}i_\mathrm{a}}=\underset{i_1,\mathrm{},i_{\mathrm{b}1}=1}{\overset{n}{}}\underset{i_{\mathrm{b}+1},\mathrm{},i_{\mathrm{a}1}=1}{\overset{n}{}}\underset{i_{\mathrm{a}+1},\mathrm{},i_d=1}{\overset{n}{}}a_{i_1\mathrm{}i_d}^{}e_{\pi _{\alpha _1}(i_1\mathrm{}i_d),\pi _{\beta _2}(i_1\mathrm{}i_d)},$$

with the obvious modifications on the sum indices if $`\mathrm{a}=d`$ or $`\mathrm{b}=1`$ or $`\mathrm{a}=\mathrm{b}+1`$. On the other hand, since $`x_{i_\mathrm{b}i_\mathrm{a}}`$ lives in some non-commutative $`L_p`$ space $`L_p(\phi )`$, we can apply Lemma 2.5 to the right hand side of (11) to obtain

$`{\displaystyle \underset{i_\mathrm{a},i_\mathrm{b}=1}{\overset{n}{}}}x_{i_\mathrm{b}i_\mathrm{a}}\lambda _\mathrm{G}(g_{\mathrm{b}i_\mathrm{b}}g_{\mathrm{a}i_\mathrm{a}})e_{i_\mathrm{a},i_\mathrm{b}}_p`$
$``$ $`\mathrm{c}_d\mathrm{max}\{{\displaystyle \underset{i_\mathrm{a},i_\mathrm{b}=1}{\overset{n}{}}}x_{i_\mathrm{b}i_\mathrm{a}}e_{1,i_\mathrm{b}i_\mathrm{a}}_{L_p(\phi ;R_p^{n^2})},{\displaystyle \underset{i_\mathrm{a},i_\mathrm{b}=1}{\overset{n}{}}}x_{i_\mathrm{b}i_\mathrm{a}}e_{i_\mathrm{b}i_\mathrm{a},1}_{L_p(\phi ;C_p^{n^2})}\}.`$
Finally, we observe that

$`{\displaystyle \underset{i_\mathrm{a},i_\mathrm{b}=1}{\overset{n}{}}}x_{i_\mathrm{b}i_\mathrm{a}}e_{1,i_\mathrm{b}i_\mathrm{a}}`$ $`=`$ $`{\displaystyle \underset{\mathrm{I}[n]^d}{}}a_\mathrm{I}^{}e_{\pi _{\alpha _1}(\mathrm{I}),\pi _{\beta _1}(\mathrm{I})},`$
$`{\displaystyle \underset{i_\mathrm{a},i_\mathrm{b}=1}{\overset{n}{}}}x_{i_\mathrm{b}i_\mathrm{a}}e_{i_\mathrm{b}i_\mathrm{a},1}`$ $`=`$ $`{\displaystyle \underset{\mathrm{I}[n]^d}{}}a_\mathrm{I}^{}e_{\pi _{\alpha _2}(\mathrm{I}),\pi _{\beta _2}(\mathrm{I})}.`$
This completes the proof since it is clear that $`\mathrm{T}(\alpha _1,\beta _1),\mathrm{T}(\alpha _2,\beta _2)<\mathrm{T}(\alpha ,\beta )`$. $`\mathrm{}`$

###### Remark 2.10.

A consequence of our proof is the following equivalence of norms

$$\underset{0kd}{\mathrm{max}}\left\{\underset{\mathrm{I}[n]^k}{}\underset{\mathrm{J}[n]^{dk}}{}a_{\mathrm{IJ}}^{}e_{\mathrm{I},\mathrm{J}}_p\right\}\underset{(\alpha ,\beta )_d(2)}{\mathrm{max}}\left\{\underset{\mathrm{I}[n]^d}{}a_\mathrm{I}^{}e_{\pi _\alpha (\mathrm{I}),\pi _\beta (\mathrm{I})}_p\right\}.$$

This means that, for operators of the form $`a_{i_1\mathrm{}i_d}\lambda (g_{1i_1}\mathrm{}g_{di_d})`$, the transposed terms are controlled by the non-transposed ones. The presence of $`\lambda (g_{1i_1}\mathrm{}g_{di_d})`$ is essential to apply Fell’s absorption principle. Moreover, this equivalence is no longer true for arbitrary families of operators. A simple counterexample is given by the 2-indexed family $`a_{ij}=e_{ji}S_p^n`$. Namely, it is easy to check that

$$\begin{array}{ccc}\underset{i,j=1}{\overset{n}{}}e_{ji}e_{1,ij}_{S_p^n(R_p^{n^2})}=n^{1/2+1/p},\hfill & & \underset{i,j=1}{\overset{n}{}}e_{ji}e_{ij}_{S_p^n(S_p^n)}=n^{2/p},\hfill \\ \underset{i,j=1}{\overset{n}{}}e_{ji}e_{ij,1}_{S_p^n(C_p^{n^2})}=n^{1/2+1/p},\hfill & & \underset{i,j=1}{\overset{n}{}}e_{ji}e_{ji}_{S_p^n(S_p^n)}=n.\hfill \end{array}$$

In other words, the non-transposed term is not controlled by the transposed ones. In particular, we conclude that the estimation given in Section 1 for the iteration of Khintchine inequality is not equivalent to that provided by Theorem 2.6.

### 2.3. The main result for words of length $`d`$

As we have pointed out several times in this paper, Buchholz’s result also holds for the whole set of reduced words of length $`d`$. Therefore, it is natural to seek for the analog of Theorem 2.6 in this case. We shall need the following modified version of Lemma 2.5.

###### Lemma 2.11.

The following inequality holds for any exponent $`2p\mathrm{}`$

$`{\displaystyle \underset{i,j=1}{\overset{n}{}}}a_{ij}\lambda (g_ig_j^1)e_{ji}_{L_p(\phi \tau ;S_p^n)}`$
$``$ $`\mathrm{c}\mathrm{max}\{{\displaystyle \underset{i,j=1}{\overset{n}{}}}a_{ij}e_{1,ij}_{L_p(\phi ;R_p^{n^2})},{\displaystyle \underset{i,j=1}{\overset{n}{}}}a_{ij}e_{ij,1}_{L_p(\phi ;C_p^{n^2})}\}.`$
Proof. We can split the sum on the left hand side as follows

$$\underset{i,j=1}{\overset{n}{}}a_{ij}\lambda (g_ig_j^1)e_{ji}=\underset{k=1}{\overset{n}{}}a_{kk}1e_{kk}+\underset{1ijn}{}a_{ij}\lambda (g_ig_j^1)e_{ji}.$$

Since $`g_ig_j^1`$ is a reduced word of length $`2`$ whenever $`ij`$, the arguments employed in the proof of Lemma 2.5 apply to estimate the norm of the second sum on the right in $`L_p(\phi \tau ;S_p^n)`$. For the first sum, the estimation is obvious since it follows by complex interpolation when we replace $`\mathrm{max}`$ by $`\mathrm{min}`$ above. $`\mathrm{}`$

Before stating the announced result, we redefine the analogs of the operator spaces $`𝒦_p(n,d)`$ and $`𝒲_p(n,d)`$ in this new framework. To that aim, let us define the elements $`h_1,h_2,\mathrm{},h_{2n}`$ of $`𝐅_n`$ as follows

$$h_k=\{\begin{array}{cc}g_k\hfill & \text{if}1kn\hfill \\ g_{kn}^1\hfill & \text{otherwise}\hfill \end{array},$$

where $`g_1,g_2,\mathrm{},g_n`$ are the generators of $`𝐅_n`$. In this paragraph, $`𝖶_p(n,d)`$ will denote the subspace of $`L_p(\tau )`$ generated by the image under $`\lambda `$ of the set of reduced words of length $`d`$. In other words, an element of $`𝖶_p(n,d)`$ has the form

$$\underset{|t|=d}{}\alpha _t\lambda (t)=\underset{i_1,\mathrm{},i_d=1}{\overset{2n}{}}\alpha _{i_1i_2\mathrm{}i_d}\lambda (h_{i_1}h_{i_2}\mathrm{}h_{i_d})L_p(\tau ),$$

where the family of scalars

$$𝖠=\left\{\alpha _{i_1i_2\mathrm{}i_d}\right|1i_k2n\},$$

satisfies the following *cancellation property*

(12)
$$\alpha _{i_1i_2\mathrm{}i_d}=0\text{if}i_sn+i_{s+1}(\text{mod}\mathrm{\hspace{0.17em}2}n),$$

for some $`1s<d`$. Note that the cancellation property (12) is taken so that we only consider reduced words of length $`d`$. This notation will allow us to handle the space $`𝖶_p(n,d)`$ just like $`𝒲_p(n,d)`$ in the previous paragraph. On the other hand, as pointed out in the Introduction, we can regard the family $`𝖠`$ as a $`(2n)^k\times (2n)^{dk}`$ matrix as follows

$$𝖠_k=\left(\alpha _{(i_1\mathrm{}i_k),(i_{k+1}\mathrm{}i_d)}\right)C_p^{(2n)^k}_hR_p^{(2n)^{dk}}.$$

Then, we define $`𝖪_p(n,d)`$ as the subspace of

$$\begin{array}{ccc}𝒥_p(n,d)=\underset{k=0}{\overset{d}{}}C_p^{(2n)^k}_hR_p^{(2n)^{dk}}\hfill & & \text{if}1p2,\hfill \\ 𝒥_p(n,d)=\underset{k=0}{\overset{d}{}}C_p^{(2n)^k}_hR_p^{(2n)^{dk}}\hfill & & \text{if}2p\mathrm{},\hfill \end{array}$$

where certain entries are zero according to (12). We shall prove the following result.

###### Corollary 2.12.

$`𝖪_p(n,d)`$ and $`𝖶_p(n,d)`$ are completely isomorphic for $`1p\mathrm{}`$. More concretely, there exists an absolute constant $`\mathrm{c}_d`$ depending only on $`d`$ such that the following inequalities hold for any family $`𝒜`$ of operators in $`L_p(\phi )`$ satisfying the cancellation property $`(\text{12})`$

$$\frac{1}{\mathrm{c}_d}𝒜_{L_p(\phi ;𝖪_p(n,d))}\underset{i_1\mathrm{}i_d=1}{\overset{2n}{}}a_{i_1i_d}\lambda (h_{i_1}\mathrm{}h_{i_d})_{L_p(\phi \tau )}\mathrm{c}_d𝒜_{L_p(\phi ;𝖪_p(n,d))}.$$

Moreover, the natural projection $`\mathrm{P}:L_p(\tau )𝖶_p(n,d)`$ is c.b. with $`\mathrm{P}_{cb}\mathrm{c}_d`$.

The proof we are giving is quite similar to that of Theorem 2.6. In particular, we shall skip those arguments which already appeared above. The first remark is that the case $`p=\mathrm{}`$ is exactly the content of Buchholz’s result in . Therefore, arguing as we did after the statement of Theorem 2.6, we have:

* The last assertion of Corollary 2.12 holds.
* The spaces $`𝖶_p(n,d)`$ are an interpolation family for $`1p\mathrm{}`$.
* The dual of the space $`𝖶_p(n,d)`$ is completely isomorphic to $`𝖶_p^{}(n,d)`$.
* The case $`1p2`$ in Corollary 2.12 follows from the case $`2p\mathrm{}`$.
* The lower estimate for the case $`2p\mathrm{}`$ holds with some constant $`\mathrm{c}_d`$.

The last two points use that $`𝖪_p(n,d)`$ is completely complemented in $`𝒥_p(n,d)`$ with constants independent on $`n`$ and $`p`$. The proof of this fact is simple. Indeed, by transposition and complex interpolation it suffices to prove it for $`p=\mathrm{}`$. Now, since $`𝒥_{\mathrm{}}(n,d)`$ is an intersection space, we just need to see it for each space appearing in the intersection. Let $``$ be the set of indices in $`[2n]^d`$ satisfying the cancellation property (12) and let $`𝖧_{\mathrm{}}(n,d)`$ be the subspace of elements of $`𝒥_{\mathrm{}}(n,d)`$ supported in $``$. Then, it is clear that the projection $`\mathrm{Q}`$ onto $`𝖧_{\mathrm{}}(n,d)`$ is completely bounded since it decomposes as a sum of $`d1`$ *diagonal* projections. In particular, the projection $`\mathrm{P}`$ onto $`𝖪_p(n,d)`$ is also completely bounded.

Sketch of the proof. We only prove the upper estimate for $`2p\mathrm{}`$. As above, let us write $`\mathrm{G}`$ for the free group $`𝐅_{nd}`$ and $`\psi _{nd}`$ for the standard trace on its reduced $`C^{}`$-algebra. Now, following the notation just introduced, we label the set of generators and its inverses by $`h_{1k},h_{2k},\mathrm{},h_{dk}`$ with $`1k2n`$. If $`\lambda _\mathrm{G}`$ denotes the left regular representation of $`\mathrm{G}`$, we consider the family of operators

$$𝒜^{}=\left\{a_{i_1i_2\mathrm{}i_d}\lambda _\mathrm{G}(h_{1i_1}h_{2i_2}\mathrm{}h_{di_d})\right|1i_k2n\}.$$

The following chain of inequalities can be proved applying the same arguments as for the proof of Theorem 2.6. Namely, essentially we use Buchholz’s result, complex interpolation and the iteration of Khintchine inequality described in Section 1.

$`{\displaystyle \underset{i_1,\mathrm{},i_d=1}{\overset{2n}{}}}a_{i_1\mathrm{}i_d}\lambda (h_{i_1}\mathrm{}h_{i_d})_p`$
$``$ $`\mathrm{c}_d{\displaystyle \underset{i_1,\mathrm{},i_d=1}{\overset{2n}{}}}a_{i_1\mathrm{}i_d}\lambda _\mathrm{G}(h_{1i_1}\mathrm{}h_{di_d})_p`$
$``$ $`\mathrm{c}_d{\displaystyle \underset{i_1,\mathrm{},i_d=1}{\overset{2n}{}}}\lambda (h_{i_1})\mathrm{}\lambda (h_{i_d})a_{i_1\mathrm{}i_d}\lambda _\mathrm{G}(h_{1i_1}\mathrm{}h_{di_d})_p`$
$``$ $`\mathrm{c}_d\underset{(\alpha ,\beta )_d(2)}{\mathrm{max}}\left\{{\displaystyle \underset{\mathrm{I}[2n]^d}{}}a_\mathrm{I}\lambda _\mathrm{G}(h_{1i_1}\mathrm{}h_{di_d})e_{\pi _\alpha (\mathrm{I}),\pi _\beta (\mathrm{I})}_p\right\}.`$
Then, the proof reduces again to the proof of

(14)
$$\mathrm{RHS}_{(\text{2.3})}\mathrm{c}_d\underset{0kd}{\mathrm{max}}\left\{\underset{\mathrm{I}[2n]^k}{}\underset{\mathrm{J}[2n]^{dk}}{}a_{\mathrm{IJ}}\lambda _\mathrm{G}(h_{1i_1}\mathrm{}h_{di_d})e_{\mathrm{I},\mathrm{J}}_p\right\}.$$

By Fell’s absorption principle, we have

$$\underset{\mathrm{I}[2n]^d}{}a_\mathrm{I}^{}e_{\pi _\alpha (\mathrm{I}),\pi _\beta (\mathrm{I})}_p=\underset{\mathrm{I}[2n]^d}{}a_\mathrm{I}^{}\lambda _\mathrm{G}(h_{\mathrm{b}i_\mathrm{b}}h_{\mathrm{a}i_\mathrm{a}})e_{\pi _\alpha (\mathrm{I}),\pi _\beta (\mathrm{I})}_p,$$

with $`a_{i_1\mathrm{}i_d}^{}=a_{i_1\mathrm{}i_d}\lambda _\mathrm{G}(h_{1i_1}\mathrm{}h_{di_d})`$. Moreover, we can write

(15)
$$\underset{\mathrm{I}[2n]^d}{}a_\mathrm{I}^{}\lambda _\mathrm{G}(h_{\mathrm{b}i_\mathrm{b}}h_{\mathrm{a}i_\mathrm{a}})e_{\pi _\alpha (\mathrm{I}),\pi _\beta (\mathrm{I})}=\underset{i_\mathrm{a},i_\mathrm{b}=1}{\overset{2n}{}}x_{i_\mathrm{b}i_\mathrm{a}}\lambda _\mathrm{G}(h_{\mathrm{b}i_\mathrm{b}}h_{\mathrm{a}i_\mathrm{a}})e_{i_\mathrm{a},i_\mathrm{b}},$$

where $`x_{i_\mathrm{b}i_\mathrm{a}}`$ has the form

$$x_{i_\mathrm{b}i_\mathrm{a}}=\underset{i_1,\mathrm{},i_{\mathrm{b}1}=1}{\overset{2n}{}}\underset{i_{\mathrm{b}+1},\mathrm{},i_{\mathrm{a}1}=1}{\overset{2n}{}}\underset{i_{\mathrm{a}+1},\mathrm{},i_d=1}{\overset{2n}{}}a_{i_1\mathrm{}i_d}^{}e_{\pi _{\alpha _1}(i_1\mathrm{}i_d),\pi _{\beta _2}(i_1\mathrm{}i_d)},$$

with the obvious modifications if $`\mathrm{a}=d`$ or $`\mathrm{b}=1`$ or $`\mathrm{a}=\mathrm{b}+1`$. Recall that the operators $`x_{i_\mathrm{b},i_\mathrm{a}}`$ do not necessarily satisfy the cancellation property (12). However, we can decompose the sum in (15) as follows

$`{\displaystyle \underset{i_\mathrm{a},i_\mathrm{b}=1}{\overset{2n}{}}}x_{i_\mathrm{b}i_\mathrm{a}}\lambda _\mathrm{G}(h_{\mathrm{b}i_\mathrm{b}}h_{\mathrm{a}i_\mathrm{a}})e_{i_\mathrm{a},i_\mathrm{b}}`$ $`=`$ $`{\displaystyle \underset{i_\mathrm{a},i_\mathrm{b}=1}{\overset{n}{}}}x_{i_\mathrm{b}i_\mathrm{a}}\lambda _\mathrm{G}(h_{\mathrm{b}i_\mathrm{b}}h_{\mathrm{a}i_\mathrm{a}})e_{i_\mathrm{a},i_\mathrm{b}}`$
$`+`$ $`{\displaystyle \underset{i_\mathrm{a}=1}{\overset{n}{}}}{\displaystyle \underset{i_\mathrm{b}=n+1}{\overset{2n}{}}}x_{i_\mathrm{b}i_\mathrm{a}}\lambda _\mathrm{G}(h_{\mathrm{b}i_\mathrm{b}}h_{\mathrm{a}i_\mathrm{a}})e_{i_\mathrm{a},i_\mathrm{b}}`$
$`+`$ $`{\displaystyle \underset{i_\mathrm{b}=1}{\overset{n}{}}}{\displaystyle \underset{i_\mathrm{a}=n+1}{\overset{2n}{}}}x_{i_\mathrm{b}i_\mathrm{a}}\lambda _\mathrm{G}(h_{\mathrm{b}i_\mathrm{b}}h_{\mathrm{a}i_\mathrm{a}})e_{i_\mathrm{a},i_\mathrm{b}}`$
$`+`$ $`{\displaystyle \underset{i_\mathrm{a},i_\mathrm{b}=n+1}{\overset{2n}{}}}x_{i_\mathrm{b}i_\mathrm{a}}\lambda _\mathrm{G}(h_{\mathrm{b}i_\mathrm{b}}h_{\mathrm{a}i_\mathrm{a}})e_{i_\mathrm{a},i_\mathrm{b}}.`$
Then it is clear than Lemma 2.5 applies to the first and the fourth sums while Lemma 2.11 applies to the second and third sums. In summary, we have

$`{\displaystyle \underset{i_\mathrm{a},i_\mathrm{b}=1}{\overset{2n}{}}}x_{i_\mathrm{b}i_\mathrm{a}}\lambda _\mathrm{G}(h_{\mathrm{b}i_\mathrm{b}}h_{\mathrm{a}i_\mathrm{a}})e_{i_\mathrm{a},i_\mathrm{b}}_p`$
$``$ $`\mathrm{c}_d\mathrm{max}\{{\displaystyle \underset{i_\mathrm{a},i_\mathrm{b}=1}{\overset{2n}{}}}x_{i_\mathrm{b}i_\mathrm{a}}e_{1,i_\mathrm{b}i_\mathrm{a}}_{L_p(\phi ;R_p^{n^2})},{\displaystyle \underset{i_\mathrm{a},i_\mathrm{b}=1}{\overset{2n}{}}}x_{i_\mathrm{b}i_\mathrm{a}}e_{i_\mathrm{b}i_\mathrm{a},1}_{L_p(\phi ;C_p^{n^2})}\}.`$
Finally, we conclude as in Claim 2.8. This completes the proof of (14). $`\mathrm{}`$

###### Remark 2.13.

In Voiculescu’s free probability theory, stochastic independence of random variables is replaced by freeness of non-commutative random variables. In this setting, the Wigner’s probability distribution

$$d\mu _\mathrm{W}(t)=1_{[2,2]}\frac{\sqrt{4t^2}}{2\pi }dt$$

plays a crucial role. Namely, given a free family $`x_1,x_2,\mathrm{},x_n`$ of self-adjoint random variables in a non-commutative probability space $`(,\tau )`$, we say that $`x_1,x_2,\mathrm{},x_n`$ is a *free semi-circular system* if each $`x_k`$ is equipped with Wigner’s distribution. This family is the free analog of a system of $`n`$ independent standard real-valued gaussian random variables. Explicit constructions of free semi-circular systems are available by means of the creation and annihilation operators on the full Fock space, see  for more on this. The free analog of $`n`$ independent complex-valued gaussians is now given by taking

$$z_k=\frac{1}{\sqrt{2}}(x_k^{}+ix_k^{\prime \prime }),$$

with $`x_1^{},x_1^{\prime \prime },x_2^{},x_2^{\prime \prime },\mathrm{},x_n^{},x_n^{\prime \prime }`$ being a free semi-circular system. This new system is called a *free circular system*. At this point, it is natural to guess that the analog of Theorem 2.6 should hold when we replace free generators by free circular random variables. Indeed, as it was pointed out in the Introduction, the family of operators $`\lambda (g_1),\lambda (g_2),\mathrm{},\lambda (g_n)`$ is the free analog of the sequence of Rademacher functions $`\mathrm{r}_1,\mathrm{r}_2,\mathrm{},\mathrm{r}_n`$. Therefore, a free version of the central limit theorem is exactly what is needed here. A precise statement of this result can be found in  and supports the previous identification between real-valued gaussians and semi-circular random variables. Although we are not giving the details, it can be checked that the central limit theorem for free random variables provides the analog of Theorem 2.6 for free circular variables. In other words, if we replace the operators $`\lambda (g_{i_1}g_{i_2}\mathrm{}g_{i_d})`$ by the products $`z_{i_1}z_{i_2}\mathrm{}z_{i_d}`$ in Theorem 2.6, then the same conclusions hold. In passing, we also refer the interested reader to Nou’s paper , which contains the analog of Buchholz’s result for $`q`$-gaussian randon variables.

###### Remark 2.14.

The paper  deals with the notion of $`p`$-orthogonal sums in non commutative $`L_p`$ spaces. Applying some combinatorial techniques, it is shown that the Khintchine type inequality that applies for $`𝒲_p(n)`$ majorizes the behaviour of a much larger class of operators, the so-called $`p`$-orthogonal sums, for any even integer $`p`$. On the other hand, the bounds given in Section 1 for $`𝒲(n)^d`$ constitute an upper bound of a more general family of operators. Namely, let $`(,\tau )`$ be a von Neumann algebra endowed with a standard trace satisfying $`\tau (1)=1`$ and let $`L_p(\tau )`$ be the associated non-commutative $`L_p`$ space. Let $`\mathrm{\Gamma }`$ stand for the product set $`[n]\times \mathrm{}\times [n]`$ with $`d`$ factors. Then, given an even integer $`p`$ and a family $`f=(f_\gamma )_{\gamma \mathrm{\Gamma }}`$ of operators in $`L_p(\tau )`$ indexed by $`\mathrm{\Gamma }`$, we shall say that $`f`$ is $`p`$-orthogonal with $`d`$ indices if

$$\tau \left(f_{h(1)}^{}f_{h(2)}f_{h(3)}^{}f_{h(4)}\mathrm{}f_{h(p1)}^{}f_{h(p)}\right)=0$$

whenever the function $`h:\{1,2,\mathrm{},p\}\mathrm{\Gamma }`$ has an injective projection. In other words, whenever the coordinate function $`\pi _kh:\{1,2,\mathrm{},p\}[n]`$ is an injective function for some index $`1kd`$. The paper  extends the results in  to this more general setting by studying the norm in $`L_p(\tau )`$ of the sum

$$\underset{\gamma \mathrm{\Gamma }}{}f_\gamma .$$

More concretely, the norm of this sum in $`L_p(\tau )`$ is bounded above by the expressions given in Section 1, see  for a precise statement. Moreover, we should point out that, in contrast with the image under $`\lambda `$ of the words of length $`d`$, the family $`\lambda (g_{i_1}g_{i_2}\mathrm{}g_{i_d})`$ is also a $`p`$-orthogonal family with $`d`$ indices.

Acknowledgements. The first author was partially supported by the Project MTM2004-00678, Spain. The second author was partially supported by the NSF and by the Texas Advanced Research Program 010366-163. This work was carried out while the first-named author was a Visiting Asistant Professor at Texas A&M University. The first-named author would like to thank the Math Department for its support and hospitality.

Note added in proof. Recently, Ricard and Xu  have extended Buchholz’s result  to arbitrary free product $`C^{}`$-algebras. As they point out in their paper, the same construction holds for amalgamated free products of von Neumann algebras. Moreover, after Ricard/Xu’s work, Junge and the first-named author have generalized in  the main result in  to arbitrary indices $`2p\mathrm{}`$ as a consequence of the free analogue of Rosenthal’s inequality , also proved in .

Departamento de Matemáticas
Universidad Autónoma de Madrid
28049 Madrid, Spain
E-mail: javier.parcet@uam.es

Équipe d’Analyse
Université Paris VI
Case 186, F-75252 Paris Cedex 05, France
and
Math Department
Texas A&M University
College Station, TX 77843, USA
E-mail: gip@ccr.jussieu.fr

Key words and phrases: Non-commutative Khintchine inequality, Fell’s absorption principle, free group.

2000 Mathematics Subject Classification: 46L07, 46L52, 46L54


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# 𝑉-variable fractals and superfractals

## 1 Introduction

We introduce the class of $`V`$-variable fractals. This solves two major problems previously restricting further applications of Iterated Function System (IFS) generated fractals, the absence of fine control on local variability and the absence of a fast algorithm for computing and accurately sampling standard random fractals.

The integer parameter $`V`$ controls the number of distinct shapes or forms at each level of magnification (Figures 4, 6). The case $`V=1`$ includes standard deterministic fractals (Figures 1, 2, also the fern and lettuce in Figure 4) generated by a single IFS and homogeneous random fractals (c.f. Hambly 1992, 2000 and Stenflo 2001). Large $`V`$ allows rapid approximations to standard random fractals in a quantifiable manner, and the approximation is to not one, but to a potentially infinite sequence of correctly distributed examples. The construction of $`V`$-variable fractals is by means of a fast Markov Chain Monte Carlo type algorithm. In particular, one can now approximate stndard random fractals, together with their associated probability distribution, by means of a fast forward algorithm.

A surprising but important fact is that each family of $`V`$-variable fractals, together with its naturally associated probability distribution, forms a single super fractal generated by a single super IFS, operating not on points in the plane (for example) as for a standard IFS, but on $`V`$-tuples of images. Furthermore, dimensions of $`V`$-variable fractals are computable using products of random matrices and ideas from statistical mechanics. We implement a Monte Carlo method for this purpose.

Since the mathematically natural notion of a $`V`$-variable fractal solves two major problems previously restricting wider applications, we anticipate that $`V`$-variable fractals should lead to significant developments and applications of fractal models. For example, IFSs provide models for certain plants, leaves, and ferns, by virtue of the self-similarity which often occurs in branching structures in nature. But nature also exhibits randomness and variation from one level to the next — no two ferns are exactly alike, and the branching fronds become leaves at a smaller scale. $`V`$-variable fractals allow for such randomness and variability across scales, while at the same time admitting a continuous dependence on parameters which facilitates geometrical modelling. These factors allow us to make the hybrid biological models in Figures 4, 9. Because of underlying special code trees (Barnsley, Hutchinson and Stenflo 2003a) which provide the fundamental information-theoretic basis of $`V`$-variable fractals, we speculate that when a $`V`$-variable geometrical fractal model is found that has a good match to the geometry of a given plant, then there is a specific relationship between these code trees and the information stored in the genes of the plant.

In this paper we describe the algorithm for generating $`V`$-variable fractals, explain the notion of a superfractal, and show how to compute the dimension of $`V`$-variable fractals in case a uniform open set condition applies. In order to make the ideas clearer, and hopefully facilitate the application of these notions to non-mathematical areas, we have avoided technicalities and illustrated the ideas by means of a number of model examples, but the general constuction and results should be clear.

In Barnsley, Hutchinson and Stenflo (2003a) we survey the classical properties of IFSs, develop the underlying theory of V-variable code trees and establish general existence and other properties for $`V`$-variable fractals and superfractals. In Barnsley, Hutchinson and Stenflo (2003b) we prove the dimension results for $`V`$-variable fractals, for which we here give an informal justification.

## 2 Iterated Function Systems

By way of background we first recall the concept of an IFS via the canonical example of the Sierpinski triangle $`S`$ (approximated in the bottom right panel of Figure 1), which has been studied extensively (see Falconer 1990, 1997 and Hambly 1992, 2000) both mathematically and as a model for diffusion processes through disordered and highly porous material. The set $`S`$ has three components, each of which is a scaled image of itself; each of these components has three sub-components, giving nine scaled images of at the next scale, and so on ad infinitum. A simple observation is that if $`f_1,f_2,f_3`$ are contractions of space by the factor $`\frac{1}{2}`$ with fixed points given by the three vertices $`A_1,A_2,A_3`$ respectively of $`S`$, then the three major sub-components of $`S`$ are $`f_1(S),f_2(S),f_3(S)`$ respectively and

$$S=f_1(S)f_2(S)f_3(S).$$
(1)
> Figure 1. Convergent or Backward Process. Beginning from any set (fish) $`T_0`$, iterates $`T_1=F(T_0)`$, $`T_2=F(T_1)`$,…converge to the Sierpinski Triangle $`S`$. Shown are iterates $`T_0,T_1,T_2,T_3,T_4,T_8`$.

The collection of maps $`F=(f_1,f_2,f_3)`$ is called an *Iterated Function System* (or *IFS*). For any set $`T`$ one similarly defines $`F(T)=f_1(T)f_2(T)f_3(T)`$. It is not difficult to show that $`S`$ is the unique compact set satisfying (1) . Furthermore, beginning from any compact set $`T_0`$, and for $`k1`$ recursively defining $`T_k=F(T_{k1})`$, it follows that $`T_k`$ converges to $`S`$ in the Hausdorff metric as $`k\mathrm{}`$, independently of the initial set $`T_0`$ (Figure 1). For this reason, $`S`$ is called the *fractal set attractor* of the IFS $`F`$ and this approximation method is called the *convergent* or *backward process*, c.f. Hutchinson (1981).

An alternative approach to generating $`S`$ is by a *chaotic* or *forward process* (Barnsley and Demko 1985), sometimes called the *chaos game* (Figure 2). Begin from any point $`x_0`$ in the plane and recursively define $`x_k=\widehat{f}_k(x_{k1})`$, where each $`\widehat{f}_k`$ is chosen independently and with equal probability from $`(f_1,f_2,f_3)`$. With probability one the sequence of points $`(x_k)_{k0}`$ approaches and moves ergodically around, and increasingly closer to, the attractor $`S`$. For this reason $`F`$ is called an *iterated* function system. If instead the $`\widehat{f}_k`$ are selected from $`(f_1,f_2,f_3)`$ with probabilities $`(p_1,p_2,p_3)`$ respectively, where each $`p_i>0`$ and $`p_1+p_2+p_3=1`$, then the same set $`S`$ is determined by the sequence $`(x_k)_{k0}`$, but now the points accumulate unevenly, and the resulting *measure attractor* can be thought of as a greyscale image on $`S`$, or probability distribution on $`S`$, or more precisely as a measure. In this case $`(f_1,f_2,f_3;p_1,p_2,p_3)`$ is called an *IFS with weights*.

> Figure 2. Chaotic or Forward Process. Beginning from any initial point and randomly and independently applying $`f_1`$, $`f_2`$ or $`f_3`$ produces the Sierpinski Triangle as attractor with probability one. Shown are the first 10,000 and 100,000 points respectively.

These ideas and results naturally extend to general families of contraction maps and probabilities. Even with a few affine or projective transformations, one can construct natural looking images (see the initial fern and lettuce in Figure 4).

IFSs have been extended to study the notion of random fractals. See Falconer (1986), Graf (1987) and Mauldin and Williams (1986); also Hutchinson and Rüschendorf (1998, 2000) where the idea of an IFS operating directly in the underlying probability spaces is used.

## 3 Construction of $`V`$-variable fractals

We now proceed to the construction of $`V`$-variable fractals. This can be understood in the model situation of two IFSs $`F`$ and $`G`$, with $`F`$ as before and with $`G`$ having the same fixed points $`A_1,A_2,A_3`$ but with contraction ratios $`\frac{1}{3}`$ instead of $`\frac{1}{2}`$. We emphasise that the following construction is in no sense ad hoc, but is the natural chaotic or forward process for a *superfractal* whose members are $`V`$-variable fractals as we see later.

> Figure 3. Forward algorithm for generating families of $`V`$-variable fractals. Shown are levels 1 (top), 2 and 3 in the construction of a potentially infinite sequence of 5-tuples of 5-variable Sierpinski Triangles. For each buffer from level 2 onwards, F or G indicates which IFS was used, and the input arrows indicate the buffers to which this IFS was applied.

One begins with arbitrary sets, one in each of $`V`$ input buffers at level 1 (Figure 3 where $`V=5`$, colour coded to indicate the maps involved, and Fig. 6 where $`V=2`$). A set in the first of $`V`$ output buffers (level 2, Figure 3) is constructed as follows: choose an IFS $`F`$ or $`G`$ with the preassigned probabilities $`P^F`$ or $`P^G`$ respectively; then apply the chosen IFS to the content of three buffers chosen randomly and independently with uniform probability from the input buffers at level 1, allowing the possibility that the same buffer is chosen more than once (thus one is performing uniform sampling with replacement). The resulting set is placed in the first buffer at level 2. The content of each of the remaining buffers at level 2 is constructed similarly and independently of the others at level 2. These output buffers then become the input buffers for the next step and the process is repeated, obtaining the bottom row in Figure 3, and so on.

The construction produces an arbitrarily long sequence of $`V`$-tuples of *approximate* $`V`$-variable fractals associated to the pair of IFSs $`(F,G)`$ and the probabilities $`(P^F,P^G)`$. The degree of approximation is soon, and thereafter remains, within screen resolution or machine tolerance (Figure 6). The empirically obtained distribution of $`V`$-variable fractals over any infinite sequence of runs is the same with probability one and is the natural distribution as we explain later. The generalisation to the case of a family of IFSs $`(F^1,\mathrm{},F^N)`$ with associated probabilities $`(P^1,\mathrm{},P^N)`$ is straightforward; also sets can be replaced by greyscale images or more generally by coloured sets built up from primary colours if IFSs with weights are used (Figure 9).

> Figure 4. 2-Variable Fractals. In the first “Squares and Shields” example, the number of components at each level of magnification is 1,4,16,64, …, but at each level there are at most two distinct shapes/forms up to affine transformations. The actual shapes depend on the level. In the second example of fractal breeding , fern and lettuce fractal parents are shown with four possible 2-variable offspring. The two IFSs used are those generating the fern and the lettuce. The associated superfractal is the family of all possible offspring together with the naturally associated probability distribution.

The *$`V`$-variability* can be understood as follows. In Figure 3 the set in each buffer from level 2 onwards is composed of three component parts, each obtained from one of the $`V=5`$ buffers at the previous level; at level 3 onwards sets are composed of 9 smaller component parts each obtained from one of the $`V`$ buffers two levels back; at level 4 onwards sets are composed of 27 smaller component parts each obtained from one of the $`V`$ buffers three levels back; etc. Thus at each level of magnification there are at most $`V`$ distinct component parts up to rescaling. In general, for a $`V`$-variable fractal, although the number of components grows exponentially with the level of magnification, the number of distinct shapes or forms is at most $`V`$ up to a suitable class of transformations (e.g. rescalings, affine or projective maps) determined by the component maps in each of the IFSs $`(F^1,\mathrm{},F^N)`$ (Figure 4 first panel, Figure 6). If parts of the $`V`$-variable fractals overlap each other, the $`V`$-variability is not so obvious, and fractal measures (greyscale or colour images) rather than fractal sets (black and white images) are then more natural to consider.

## 4 Superfractals

The limit probability distribution on the infinite family of $`V`$-variable fractals obtained by the previous construction is independent of the experimental run with probability one as we explain later. As noted previously, an initially surprising but basic fact is that this family of $`V`$-variable fractals and its probability distribution is a fractal in its own right, called a *superfractal*, and the construction process for the generated collection of $`V`$-variable fractals turns out to be the forward or chaotic process for this superfractal, see also Barnsley, Hutchinson and Stenflo (2003a). For large $`V`$, $`V`$-variable fractals approximate standard random fractals and their naturally associated probability distributions in a quantifiable manner, providing another justification for the canonical nature of the construction, see Barnsley, Hutchinson and Stenflo (2003a, b). Although there was previously no useful forward algorithm for standard random fractals such as Brownian sheets, one can now rapidly generate correctly distributed families of such fractals to any specified degree of approximation by using the previously described fast forward (Monte Carlo Markov Chain) algorithm for large $`V`$. The number of required operations typically grows linearly in $`V`$ as only sparse matrix type operations are required.

The superfractal idea can be understood as follows. The process of passing from the $`V`$-tuple of sets at one level of construction to the $`V`$-tuple at the next (Figures 3, 6) is given by a random function $`^a:𝐇^V𝐇^V`$, where $`𝐇^V`$ is the set of all $`V`$-tuples of compact subsets of the plane $`^2`$ or of some other compact metric space as appropriate, and where $`a`$ belongs to some index set $`𝒜`$. All information necessary to describe the chosen $`^a`$ at each level in Figure 3 is given by the chosen IFSs for each buffer at that level (namely $`G,F,G,F,F`$ across level 2) and by the arrows pointing to each buffer at that level (indicating which three buffers at the previous level are used for each application of $`F`$ or of $`G`$), see also the captions in Figure 6. Each $`^a`$ has a certain probability $`𝒫^a`$ of being chosen, this probability is induced in the natural manner from the probabilities $`P^F`$ and $`P^G`$ of selecting $`F`$ or $`G`$. The $`^a`$ are contraction maps on $`𝐇^V`$ in the Hausdorff metric, with contraction ratio equal $`\frac{1}{2}`$, and in general the contraction ratio of $`^a`$ equals the maximum of the contraction ratios of the individual maps in the IFSs being used. In particular, the superIFS $`(^a,𝒫^a,a𝒜)`$ is an IFS operating not on points in $`^2`$ as for a standard IFS but on $`V`$-tuples of sets in $`𝐇^V`$. From IFS theory applied in this setting, there is a unique superfractal set and superfractal measure which with probability one is effectively given by the collection of $`V`$-tuples of $`V`$-variable fractals together with the experimentally obtained probability distribution arising from the previous construction. See Barnsley, Hutchinson and Stenflo (2003a) for detailed proofs.

## 5 Examples of $`2`$-variable fractals

We begin with 2 IFSs $`U=(f_1,f_2)`$ (“Up with a reflection”) and $`D=(g_1,g_2)`$ (“Down”), where

$`f_1(x,y)`$ $`=({\displaystyle \frac{x}{2}}+{\displaystyle \frac{3y}{8}}{\displaystyle \frac{1}{16}},{\displaystyle \frac{x}{2}}{\displaystyle \frac{3y}{8}}+{\displaystyle \frac{9}{16}}),`$ $`f_2(x,y)`$ $`=({\displaystyle \frac{x}{2}}{\displaystyle \frac{3y}{8}}+{\displaystyle \frac{9}{16}},{\displaystyle \frac{x}{2}}{\displaystyle \frac{3y}{8}}+{\displaystyle \frac{17}{16}}),`$
$`g_1(x,y)`$ $`=({\displaystyle \frac{x}{2}}+{\displaystyle \frac{3y}{8}}{\displaystyle \frac{1}{16}},{\displaystyle \frac{x}{2}}+{\displaystyle \frac{3y}{8}}+{\displaystyle \frac{7}{16}}),`$ $`g_2(x,y)`$ $`=({\displaystyle \frac{x}{2}}{\displaystyle \frac{3y}{8}}+{\displaystyle \frac{9}{16}},{\displaystyle \frac{x}{2}}+{\displaystyle \frac{3y}{8}}{\displaystyle \frac{1}{16}}).`$
The corresponding fractal attractors are shown in Figure 5.

Figure 5. Up (green) and Down (red) attractors

Figure 6 shows the first 20 steps in the construction of a sequence of pairs of 2-variable fractals from the two IFSs $`U`$ and $`D`$. The initial pair of input figures can be arbitrarily chosen, here they are each the same and consist of four leaves.

For the first step in the construction (producing the contents of the second pair of buffers) the IFS $`U=(f_1,f_2)`$ was chosen, $`f_1`$ was applied to the previous left buffer $`L`$ and $`f_2`$ was applied to the previous right buffer $`R`$; the second buffer was obtained by applying $`U`$ with $`f_1`$ and $`f_2`$ both acting on the right buffer $`R`$ at the previous step. Thus the first step in the construction can be described by $`U(L,R)`$ and $`U(R,R)`$ respectively; see the caption below the second pair of screens in Figure 6. The second step is given by $`D(R,R)`$ and $`D(R,L)`$, the third by $`U(L,R)`$ and $`D(R,L)`$, the fourth by $`U(R,R)`$ and $`D(L,L)`$, and so on from left to right and then down the page.

Initial Sets

$`U(L,R)`$ $`U(R,R)`$ $`D(R,R)`$ $`D(R,L)`$

$`U(L,R)`$ $`D(R,L)`$ $`U(R,R)`$ $`D(L,L)`$

$`U(R,R)`$ $`D(L,R)`$ $`D(R,L)`$ $`U(R,R)`$

$`D(R,R)`$ $`D(R,R)`$ $`D(L,L)`$ $`D(R,L)`$

$`D(L,R)`$ $`D(L,L)`$ $`U(R,R)`$ $`D(R,L)`$

$`U(R,R)`$ $`D(R,L)`$ $`U(R,R)`$ $`D(R,L)`$

$`U(R,L)`$ $`D(R,R)`$ $`U(L,R)`$ $`D(R,L)`$

$`D(L,L)`$ $`U(R,R)`$ $`U(R,L)`$ $`D(L,L)`$

$`D(L,R)`$ $`D(R,R)`$ $`U(R,L)`$ $`U(L,R)`$

$`U(L,R)`$ $`U(L,L)`$ $`U(R,R)`$ $`U(R,L)`$

> Figure 6. A sequence of pairs of (approximate) 2-variable fractals (from left to right and then down the page).

In each case in this particular example, for each buffer at each step, either $`U`$ or $`D`$ was chosed with probability $`\frac{1}{2}`$. For each buffer, the (in this case two) input buffers chosen from the previously generated pair of buffers were also each chosen as either $`L`$ or $`R`$ with probability $`\frac{1}{2}`$, and the same buffer is allowed to be selected twice. After about 12 iterations, the images obtained are independent of the initial images up to screen resolution. After this stage the images (or “necklaces”) can be considered as examples of 2-variable fractals corresponding to the family $`(U,D)`$ of IFSs with associated choice probabilities $`(\frac{1}{2},\frac{1}{2})`$.

The pair of 2-variable fractals obtained at each step depends on the previous choices of IFS and input buffers, and will vary from one experimental run to another. However, over any sufficiently long experimental run, the empirically obtained distribution on pairs of 2-variable fractals will (up to any prescribed resolution) be the same with probability one. This follows from ergodic theory and the fact that the construction process corresponds to the chaos game for an IFS (operating here on pairs of images rather than on single points as does a standard IFS). As discussed in the previous section, we call this type of IFS a *superIFS*. The collection of 2-variable necklaces obtained over a long experimental run should be thought of as a single *superfractal*, and the corresponding probability distribution on necklaces should be thought of as the corresponding *superfractal measure*.

In Figure 7 we have superimposed the members of a generated sequence of 2-variable fractal necklaces. By virtue of the fact that, as discussed before, the probability distribution given by such a sequence approximates the associated superfractal measure, the image can be regarded as a projection of the superfractal onto 2-dimensional space. The attractors of the individual IFSs $`U`$ and $`D`$ are shown in green and red respectively. The projected support of the superfractal is shown on a black background but, inside the support, increasing density of the superfractal measure is indicated by increasing intensity of white.

Figure 7. Superfractal projected onto 2 dimensional space.

In Figure 8 are shown a fern and lettuce generated by two IFSs, each IFS consisting of 4 functions. In Figure 9 is a sequence of hybrid offspring, extending the examples in Figure 4. The colouring was obtained by working with two IFSs in 5 dimensional space, with the three additional dimensions corresponding to RGB colouring. The two IFSs used project onto two IFSs operating in two dimensional space and which give the (standard black and white) fern and lettuce attractors respectively. The 2-variable offspring were coloured by extending the superfractal construction to 5 dimensional space in a natural manner.

Figure 8. Lettuce and fern attractors.

Figure 9. A sequence of fern-lettuce hybrid offspring.

## 6 Computation of Dimension for $`V`$-variable Fractals

An important theoretical and empirical classification of fractals is via their dimension. We first show how to compute the dimensions of $`V`$-variable Sierpinski triangles. As we discuss in the next section, the method generalises.

Associated with the transition from the $`k`$-level set of $`V`$ buffers to the $`k+1`$ level is a matrix $`M^k(\alpha )`$ defined for each $`\alpha `$ as follows. Entries of $`M^k(\alpha )`$ are initialised to zero. For the set in the $`v`$th output buffer at level $`k+1`$ one considers each input buffer $`w`$ used in its construction and adds $`r^\alpha `$ to the $`w`$th entry in the $`v`$th row where $`r=\frac{1}{2}`$ or $`\frac{1}{3}`$ is the corresponding contraction ratio. The construction of $`M^k(\alpha )`$ can be seen in passing from level 1 to level 2 and from level 2 to level 3 in Figure 3, giving respectively:

$$M^1(\alpha )=\left[\begin{array}{cccccc}& \frac{1}{3^\alpha }& \frac{1}{3^\alpha }& \frac{1}{3^\alpha }& 0& 0\\ & 0& \frac{2}{2^\alpha }& 0& 0& \frac{1}{2^\alpha }\\ & 0& \frac{1}{3^\alpha }& \frac{1}{3^\alpha }& 0& \frac{1}{3^\alpha }\\ & \frac{1}{2^\alpha }& 0& 0& \frac{2}{2^\alpha }& 0\\ & 0& 0& \frac{1}{2^\alpha }& \frac{1}{2^\alpha }& \frac{1}{2^\alpha }\end{array}\right],M^2(\alpha )=\left[\begin{array}{cccccc}& \frac{1}{2^\alpha }& \frac{1}{2^\alpha }& \frac{1}{2^\alpha }& 0& 0\\ & \frac{1}{3^\alpha }& 0& \frac{1}{3^\alpha }& \frac{1}{3^\alpha }& 0\\ & 0& 0& \frac{1}{3^\alpha }& \frac{1}{3^\alpha }& \frac{1}{3^\alpha }\\ & \frac{1}{3^\alpha }& 0& 0& 0& \frac{2}{3^\alpha }\\ & 0& 0& \frac{2}{2^\alpha }& 0& \frac{1}{2^\alpha }\end{array}\right].$$

The “pressure” function

$$\gamma _V(\alpha )=\underset{k\mathrm{}}{lim}\frac{1}{k}\mathrm{log}\left(\frac{1}{V}M^1(\alpha )\mathrm{}M^k(\alpha )\right)$$
(2)
exists and is independent of the experimental run with probability one by a result of Furstenberg and Kesten (1960), see also Cohen (1988) for the version required here. (By $`A`$ we mean the sum of the absolute values of all entries in the matrix $`A`$.) The factor $`1/V`$ is not necessary in the limit, but is the correct theoretical and numerical normalisation, as we see in the next section. (See Feng and Lau (2002) for another use of Furstenberg and Kesten type results for computing dimensions of random fractals.) In case $`V=1`$,

$$\gamma _1(\alpha )=\left(1\frac{\alpha }{2}\right)\mathrm{log}3\frac{\alpha }{2}\mathrm{log}2$$
(3)
from the strong law of large numbers.

It can be shown, see Barnsley, Hutchinson and Stenflo (2003b), that for each $`V`$ $`\gamma _V(\alpha )`$ is monotone decreasing. In this example the derivative lies between $`\mathrm{log}2`$ and $`\mathrm{log}3`$, corresponding to the contraction ratios $`\frac{1}{2}`$ and $`\frac{1}{3}`$ respectively, see Figure 10. Moreover, there is a unique $`d=d(V)`$ such that $`\gamma _V(d)=0`$. This is the dimension of the corresponding $`V`$-variable random fractals with probability one. The establishment and generalisation of this method uses the theory of products of random matrices and ideas from statistical mechanics, as we discuss in the next section.

> Figure 10. Graphs of the “pressure” function $`\gamma _V(\alpha )`$ for V = 1, 2, and 5 respectively, from left to right.

It was previously known that the dimension of homogeneous random Sierpinski triangles ($`V=1`$) is $`2\mathrm{log}3/(\mathrm{log}2+\mathrm{log}3)1.226`$, see Hambly (1992, 2000), and that the dimension of standard random Sierpinski triangles ($`V\mathrm{}`$) is the solution $`d`$ of $`\frac{1}{2}3\left(\frac{1}{2}\right)^d+\frac{1}{2}3\left(\frac{1}{3}\right)^d=1`$, or approximately 1.262, see Falconer (1986), Graf (1987) and Mauldin and Williams (1986). In particular, (3) is in agreement when computing $`d(1)`$. For $`V>1`$ we used Monte Carlo simulations to compute $`\gamma _V(\alpha )`$ in the region of the interval $`[d(1),d(\mathrm{})]`$, with the computed values shown (Figure 10). These values have error at most .001 at the 95% confidence level, and from this one obtains the dimensions $`d(2)1.241`$, $`d(5)1.252`$ (Figure 10). The computed graphs for $`V>1`$ are concave up, although this does not show on the scale of Figure 10.

## 7 Analysis of Dimension results for $`V`$-variable Fractals

In order to motivate the following analysis, consider a smooth curve or smooth surface having dimension 1 or 2 respectively. It is possible to cover each “efficiently” (i.e. with little overlap) by sets of small diameter such that the sum of the diameters raised to the power 1 or 2 respectively is very close to the length, or to the area divided by $`\pi /4`$, respectively. However, if any power $`\alpha >`$ 1 or 2 respectively is used then the limit of this sum, as the maximum diameter of the covering sets becomes arbitrarily small, is zero. For any power $`\alpha <`$ 1 or 2 respectively the limit of the sum, as the maximum diameter becomes arbitrarily small, is infinity.

In the case of the construction of $`5`$-variable Sierpinski fractal triangles, we see that if one begins the construction process with 5 copies of a triangle $`T`$ as indicated (Figure 3), then the contents of each buffer at later stages will consist of a large number of tiny triangles which approximate and cover the “ideal” or limiting $`5`$-variable Sierpinski fractal triangles. (Note that what is obtained after $`k`$ steps is only an actual $`5`$-variable Sierpinski fractal triangle up to $`k`$ levels of magnification.) One can check that the sum $`S_v^k(\alpha )`$ of the diameters to the power $`\alpha `$ of the triangles in the $`v`$-th buffer at level $`k`$ is given by the sum of the entries in the $`v`$-th row of the matrix $`M^1(\alpha )\mathrm{}M^k(\alpha )`$.

Using (2) it is not too difficult to show that $`lim_k\mathrm{}\frac{1}{k}\mathrm{log}S_v^k(\alpha )`$ also exists for each $`v`$ and equals $`\gamma _V(\alpha )`$, independently of $`v`$, with probability one. (The argument relies on the existence of “necks”, where a neck in the construction process occurs at some level if the same IFS and the same single fixed input buffer is used for constructing the set in each buffer at that level.) One can show (Barnsley, Hutchinson and Stenflo 2003b) that $`\gamma _V(\alpha )`$ is decreasing in $`\alpha `$ and deduce that there is a unique $`d=d(V)`$ such that $`\gamma _V(d)=0`$ (Figure 10). From this and (2) it follows that

$`\alpha <d\gamma (\alpha )>0`$ $`\underset{k\mathrm{}}{lim}S_v^k(\alpha )=\underset{k\mathrm{}}{lim}\mathrm{exp}(k\gamma (\alpha ))=\mathrm{},`$
$`\alpha >d\gamma (\alpha )<0`$ $`\underset{k\mathrm{}}{lim}S_v^k(\alpha )=\underset{k\mathrm{}}{lim}\mathrm{exp}(k\gamma (\alpha ))=0.`$
It is hence plausible from the previous discussion of curves and surfaces that the dimension of $`V`$-variable Sierpinski triangles equals $`d(V)`$ with probability one. The motivation is that the covering by small triangles is very “efficient”.

The justification that the dimension is at most $`d`$ is in fact now straightforward from the definition of (Hausdorff) dimension of a set. The rigorous argument that the dimension is at least $`d`$, and hence exactly $`d`$, is much more difficult, see Barnsley, Hutchinson and Stenflo (2003b). It requires a careful analysis of the frequency of occurrence of necks and the construction of Gibbs type measures on $`V`$-variable Sierpinski triangles, analogous to ideas in statistical mechanics.

Similar results on dimension have been established much more generally, see Barnsley, Hutchinson and Stenflo (2003b). For example, suppose the functions in each IFS are similitudes, i.e. built up from translations, rotations, reflections in lines, and a single contraction around a fixed point by a fixed ratio $`r`$ (both the point and the ratio $`r`$ may depend on the function in question). We also require that the IFSs involved satisfy the *uniform open set condition*. In the case of $`5`$-variable Sierpinski fractal triangles constructed from the IFSs $`F=(f_1,f_2,f_3)`$ and $`G=(g_1,g_2,g_3)`$ this means the following. There is an open set $`O`$ (the interior of the triangle $`T`$) such that $`f_1(O)O`$, $`f_2(O)O`$, $`f_3(O)O`$, and $`f_1(O)`$, $`f_2(O)`$, $`f_3(O)`$ have no points in common, and such that analogous conditions apply to the maps $`g_1`$, $`g_2`$, $`g_3`$ with the *same* set $`O`$. Under these circumstances one constructs the matrices $`M^k(\alpha )`$ and the pressure function $`\gamma _V(\alpha )`$ as before and it follows that the solution $`d(V)`$ of $`\gamma _V(d)=0`$ is the dimension of the corresponding $`V`$-variable fractals with probability one.

## 8 Generalisations

Many generalisations are possible.

The number of functions $`M`$ in each of the IFSs $`F^n=(f_1^n,\mathrm{},f_M^n;p_1^n,\mathrm{},p_M^n)`$ may vary. The maps $`f_m^n`$ need only be mean contractive when their contraction ratios are averaged over $`m`$ and $`n`$ according to the probabilities $`p_m^n`$ and $`P^n`$ respectively. Neither the number of functions in an IFS nor the number of IFSs need be finite; this is important for simulating various selfsimilar processes, including Brownian motion, see Hutchinson and Rüschendorf (2000). The maps $`f_m^n`$ may be nonlinear, and many of the results and arguments, including those concerning dimension, will still be valid. The set maps $`f_m^n`$ need not be induced from point maps; this is technically useful in extending results to the case where $`M`$ is not constant by artificially adding set maps $`f_m^n`$ such that $`f_m^n(A)`$ is always the empty set. It could also be important in applications to modelling biological or physical phenomena where the objects under consideration are not naturally modelled as sets or measures. Buffer sampling need not be uniform; buffers could be placed in a rectangular or other grid, and nearby buffers sampled with greater probability, in order to simulate various biological and physical phenomena.

An IFS operates on $`^2`$, or more generally on a compact metric space $`(𝕏,d)`$, to produce a fractal set attractor; a weighted IFS produces a fractal measure attractor. We have seen in this paper how a family of IFSs operating on $`(𝕏,d)`$, a probability distribution on this family of IFSs, and an integer parameter $`V`$, can be used to generate a (super)IFS operating in a natural way on $`((𝕏)^V,d_{})`$, where $`(𝕏)`$ is the space of compact subsets of $`𝕏`$ and $`d_{}`$ is the induced Hausdorff metric. In the case of a family of weighted IFSs, the induced superIFS operates on $`((𝕏)^V,d_{MK})`$ where $`(𝕏)`$ is the space of unit mass measures on $`𝕏`$ and $`d_{MK}`$ is the induced Monge Kantorovitch metric. In either case there is a superfractal set (consisting of $`V`$-variable sets or measures respectively) together with an associated superfractal measure (a probability distribution on the collection of $`V`$-variable sets or measures). There is also a fast forward algorithm to generate this superfractal.

We can consider iterating this procedure. Replace $`(𝕏,d)`$ by $`((𝕏)^V,d_{})`$ or $`((𝕏)^V,d_{MK})`$, take a family of superIFSs, an associated probability distribution, and a new parameter $`W`$. To speculate; if a superfractal may be thought of as a gallery of a new class of fractal images, can one use some version of the iteration to produce a museum of galleries of yet another new class of fractal images?

## 9 Conclusion

There appear to be many potential applications, which include both the extension of modelling possibilities to allow a controlled degree of variability where deterministic or random fractals have been previously applied, and the rapid generation of accurately distributed examples of random fractals — previously not possible except in very special cases.

We thank the Australian Research Council for their support of this research, which was carried out at the Australian National University.

## References