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# Untitled Document

FILTERED RANDOM VARIABLES,
BIALGEBRAS AND CONVOLUTIONS
Romuald Lenczewski
Institute of Mathematics

Wrocław University of Technology

Wybrzeze Wyspianskiego 27

50-370 Wrocław, Poland

e-mail lenczew@im.pwr.wroc.pl

## Abstract

We introduce the filtered \*-bialgebra which is a multivariate generalization of the unital \*-bialgebra $`𝐂X,X^{},P`$ of polynomials in noncommuting variables $`X=X^{}`$, $`X^{}=X^{}`$ and a projection $`P=P^{}=P^2`$, endowed with the coproduct $`\mathrm{\Delta }(X)=X1+1X`$, $`\mathrm{\Delta }(X^{})=X^{}P+PX^{}`$, with $`P`$ being group-like. We study the associated convolutions, random walks and filtered random variables. The GNS representations of the limit states lead to filtered fundamental operators which are the CCR fundamental operators on the multiple symmetric Fock space $`\mathrm{\Gamma }()`$ over $`=L^2(𝐑^+,𝒢)`$, where $`𝒢`$ is a separable Hilbert space, multiplied by appropriate projections. The importance of filtered random variables and fundamental operators stems from the fact that by addition and strong limits one obtains from them the main types of noncommutative random variables and fundamental operators, respectively, regardless of the type of noncommutative independence.
Mathematics Subject Classification (1991): 81R50, 60J15, 46L50

1. Introduction

In this work we introduce and study basic noncommutative random variables, from which the main types of noncommutative random variables can be constructed regardless of the notion of independence.

The basic idea of introducing filtered random variables is pretty straightforward and has its origin in the definition of the convolution of measures and the associated states. Let $`𝐂[X]`$ be the unital \*-algebra of polynomials in $`X^{}=X`$, with the coproduct

$$\mathrm{\Delta }(X)=X1+1X.$$
(1.1)
If $`\varphi ,\psi `$ are states on $`𝐂[X]`$, then

$$\varphi _c\psi =\varphi \psi \mathrm{\Delta }$$

gives the convolution of states corresponding to the classical convolution of measures.

In order to define a quantum deformation of this simple model, we replace the unit in the coproduct (1.1) by a projection $`P`$ to get

$$\mathrm{\Delta }(X^{})=X^{}P+PX^{},\mathrm{\Delta }(P)=PP$$
(1.2)
Then, for given state $`\varphi `$ on $`𝐂[X^{}]`$, we define its noncommutative extension $`\stackrel{~}{\varphi }`$ to $`𝐂X^{},P`$, which is the free product $`𝐂[X^{}]𝐂[P]`$ with identified units, by

$$\stackrel{~}{\varphi }(P^\alpha Y^{n_1}PY^{n_2}P\mathrm{}Y^{n_k}P^\beta )=\varphi (Y^{n_1})\varphi (Y^{n_2})\mathrm{}\varphi (Y^{n_k})$$

where $`\alpha ,\beta \{0,1\}`$ and $`n_1,\mathrm{},n_k𝐍`$, called the Boolean extension . The convolution

$$\stackrel{~}{\varphi }_B\stackrel{~}{\psi }=\stackrel{~}{\varphi }\stackrel{~}{\psi }\mathrm{\Delta }$$

where $`\mathrm{\Delta }`$ is given by (1.2), gives a quantum analog of the classical convolution of states, called the Boolean convolution. Note that by introducing $`P`$ we can deal with the usual tensor coproducts instead of the special one as in the approach of Schürmann . The same holds for the $`m`$-free and free products of states.

This new convolution is very important since its generalization to the multivariate case, when restricted to suitable \*-bialgebras, gives also $`m`$-free and free convolutions (see  and ). In the multivariate case we study the unital \*-algebra $`\widehat{}`$ over $`𝐂`$ generated by $`X_k(\sigma ),P(\sigma )`$ $`k𝐍,\sigma 𝒫(𝐍)`$, where $`𝒫(𝐍)`$ is the power set of $`𝐍`$, with the involution given by $`X_k(\sigma )=X_k^{}(\sigma )`$, $`P(\sigma )^{}=P(\sigma )`$, and subject to the relations

$$P(\sigma )P(\tau )=P(\sigma \tau ),P(\mathrm{})=1$$

$$P(\sigma )X_k(\tau )=X_k(\tau )P(\sigma )\mathrm{iff}k\sigma $$

i.e. $`P(\sigma )`$’s are projections which “partially commute” with the variables $`X_k(\sigma )`$. When equipped with the coproduct and the counit

$$\widehat{\mathrm{\Delta }}(X_k(\sigma ))=X_k(\sigma )P(\sigma )+P(\sigma )X_k(\sigma )$$

$$\widehat{\mathrm{\Delta }}(P(\sigma ))=P(\sigma )P(\sigma ),\widehat{ϵ}(X_k(\sigma ))=0,\widehat{ϵ}(P(\sigma ))=1,$$

the algebra $`\widehat{}`$ becomes a unital \*-bialgebra called filtered \*-bialgebra. Therefore, we are in the position to study random walks  and stochastic processes over \*-bialgebras (see  and ).

We take a suitable state $`\widehat{\varphi }`$ on $`\widehat{}`$, which is obtained by lifting the tensor product state $`\stackrel{~}{\varphi }^{\mathrm{}}`$ on $`_{k=1}^{\mathrm{}}𝐂Y_k,P_k`$ to $`\widehat{}`$ through the mapping which sends each $`X_k(\sigma )`$ onto $`Y_k`$ and $`P(\sigma )`$ onto the tensor product of $`P_k`$’s with $`k\sigma `$, where $`Y_k^{}=Y_k`$ and $`P_k`$ a projection. The state $`\widehat{\varphi }`$ is our noncommutative, “filtered” analog of the classical product measure ($`\sigma `$’s play the role of filters due to “partial commutations”).

The corresponding convolution central limit theorem (or discrete random walk), which plays the role of a noncommutative analog of the classical multivariate central limit theorem, gives, under the usual normalization, pointwise convergence of the $`N`$-th convolution power

$$\widehat{\varphi }^N=\widehat{\varphi }^N\widehat{\mathrm{\Delta }}^{N1}$$

where $`\widehat{\mathrm{\Delta }}^{N1}`$ is the $`N1`$-th iteration of the coproduct $`\widehat{\mathrm{\Delta }}`$.

The summands produced by iterating the coproduct are called filtered random variables and can be viewed as quantum analogs of independent random vectors. It is important to note that by taking suitable linear combinations (strongly convergent series on the GNS pre-Hilbert space) of filtered random variables we obtain $`m`$-free (free) random variables. Thus all three basic notions of quantum independence in the axiomatic theory (tensor, free and Boolean, see ,) are covered by this scheme.

By considering random walks with continuous time, or stochastic processes over the filtered \*-bialgebra, we obtain in the limit the vacuum expectation state in the multiple symmetric Fock space $`\mathrm{\Gamma }()`$, where

$$=L^2(𝐑^+)𝒢$$

and $`𝒢`$ is a separable Hilbert space called the multiplicity space. The GNS representation leads to filtered fundamental operators which are the CCR fundamental operators on $`\mathrm{\Gamma }(L^2(𝐑^+)𝒢)`$, mutliplied by projections $`P^{(\sigma )}`$, where $`P^{(\sigma )}`$ is the second quantization of the canonical projection onto subspaces of $`L^2(𝐑^+)𝒢`$ built from the modes (called colors) which belong to the set $`\sigma `$.

Fundamental operators associated with different notions of independence can be expressed in terms of the filtered ones. In particular, one can define bounded extensions to $`\mathrm{\Gamma }(L^2(𝐑^+)𝒢)`$ of $`m`$-free creation and annihilation operators introduced in  as strongly convergent series of filtered creation and annihilation operators, respectively. This formalism enables us not only to embed the free (or, full) Fock space over $`L^2(𝐑^+)`$ in $`\mathrm{\Gamma }()`$, but also decompose $`\mathrm{\Gamma }()`$ into an orthogonal sum of subspaces which are isomorphic to the free Fock space.

The corresponding filtered stochastic calculus is developed in  and it is, in fact, a generalization of the Hudson-Parthasarathy calculus  (see also ) on multiple symmetric Fock spaces  and includes a new version of the free calculus, originally developed for the Cuntz algebra , as well as gives calculi for the hierarchy of $`m`$-free Brownian motions introduced in . In that context, see also  and .

In Section 2 we introduce the filtered \*-bialgebra which sets the framework for a unified approach to noncommutative probability. This leads to filtered random variables, which are introduced in the more general setting of unital \*-algebras in Section 3. Their combinatorics and the recurrence relation for the product state is given in Section 4. Convolution limit theorems are proved in Section 5. In Section 6 we introduce the filtered fundamental operators. These are used for the GNS construction of the limit of a sequence of random walks on the filtered \*-bialegbra in Section 7. In Section 8 we determine the combinatorics of general filtered white noises. In Section 9 we study in more detail extensions of the $`m`$-free and free creation and annihilation operators to all of $`\mathrm{\Gamma }()`$. A free Fock space decomposition of $`\mathrm{\Gamma }()`$ is established.

We denote all scalar products by $`.,.`$ and identify operators and their ampliations if no confusion arises.

2. Filtered bialgebras and convolutions

In this section we discuss the bialgebras in our construction and the associated convolution. For general background on this, we refer the reader to  and .

For simplicity, consider first the unital \*-algebra $`𝐂[X]`$ of polynomials in the variable $`X=X^{}`$ endowed with the coproduct

$$\mathrm{\Delta }:𝐂[X]𝐂[X]𝐂[X]$$

given by

$$\mathrm{\Delta }(X)=X1+1X$$
(2.1)
and the counit $`ϵ:𝐂[X]𝐂`$ given by $`ϵ(X)=0`$. This coproduct leads to the classical convolution of measures and thus classical convolution of states.

Namely, if $`\varphi ,\psi `$ are states on $`𝐂[X]`$ associated with measures $`\mu `$, $`\nu `$ on the real line, i.e.

$$\varphi (X^n)=_𝐑x^n𝑑\mu (x),\psi (X^n)=_𝐑x^n𝑑\nu (x),$$

then the convolution of states

$$\varphi _c\psi =\varphi \psi \mathrm{\Delta }$$

corresponds to the classical convolution of measures $`\mu _c\nu `$ in the sense that

$$\varphi _c\psi (X^n)=m_n(\mu _c\nu ),$$

where $`m_n(\mu _c\nu )`$ is the $`n`$-th moment of the measure $`\mu _c\nu `$.

The coproduct is a convenient tool to produce independent random variables . Namely, by applying succesive iterations of $`\mathrm{\Delta }`$ to $`X`$, we obtain

$$\mathrm{\Delta }^{N1}(X)=\underset{k=1}{\overset{N}{}}j_{l,N}(X)$$

where $`\mathrm{\Delta }^N:=(\mathrm{id}\mathrm{\Delta }^{N1})\mathrm{\Delta }`$ for $`N>1`$ with $`\mathrm{\Delta }^1=\mathrm{\Delta }`$, and the summands

$$j_{l,N}(X)=1^{(l1)}X1^{(Nl)},\mathrm{\hspace{0.33em}\hspace{0.33em}1}lN,$$

can be viewed as independent random variables with respect to the state $`\varphi ^N`$.

The so-called Boolean convolution can be obtained by considering the unital \*-algebra of polynomials in two noncommuting self adjoint variables $`𝐂X^{},P`$, where $`P`$ is a projection, with the coproduct

$$\mathrm{\Delta }:𝐂X^{},P𝐂X^{},P𝐂X^{},P,$$

given by

$$\mathrm{\Delta }(X^{})=X^{}P+PX^{},\mathrm{\Delta }(P)=PP,$$
(2.2)
and the counit $`ϵ(X^{})=0`$, $`ϵ(P)=1`$. It can be shown that this coproduct gives the Boolean convolution of states and thus the Boolean convolution of measures . This follows from the hierarchy of freeness construction , but a direct proof will be presented below.

Definition 2.1. If $`\varphi `$ is a state on $`𝐂[Y]`$, where $`Y^{}=Y`$, then its Boolean extension is the state on $`𝐂Y,P`$, where $`P`$ is a projection, given by the linear extension of

$$\stackrel{~}{\varphi }(P^\alpha Y^{n_1}PY^{n_2}P\mathrm{}Y^{n_k}P^\beta )=\varphi (Y^{n_1})\varphi (Y^{n_2})\mathrm{}\varphi (Y^{n_k})$$
(2.3)
where $`\alpha ,\beta \{0,1\}`$ and $`n_1,\mathrm{},n_k𝐍`$, with $`\stackrel{~}{\varphi }(P)=1`$. If $`\varphi `$ is a state on the unital \*-algebra $`𝒜`$, then its Boolean extension $`\stackrel{~}{\varphi }`$ to the free product $`\stackrel{~}{𝒜}=𝒜𝐂[P]`$ (units identified) is defined in an analogous way.

The Boolean extension of a state is a state since it is obtained as the Boolean product of the state $`\varphi `$ on $`𝐂[Y]`$ and the unital \*-homomorphism $`h`$ on $`𝐂[P]`$ given by $`h(P)=h(1)=1`$.

In order to have a unified model for both convolutions it is now enough to incorporate both coproducts (2.1)-(2.2) into one scheme. This is done as follows. The unital \*-algebra $`=𝐂X,X^{},P`$ where $`X=X^{}`$, $`X^{}=X^{}`$ and $`P`$ is a projection, endowed with the coproduct $`\mathrm{\Delta }:`$ and counit $`ϵ:𝐂`$ given by

$$\mathrm{\Delta }(X)=X1+1X,\mathrm{\Delta }(X^{})=X^{}P+PX^{}$$

$$\mathrm{\Delta }(P)=PP,ϵ(X)=ϵ(X^{})=0,ϵ(P)=1$$

(in other words, $`X^{}`$ is $`P`$-primitive and $`P`$ is group-like), becomes a unital \*-bialgebra. Both classical and Boolean convolutions are recovered from $`(,\mathrm{\Delta },ϵ)`$, as we show below.

Proposition 2.2. Let $`\eta :𝐂Y,P`$, where $`Y=Y^{}`$ and $`P^2=P=P^{}`$, be the linear and multiplicative extension of

$$\eta (X)=\eta (X^{})=Y,\eta (P)=P,\eta (1)=1$$

and, for states $`\varphi ,\psi `$ on $`𝐂[Y]`$, let $`\varphi _0=\stackrel{~}{\varphi }\eta `$, $`\psi _0=\stackrel{~}{\psi }\eta `$ with the convolution

$$\varphi _0\psi _0=\varphi _0\psi _0\mathrm{\Delta }$$
(2.4)
where $`\mathrm{\Delta }`$ is the coproduct for $``$. Then the restrictions of $`\varphi _0\psi _0`$ to $`𝐂[X]`$ and $`𝐂[X^{}]`$, respectively, agree with $`\varphi _c\psi `$ and $`\varphi _B\psi `$, respectively.
Proof. First of all, note that $`\varphi _0`$ and $`\psi _0`$ are states since $`\eta `$ is a unital \*-homomorphism. That the restriction of the convolution (2.4) to $`𝐂[X]`$ gives classical convolution, is obvious. In turn, the statement concerning the Boolean convolution follows from the fact that the subalgebras $`𝐂[Y]P`$, $`P𝐂[Y]`$ of $`𝐂Y,P𝐂Y,P`$ are Boolean independent with respect to the state $`\stackrel{~}{\varphi }\stackrel{~}{\psi }`$. This fact can be easily seen from the following calculation:

$$\stackrel{~}{\varphi }\stackrel{~}{\psi }(Y^{k_1}P)(PY^{k_2})(Y^{k_2}P)(PY^{n_2})\mathrm{})$$

$`=`$ $`\widehat{\varphi }(Y^{k_1}PY^{k_2}P\mathrm{})\widehat{\psi }(PY^{n_1}PY^{n_2}\mathrm{})`$
$`=`$ $`\varphi (Y^{k_1})\psi (Y^{n_1})\varphi (Y^{k_2})\psi (Y^{n_2})\mathrm{}`$
A more general setting of the Bollean product of states was given in . $`\mathrm{}`$

The quadruple $`(,\mathrm{\Delta },ϵ,\varphi _0)`$ can be called the random walk (we follow Majid  in this terminology) on the pair of quantum planes. Note that on the quantum probability space level we may also study the pair $`(𝐂Y,P,\stackrel{~}{\varphi })`$, which corresponds to (polynomial functions on) a pair of quantum real lines.

Let us consider now the multivariate generalization of the \*-bialgebra $``$. In classical probability, the multivariate case in an algebraic formulation would be reached if we considered the unital \*-algebra $`𝐂[X_k;k𝐍]`$ of polynomials in commuting variables $`(X_k)_{k𝐍}`$, with the classical coproduct

$$\mathrm{\Delta }(X_k)=X_k1+1X_k$$
(2.5)
and the counit $`ϵ(X_k)=0`$.

Let us now define a quantum analog of this multivariate \*-bialgebra, of which the bialgebra $``$ is the “one-dimensional” version. Thus, introduce the unital \*-algebra

$$\widehat{}=𝐂X_k(\sigma ),P(\sigma );k𝐍,\sigma 𝒫(𝐍)/J$$

where $`X_k(\sigma )=X_k^{}(\sigma )`$, $`P(\sigma )^{}=P(\sigma )`$, $`𝒫(𝐍)`$ is the power set of $`𝐍`$ and $`J`$ is the two-sided ideal generated by the relations

$$P(\sigma )P(\sigma ^{})=P(\sigma \sigma ^{}),P(\mathrm{})=1$$
(2.6)
$$P(\sigma )X_k(\tau )=X_k(\tau )P(\sigma )\mathrm{iff}k\sigma $$
(2.7)
i.e. the projection associated with the set $`\sigma `$ (we call $`\sigma `$ a filter) “filters through” the variables $`X_k(\sigma )`$ if the index $`k\sigma `$.

Proposition 2.3. The algebra $`\widehat{}`$, equipped with the coproduct $`\widehat{\mathrm{\Delta }}:\widehat{}\widehat{}\widehat{}`$ and the counit $`\widehat{ϵ}:\widehat{}𝐂`$ given by

$$\widehat{\mathrm{\Delta }}(X_k(\sigma ))=X_k(\sigma )P(\sigma )+P(\sigma )X_k(\sigma )$$
(2.8)
$$\widehat{\mathrm{\Delta }}(P(\sigma ))=P(\sigma )P(\sigma ),\widehat{ϵ}(X_k(\sigma ))=0,\widehat{ϵ}(P(\sigma ))=1$$
(2.9)
for all $`k`$ and $`\sigma `$, is a unital \*-bialgebra called filtered \*-bialgebra.
Proof. The coproduct and the counit preserve the relations (2.6)-(2.7). $`\mathrm{}`$

By iterating this coproduct, called filtered coproduct, we obtain the sum

$$\widehat{\mathrm{\Delta }}^{N1}(X_k(\sigma ))=\underset{l=1}{\overset{N}{}}\widehat{j}_{l,N}(X_k(\sigma ))$$
(2.10)
of $`P(\sigma )`$-deformed random variables

$$\widehat{j}_{l,N}(X_k(\sigma ))=P(\sigma )^{l1}X_k(\sigma )P(\sigma )^{(Nl)},$$
(2.11)
where $`\sigma 𝒫(𝐍)`$, $`k𝐍`$, $`1lN`$, $`N𝐍`$.

Remark. The power set $`𝒫(𝐍)`$ can be put in one-to-one correspondence with the Cantor set $`CS`$ since any infinite sequence $`(q_1,q_2,q_3,\mathrm{})`$ of $`0`$’s and $`2`$’s gives a unique number $`qCS`$ with the ternary expansion given by

$$q=\underset{n=0}{\overset{\mathrm{}}{}}\frac{q_n}{3^n}$$

which allows us to identify the set $`\sigma `$ with a number $`qCS`$ according to the rule

$$n\sigma \mathrm{iff}q_n=0$$

Thus, the index set which gives our discrete quantum deformation of the coproduct (2.5) plays a role similar to the interval $`[0,1]`$ in the case of $`q`$-deformed quantum groups like $`SU_q(2)`$ or $`U_q(su(2))`$ (see ,,).

When we go over from quantum groups to quantum probability spaces, we identify $`X_k(\sigma )`$’s for all different $`\sigma `$ and fixed $`k`$, as we did by using the map $`\eta `$ in the “one-dimensional”case of Proposition 2.2. This is done in order to include different notions of independence in one scheme. For that purpose, we consider the mapping

$$\widehat{\eta }:\widehat{}\underset{k=1}{\overset{\mathrm{}}{}}𝐂Y_k,P_k$$
(2.12)
given by the linear and multiplicative extension of

$`\widehat{\eta }(P(\sigma ))`$ $`=`$ $`P_1^{q_1}P_2^{q_2}\mathrm{}P_k^{q_k}\mathrm{}`$ (2.13)
$`\widehat{\eta }(X_k(\sigma ))`$ $`=`$ $`1_11_2\mathrm{}1_{k1}Y_k1_{k+1}\mathrm{}`$ (2.14)
where $`𝐂Y_k,P_k`$ is the $`k`$-th copy of $`𝐂Y,P`$ and the sequence $`(q_1,q_2,q_3,\mathrm{})`$ represents $`\sigma `$. The infinite tensor product is taken with respect to the set $`\{1_k,P_k,k𝐍\}`$ (see  for the formal definition).

It can be seen that $`\eta `$ is a unital \*-homomorphism. Therefore, for given state $`\varphi `$ on $`𝐂[Y]`$, the functional

$$\widehat{\varphi }=\stackrel{~}{\varphi }^{\mathrm{}}\widehat{\eta },$$
(2.15)
is a state on $`\widehat{}`$. It plays the role of a noncommutative analog of a vector state in classical probability. A generalization to vector states corresponding to products of different measures is immediate. It is enough to take

$$\widehat{\varphi }=\underset{k=1}{\overset{\mathrm{}}{}}\stackrel{~}{\varphi }_k\widehat{\eta },$$
(2.16)
where $`\varphi _k`$ is a state on $`𝐂[Y_k]`$, $`k𝐍`$.

When we take (2.15) (or, (2.16)), the quadruple $`(\widehat{},\widehat{\mathrm{\Delta }},\widehat{ϵ},\widehat{\varphi })`$ will give our stationary filtered random walk, using the terminology of Majid , which carries two structures, that of the unital * -bialgebra and that of the quantum probability space. The corresponding convolution of states

$$\widehat{\varphi }\widehat{\psi }=\widehat{\varphi }\widehat{\psi }\widehat{\mathrm{\Delta }}$$
(2.17)
(or, products of states) will be called the filtered convolution.

One of the main motivations to study the filtered \*-bialgebras, convolutions, random walks and stochastic processes comes from the following result, which follows from our previous work , although it has not been stated there in terms of the filtered convolution.

Proposition 2.4. If $`\widehat{\varphi }`$ and $`\widehat{\psi }`$ are of the form (2.16) and $`i`$ is the unital \*-homomorphism

$$i:𝐂X_k,k𝐍\widehat{},i(X_k)=X_k(𝐍),$$

then $`\widehat{\varphi }\widehat{\psi }i`$ agrees with the classical convolution of products of states. If $`\widehat{\varphi }`$ and $`\widehat{\psi }`$ are of the form (2.15) and $`i^{(m)}`$ denotes the unital \*-homomorphism

$$i^{(m)}:𝐂[X]\widehat{},i^{(m)}(X)=\underset{k=1}{\overset{m}{}}(X_k(k)X_k(k1))$$

where $`X_k(p)=X_k(\{1,\mathrm{},p1\})`$, then $`\widehat{\varphi }\widehat{\psi }i^{(m)}`$ agrees with the additive $`m`$-free convolution of states $`\varphi _m\psi `$ on $`𝐂[X]`$, $`1m\mathrm{}`$.
Proof. The statement concerning the classical convolution of products of states is obvious since $`P(𝐍)=1`$. In turn, the second part of the proposition is non-trivial and follows from the construction of $`m`$-free product states and the associated \*-bialgebras (see , Section 5, where we also refer the reader for the definition of the $`m`$-free convolution). $`\mathrm{}`$

Since $`𝐂Y,P`$ can be viewed as a quantum pair of real lines, on the quantum probability space level we can interpret our object of interest as (polynomial functions on) the product of infinitely many quantum pairs of real lines, which is our non-commutative analog of $`𝐑^{\mathrm{}}`$. On the bialgebra level, we have a bigger object since every variable $`X_k`$ admits a family of different convolutions.

3. Filtered random variables

In this section we introduce filtered random variables which are our noncommutative analogs of independent random vectors in the general setting of arbitrary unital \*-algebras.

In analogy to the classical case, we obtain them by iterating the coproduct $`\widehat{\mathrm{\Delta }}`$ as in (2.10). Then, we embed $`\widehat{j}_{l,N}(X_k(\sigma )`$ into $`\widehat{}^{\mathrm{}}`$ to get

$$P(\sigma )^{(l1)}X_k(\sigma )P(\sigma )^{\mathrm{}}$$
(3.1)
and generalize these to the arbitrary unital \*-algebras. In order to do that, write (3.1) as the product

$$(1^{(l1)}X_k(\sigma )1^{\mathrm{}})(P(\sigma )^{(l1)}1P(\sigma )^{\mathrm{}})$$

of an ampliation of $`X_k(\sigma )`$ into $`\widehat{}^{\mathrm{}}`$ and a projection indexed by $`\sigma `$. This shows that the definitions given below are a natural generalization of those of Section 2.

Let $`(𝒜_l)_{lL}`$ be a family of unital \*-algebras with units $`1_l`$ and let $`(\varphi _l)_{lL}`$ be the corresponding family of states. Consider a noncommutative probability space $`(\widehat{𝒜}_1,\widehat{\mathrm{\Phi }}_1)`$, where

$$\widehat{𝒜}_1=\underset{lL}{}\stackrel{~}{𝒜}_l^{\mathrm{}},\widehat{\mathrm{\Phi }}_1=\underset{lL}{}\stackrel{~}{\varphi }_l^{\mathrm{}},$$

and $`\stackrel{~}{𝒜}_l=𝒜_l𝐂[P_l]`$ is the free product with identified units, $`P_l`$ being a projection, whereas $`\stackrel{~}{\varphi }`$ is the Boolean extension of $`\varphi `$ (Definition 2.1). The infinite tensor products are understood as in , with the canonical involution. This noncommutative probability space will be called the multiple probability space associated with the considered family of probability spaces since each of them appears infinitely many times in the considered tensor products. We will refer to those copies as colors. Roughly speaking, $`\stackrel{~}{𝒜}_l^{\mathrm{}}`$ and $`\stackrel{~}{\varphi }_l^{\mathrm{}}`$ correspond to $`_{k=1}^{\mathrm{}}𝐂Y_k,P_k`$ and $`\stackrel{~}{\varphi }^{\mathrm{}}`$ for each $`lL`$, respectively of Section 2.

If $`(_l,\pi _l,\mathrm{\Omega }_l)`$ is the GNS triple for the pair $`(𝒜_l,\varphi _l)`$, then $`(_l,\stackrel{~}{\pi }_l,\mathrm{\Omega }_l)`$ is the GNS triple for $`(\stackrel{~}{𝒜}_l,\stackrel{~}{\varphi }_l)`$, $`lL`$, where $`\stackrel{~}{\pi }_l`$ agrees $`\pi _l`$ on $`𝒜_l`$ and $`\stackrel{~}{\pi }_l(P_l)`$ is the projection onto the cyclic vector $`\mathrm{\Omega }_l`$. For convenience, we can identify $`x𝒜_l`$ with $`\pi _l(x)`$, $`P_l`$ with $`P_{\mathrm{\Omega }_l}`$ and $`\varphi _l`$ with the expectation state $`\mathrm{\Omega }_l,.\mathrm{\Omega }_l`$ (see ).

Guided by (3.1), from projections $`P_m`$ we construct projections $`𝐏(l,\sigma )`$ to be elementary tensors in $`\widehat{𝒜}_1`$ with components

$$𝐏(l,\sigma )_{m,k}=\{\begin{array}{cc}P_m& \mathrm{if}ml\mathrm{and}k\sigma \\ 1_m& \mathrm{otherwise}\end{array}$$

where $`\sigma 𝒫(𝐍)`$ and $`lL`$. In the case when $`\sigma =\{1,\mathrm{},r1\}`$, we will write $`𝐏(l,r)=𝐏(l,\sigma )`$.

Definition 3.1. By filtered random variables we will understand elements of $`\widehat{𝒜}_1`$ which are of the form

$$\mathrm{𝐗𝐏}$$
(3.2)
where $`𝐗=𝐗(l,k)`$ is the $`(l,k)`$-th ampliation of $`x𝒜_l`$ into $`\widehat{𝒜}_1`$ and $`𝐏=𝐏(l,\sigma )`$, where $`lL`$, $`k𝐍`$, $`\sigma 𝒫(𝐍)`$. In particular, the unit $`\mathrm{𝟏}=_{lL}1_l^{\mathrm{}}`$ is a filtered random variable.

If $`L=𝐍`$, filtered random variables can be represented as infinite matrices. Assume that $`k`$ numbers the rows and $`l`$ numbers the columns. For instance, for $`x𝒜_2`$, $`𝐗=𝐗(2,3)`$ and $`𝐏=𝐏(2,4)`$ we have

$$\mathrm{𝐗𝐏}=\left(\begin{array}{cccc}1_1\hfill & 1_2\hfill & 1_3\hfill & \mathrm{}\hfill \\ 1_1\hfill & 1_2\hfill & 1_3\hfill & \mathrm{}\hfill \\ 1_1\hfill & x\hfill & 1_3\hfill & \mathrm{}\hfill \\ P_1\hfill & 1_2\hfill & P_3\hfill & \mathrm{}\hfill \\ P_1\hfill & 1_2\hfill & P_3\hfill & \mathrm{}\hfill \\ .\hfill & .\hfill & .\hfill & \mathrm{}\hfill \end{array}\right)$$

Note that if $`L=𝐍`$, multiplication of filtered random variables corresponds to Schur’s multiplication of matrices.

Definition 3.2. Let $`\widehat{𝒜}`$ be the unital \*-subalgebra of $`\widehat{𝒜}_1`$ generated by all filtered random variables and let $`\widehat{\mathrm{\Phi }}=\widehat{\mathrm{\Phi }}_1|\widehat{𝒜}`$. The noncommutative probability space $`(\widehat{𝒜},\widehat{\mathrm{\Phi }})`$ will be called the filtered probability space associated with $`(𝒜_l,\varphi _l)_{lL}`$ and the state $`\widehat{\mathrm{\Phi }}`$ will be called the filtered product of $`(\varphi _l)_{lL}`$. The unital \*-subalgebras of $`\widehat{𝒜}`$,

$$\widehat{𝒜}_l=\mathrm{𝐗𝐏}|𝐗=𝐗(l,k),𝐏=𝐏(l,\sigma ),x𝒜_l,k𝐍,\sigma 𝒫(𝐍),lL$$

will be called filtered with respect to $`\widehat{\mathrm{\Phi }}`$.

Example 1. Let $`_{lL}𝒜_l`$ denote the free product of $`(𝒜_l)_{lL}`$ with non-identified units. Fix $`k𝐍`$, $`\sigma 𝒫(𝐍)`$ and define a \*-homomorphism

$$j^{(k,\sigma )}:_{lL}𝒜_l\widehat{𝒜}$$

as the linear extension of

$$j^{(k,\sigma )}(x_1\mathrm{}x_n)=𝐗_1(l_1,k)𝐏(l_1,\sigma )\mathrm{}𝐗_n(l_n,k)𝐏(l_n,\sigma )$$

for $`x_i𝒜_{l_i}`$, $`l_1l_2\mathrm{}l_n`$. Let us define the mapping

$$i:_{lL}𝒜_l\underset{lL}{}𝒜_l$$

as the linear extension of

$$i(x_1\mathrm{}x_n)=i_{l_1}(x_1)\mathrm{}i_{l_n}(x_n)$$

where $`i_l`$ are canonical \*-homomorphic embeddings of $`𝒜_l`$ into $`_{lL}𝒜_l`$. Then,

$`\widehat{\mathrm{\Phi }}j^{(k,\sigma )}=\{\begin{array}{ccc}_{lL}\varphi _li& \mathrm{if}& k\sigma \\ _{lL}^B\varphi _l& \mathrm{if}& k\sigma \end{array}`$
where $`_{lL}^B\varphi _l`$ denotes the Boolean (or, $`1`$-free) product of states $`(\varphi _l)_{lL}`$ on $`_{lL}𝒜_l`$. In other words, for fixed $`k,\sigma `$, the set $`\{𝐗(l,k)𝐏(l,\sigma ):lL\}`$ is a family tensor independent r.v. if $`k\sigma `$ and Boolean independent r.v. if $`k\sigma `$ (see ).

Example 2. As we showed in , the Boolean product is just the first-order approximation of the free product of states in free probability . Higher order approximations given by the modified hierarchy of $`m`$-free products  (the case with non-identified units of the usual hierarchy of freeness of ) can also be obtained from the filtered product. Namely, let $`m𝐍`$, and define

$$\overline{j}^{(m)}:_{lL}𝒜_l\widehat{𝒜}$$

as the linear extension of

$$\overline{j}^{(m)}(x_1\mathrm{}x_n)=\overline{j}_{l_1}^{(m)}(x_1)\mathrm{}\overline{j}_{l_n}^{(m)}(x_n)$$

where $`x_i𝒜_{l_i}`$, $`l_1l_2\mathrm{}l_n`$, and

$$\overline{j}_l^{(m)}(x)=\underset{k=1}{\overset{m}{}}𝐗(l,k)(𝐏(l,k)𝐏(l,k1))$$
(3.4)
for $`x𝒜_l`$. Then

$$\widehat{\mathrm{\Phi }}\overline{j}^{(m)}=_{lL}^{(m)}\varphi _l$$

where $`_{lL}^{(m)}\varphi _l`$ denotes the modified $`m`$-free product of states. If $`m=\mathrm{}`$, the series given by the representation of (3.3) converges strongly on the GNS pre-Hilbert space (see ). Moreover,

$$\overline{j}_l^{(\mathrm{})}(\mathrm{𝟏}_l)=\mathrm{𝟏},lL$$

and thus $`\widehat{\mathrm{\Phi }}\overline{j}^{(\mathrm{})}`$ is well-defined on the free product of $`𝒜_l`$, $`lL`$, with identified units and agrees on it with the free product of states (for details, see ). Thus, the variables $`\overline{j}_l^{(m)}(x)`$, $`x𝒜_l`$, $`lL`$, are $`m`$-free random variables for $`m𝐍`$ and free random variables if $`m=\mathrm{}`$.

4. Combinatorics

Let us now introduce a new class of partitions which is crucial to the combinatorics of filtered random variables.

Definition 4.1. Let $`\stackrel{}{k}=(k_1,\mathrm{},k_n)`$ and $`\stackrel{}{\sigma }=(\sigma _1,\mathrm{},\sigma _n)`$ be color and filter tuples of natural numbers and sets of natural numbers, respectively. A partition $`R=\{R_1,\mathrm{},R_q\}`$ of the set $`\{1,\mathrm{},n\}`$ will be called $`(\stackrel{}{k},\stackrel{}{\sigma })`$-adapted if and only if it satisfies the conditions

(A1). $`\mathrm{\hspace{0.33em}1}qni,jR_qk_i=k_j`$

(A2). $`\mathrm{If}i<m<j,\mathrm{where}i,jR_q\mathrm{and}mR_q,\mathrm{then}k_i=k_j\sigma _m`$.
The collection of all $`(\stackrel{}{k},\stackrel{}{\sigma })`$-adapted partitions (pair partitions) will be denoted by $`𝒫_n(\stackrel{}{k},\stackrel{}{\sigma })`$ ($`𝒫_n^{\mathrm{pair}}(\stackrel{}{k},\stackrel{}{\sigma })`$). The partitions of $`\{1,\mathrm{},n\}`$ which are not $`(\stackrel{}{k},\stackrel{}{\sigma })`$-adapted will be called $`(\stackrel{}{k},\stackrel{}{\sigma })`$-non-adapted.

In other words, $`𝒫_n(\stackrel{}{k},\stackrel{}{\sigma })`$ is the subset of all partitions $`𝒫_n`$ of $`\{1,\mathrm{},n\}`$ which are adapted to the tuples $`\stackrel{}{k}`$ and $`\stackrel{}{\sigma }`$ in the following sense: (A1) colors corresponding to the elements of the same block have to match, (A2) between the elements of a given block there are no filters associated with other blocks which separate them. In particular, if $`k_i=k`$, $`\sigma _i=\sigma `$ for all $`1in`$, then the two extreme cases are given by

$$𝒫_n(\stackrel{}{k},\stackrel{}{\sigma })=\{\begin{array}{ccc}𝒫_n\hfill & \mathrm{if}\hfill & k\sigma \hfill \\ 𝒫_n^{\mathrm{int}}\hfill & \mathrm{if}\hfill & k\sigma \hfill \end{array}$$

where $`𝒫_n^{\mathrm{int}}`$ denotes the interval partitions of $`\{1,\mathrm{},n\}`$. In turn, if $`\sigma _i=𝐍`$ for all $`i=1,\mathrm{},n`$, then

$$𝒫_n(\stackrel{}{k},\stackrel{}{\sigma })=𝒫_n(\stackrel{}{k})$$

where $`𝒫_n(\stackrel{}{k})`$ denotes all partitions $`R`$ of the set $`\{1,\mathrm{},n\}`$ such that $`k_i=k_j`$ iff $`i,j`$ belong to the same block of $`R`$ (this corresponds to the classical multivariate case).

Definition 4.2. If $`R`$ is $`(\stackrel{}{k},\stackrel{}{\sigma })`$-non-adapted, then the unique coarsest subpartition of $`R`$ which is $`(\stackrel{}{k},\stackrel{}{\sigma })`$-adapted will be denoted by $`R(\stackrel{}{k},\stackrel{}{\sigma })`$.

Examples. Consider the partition

$$R=\{\{1,3,5\},\{2,4\}\}$$

of $`\{1,\mathrm{},5\}`$ and let the color tuple be given by $`\stackrel{}{k}=(1,1,2,1,1)`$. Then $`R`$ is not $`(\stackrel{}{k},\stackrel{}{\sigma })`$– adapted for any $`\stackrel{}{\sigma }`$ since it does not satisfy (A1). If we take now the filter tuple $`\stackrel{}{\sigma }=(\sigma _1,\mathrm{},\sigma _5)`$ given by $`\sigma _i=\{1,\mathrm{},r_i1\}`$, with $`r_1=r_3=r_5=1`$, $`r_2=r_4=2`$, then

$$R(\stackrel{}{k},\stackrel{}{\sigma })=\{\{1\},\{2\},\{3\},\{4\},\{5\}\}.$$

In turn, if we take $`\stackrel{}{\tau }=(\tau _1,\mathrm{},\tau _5)`$, where $`\tau _i=\{1,\mathrm{},s_i1\}`$ and $`s_1=s_5=1`$ and $`s_2=s_3=s_4=2`$, then

$$R(\stackrel{}{k},\stackrel{}{\tau })=\{\{1,5\},\{2,4\},\{3\}\}.$$

We will see that partitions which are not $`(\stackrel{}{k},\stackrel{}{\sigma })`$– adapted are less important since they do not survive in the limit theorems. Therefore, there is an analogy with the crossing and non-crossing partitions in free probability, the $`(\stackrel{}{k},\stackrel{}{\sigma })`$– adapted playing a similar role to non-crossing partitions, whereas the non– $`(\stackrel{}{k},\stackrel{}{\sigma })`$–adapted behave like crossing partitions.

Let us give a recurrence formula for moments of filtered random variables, or “filtered moments”. It is convenient to introduce the following notions.

Definition 4.3. Given a tuple of pairs $`((l_1,k_1),\mathrm{}(l_n,k_n))`$, we will say that $`(l_j,k_j)`$ is a singleton if $`(l_j,k_j)(l_i,k_i)`$ for all $`ij`$. If $`(l_i,k_i)=(l_j,k_j)`$ for $`i<j`$ such that there is no $`i<r<j`$ for which $`(l_r,k_r)=(l_i,k_i)`$ and there exists $`i<m<j`$ such that $`l_ml_i`$ and $`k_i\sigma _m`$, then we will say that the filter $`\sigma _m`$ separates $`(l_i,k_i)`$ and $`(l_j,k_j)`$.

Proposition 4.4. Let $`𝐗_i:=𝐗(l_i,k_i)`$, $`𝐏_i:=𝐏(l_i,\sigma _i)`$, $`1in`$, where $`x_i𝒜_{l_i}`$, $`l_iL`$, $`k_i𝐍`$, $`\sigma _i𝒫(𝐍)`$, with $`n𝐍`$, and $`(l_1,k_1)(l_2,k_2)\mathrm{}(l_n,k_n)`$. Then

$$\widehat{\mathrm{\Phi }}(𝐗_1𝐏_1𝐗_2𝐏_2\mathrm{}𝐗_n𝐏_n)=\widehat{\mathrm{\Phi }}(𝐗_1𝐏_1)\widehat{\mathrm{\Phi }}(𝐗_2𝐏_2\mathrm{}𝐗_n𝐏_n)$$

if $`(l_1,k_1)`$ is a singleton, or if there exists a filter $`\sigma _m`$ which separates $`(l_1,k_1)`$ and $`(l_r,k_r)`$, where $`r`$ is the first index for which $`(l_1,k_1)=(l_r,k_r)`$, and otherwise

$$\widehat{\mathrm{\Phi }}(𝐗_1𝐏_1𝐗_2𝐏_2\mathrm{}𝐗_n𝐏_n)=\widehat{\mathrm{\Phi }}(𝐗_2𝐏_2\mathrm{}𝐗_1𝐗_r𝐏_r\mathrm{}𝐗_n𝐏_n)$$

Proof. These formulas follow from the definition of filtered random variables. $`\mathrm{}`$

Proposition 4.5. Under the assumptions of Proposition 4.4,

$`\widehat{\mathrm{\Phi }}(𝐗_1𝐏_1\mathrm{}𝐗_n𝐏_n)`$ $`=`$ $`\widehat{\mathrm{\Phi }}(𝐗_{B_1})\mathrm{}\widehat{\mathrm{\Phi }}(𝐗_{B_r})`$
$`=`$ $`\varphi _{l(B_1)}(x_{B_1})\mathrm{}\varphi _{l(B_r)}(x_{B_r})`$
where $`R`$ is the partition associated with the tuple $`(l_1,\mathrm{},l_n)`$, $`B_1,\mathrm{}B_r`$ are the blocks of $`R(\stackrel{}{k},\stackrel{}{\sigma })`$, $`𝐗_B=_{jB}𝐗_j`$ and $`x_B=_{jB}x_j`$ are products taken in the natural order, and $`l(B)`$ is the index $`lL`$ associated with block $`B`$.
Proof. This is a straightforward consequence of Proposition 4.4 and the fact that if $`j_1,\mathrm{},j_r`$ are elements of the same block $`BR(\stackrel{}{k},\stackrel{}{\sigma })`$, then

$$\widehat{\mathrm{\Phi }}(𝐗_{j_1}𝐏_{j_1}\mathrm{}𝐗_{j_r}𝐏_{j_r})=\widehat{\mathrm{\Phi }}(𝐗_{j_1}\mathrm{}𝐗_{j_r})=\varphi _{l(B)}(x_{j_1}\mathrm{}x_{j_r})$$

(Definition 4.2 is crucial here). $`\mathrm{}`$

Example. Let $`L=𝐍`$ and take $`x_1,x_3𝒜_1`$ and $`x_2,x_4𝒜_2`$. Then the partition $`R=\{\{1,3\},\{2,4\}\}`$ is associated with the tuple $`(l_1,l_2,l_3,l_4)=(1,2,1,2)`$. Let us consider two cases of color and filter tuples: (i) $`\stackrel{}{k}=(1,1,1,1)`$, $`\stackrel{}{\sigma }=(1,2,2,1)`$ and (ii) $`\stackrel{}{m}=(1,1,1,1)`$, $`\stackrel{}{\tau }=(1,2,1,1)`$. Then the corresponding “filtered moments” can be obtained by refinement of $`R`$ and represented in terms of diagrams. By $`p^{k,r}`$ we understand the number $`p`$ associated with color $`k`$ and filter $`\{1,\mathrm{},r1\}`$.
The corresponding moments are given by

$$(i)\varphi _1(x_1x_3)\varphi _2(x_2x_4),(ii)\varphi _1(x_1x_3)\varphi _2(x_2)\varphi _2(x_4),$$

respectively. We can see how the filters make certain connections in the partition $`R`$ disappear.

5. Convolution limit theorems

In this section we will prove the central limit theorem and Poisson’s limit theorem for filtered convolutions of states on the bialgebra $`\widehat{}`$. We choose the convolution formulation for clarity of exposition, but the general case, based on the filtered product of states, is done in an analogous fashion.

The combinatorics of filtered convolution powers

$$\widehat{\varphi }^N=\widehat{\varphi }^N\widehat{\mathrm{\Delta }}^{N1}$$

where $`N𝐍`$, is given by Lemma 5.1. To a large extent we follow our approach for the convolution powers of $`q`$-deformed states on $`U_q(su(2))`$ given in .

Lemma 5.1. Let $`\stackrel{}{k}=(k_1,\mathrm{},k_n)`$, $`\stackrel{}{\sigma }=(\sigma _1,\mathrm{},\sigma _n)`$, where $`k_i𝐍`$, $`\sigma _i𝒫(𝐍)`$, $`1in`$, and let $`N𝐍`$. Then

$$\widehat{\varphi }^N(X_{k_1}(\sigma _1)\mathrm{}X_{k_n}(\sigma _n))=\underset{p=1}{\overset{n}{}}(N)_p\underset{R=\{R_1,\mathrm{},R_p\}𝒫_n}{}\underset{BR(\stackrel{}{k},\stackrel{}{\sigma })}{}\widehat{\varphi }(X_B)$$
(5.1)
where $`(N)_p=N(N1)\mathrm{}(Np+1)`$ and $`X_B=_{iB}X_{k_i}(\sigma _i)`$ for the block $`B`$ of the partition $`R(\stackrel{}{k},\stackrel{}{\sigma })`$, with the product taken in the natural order.
Proof. Denote $`X_1=X_{k_1}(\sigma _1),\mathrm{},X_n=X_{k_n}(\sigma _n)`$. Using the notation of (2.11), we have

$$\widehat{\varphi }^N(X_1\mathrm{}X_n)=\underset{l_1,\mathrm{},l_n=1}{\overset{N}{}}\widehat{\varphi }^N(\widehat{j}_{l_1,N}(X_1)\mathrm{}\widehat{j}_{l_n,N}(X_n))$$

and

$$\widehat{j}_{l_1,N}(X_1)\mathrm{}\widehat{j}_{l_n,N}(X_n)=\underset{m=1}{\overset{n}{}}P(\sigma _m)^{(l_m1)}X_mP(\sigma _m)^{(Nl_m)}.$$

The tuple $`(l_1,\mathrm{},l_n)`$ defines a partition $`R`$ of the set $`\{1,\mathrm{},n\}`$ in the usual way. Namely, if $`\{l_1,\mathrm{},l_n\}=\{k_1,\mathrm{},k_r\}`$, where $`k_j`$’s are all different, then $`R_j=\{i:l_i=k_j\}`$. Thus, from (2.15) we get

$$\widehat{\varphi }^N(\widehat{j}_{l_1,N}(X_1)\mathrm{}\widehat{j}_{l_n,N}(X_n))=\underset{i=1}{\overset{r}{}}\widehat{\varphi }(\xi _i^R(X_1\mathrm{}X_n))$$

where $`\xi _i^R`$ is a multiplicative extension of the mapping

$$\xi _i^R(X_p)=\{\begin{array}{ccc}P(\sigma _p)& \mathrm{if}& pR_i\\ X_p& \mathrm{if}& pR_i\end{array}.$$

Now, if $`1rn`$, then for each partition $`R`$ consisting of $`r`$ blocks, there are $`(N)_r`$ tuples $`(l_1,\mathrm{},l_n)`$ which give the same contribution $`_i^r\widehat{\varphi }(\xi _i^R(X_1\mathrm{}X_n))`$ (the same combinatorial argument is presented in  in more detail). Thus

$$\widehat{\varphi }^N(X_1\mathrm{}X_n)=\underset{r=1}{\overset{n}{}}(N)_p\underset{R=\{R_1,\mathrm{},R_p\}}{}\underset{i=1}{\overset{r}{}}\widehat{\varphi }(\xi _{i=1}^R(X_1\mathrm{}X_n)).$$

Finally, note that

$$\underset{j=1}{\overset{r}{}}\widehat{\varphi }(\xi _i^R(X_1\mathrm{}X_n))=\widehat{\varphi }(X_{B_1})\mathrm{}\widehat{\varphi }(X_{B_r})$$

where $`B_1,\mathrm{},B_r`$ are blocks of the partition $`R(\stackrel{}{k},\stackrel{}{\sigma })`$ since every block $`R_j`$ of $`R`$ splits up into subblocks for which all $`k_i`$’s are the same and are not separated by any filters due to the way $`\stackrel{~}{\varphi }`$ separates words. It is also worth noting that $`\widehat{\varphi }(X_B)=\varphi (X^{\mathrm{\#}B})`$ where $`\mathrm{\#}`$ stands for the number of elements. $`\mathrm{}`$

In order to state the central limit theorem, let us introduce the gradation on $`\widehat{}`$ given by $`d(X_k(\sigma ))=1`$ and $`d(P(\sigma ))=0`$ for all $`k`$ and $`\sigma `$. Then, for $`N𝐍`$, define

$$D_{1/\sqrt{N}}(W)=\frac{1}{N^{d(W)/2}}W$$

where $`W`$ is a word in $`\widehat{}`$ and $`d(W)`$ is its degree.

Corollary 5.2. Consider a family of states $`\varphi _N`$ on $`𝐂[Y]`$, where $`N𝐍`$ and suppose that the limits

$$\underset{N\mathrm{}}{lim}\varphi _N(Y^k)=Q(k)$$

exist and are finite for all $`k𝐍`$. Then

$$\underset{N\mathrm{}}{lim}\widehat{\varphi }_N^N(X_{k_1}(\sigma _1)\mathrm{}X_{k_n}(\sigma _n))=\underset{R𝒫_n(\stackrel{}{k},\stackrel{}{\sigma })}{}\underset{BR}{}Q(\mathrm{\#}B)$$
(5.2)
where $`\mathrm{\#}B`$ is the number of elements in the block $`B`$.
Proof. It is an immediate consequence of Lemma 5.1 since if $`R𝒫_n𝒫_n(\stackrel{}{k},\stackrel{}{\sigma })`$, then the number of blocks in $`R(\stackrel{}{k},\stackrel{}{\sigma })`$ is strictly greater than the number of blocks in $`R`$ which makes the contribution from $`R`$ disappear as $`N\mathrm{}`$. $`\mathrm{}`$

Theorem 5.3. (Central limit theorem) Let $`k_i𝐍`$, $`\sigma _i𝒫(𝐍)`$, $`i=1,\mathrm{},n`$. Suppose that $`\widehat{\varphi }(X_{k_i}(\sigma _i))=0`$ and $`\widehat{\varphi }(X_{k_i}^2(\sigma _i))=1`$ for $`i=1,\mathrm{},n`$. If $`n`$ is even, then

$$\underset{N\mathrm{}}{lim}\widehat{\varphi }^ND_{1\sqrt{N}}(X_{k_1}(\sigma _1)\mathrm{}X_{k_n}(\sigma _n))=|𝒫_n^{\mathrm{pair}}(\stackrel{}{k},\stackrel{}{\sigma })|$$
(5.3)
and, if $`n`$ is odd, the limit vanishes.
Proof. It is enough to use Lemma 5.1 and notice that if there is a singleton in $`R`$, then there is no contribution from such a partition to the right hand side of (5.1). In turn, if there are no singletons, then $`(N)_p/N^{n/2}0`$ unless $`2p=n`$. That means that in the limit only pair-partitions may give a non-zero contribution. However, note that those pair partitions which are not $`(\stackrel{}{k},\stackrel{}{\sigma })`$-adapted give zero since in that case the number of blocks of $`R(\stackrel{}{k},\stackrel{}{\sigma })`$ is strictly greater than the number of blocks of $`R`$ and $`_{BR(\stackrel{}{k},\stackrel{}{\sigma })}\widehat{\varphi }(X_B)=0`$ by the mean zero assumption. $`\mathrm{}`$

Example 1. Note that if $`\sigma _i=𝐍`$ for all $`1in`$ and all $`n`$, we obtain $`|𝒫_n^{\mathrm{pair}}(\stackrel{}{k})|`$ on the RHS of (5.3) which gives the moments of the classical multivariate Gaussian law.

Example 2. Here we give some one-dimensional examples. If $`k_i=k`$ and $`\sigma _i=\sigma `$ for $`1in`$ and all $`n`$, then we obtain the Gaussian law if $`k\sigma `$ and the $`1`$-free (or, Boolean) central limit law corresponding to the discrete measure $`\mu ^{(1)}=1/2(\delta _1+\delta _1)`$ if $`k\sigma `$. In turn, if we take

$$\mathrm{\Delta }^{(m)}=\widehat{\mathrm{\Delta }}\overline{i}^{(m)}$$
(5.4)
where $`\overline{j}^{(m)}`$ is given by (3.3), we obtain the $`m`$-free coproduct defined in , for which the convolution powers tend to the $`m`$-free central limit laws and approximate pointwise the Wigner semi-circle law for $`m=\mathrm{}`$. For details, see .

Theorem 5.4. (Poisson’s limit theorem) Under the assumptions of Corollary 5.2, suppose that $`Q(k)=\lambda `$ for all $`k𝐍`$, where $`\lambda >0`$. Then

$$\underset{N\mathrm{}}{lim}\widehat{\varphi }_N^N(X_{k_1}(\sigma _1)\mathrm{}X_{k_n}(\sigma _n))=\underset{R𝒫_n(\stackrel{}{k},\stackrel{}{\sigma })}{}\lambda ^{b(R)}$$
(5.5)
where $`b(R)`$ is the number of blocks of $`R`$.
Proof. It is an immediate consequence of Corollary 5.2. $`\mathrm{}`$

Example 1. Let us first give some one-dimensional examples. Again, if $`k_i=k`$ and $`\sigma _i=\sigma `$ for $`1in<\mathrm{}`$, then we obtain the classical Poisson law for $`k\sigma `$ and the 1-free (or Boolean) Poisson law for $`k\sigma `$ corresponding to the discrete measure $`\mu _\lambda ^{(1)}=1/(1+\lambda )(\delta _0+\lambda \delta _{1+\lambda })`$. Considering linear combinations of sample sums as in the preceeding example, we obtain the $`m`$-free Poisson laws for $`m𝐍`$ and the free Poisson law  for $`m=\mathrm{}`$ (see ).

Example 2. If we take $`\widehat{\varphi }`$ given by (2.16), i.e. corresponding to the product of measures, then we can generalize Lemma 5.1 and Corollary 5.2 to the effect that if $`lim_N\mathrm{}\varphi _{s,N}(Y^k)=\lambda _s`$ where $`\lambda _s>0`$, $`s𝐍`$, then the RHS of (5.5) takes the form

$$\underset{R𝒫_n(\stackrel{}{k},\stackrel{}{\sigma })}{}\lambda _{s_1}\lambda _{s_2}\mathrm{}\lambda _{s_p}$$

where $`s_1,\mathrm{},s_p`$ correspond to the blocks $`B_1,\mathrm{},B_p`$ of the partition $`R(\stackrel{}{k},\stackrel{}{\sigma })`$ and denote their colors (which are the same within one block by (A1) of Definition 4.1). These moments are the moments of the multivariate classical Poisson law.

6. Filtered Fundamental Operators

In this section we recall basic facts concerning multiple symmetric Fock spaces over $`𝒦L^2(𝐑^+)`$, which will be the underlying space for the filtered fundamental processes.

Let $`𝒢`$ be a separable Hilbert space with a countably infinite fixed orthonormal basis $`(e_n)_{n𝐍}`$. It is called the multiplicity space. By a multiple symmetric Fock space  over $`𝒦`$ we understand the symmetric Fock space over $`=L^2(𝐑^+,𝒢)L^2(𝐑^+)𝒢𝒦𝒢`$, namely

$$\mathrm{\Gamma }()=𝐂\mathrm{\Omega }\underset{n=1}{\overset{\mathrm{}}{}}^n$$

where $`^n`$ denotes the $`n`$-th symmetric tensor power of $``$ and $`\mathrm{\Omega }`$ is the vacuum vector, with the scalar product given by $`\mathrm{\Omega },\mathrm{\Omega }=1`$, $`\mathrm{\Omega },u=0`$ and

$$u_1\mathrm{}u_n,v_1\mathrm{}v_m=\delta _{n,m}\frac{1}{n!}\underset{\sigma 𝐒_n}{}u_1,v_{\sigma (1)}\mathrm{}u_n,v_{\sigma (n)}$$

where

$$u_1\mathrm{}u_n=\frac{1}{n!}\underset{\sigma 𝐒_n}{}u_{\sigma (1)}\mathrm{}u_{\sigma (n)}$$

and $`𝐒_n`$ denotes the symmetric group of order $`n`$.

Denote by $`^{(\sigma )}`$ the linear subspace of $``$ spanned by all $`u`$ of the form

$$u=\underset{k\sigma }{}u^{(k)}e_k$$

where $`\sigma 𝒫(𝐍)`$. In particular, we put $`^{(\mathrm{})}=\{0\}`$. The set $`\sigma `$ will be called a filter and the associated canonical projection will be denoted $`\mathrm{\Pi }^{(\sigma )}:^{(\sigma )}`$ with $`v^{(\sigma )}=\mathrm{\Pi }^{(\sigma )}v`$ for any $`v`$. Then let $`P^{(\sigma )}:\mathrm{\Gamma }()\mathrm{\Gamma }(^{(\sigma )})`$ be the second quantization of $`\mathrm{\Pi }^{(\sigma )}`$. Thus, if $`\epsilon (v)`$ is an exponential vector in $`\mathrm{\Gamma }()`$, i.e.

$$\epsilon (v)=\underset{n=0}{\overset{\mathrm{}}{}}\frac{1}{\sqrt{n!}}v^n$$

with $`v^0=\mathrm{\Omega }`$, we have $`P^{(\sigma )}\epsilon (u)=\epsilon (u^{(\sigma )})`$.

Of special importance will be subspaces $`^{(r)}`$ of $``$ spanned by all $`u`$ of the form

$$u=\underset{k=1}{\overset{r1}{}}u^{(k)}e_k,$$

where $`r>1`$, i.e. here $`\sigma =\{1,\mathrm{},r1\}`$; we set $`^{(1)}=\{0\}`$. In $`\mathrm{\Gamma }()`$, we will use the finite particle domain $`\mathrm{\Gamma }_0()`$, i.e. the linear space generated by vectors of the form

$$v_1v_2\mathrm{}v_n$$

where $`v_1,\mathrm{},v_n`$, $`n𝐍`$.

Since $``$ can be viewed as a direct sum of infinitely many copies of $`𝒦`$ and we need some convenient terminology concerning the numbering of those copies, we will refer to them as colors. Thus, in the direct sum decomposition

$$=\underset{k𝐍}{}𝒦e_k$$

the $`k`$-th summand will be associated with the $`k`$-th color and we will say that non-zero vectors from that summand are of $`k`$-th color. In addition, to the zero vector we assign the $`0`$-th color.

By filtered creation and annihilation operators we will understand operators given by

$`a^{(\sigma )}(fe_k)`$ $`=`$ $`a^{}(fe_k)P^{(\sigma )}`$ (6.1)
$`a^{(\sigma )}(fe_k)`$ $`=`$ $`P^{(\sigma )}a(fe_k),`$ (6.2)
respectively, where $`a^{}(fe_k)`$ and $`a(fe_k)`$ are the usual boson creation and annihilation operators (see \[P\]). Thus, filtered creation operators first “filter out particles of colors which are not in $`\sigma `$ and then create a particle of given color”, whereas the filtered annihilation operators “first annihilate a particle of a given color and then filter out particles of colors which are not in $`\sigma `$”.

In addition, we define

$$a^{(k,\sigma )}=a^{(k)}P^{(\sigma \{k\})}$$
(6.3)
and call filtered number operators. In an analogous fashion one can define exchange operators.

Proposition 6.1. The finite particle domain $`\mathrm{\Gamma }_0()`$ is contained in the domains of filtered fundamental operators. Furthermore, the following relations hold:

$`a^{(\sigma )}(fe_k)(v_1v_2\mathrm{}v_n)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{n}}}{\displaystyle \underset{j=1}{\overset{n}{}}}f,v_j^{(k)}v_1^{(\sigma )}\mathrm{}\stackrel{˘}{v}_j\mathrm{}v_n^{(\sigma )},`$
$`a^{(\sigma )}(fe_k)(v_1v_2\mathrm{}v_n)`$ $`=`$ $`\sqrt{n+1}(fe_k)v_1^{(\sigma )}\mathrm{}v_n^{(\sigma )},`$
$`a^{(k,\sigma )}(v_1v_2\mathrm{}v_n)`$ $`=`$ $`{\displaystyle \underset{j=1}{\overset{n}{}}}v_1^{(\sigma )}\mathrm{}(v_j^{(k)}e_k)\mathrm{}v_n^{(\sigma )}`$
with $`a^{(\sigma )}(fe_k)\mathrm{\Omega }=0`$, $`a^{(\sigma )}(fe_k)\mathrm{\Omega }=fe_k`$ and $`a^{(k,\sigma )}\mathrm{\Omega }=0`$, where $`v_1,\mathrm{},v_n`$, $`k𝐍`$, $`\sigma 𝒫(𝐍)`$, $`n𝐍`$.
Proof. The first statement follows from the definitions (6.1)-(6.3) and an analogous property of the canonical (CCR) operators and the fact that the projections $`P^{(\sigma )}`$ leave the finite particle domain invariant. Similarly, the relations follow immediately from the analogous formulas for the canonical (CCR) operators (we use Hudson-Parthasarathy’s normalization). $`\mathrm{}`$

Lemma 6.2. Filtered creation and annihilation operators satisfy the following relations on the finite particle domain:

$$a^{(\sigma )}(fe_k)a^{(\tau )}(ge_l)a^{(\tau )}(ge_l)a^{(\sigma )}(fe_k)P^{(\tau )}11_{\{l\sigma \}}=\delta _{k,l}f,gP^{(\sigma \tau )}$$

for any $`k,l𝐍`$, $`\sigma ,\tau 𝒫(𝐍)`$, $`f,g𝒦`$.
Proof. In the proof given below we understand that the equations hold on the finite particle domain, but it remains valid on the whole intersection of the domains of the considered filtered operators. Using canonical commutation relations (CCR) of the form

$$a(fe_k)a^{}(ge_l)a^{}(ge_l)a(fe_k)=\delta _{k,l}f,g.$$

we obtain

$$a^{(\sigma )}(fe_k)a^{(\tau )}(ge_l)=P^{(\sigma )}a(fe_k)a^{}(ge_l)P^{(\tau )}$$

$$=P^{(\sigma )}a^{}(ge_l)a(fe_k)P^{(\tau )}+\delta _{k,l}f,gP^{(\sigma \tau )}.$$

Now, note that if $`l\sigma `$, then

$$P^{(\sigma )}a^{}(ge_l)a(fe_k)P^{(\tau )}=0$$

and we obtain

$$a^{(\sigma )}(fe_k)a^{(\tau )}(ge_l)=\delta _{k,l}f,gP^{(\sigma \tau )}.$$

Consider now the case $`l\sigma `$. Then

$$P^{(\sigma )}a^{}(ge_l)a(fe_k)P^{(\tau )}a^{}(ge_l)P^{(\sigma \tau )}a(fe_k)P^{(\tau )}$$

$$=a^{}(ge_l)(P^{(\sigma )}P^{(\sigma \tau )})a(fe_k)P^{(\tau )}$$

since $`P^{(\sigma )}`$ commutes with $`a^{}(ge_l)`$ for $`l\sigma `$. Note that if $`\sigma \tau `$, then $`P^{(\sigma )}=P^{(\sigma \tau )}`$ and thus the above expression vanishes. In turn, if $`\tau \sigma `$, then $`P^{(\sigma )}P^{(\sigma \tau )}=P^{(\sigma )}P^{(\tau )}`$. However,

$$P^{(\tau )}:\mathrm{\Gamma }()\mathrm{\Gamma }(^{(\tau )})$$

and $`a(fe_k)`$ leaves $`\mathrm{\Gamma }(^{(\tau )})`$ invariant, hence when we apply $`P^{(\sigma )}P^{(\tau )}`$, we can see that the above expression also vanishes. Therefore, if $`l\sigma `$, we obtain

$$a^{(\sigma )}(fe_k)a^{(\tau )}(ge_l)a^{}(ge_l)P^{(\sigma \tau )}a(fe_k)P^{(\tau )}$$

$$=a^{(\sigma )}(fe_k)a^{(\tau )}(ge_l)a^{(\tau )}(ge_l)a^{(\sigma )}(fe_k)P^{(\tau )}$$

$$=f,g\delta _{k,l}P^{(\sigma \tau )}.$$

Combining the two cases $`l\sigma `$ and $`l\sigma `$ ends the proof. $`\mathrm{}`$

Let us finally define the fundamental procesess associated with the filtered fundamental operators introduced in this section. They will appear in Sections 5-7 when finding GNS realizations of limit states. They will also serve as integrators in the filtered calculus developed in . Thus, in connection with (6.1)-(6.3), let

$`A_t^{(k,\sigma )}`$ $`=`$ $`a^{(\sigma )}(\chi _{[0,t]}e_k),`$ (6.4)
$`A_t^{(k,\sigma )}`$ $`=`$ $`a^{(\sigma )}(\chi _{[0,t]}e_k),`$ (6.5)
$`A_t^{(k,\sigma )}`$ $`=`$ $`\lambda (I_{[0,t]}|e_ke_k|)P^{(\sigma \{k\})},`$ (6.6)
$`A_t^{(0,\sigma )}`$ $`=`$ $`tP^{(\sigma )}`$ (6.7)
where $`t0`$, $`k𝐍`$, $`\sigma 𝒫(𝐍)`$, $`I_{[0,t]}`$ denotes the operator of mulitplication by the characteristic function $`\chi _{[0,t]}`$ on $`L^2(𝐑^+)`$, and $`\lambda (H)`$ denotes the differential second quantization of $`H()`$. The families of processes given by (6.4)-(6.7) will be called filtered creation, annihilation, number and time procesess, respectively. When speaking of all of them, we will call them filtered fundamental processes. By filtered Brownian motion we will understand the unital \*-algebra generated by filtered creation and annihilation operators indexed by time intervals.

7. Random walk on the filtered bialgebra

In this section we show that a limit of continuous-time random walks on the filtered \*-bialgebra gives the filtered Brownian motion. This gives a multivariate Brownian motion on the multiple symmetric Fock space which satisfies the properties required by the axioms for white noise on \*-bialgebras given in  and  and includes quantum Brownian motions for different types of independence . For the first quantum version of the Wiener process, see . We follow the notation used in  for the random walk on $`U_q(su(2))`$.

Instead of $`\widehat{}`$, we choose to work with a slightly more general unital \*-bialgebra $`\widehat{𝒞}`$, also called filtered \*-bialgebra, which is defined to be the unital \*-algebra over $`𝐂`$ generated by $`X_k(\sigma )`$, $`X_k^{}(\sigma )`$ and $`P(\sigma )`$, where $`k𝐍`$, $`\sigma 𝒫(𝐍)`$ subject to relations (2.6)-(2.7), where $`P(\sigma )`$ is a projection for each $`\sigma 𝒫(𝐍)`$ (this of course also means that $`P(\sigma )`$ commutes with $`X_k^{}(\tau )`$ for $`k\sigma `$), with the coproduct in which $`X_k(\sigma )`$ and $`X_k^{}(\sigma )`$ are both $`P(\sigma )`$-primitive and $`P(\sigma )`$ is group-like (cf. (2.8)-(2.9)).

Let $`k𝐍`$, $`\sigma 𝒫(𝐍)`$, $`N𝐍`$, and consider a sequence of continuous-time random walks on $`\widehat{𝒞}`$ given by

$`\widehat{\mathrm{\Delta }}_{s,t}^N(X_k^{\mathrm{}}(\sigma ))`$ $`=`$ $`{\displaystyle \underset{l=N_s+1}{\overset{N_t}{}}}P(\sigma )^{(l1)}X_k^{\mathrm{}}(\sigma )P(\sigma )^{\mathrm{}}`$ (7.1)
$`\widehat{\mathrm{\Delta }}_{s,t}^N(P(\sigma ))`$ $`=`$ $`1^{N_s}P(\sigma )^{(N_tN_s)}1^{\mathrm{}}`$ (7.2)
where $`0st<\mathrm{}`$, $`N_t=E[tN]`$, with $`X_k^{\mathrm{}}(\sigma )\{X_k(\sigma ),X_k^{\mathrm{}}(\sigma )\}`$.

It is easy to check that for each pair $`(s,t)`$ and natural number $`N`$, the mapping

$$\widehat{\mathrm{\Delta }}_{s,t}^N:\widehat{𝒞}\widehat{𝒞}^{\mathrm{}}$$

given by the linear and multiplicative extension of (7.1)-(7.2) is a unital \*-homomorphism and the triple $`(\widehat{𝒞}^{\mathrm{}},(\mathrm{\Delta }_{s,t}^N)_{0st},\widehat{\varphi }^{\mathrm{}})`$ satisfies for each $`N𝐍`$ the properties required from a stochastic process over the bialgebra $`\widehat{𝒞}`$ given in . In particular,

$$\mathrm{\Delta }_{s,t}^N\mathrm{\Delta }_{t,r}^N=\mathrm{\Delta }_{s,r}^N$$

for all $`0str`$, where $`\mathrm{\Delta }_{s,t}^N\mathrm{\Delta }_{t,r}^N=M(\mathrm{\Delta }_{s,t}^N\mathrm{\Delta }_{t,r}^N)\mathrm{\Delta }`$ with $`M(ab)=ab`$. For details on stochastic processes over \*-bialgebras see  and .

In this \*-bialgebra formulation, further preparations are similar to those which lead to the central limit theorem. Namely, for a given state $`\varphi `$ on $`𝐂Y,Y^{}`$ we denote by $`\stackrel{~}{\varphi }`$ its Boolean extension to $`𝐂Y,Y^{},P`$, where $`P`$ is a projection and we set $`\widehat{\varphi }=\stackrel{~}{\varphi }^{\mathrm{}}\eta `$, where

$$\eta :\widehat{𝒞}\underset{k=1}{\overset{\mathrm{}}{}}𝐂Y_k,Y_k^{},P_k$$

is defined by the \*-multiplicative extension of formulas (2.13)-(2.14).

Below we will study the limit of distributions of the mixed moments of (7.1) as $`N\mathrm{}`$ and find the GNS representation of the limit state. Let us remark that more general sample sums indexed by $`fL_c^2(𝐑^+)`$ can also be given and the proofs of this section will still hold.

Theorem 7.1. Let $`Z_i=X_{k_i}(\sigma _i)`$, $`Z_i^{}=X_{k_i}^{}(\sigma _i)`$, where $`k_i𝐍`$, $`\sigma _i𝒫(𝐍)`$, $`i=1,\mathrm{},n`$. Suppose that $`\widehat{\mathrm{\Phi }}=\widehat{\varphi }^{\mathrm{}}`$ with $`\varphi (Y)=0`$ and the only non-vanishing second-order moment of $`\varphi `$ is given by $`\varphi (YY^{})=1`$. Then

$$\underset{N\mathrm{}}{lim}N^{n/2}\widehat{\mathrm{\Phi }}(\widehat{\mathrm{\Delta }}_{s_1,t_1}^N(Z_1^{\mathrm{}})\mathrm{}\widehat{\mathrm{\Delta }}_{s_n,t_n}^N(Z_n^{\mathrm{}}))=\phi (a^{(\sigma _1)\mathrm{}}(v_1)\mathrm{}a^{(\sigma _n)\mathrm{}}(v_n))$$

where $`Z_i^{\mathrm{}}\{Z_i,Z_i^{}\}`$, $`v_i=\chi _{[s_i,t_i]}e_{k_i}`$, $`i=1,\mathrm{},n`$, and $`\phi (.)=\mathrm{\Omega },.\mathrm{\Omega }`$ is the vacuum expectation in $`\mathrm{\Gamma }()`$.
Proof. From the general invariance principle  and the combinatorics of the filtered central limit theorem it follows that for even $`n=2p`$ we have

$$LHS=\underset{R𝒫_{2p}^{\mathrm{pair}}(\stackrel{}{k},\stackrel{}{\sigma })}{}\delta (R)\underset{m=1}{\overset{p}{}}v_{\alpha (m)},v_{\beta (m)}$$

where the blocks of $`R`$ consist of two-element sets $`\{\alpha (i),\beta (i)\}`$, with $`\alpha (i)<\beta (i)`$, $`i=1,\mathrm{},p`$ and $`\delta (R)=1`$ if for the given partition $`R`$ we have $`Z_{\alpha (i)}^{\mathrm{}}=Z_{\alpha (i)}`$ and $`Z_{\beta (i)}^{\mathrm{}}=Z_{\beta (i)}^{}`$ and otherwise $`\delta (R)=0`$. It is clear that if $`n`$ is odd, then $`LHS=0`$.

It is clear that $`RHS=0`$ if $`n`$ is odd, too – it is enough to use the properties of creation and annihilation operators following from Proposition 6.1. Therefore assume that $`n=2p`$. Next, notice that in order that $`LHS=RHS`$ it is enough to show the following claim:

$$\phi (a_1^{\mathrm{}}\mathrm{}a_n^{\mathrm{}})=\underset{R𝒫_{2p}^{\mathrm{pair}}(\stackrel{}{k},\stackrel{}{\sigma })}{}\delta (R)\underset{m=1}{\overset{p}{}}v_{\alpha (m)},v_{\beta (m)}$$

where, for simplicity, we denote $`a_j^{\mathrm{}}=a^{\sigma _j\mathrm{}}(v_j)`$.

We begin with the simplest case, i.e.

$`\phi (a_1a_2^{}\mathrm{}a_{2p1}a_{2p}^{})`$ $`=`$ $`v_1,v_2v_3,v_4\mathrm{}v_{2p1},v_{2p}`$
$`=`$ $`{\displaystyle \underset{R𝒫_{2p}^{\mathrm{pair}}(\stackrel{}{k},\stackrel{}{\sigma })}{}}\delta (R){\displaystyle \underset{m=1}{\overset{p}{}}}v_{\alpha (m)},v_{\beta (m)},`$
the second expression being formally written as a sum since we have at most one partition contributing to it. This is the beginning of an induction procedure. Namely, it is enough to show that from the claim being true for all expectations of orders $`2p2`$ and for $`\phi (a_1^{\mathrm{}}\mathrm{}a_i^{}a_{i+1}\mathrm{}a_{2p}^{\mathrm{}})`$ it follows that it also holds for the expectation of the form $`\phi (a_1^{\mathrm{}}\mathrm{}a_{i+1}a_i^{}\mathrm{}a_{2p}^{\mathrm{}})`$.

Suppose that $`k_i\sigma _{i+1}`$. Then

$`\phi (a_1^{\mathrm{}}\mathrm{}a_{i+1}a_i^{}\mathrm{}a_{2p}^{\mathrm{}})`$ $`=`$ $`v_i,v_{i+1}\phi (a_1^{\mathrm{}}\mathrm{}P^{(\sigma _i\sigma _{i+1})}\mathrm{}a_{2p}^{\mathrm{}})`$
$`=`$ $`{\displaystyle \underset{R𝒫_{2p}^{\mathrm{pair}}(\widehat{k},\widehat{\sigma }|i,i+1)}{}}\delta (R){\displaystyle \underset{m=1}{\overset{p}{}}}v_{\alpha (m)},v_{\beta (m)}`$
where $`𝒫_n^{\mathrm{pair}}(\widehat{k},\widehat{\sigma }|i,i+1)`$ denotes all $`(\widehat{k},\widehat{\sigma })`$– adapted pair partitions with

$$\widehat{k}=(k_1,\mathrm{},k_{i+1},k_i,\mathrm{},k_n),\widehat{\sigma }=(\sigma _1,\mathrm{},\sigma _{i+1},\sigma _i,\mathrm{},\sigma _n)$$

in which $`(i,i+1)`$ forms a pairing. The first equality follows from filtered relations of Lemma 6.2, whereas the second – from the inductive assumption and the fact that if $`k_i\sigma _{i+1}`$, then

$$R𝒫_{2q}^{\mathrm{pair}}(\widehat{k},\widehat{\sigma })R^{}𝒫_{2q2}^{\mathrm{pair}}(\zeta _{i,i+1}(\stackrel{}{k},\stackrel{}{\sigma })):R=R^{}\{(i,i+1)\},$$

where $`\zeta _{i,i+1}(\stackrel{}{k},\stackrel{}{\sigma })=(\stackrel{~}{k},\stackrel{~}{\sigma })`$, with

$$\stackrel{~}{k}=(k_1,\mathrm{},k_{i1},k_{i+2},\mathrm{},k_n),\stackrel{~}{\sigma }=(\sigma _1,\mathrm{},\sigma _{i1},\zeta (\sigma _{i+2}),\mathrm{},\zeta (\sigma _n)),$$

and

$$\zeta (\sigma _l)=\{\begin{array}{cc}\sigma _l\sigma _i\sigma _{i+1}& \mathrm{if}(s,l)\mathrm{is}\mathrm{a}\mathrm{pairing}\mathrm{for}s<i\\ \sigma _l& \mathrm{otherwise}\end{array}$$

where $`i+2ln`$.

In turn, if $`k_i\sigma _{i+1}`$, then using Lemma 6.2 again, we obtain

$$\phi (a_1^{\mathrm{}}\mathrm{}a_{i+1}a_i^{}\mathrm{}a_{2p}^{\mathrm{}})$$

$$=v_{i+1},v_i\phi (a_1^{\mathrm{}}\mathrm{}P^{(\sigma _i\sigma _{i+1})}\mathrm{}a_{2p}^{\mathrm{}})+\phi (a_1^{\mathrm{}}\mathrm{}a_i^{}a_{i+1}P^{(\sigma _i)}\mathrm{}a_{2p}^{\mathrm{}}).$$

By the inductive assumption and similar arguments as above, the first term gives

$$\underset{R𝒫_{2p}^{\mathrm{pair}}(\widehat{k},\widehat{\sigma }|i,i+1)}{}\delta (R)\underset{m=1}{\overset{p}{}}v_{\alpha (m)},v_{\beta (m)},$$

whereas the second, a sum over all the remaining partitions from $`𝒫_n^{\mathrm{pair}}(\widehat{k},\widehat{\sigma })`$ (it is disjoint from the first since $`(i,i+1)`$ cannot form a pairing as in the associated creation-annihilation pair the annihilation operator follows the creation operator), namely

$$\underset{R𝒫_{2p}^{\mathrm{pair}}(\widehat{k},\widehat{\sigma })𝒫_{2p}^{\mathrm{pair}}(\widehat{k},\widehat{\sigma }|i,i+1)}{}\delta (R)\underset{m=1}{\overset{p}{}}v_{\alpha (m)},v_{\beta (m)}$$

by the inductive assumption. Note that the projection $`P^{(\sigma _i)}`$, which follows the annihilation operator in the second term, ensures that the annihilation operator $`a^{(\sigma _{i+1})}(v_{i+1})`$ in the original expression cannot be paired off with any creation operator (standing to the right of this annihilation operator) of color $`k\sigma _i`$.

Adding now those two expressions, we can see that the claim holds for

$$\phi (a_1^{\mathrm{}}\mathrm{}a_{i+1}a_i^{}\mathrm{}a_{2p}^{\mathrm{}}),$$

which finishes the proof. $`\mathrm{}`$

Example. If $`k_i=k`$, $`\sigma _i=\sigma `$ for $`1in`$ and arbitrary $`n`$, then we obtain the CCR Brownian motion if $`k\sigma `$ and Boolean Brownian motion if $`k\sigma `$. By taking linear combinations of sample sums corresponding to $`m`$-free (free) independent random variables, we obtain the $`m`$-free (free) Brownian motion .

8. Filtered White Noise

In this section we define the general notion of filtered white noise, determine its combinatorics and study the example of filtered Poisson white noises. Our approach largely parallels that used by Speicher for free white noise .

Definition 8.1. Let $`\mathrm{Int}(𝐑^+)`$ denote the intervals in $`𝐑^+`$. An $`s`$-dimensional filtered white noise consists of a unital \*-algebra $`𝒞`$, a state $`\rho `$ on $`𝒞`$ and a family of finitely additive mappings $`\mathrm{Int}(𝐑^+)𝒞`$,

$$I(c_I(k,\sigma ;1),\mathrm{},c_I(k,\sigma ;s)),k𝐍,\sigma 𝒫(𝐍)$$

such that
(i) for any pairwise disjoint intervals $`I(1),\mathrm{},I(n)`$,

$$\rho (c_{I(l_1)}(k_1,\sigma _1;q_1)\mathrm{}c_{I(l_n)}(k_n,\sigma _n;q_n))=\rho (c_{B_1})\mathrm{}\rho (c_{B_r})$$
(8.1)
where $`B_1,\mathrm{},B_r`$ are the blocks of $`R(\stackrel{}{k},\stackrel{}{\sigma })`$, with $`R`$ being the partition associated with $`(l_1,\mathrm{},l_n)`$ and $`c_B`$ denotes the product, taken in the natural order, of $`c_{I(l_i)}(k_i,\sigma _i;q_i)`$’s for $`iB`$,
(ii) the distribution $`\rho _I=\rho |𝒞_I`$ depends only on the Lebesgue measure of the interval $`I`$, where $`𝒞_I`$ denotes the unital \*-algebra generated by $`c_I(k,\sigma ;q)`$, $`k𝐍`$, $`\sigma 𝒫(𝐍)`$ and $`1qs`$.

Lemma 8.2 Let $`(𝒞,\rho ,(c_I(k,\sigma ;1),\mathrm{},c_I(k,\sigma ;n))_{I\mathrm{Int}(𝐑^+),k𝐍,\sigma 𝒫(𝐍)})`$ be an $`s`$-dimensional filtered white noise and let $`c_t(k,\sigma )=c_{[0,t)}(k,\sigma )`$ for $`k𝐍`$, $`\sigma 𝒫(𝐍)`$. Then

$$\rho (c_t(k_1,\sigma _1;q_1)\mathrm{}c_t(k_n,\sigma _n;q_n))=\underset{R𝒫_n(\stackrel{}{k},\stackrel{}{\sigma })}{}\underset{BR}{}Q_t(B)$$

where

$`Q_t(B)`$ $`=`$ $`Q_t(k,(\sigma _i)_{iB},(q_i)_{iB})`$
$`=`$ $`\underset{N\mathrm{}}{lim}\rho (c_{t/N}(k,\sigma _{i(1)};q_{i(1)})\mathrm{}c_{t/N}(k,\sigma _{i(r)};q_{i(s)}))`$
and $`B=\{i(1),\mathrm{},i(m)\}`$ with $`i(1)<\mathrm{}<i(m)`$ with $`k=k(B)=k_{i(j)}`$ for all $`i(j)B`$.
Proof. By additivity of the filtered white noise, we can split up each $`c_t^{(k,\sigma ;q)}`$ into a sum of $`N`$ summands:

$$c_t(k,\sigma ;q)=\underset{l=1}{\overset{N}{}}c_{I(l)}(k,\sigma ;q)$$

where $`I(l)=[(l1)t/N,lt/N)`$. Moreover, the summands have the same distributions.

Now, note that from (8.1) it follows that we can use the same combinatorial argument as in Corollary 5.2 providing the limits

$$Q_t(B)=\underset{N\mathrm{}}{lim}N\rho (c_{I(l)}(k,\sigma _1;q_{i(1)})\mathrm{}c_{I(l)}(k,\sigma _n;q_{i(r)}))$$

$$=\underset{N\mathrm{}}{lim}N\rho (c_{I(1)}(k,\sigma _1;q_{i(1)})\mathrm{}c_{I(1)}(k,\sigma _n;q_{i(r)}))$$

exist for all $`l,k𝐍`$, $`i_1,\mathrm{},i_r`$, $`1rn`$, where $`k=k(B)`$ and the dependence of the limit on $`k`$, $`\sigma _{i(1)},\mathrm{},\sigma _{i(r)}`$ and $`q_{i(1)},\mathrm{},q_{i(r)}`$ is suppressed. Existence of such limits follows from an induction procedure which is analogous to that in the free case . $`\mathrm{}`$

Example. A $`2`$-dimensional filtered Gaussian noise is obtained from $`c_t(k,\sigma ;1)=A_t^{(k,\sigma )}`$, $`c_t(k,\sigma ;2)=A_t^{(k,\sigma )}`$, given by (6.4)-(6.5), for any $`k𝐍`$, $`\sigma 𝒫(𝐍)`$, $`t0`$ with $`\rho =\phi `$, the vacuum expectation in $`\mathrm{\Gamma }()`$. Then

$$\phi (c_t(k_1,\sigma _1;q_1)\mathrm{}c_t(k_n,\sigma _n;q_n))=\{\begin{array}{ccc}_{R𝒫_n^{\mathrm{pair}}(\stackrel{}{k},\stackrel{}{\sigma })}_{BR}Q_t(B)& n\hfill & \mathrm{even}\hfill \\ 0& n\hfill & \mathrm{odd}\hfill \end{array}$$

where the generator $`Q_t`$ does not depend of $`k(B)`$ and $`\sigma _i`$’s and is given by

$$Q_t(B)=Q_t(i(1),i(2))=\{\begin{array}{cc}t\hfill & \mathrm{if}q_{i(1)}=1,q_{i(2)}=2\hfill \\ 0\hfill & \mathrm{otherwise}\hfill \end{array}$$

Note that the filtered Gaussian noise was obtained before as the GNS representation of the limit state of the invariance principle (in a slightly more general version).

Below we will find the expectations of the filtered (multivariate) Poisson noise constructed from filtered fundamental processes given by (6.4)-(6.7), which is also a way to justify the correctness of our definition of filtered number operators (6.3).

Theorem 8.3. For any $`k𝐍`$, $`\sigma 𝒫(𝐍)`$ and $`t0`$, let

$$\mathrm{\Lambda }_t^{(k,\sigma )}=A_t^{(k,\sigma )}+A_t^{(k,\sigma )}+A_t^{(k,\sigma )}+A_t^{(0,\sigma )}$$
(8.2)
and let $`\phi `$ be the vacuum expectation state in $`\mathrm{\Gamma }()`$. Then

$$\phi (\mathrm{\Lambda }_t^{(k_1,\sigma _1)}\mathrm{}\mathrm{\Lambda }_t^{(k_n,\sigma _n)})=\underset{R𝒫_n(\stackrel{}{k},\stackrel{}{\sigma })}{}t^{b(R)},$$

where $`k_1,\mathrm{},k_n𝐍`$, $`\sigma _1,\mathrm{},\sigma _n𝒫(𝐍)`$ and $`b(R)`$ is the number of blocks of $`R`$.
Proof. First of all, notice that if $`I(1),\mathrm{},I(r)`$ are disjoint intervals in $`𝐑^+`$, then

$$\phi (\mathrm{\Lambda }_{I(l_1)}^{(k_1,\sigma _1)}\mathrm{}\mathrm{\Lambda }_{I(l_n)}^{(k_n,\sigma _n)})=\phi (\mathrm{\Lambda }_{B_1})\mathrm{}\phi (\mathrm{\Lambda }_{B_r})$$

where $`\mathrm{\Lambda }_{[s,t)}=\mathrm{\Lambda }_t\mathrm{\Lambda }_s`$ and $`B_1,\mathrm{},B_r`$ are the blocks of $`R(\stackrel{}{k},\stackrel{}{\sigma })`$, with $`R`$ being the partition associated with the tuple $`(l_1,\mathrm{},l_n)`$. This fact follows from the continuous tensor product decomposition of $`\mathrm{\Gamma }()`$ with respect to time and the fact that all summands of $`\mathrm{\Lambda }_{I(l)}^{(k,\sigma )}`$ have the form $`a(I(l))p(I(l),\sigma )`$, where $`p(I(l),\sigma )`$ plays the role of $`𝐏(l,\sigma )`$ in (3.1), whereas $`a(I(l))`$ is an elementary tensor which has units at all sites associated with $`I(m)`$’s for $`ml`$. Note that they are not filtered random variables in the sense of Definition 3.1, however (8.1) still holds. Moreover, the distribution $`\varphi _I=\varphi |𝒞_I`$, where $`𝒞_I`$ is the unital \*-algebra generated by $`\mathrm{\Lambda }_I^{(k,\sigma )}`$, $`k𝐍`$, $`\sigma 𝒫(𝐍)`$, depends only on the Lebesgue measure $`\lambda (I)`$ of $`I`$ since every expectation is in fact a polynomial in the lenght of $`I`$. This can be seen by using Proposition 6.1.

In view of Lemma 8.2, it suffices to show that

$$\underset{N\mathrm{}}{lim}\phi (\mathrm{\Lambda }_{t/N}^{(k,\sigma _1)}\mathrm{}\mathrm{\Lambda }_{t/N}^{(k,\sigma _n)})=t$$

for any $`k𝐍`$ and $`\sigma _1,\mathrm{},\sigma _n𝒫(𝐍)`$.

Looking at the action of the fundamental filtered operators on the finite particle domain (Proposition 6.1), we can see that in the considered expectation each creation-annihilation pair as well as each time operator produce $`t`$, whereas each number operator produces an integer. Therefore, we obtain

$$\phi (\mathrm{\Lambda }_t^{(k,\sigma )})=\phi (A_t^{(0,\sigma )})=t,$$

$$\phi (\mathrm{\Lambda }_t^{(k,\sigma _1)}\mathrm{\Lambda }_t^{(k,\sigma _2)})=\phi (A_t^{(k,\sigma _1)}A_t^{(k,\sigma _2)})+o(t)$$

$$\phi (\mathrm{\Lambda }_t^{(k,\sigma _1)}\mathrm{}\mathrm{\Lambda }_t^{(k,\sigma _n)})=\phi (A_t^{(k,\sigma _1)}A_t^{(k,\sigma _2)}\mathrm{}A_t^{(k,\sigma _{n1})}A_t^{(k,\sigma _n)})+o(t)$$

$$=t+o(t)$$

for $`n>2`$ and any $`k𝐍`$, $`\sigma _1,\mathrm{},\sigma _n𝒫(𝐍)`$. Hence

$$\underset{N\mathrm{}}{lim}N\phi (\mathrm{\Lambda }_{t/N}^{(k,\sigma _1)}\mathrm{}\mathrm{\Lambda }_{t/N}^{(k,\sigma _n)})=t$$

which enables us to use Lemma 8.4 and obtain the desired form of the expectation. $`\mathrm{}`$

The above theorem gives the combinatorics of the filtered Poisson noise, defined by (8.1). As it contains infinitely many colors and filters, this combinatorics involves multivariate expectations (when speaking of a $`1`$-dimensional noise we mean one “type” of operator, although it has infinitely many “copies”). It can be noted that if $`k\sigma `$, then $`\mathrm{\Lambda }_t^{(k,\sigma )}`$ for fixed $`k`$ and $`\sigma `$ gives classical Poisson white noise and if $`k\sigma `$, then $`\mathrm{\Lambda }_t^{(k,\sigma )}`$ gives Boolean (or, 1-free) Poisson white noise (cf. Theorem 5.4). Moreover, $`m`$-free and free Poisson white noises are obtained from linear combinations of the same type as in (3.3) and (5.4). In general, also on the level of white noise, filtered Gaussian and Poisson’s white noises are also the building blocks of other Gaussian and Poisson’s white noises since the latter can be obtained from the former by addition or strong limits.

9. A free Fock space decomposition of $`\mathrm{\Gamma }()`$

In this section we embed the free and $`m`$-free Fock spaces over $`𝒦`$, denoted by $`(𝒦)`$, $`^{(m)}(𝒦)`$, $`m𝐍`$, respectively, in the multiple symmetric Fock space $`\mathrm{\Gamma }()`$, where $`=𝒦𝒢`$, and extend the $`m`$-free and free creation and annihilation operators to bounded operators on $`\mathrm{\Gamma }()`$. We assume that $`𝒦=L^2(𝐑_+)`$.

Let us introduce the following linear combinations of filtered creation and annihilation operators, respectively:

$`l^{(m)}(f)`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{m}{}}}(a^{(k)}(fe_k)a^{(k1)}(fe_k))`$ (9.1)
$`l^{(m)}(f)`$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{m}{}}}(a^{(k)}(fe_k)a^{(k1)}(fe_k))`$ (9.2)
where $`m𝐍`$. We will call $`l^{(m)}(f)`$, $`l^{(m)}(f)`$, the extended $`m`$-free creation and annihilation operators, respectively. In order to compare them with the $`m`$-free creation and annihilation operators $`a^{(m)}(f)`$, $`a^{(m)}(f)`$ introduced in , let us recall the definition of the latter.

First, the $`m`$-free Fock space over $`𝒦`$ is the truncation of order $`m`$ of the free Fock space, namely

$$^{(m)}(𝒦)=𝐂\omega _m\underset{k=1}{\overset{m}{}}𝒦^k$$

where $`\omega _m`$ is the vacuum unit vector, with the canonical scalar product. The $`m`$-free creation operators are then given by

$$a^{(m)}(f):^{(m)}(𝒦)^{(m)}(𝒦)$$

$$a^{(m)}(f)f_1\mathrm{}f_n=\{\begin{array}{ccc}ff_1\mathrm{}f_n& \mathrm{if}\hfill & 1n<m\hfill \\ 0& \mathrm{if}\hfill & n=m\hfill \end{array}$$

with $`a^{(m)}(f)\omega _m=f`$ and the $`m`$-free annihilation operators

$$a^{(m)}(f):^{(m)}(𝒦)^{(m)}(𝒦)$$

$$a^{(m)}(f)f_1\mathrm{}f_n=f,f_1f_2\mathrm{}f_n$$

if $`1nm`$ and $`a^{(m)}(f)\omega _m=0`$. Note that $`a^{(m)}(f),a^{(m)}(f)`$ are bounded on $`^{(m)}(𝒦)`$ since they are trunations of order $`m`$ of free creation and annihilation operators $`a^{}(f)`$, $`a(f)`$ on the free Fock space $`(𝒦)`$, respectively. We will see below that $`l^{(m)}(f)`$, $`l^{(m)}(f)`$ are bounded extensions of $`a^{(m)}(f)`$, $`a^{(m)}(f)`$, $`f𝒦`$, respectively, to $`\mathrm{\Gamma }()`$.

If we set $`m=\mathrm{}`$ in the formulas for extended $`m`$-free creation and annihilation operators, we obtain operators which we denote $`l^{}(f)`$ and $`l(f)`$, respectively which will be called extended free creation and annihilation operators. They, too, are bounded extensions of free creation and annihilation operators $`a^{}(f)`$, $`a(f)`$, $`f𝒦`$, to all of $`\mathrm{\Gamma }()`$, respectively.

Thus, we identify two notations: $`l^{(\mathrm{})}(f)l^{}(f)`$, $`l^{(\mathrm{})}(f)l(f)`$, $`f𝒦`$. In that context we will understand that $`P^{(\mathrm{})}I`$. In general, in this section we will often assume for convenience that $`m𝐍^{}=𝐍\{\mathrm{}\}`$. However, certain results will be stated for $`m=\mathrm{}`$ separately in order to single out the free case.

Remark. On the finite particle domain $`\mathrm{\Gamma }_0()`$, spanned by $`\mathrm{\Omega }`$ and vectors of the form

$$(f_1e_{k_1})\mathrm{}(f_ne_{k_n})$$

where $`f_1,\mathrm{},f_n𝒦`$, $`k_1k_2\mathrm{}k_n`$, $`n𝐍`$, the series given by (9.1)-(9.2) for $`m=\mathrm{}`$ are strongly convergent since only a finite number of terms do not vanish when acting on vectors of finite “color support” and thus give well-defined operators with domains dense in $`\mathrm{\Gamma }()`$. A similar feature was exhibited by the series representation of free random variables obtained from the construction of the hierarchy of freeness (, ). We will see below that they have bounded extensions to $`\mathrm{\Gamma }()`$.

Let us first determine the action of $`m`$-free creation and annihilation operators on $`\mathrm{\Gamma }_0()`$.

Proposition 9.1. Let $`f,f_1,\mathrm{},f_n𝒦`$ and $`k_1k_2\mathrm{}k_n`$, $`m𝐍^{}`$. Then

$$l^{(m)}(f)\mathrm{\Omega }=fe_1,$$

$$l^{(m)}(f)(f_1e_{k_1})\mathrm{}(f_ne_{k_n})$$

$$=11_{\{mk_n+1\}}\sqrt{(n+1)}(f_1e_{k_1})\mathrm{}(f_ne_{k_n})(fe_{k_n+1}),$$

$$l^{(m)}(f)\mathrm{\Omega }=0,$$

$$l^{(m)}(f)(f_1e_{k_1})\mathrm{}(f_ne_{k_n})$$

$$=11_{\{mk_n\}}\frac{1}{\sqrt{n}}f,f_n\delta _{k_n,k_{n1}+1}(f_1e_{k_1})\mathrm{}(f_{n1}e_{k_{n1}})$$

where it is understood that $`k_0=0`$.
Proof. Note that

$$a^{(k)}(fe_k)a^{(k1)}(fe_k)=a^{}(fe_k)P^{[k1]}$$

$$a^{(k)}(fe_k)a^{(k1)}(fe_k)=P^{[k1]}a(fe_k)$$

where

$$P^{[k1]}(f_1e_{k_1})\mathrm{}(f_ne_{k_n})=\delta _{k1,k_n}(f_1e_{k_1})\mathrm{}(f_ne_{k_n})$$

since $`P^{[k1]}=P^{(k)}P^{(k1)}`$ and $`k_jk_n`$ for all $`j=1,\mathrm{},n`$. Thus,

$$l^{(m)}(f)(f_1e_{k_1})\mathrm{}(f_ne_{k_n})$$

$$=\underset{k=1}{\overset{m}{}}a^{}(fe_k)P^{[k1]}(f_1e_{k_1})\mathrm{}(f_ne_{k_n})$$

$$=\underset{k=1}{\overset{m}{}}\delta _{k1,k_n}a^{}(fe_k)(f_1e_{k_1})\mathrm{}(f_ne_{k_n})$$

$$=11_{\{mk_n+1\}}a^{}(fe_{k_n+1})(f_1e_{k_1})\mathrm{}(f_ne_{k_n})$$

$$=11_{\{mk_n+1\}}\sqrt{n+1}(f_1e_{k_1})\mathrm{}(f_ne_{k_n})(fe_{k_n+1}).$$

Next, if $`n>1`$, then

$$l^{(m)}(f)(f_1e_{k_1})\mathrm{}(f_ne_{k_n})$$

$$=\underset{k=1}{\overset{m}{}}P^{[k1]}a(fe_k)(f_1e_{k_1})\mathrm{}(f_ne_{k_n})$$

$$=\frac{1}{\sqrt{n}}\underset{k=1}{\overset{m}{}}\underset{j=1}{\overset{n}{}}fe_k,f_je_{k_j}P^{[k1]}(f_1e_{k_1})\mathrm{}(f_j\stackrel{˘}{}e_{k_j})\mathrm{}(f_ne_{k_n})$$

$$=\frac{1}{\sqrt{n}}\underset{k=1}{\overset{m}{}}\underset{j=1}{\overset{n1}{}}f,f_j\delta _{k,k_j}\delta _{k1,k_n}(f_1e_{k_1})\mathrm{}(f_j\stackrel{˘}{}e_{k_j})\mathrm{}(f_ne_{k_n})$$

$$+\frac{1}{\sqrt{n}}\underset{k=1}{\overset{m}{}}f,f_n\delta _{k,k_n}\delta _{k1,k_{n1}}(f_1e_{k_1})\mathrm{}(f_{n1}e_{k_{n1}})$$

$$=11_{\{mk_n\}}\frac{1}{\sqrt{n}}f,f_n\delta _{k_n,k_{n1}+1}(f_1e_{k_1})\mathrm{}(f_{n1}e_{k_{n1}})$$

where the last equality follows again from the fact that $`k_jk_n`$ for $`jn`$, which makes the first sum vanish. If $`n=1`$, then

$$l^{(m)}(f)f_1e_{k_1}=\underset{k=1}{\overset{m}{}}\delta _{k,k_1}f,f_1P^{[k1]}\mathrm{\Omega }=\delta _{k_1,1}f,f_1\mathrm{\Omega }\delta _{k_1,1}f,f_1$$

The action on the vaccum vector is immediate. $`\mathrm{}`$

Corollary 9.2. In particular, if $`m=\mathrm{}`$, we obtain

$$l^{}(f)\mathrm{\Omega }=fe_1,$$

$$l^{}(f)(f_1e_{k_1})\mathrm{}(f_ne_{k_n})$$

$$=\sqrt{(n+1)}(f_1e_{k_1})\mathrm{}(f_ne_{k_n})(fe_{k_n+1}),$$

$$l(f)\mathrm{\Omega }=0,$$

$$l(f)(f_1e_{k_1})\mathrm{}(f_ne_{k_n})$$

$$=\frac{1}{\sqrt{n}}f,f_n\delta _{k_n,k_{n1}+1}(f_1e_{k_1})\mathrm{}(f_{n1}e_{k_{n1}}).$$

Theorem 9.3. For any $`m𝐍^{}`$ and $`f,g𝒦`$, the operators $`l^{(m)}(f)`$ and $`l^{(m)}(f)`$ have unique bounded extensions to $`\mathrm{\Gamma }()`$, are adjoints of each other, and satisfy the following relation:

$$l^{(m)}(g)l^{(m)}(f)=g,fP^{(m)}.$$

Proof. By Proposition 9.1 we have

$$l^{(m)}(f)l^{(m)}(g)(f_1e_{k_1})\mathrm{}(f_ne_{k_n})$$

$$=l^{(m)}(f)11_{\{mk_n+1\}}\sqrt{n+1}(f_1e_{k_1})\mathrm{}(f_ne_{k_n})(ge_{k_n+1})$$

$$=11_{\{mk_n+1\}}f,g(f_1e_{k_1})\mathrm{}(f_ne_{k_n})$$

where $`k_1k_2\mathrm{}k_n`$, which proves that the relation holds on $`\mathrm{\Gamma }_0()`$. The proof of adjointness goes as follows.

$$(f_1e_{k_1})\mathrm{}(f_ne_{k_n}),l^{(m)}(f)(g_1e_{l_1})\mathrm{}(g_pe_{l_p})$$

$$=11_{\{ml_p+1\}}\sqrt{p+1}(f_1e_{k_1})\mathrm{}(f_ne_{k_n}),(g_1e_{l_1})\mathrm{}(g_pe_{l_p})(fe_{l_p+1})$$

$$=11_{\{ml_p+1\}}\frac{\sqrt{n}}{n!}\delta _{n,p+1}\delta _{k_1,l_1}\mathrm{}\delta _{k_{n1},l_{n1}}\delta _{k_n,l_p+1}f_1,g_1\mathrm{}f_{n1},g_{n1}f_n,f.$$

On the other hand,

$$l^{(m)}(f)(f_1e_{k_1})\mathrm{}(f_ne_{k_n}),(g_1e_{l_1})\mathrm{}(g_pe_{l_p})$$

$$=11_{\{mk_n\}}\frac{1}{\sqrt{n}(n1)!}\delta _{n1,p}\delta _{k_1,l_1}\mathrm{}\delta _{k_{n1},l_{n1}}\delta _{k_n,k_{n1}+1}f_1,g_1\mathrm{}f_{n1},g_{n1}f_n,f$$

where the following expression for the scalar product

$$(f_1e_{k_1})\mathrm{}(f_ne_{k_n}),(g_1e_{l_1})\mathrm{}(g_pe_{l_p})$$

$$=\frac{1}{n!}\delta _{n,p}\delta _{k_1,l_1}\mathrm{}\delta _{k_n,l_n}f_1,g_1\mathrm{}f_n,g_n.$$

is obtained from the canonical scalar product on $`\mathrm{\Gamma }()`$. Therefore, we have

$$l^{(m)}(f)x,y=x,l^{(m)}(f)y$$

for $`x,y\mathrm{\Gamma }_0()`$. Now, note that

$$l^{(m)}(f)(f_1e_{k_1})\mathrm{}(f_ne_{k_n})^2=11_{\{mk_n+1\}}f^2f_1e_{k_1})\mathrm{}(f_ne_{k_n})^2$$

hence $`l^{(m)}(f)`$ has a unique bounded extension to $`\mathrm{\Gamma }()`$ of norm $`l^{(m)}(f)=f`$ and thus the annihilation operator $`l^{(m)}(f)`$ has also a unique bounded extension to $`\mathrm{\Gamma }()`$ of norm $`l^{(m)}(f)=f`$. $`\mathrm{}`$

Acting with the $`m`$-free creation and annihilation operators on $`\mathrm{\Omega }`$, $`m𝐍`$, and taking the closure, we recover a subspace isomorphic to the $`m`$-free Fock space $`^{(m)}(𝒦)`$. Thus, denote by $`\stackrel{~}{}^{(m)}(𝒦)`$ the closure of the space $`\stackrel{~}{}_0^{(m)}(𝒦)`$ spanned by $`\mathrm{\Omega }`$ and vectors of the form

$$(f_ne_1)\mathrm{}(f_1e_n)$$

where $`f_1,\mathrm{},f_n𝒦`$, $`1nm`$ if $`m`$ is finite. Similarly, denote by $`\stackrel{~}{}(𝒦)`$ the closure of $`\stackrel{~}{}_0(𝒦)`$ spanned by vectors of the above form with arbitrary $`n𝐍`$. We obtain

$$(f_ne_1)\mathrm{}(f_1e_n),(g_me_1)\mathrm{}(g_1e_m)=\delta _{n,m}\frac{1}{n!}f_1,g_1\mathrm{}f_n,g_n$$

by the orthogonality of $`e_1,\mathrm{},e_n`$.

Corollary 9.4. The $`m`$-free Fock space $`^{(m)}(𝒦)`$ is isomorphic to $`\stackrel{~}{}^{(m)}(𝒦)`$. The free Fock space $`(𝒦)`$ is isomorphic to $`\stackrel{~}{}(𝒦)`$.
Proof. The unitary isomorphism from $`_0(𝒦)`$ to $`\stackrel{~}{}_0(𝒦)`$ is given by

$$f_1\mathrm{}f_n\sqrt{n!}(f_ne_1)\mathrm{}(f_1e_n)$$

and thus extends uniquely to $`(𝒦)`$ (its restrictions give the result for $`^{(m)}(𝒦)`$). $`\mathrm{}`$

Thus, for each $`m𝐍`$, we obtain the filtration

$$\stackrel{~}{}^{(1)}(𝒦)<\mathrm{}<\stackrel{~}{}^{(m)}(𝒦)<\mathrm{}<\stackrel{~}{}(𝒦)$$

in which $`\stackrel{~}{}^{(m)}(𝒦)`$ is an invariant subspace for the $`C^{}`$-algebra

$$𝒞^{(m)}=C^{}\mathrm{𝟏},l^{(m)}(f)|f𝒦$$

and $`\stackrel{~}{}(𝒦)`$ is an invariant subspace for the $`C^{}`$-algebra

$$𝒞=C^{}\mathrm{𝟏},l^{}(f)|,f𝒦.$$

Moreover, each $`\stackrel{~}{}(𝒦)`$ is only one copy of the free Fock space in $`\mathrm{\Gamma }(𝒦)`$ and it turns out that one can decompose $`\mathrm{\Gamma }()`$ into a countable direct sum of subspaces isomorphic to to the free Fock space and invariant under $`𝒞`$. In the sequel we will concentrate on this decomposition, in other words on what is “between” $`\stackrel{~}{}(𝒦)`$ and $`\mathrm{\Gamma }()`$.

In order to determine this, we need to take a closer look at the kernel of the annihilation operators. Let $`\{d_n\}_{n=1}^{\mathrm{}}`$ be an orthonormal basis in $`𝒦`$. Note that the set consisting of $`\mathrm{\Omega }`$ and vectors of the form

$$(d_{i_1}e_{k_1})\mathrm{}(d_{i_n}e_{k_n})$$

where $`k_1k_2\mathrm{}k_n`$ and $`i_ri_{r+1}`$ whenever $`k_{i_r}=k_{i_{r+1}}`$, is an orthogonal basis in $`\mathrm{\Gamma }()`$ (the ordering of indices is used for convenience, which is possible due to the fact that the product is symmetrized). Denote by $`\widehat{𝒟}`$ the subset of this basis consisting of $`\mathrm{\Omega }`$ and vectors of the above form for which $`k_nk_{n1}+1`$, i.e. the last two vectors are of identical colors or their colors differ by more than $`1`$ if $`n>1`$, and the last color is not equal to $`1`$ if $`n=1`$. By normalizing the vectors from $`\widehat{𝒟}`$ we get

$$𝒟=\{x/x|x\widehat{𝒟}\}$$

which is an orthonormal set. Let $`𝒟^{(m)}=𝒟\mathrm{\Gamma }^{m+1)}`$, where $`\mathrm{\Gamma }^{m+1)}=\mathrm{\Gamma }(^{(m+1)})`$. We understand that $`𝒟^{(\mathrm{})}=𝒟`$.

Proposition 9.5. $`𝒟^{(m)}\mathrm{ker}l^{(m)}(f)`$ for any $`m𝐍^{}`$ and $`f𝒦`$.
Proof. This follows from Proposition 9.1 due to the presence of $`\delta _{k_n,k_{n1}+1}`$ on the right-hand side of the formula for the annihilation operators. $`\mathrm{}`$

Proposition 9.6. Let $`m𝐍^{}`$. Then

$$\underset{s=1}{\overset{\mathrm{}}{}}l^{(m)}(d_s)l^{(m)}(d_s)=IP_{[𝒟^{(m)}]\mathrm{\Gamma }^{(m}}$$

where $`P_{[D^{(m)}]\mathrm{\Gamma }^{(m}}`$ is the projection onto $`[D^{(m)}]\mathrm{\Gamma }^{(m}`$ and $`\mathrm{\Gamma }^{(m}=\mathrm{\Gamma }(^{(m+1)})`$. In particular,

$$\underset{s=1}{\overset{\mathrm{}}{}}l^{}(d_s)l(d_s)=IP_{[𝒟]}$$

thus $`𝒞𝒪_{\mathrm{}}`$, where $`𝒪_{\mathrm{}}`$ is the Cuntz algebra.
Proof. It can be seen from Theorem 9.3 that

$$l^{(m)}(d_s)l^{(m)}(d_s)=Q_s,$$

where $`Q_s`$ is the projection onto the subspace spanned by vectors of the form

$$(d_{s_1}e_{k_1})\mathrm{}(d_{s_{n1}}e_{k_{n1}})(d_se_{k_n})$$

where $`k_1\mathrm{}k_{n1}=k_n1<k_nm`$ (cf. ). These subspaces are pairwise orthogonal and span the orthogonal complement of $`[𝒟^{(m)}]\mathrm{\Gamma }^{(m}`$, which proves the first formula. The second formula is just a special case when $`m=\mathrm{}`$ and, together with Theorem 9.3, it implies that the $`C^{}`$-algebra generated by $`l^{}(f)`$, $`f𝒦`$, is isomorphic to the Cuntz algebra $`𝒪_{\mathrm{}}`$ since $`𝒦`$ is countably separable. $`\mathrm{}`$

Let us introduce the following notation on $`\mathrm{\Gamma }_0()`$:

$$uw=u_1\mathrm{}u_rw_1\mathrm{}w_n$$

where $`u=u_1\mathrm{}u_r`$, $`w=w_1\mathrm{}w_n`$.

Proposition 9.7. If $`x=x_1\mathrm{}x_r`$, $`z=z_1\mathrm{}z_r`$, $`u=u_1\mathrm{}u_n`$, $`v=v_1\mathrm{}v_n`$, where $`x_i,z_i_1`$, $`1ir`$ and $`z_j,v_j_2`$, $`1jn`$, and $`_1,_2`$ are two orthogonal subspaces of $``$, then

$$xu,zv=\frac{r!n!}{(r+n)!}x,zu,v.$$

Proof. Using the orthogonality of $`_1`$ and $`_2`$ and the formula for the scalar product in $`\mathrm{\Gamma }()`$, we obtain

$$xu,zv$$

$$=\frac{1}{(r+n)!}\underset{\sigma S_r}{}\underset{\tau S_n}{}x_1,z_{\sigma (1)}\mathrm{}x_r,z_{\sigma (r)}u_1,v_{\tau (1)}\mathrm{}u_n,v_{\tau (n)}$$

$$=\frac{r!n!}{(r+n)!}x,zu,v.$$

$`\mathrm{}`$

The $`C^{}`$-algebra $`𝒞`$ is a $`C^{}`$-subalgebra of $`(\mathrm{\Gamma }())`$. Denote the faithful representation of $`𝒞`$ on $`\mathrm{\Gamma }()`$ by $`\pi `$. Since $`[𝒞x]`$ is for each $`x𝒟`$ a closed subspace of $`\mathrm{\Gamma }()`$, which is invariant under each operator $`A`$ in $`𝒞`$, the mapping $`AA|[𝒞x]`$ is a cyclic representation of $`𝒞`$ on $`[𝒞x]`$ with cyclic vector $`x`$. Denote this representation by $`\pi _x`$. We will show below that $`\pi `$ is a direct sum of cyclic representations $`\pi _x`$, $`x𝒟`$.

Theorem 9.8. The multiple symmetric Fock space has the direct sum decomposition

$$\mathrm{\Gamma }()=\underset{x𝒟}{}[𝒞x]$$

where $`[𝒞x](𝒦)`$, according to which

$$\pi =\underset{x𝒟}{}\pi _x$$

where $`\pi _x\rho `$, and $`\rho `$ is the free Fock space representation of $`𝒞`$.
Proof. If $`x=\widehat{x}/x𝒟`$, where $`\widehat{x}`$ is of the form

$$\widehat{x}=(d_1e_{k_1})\mathrm{}(d_{i_r}e_{k_r})$$

with $`k_r=l`$, then $`[𝒞x]`$ is the closed subspace of $`\mathrm{\Gamma }()`$ spanned by vectors of the form

$$x(f_ne_{l+1})\mathrm{}(f_1e_{l+n})$$

where $`f_1,\mathrm{},f_n𝒦`$. Clearly, $`[𝒞x]`$ is invariant under $`𝒞`$. Let us show that for each $`x𝒟`$, $`[𝒞x](𝒦)`$.

For that purpose, define the linear mapping

$$U_x:_0(𝒦)[𝒞x]$$

by

$$U_x(\omega )=x$$

$$U_x(f_1\mathrm{}f_n)=\sqrt{\frac{(r+n)!}{r!}}x(f_ne_{l+1})\mathrm{}(f_1e_{l+n}).$$

This mapping is scalar-product preserving since

$$U_xf_1\mathrm{}f_n,U_xg_1\mathrm{}g_m$$

$$=\delta _{n,m}\frac{(r+n)!}{r!}x(f_ne_{l+1})\mathrm{}(f_1e_{l+n}),x(g_ne_{l+1})\mathrm{}(g_1e_{l+n})$$

$$=n!(f_ne_{l+1})\mathrm{}(f_1e_{l+n}),(g_ne_{l+1})\mathrm{}(g_1e_{l+n})$$

$$=f_1,g_1\mathrm{}f_n,g_n,$$

and therefore has a unique extension to $`(𝒦)`$. It is not hard to see that $`[𝒞x][𝒞x^{}]`$ for $`xx^{}`$ and that $`\mathrm{\Gamma }()`$ is a direct sum of $`[𝒞x]`$ for all $`x𝒟`$.

It remains to be shown that $`U_x`$ intertwines between $`\pi _x`$ and the free Fock space representation $`\rho `$ of $`𝒞`$ on $`(𝒦)`$. We have

$$\pi _x(l^{}(f))U_x(\omega )=\sqrt{r+1}x(fe_{r+1})=U_x(f)=U_x\rho (l^{}(f))\omega $$

and

$$\pi _x(l^{}(f))U_x(f_1\mathrm{}f_n)$$

$$=\sqrt{\frac{(r+n+1)!}{r!}}x(f_ne_{l+1})\mathrm{}(f_1e_{l+n})(fe_{l+n+1})$$

$$=U_x(ff_1\mathrm{}f_n)$$

$$=U_x\rho (l^{}(f))(f_1\mathrm{}f_n)$$

for any $`f_1,\mathrm{},f_n,f𝒦`$, $`n1`$. Similarly, $`\pi _x(l(f))U_x\mathrm{\Omega }=l(f)x=0=U_x\rho (l(f))\mathrm{\Omega }`$ and

$$\pi _x(l(f))U_x(f_1\mathrm{}f_n)$$

$$=\pi _x(l(f))\sqrt{\frac{(r+n)!}{r!}}x(f_ne_{l+1})\mathrm{}(f_1e_{l+n})$$

$$=\sqrt{\frac{(r+n1)!}{r!}}f,f_1x(f_ne_{l+1})\mathrm{}(f_2e_{l+n1})$$

$$=f,f_1U_x(f_2\mathrm{}f_n)$$

$$=U_x\rho (l(f))(f_1\mathrm{}f_n).$$

Therefore $`\pi _x(a)U_x=U_x\rho (a)`$ also for any $`a𝒞`$. This finishes the proof. $`\mathrm{}`$

Let us finally define extended $`m`$-free number operators. Guided by the definitions of extended creation and annihilation operators, we set

$$l^{(m)}=\underset{k=1}{\overset{m}{}}(a^{(k,k)}a^{(k,k1)})$$

where $`m𝐍^{}`$ and $`a^{(k,r)}=a^{(k,\sigma )}`$ for $`\sigma =\{1,\mathrm{},r1\}`$ and $`a^{(k,\sigma )}`$ is given by (6.3). Let us determine the action of extended number operators on the finite particle domain.

Proposition 9.9. Let $`f_1,\mathrm{},f_n𝒦`$, $`k_1\mathrm{}k_n`$, $`m𝐍^{}`$. The finite particle domain $`\mathrm{\Gamma }_0()`$ is contained in the domains of extended $`m`$-free number operators and

$$l^{(m)}(f_1e_{k_1})\mathrm{}(f_ne_{k_n})$$

$$=\{\begin{array}{cc}N_{k_n}(f_1e_{k_1})\mathrm{}(f_ne_{k_n})& \mathrm{if}k_j+1=k_nm\mathrm{for}j<n\\ 0& \mathrm{otherwise}\end{array}$$

where $`N_k=\mathrm{\#}\{i|k_i=k\}`$.
Proof. We have

$$l^{(m)}(f_1e_{k_1})\mathrm{}(f_ne_{k_n})$$

$$=\underset{k=1}{\overset{m}{}}a^{(k)}(P^{(\{1,\mathrm{},k\})}P^{(\{1,\mathrm{},k2,k\})}(f_1e_{k_1})\mathrm{}(f_ne_{k_n})$$

$$=\{\begin{array}{cc}a^{(k_n)}(f_1e_{k_1})\mathrm{}(f_ne_{k_n})& \mathrm{if}k_j+1=k_nm\mathrm{for}j<n\\ 0& \mathrm{otherwise}\end{array}$$

$$=\{\begin{array}{cc}N_{k_n}(f_1e_{k_1})\mathrm{}(f_ne_{k_n})& \mathrm{if}k_j+1=k_nm\mathrm{for}j<n\\ 0& \mathrm{otherwise}\end{array}$$

This ends the proof. $`\mathrm{}`$

In other words, $`l^{(m)}`$ “counts” particles of the highest color $`k_n`$ if that one is smaller or equal to $`m`$ and the second highest color is equal to $`k_n1`$. Otherwise, the extended free number operator gives zero. In particular, on $`\stackrel{~}{}_0^{(m)}(𝒦)`$ we obtain

$$l^{(m)}\mathrm{\Omega }=0$$

$$l^{(m)}(f_1e_n)\mathrm{}(f_ne_1)=(f_1e_n)\mathrm{}(f_ne_1)$$

for $`1nm`$.

It can be seen that, contrary to the case of extended $`m`$-free creation and annihilation operators, the operators $`l^{(m)}`$ are not bounded on $`\mathrm{\Gamma }()`$. Clearly, they are bounded on $`\stackrel{~}{}^{(m)}()`$ and, in fact, it can be shown that they are bounded on $`[𝒞x]`$ for each $`x𝒟`$.

Acknowledgements

I would like to thank Piotr Hajac for stimulating discussions.

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