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# The Palomar/MSU Nearby Star Spectroscopic Survey III: Chromospheric Activity, M-dwarf Ages and the Local Star Formation History 1footnote 11footnote 1Observations were made at the 60-inch telescope at Palomar Mountain which is jointly owned by the California Institute of Technology and the Carnegie Institution of Washington

## 1 Introduction

M dwarfs are the dominant stellar component of the Galaxy by both number and mass. With main sequence lifetimes much longer than the age of the universe, they are a fair tracer of the overall properties of the Galactic disk. Their chromospheric activity decays on timescales of billions of years, providing an age indicator that is relevant for studies of Galactic evolution. By relating the activity levels in M dwarfs to age, we can measure the local star formation history. The latter parameter is one of the major requirements in modelling the local substellar mass function (Reid et al., 1999). Moreover, M dwarf components in multiple systems provide constraints on the age of the system. Finally, an extensive sample of young, low-luminosity stars in the field can furnish a prime hunting ground for imaging surveys designed to find young, luminous brown dwarf and giant planet companions.

As with other low luminosity objects, detailed observations are only possible for M dwarfs in the immediate Solar Neighbourhood. The most extensive source for such objects remains the preliminary version of the third Nearby Star Catalogue (Gliese & Jahreiß, 1991, hereafter pCNS3). Papers I (Reid, Hawley & Gizis, 1995) and II (Hawley, Gizis & Reid, 1996) in this series describe our moderate resolution ($`3`$Å), red ($`62007500`$Å) spectroscopic observations of candidate M dwarfs in the pCNS3. We have used those spectra, together with data from the literature, to estimate distances and spectral types. In Paper I we defined a volume-limited sample of northern ($`\delta >30\mathrm{°}`$) stars, and investigated the luminosity function and kinematics of low-mass stars in the Galactic disk. Paper II presented data for the southern stars and investigated various aspects of the chromospheric behaviour of the whole sample using the H$`\alpha `$ line as a diagnostic.222In both these papers, the tables were printed incorrectly. Combined tables are available in electronic form at the ADC and CDS as Hawley et al. (1997). In this paper, we present echelle observations of M dwarfs from the volume-limited sample defined in Paper I.

Our echelle spectra are of high ($`.2`$Å) resolution and cover the wavelength range $`\lambda \lambda 48009400`$Å for all stars, with data extending to 3700Å for a subset of the brighter stars. These observations encompass chromospheric emission lines due to hydrogen, helium, and ionised calcium. Previous surveys of activity in M dwarfs have generally concentrated on earlier spectral types ($``$ M4), as in the H$`\alpha `$ surveys of 202 stars by Stauffer & Hartmann (1986), or have been limited to relatively small samples, such as the 24 late-type M dwarfs observed by Giampapa & Liebert (1986). The only published analysis based on a volume-limited sample is the recent work by Delfosse et al. (1998, 1999a), who present observations of field M dwarfs within eight parsecs. Their spectroscopy has higher resolution than our data, but their sample includes only 118 stars. Our survey therefore provides a more detailed study than heretofore possible of the distribution of chromospheric activity amongst late-type dwarfs, and, combined with an age-activity relation calibrated by M dwarfs in open clusters, the first opportunity to use those stars to probe the Galactic disk star formation history.

The following section presents the basic analysis of our spectroscopic data, including radial velocity and rotational velocity measurements and line strength determinations. Since we have multiple observations of many stars, we have used our data to search for velocity variations, and Section 3 identifies several previously-unrecognised binary systems. Chromospheric activity is discussed in Section 4, where we investigate the H$`\alpha `$ properties of the sample, describe an age-activity relation calibrated with open cluster observations, and use that relation to probe the recent star formation history of the Galactic disk. Section 5 summarises our main conclusions.

## 2 Observations

### 2.1 The sample

Our primary sample consists of the volume-complete sample of 499 single M dwarfs and M dwarf primaries defined in Paper I. We refer to this as the VC sample. The stars have absolute magnitudes in the range $`8M_V16`$, declinations north of -30o and distances within completeness limits ranging from 22 parsecs at M$`{}_{V}{}^{}=8.5\pm 0.5`$ to 5 parsecs at M$`{}_{V}{}^{}=15.5\pm 0.5`$. The latter values were derived based on photometric and trigonometric data available in late 1995, coupled with the (MV, TiO5) relation derived in paper I. Since then, Hipparcos-based trigonometric parallaxes Perryman et al. (1997), accurate to $`1`$ milliarcsecond, have become available for approximately two-thirds of those systems. As will be discussed in Paper IV of this series (Reid et al., in preparation), the addition of the new astrometric data affects the inclusion/omission of only $`15\%`$ of the stars in the Paper I sample. While the new distance determinations should be taken into account in analysis of the kinematics of the local stars (Paper IV) they are of little importance for the analysis of chromospheric activity and age that is undertaken in this paper. Thus, we retain the VC sample as our reference here.

### 2.2 Echelle spectroscopy

Our data were obtained with the echelle spectrograph (McCarthy, 1985) on the Palomar 60-inch telescope, which has a 2-pixel resolution of 19,000. Observations between May 1994 and February 1995 used the original quartz $`60\mathrm{°}`$ cross-dispersing prisms, giving wavelength coverage from $`3700`$Å to $`9500`$Å. Beyond $`7000`$Å there are gaps in wavelength coverage where the orders extend off the CCD. Because our targets are all red stars, very few counts were obtained in the blue ($`\lambda <4800`$Å) except for the very brightest stars. The result was that the useful part of the spectrum was squeezed into the lower quarter of the CCD, leading to partial overlap between the reddest adjacent orders. To solve this problem, beginning in June 1995, a new set of cross-dispersing prisms (with SF3 glass and a $`42\mathrm{°}`$ apex) was used. This setup gives wavelength coverage from $`4800`$ to $`9500`$Å and has complete order separation, although the gaps in wavelength coverage remain. For both setups, the exposure time was $`600`$ seconds per star, except for the faintest ($`V>13`$) stars for which the exposure times were increased to as much as 1800 seconds.

Data were extracted using the FIGARO echelle software (Tomaney & McCarthy, private communication). Wavelength calibration was determined from a 300-second exposure of a Th-Ar lamp taken at the beginning of each night. After each observation of a target star, a short (45 second) exposure of the arc lamp was taken at the same telescope position in order to remove instrumental flexure. The spectra were not flux calibrated.

### 2.3 Radial Velocities

Radial velocities were determined by cross-correlation against reference M dwarfs from Marcy & Benitz (1989 - MB89). The latter velocities are accurate to better than 0.23 kms-1, a factor of five higher than the accuracy of our own observations (as discussed further below). For the bright, early M dwarfs (TiO5$`>0.5`$) we used the standard echelle FIGARO cross-correlation program. Each order was correlated with the velocity standards, and the average radial velocity from all the orders was determined. The arc lamp exposures, taken adjacent to each program star observation, were also cross-correlated, providing a correction for flexure.

This procedure did not provide reliable velocities for faint, late-type M dwarfs. The lower signal-to-noise at blue wavelengths led to a higher potential for bias from the effects of telluric absorption and night sky lines. We were able to obtain reasonable results for those stars by individually computing the cross-correlation for each order and combining those measurements to find the median radial velocity. This procedure was used for all stars with TiO5$`0.5`$. Figure 1 plots the rms dispersion about the mean radial velocity for all M dwarfs with at least four measurements. The distribution suggests a typical internal accuracy of $``$ 1.5 kms-1.

We can determine our external errors by comparison with previous high accuracy velocity studies of M dwarfs. The results are shown in Table 5, where $`\sigma _{ref}`$ is the formal uncertainty of the reference sample. We note that a comparison between Tokovinin (1988, 1992) and MB89 (13 stars) gives an rms of only $`0.46`$ kms-1 but a mean difference of 0.78 kms-1, consistent with the offset derived from our observations, which are tied to the MB89 system. Similarly, Stauffer & Hartmann (1986) adopt a velocity of 14.1 kms-1 for the velocity standard Gl 526, while MB89 measure a velocity of 15.7 kms-1 for this star. Again, the offset is consistent with our measurement. Finally, we list two comparisons with the recent observations by Delfosse et al. (1998) since the dominant contribution to the residuals comes from three stars: Gl 206 (V$`{}_{Del}{}^{}=8.0`$kms-1; $`\mathrm{\Delta }=V_{P60}V_{Del}=9.2`$ kms-1), G165-008 (8.0; $`\mathrm{\Delta }=15.5`$) and Gl 268.3B (-6.0; $`\mathrm{\Delta }=8.4`$). All three stars are known binaries, while G165-008 is also a very rapid rotator (see further below). In general, the comparison indicates that the velocities derived from our echelle spectra are accurate to $`\sigma <1.5`$ kms-1.

We can also examine the quality of the radial velocities found from our previous moderate resolution spectra. Based on an external comparison with the MB89 standards, we estimated an accuracy of $`15`$ kms-1 (Paper I). After excluding double-lined spectroscopic binaries, velocity standards, and three stars with anomolously large residuals, we have 582 stars in common. The standard deviation is 17 kms-1, confirming our previous estimate.

The individual velocities and heliocentric Julian data for each observation, together with the mean value and the rms dispersion based on our observations, are given in Table 5. In addition to the star name, we list the ‘NN’ number cited in Papers I and II. While the latter is merely the rank order in pCNS3, and is not an officially recognised designation, it provides a straightforward means of cross-referencing results between tables for this relatively large dataset. We also include measurements of three M dwarfs which are not included in either the pCNS3 or Papers I and II, but which are discussed in Gizis & Reid (1997). Both the primary G 134-035 and the secondary LP 197-12 were on the slit, so the reported measurement is for a blend of the two stars. G 173-018 is a short-period, double-lined dMe system.333Tables 2, 4 and 5, together with the data tables from Paper I and Paper II are available from our PMSU website at: http://www.physics.upenn.edu/ inr/pmsu.html.

### 2.4 Line Strengths

To investigate chromospheric activity, we measured the equivalent widths of atomic features using an automated program that counted the flux in rectangular passbands. The adopted line (from F1 to F2) and pseudo-continuum (PC1 to PC2 and PC3 to PC4) regions are given in Angstroms in Table 5, and the average values observed for each star are given in Table 5. The appearance of the emission lines in a strong dMe star are illustrated in Figure 2. For those sufficiently bright stars observed with the old echelle prisms, the bluer Balmer emission lines were also measured. The NaD lines were not measured due to contamination by sky emission and the difficulty in defining a pseudo-continuum. The measurements of the He 6678 line were difficult due to the weakness of the feature and the nearby TiO absorption band. We found that none of the stars had detectable lithium absorption, as expected for M dwarf stars with ages exceeding $`50`$ Myrs.

Figure 3 compares the H$`\alpha `$ equivalent width measured from the echelle observations with the lower resolution measurements from Paper I. For the early M dwarfs, the higher resolution observations are systematically smaller by $`0.5`$Å, probably reflecting differences in the placement of the pseudo-continuum. The large scatter for the cooler dwarfs is due to the variability of these stars’s chromospheres.

For most purposes, it is more useful to compare line fluxes rather than equivalent widths. Absolute calibration is not available for all of the stars in our sample, but the continuum flux near H$`\alpha `$ can be derived from broadband RC photometry (Reid, Hawley & Mateo, 1995). To improve the calibration, and extend it to H$`\beta `$, we obtained low resolution spectrophotometry of a subset of 105 stars using the McCarthy spectrograph with a 150-line grating. The observations were made under photometric conditions at the Palomar 60-inch on 9 and 10 July 1996. The wavelength coverage was 4600Å to 10170Å with resolution 6Å, providing a good match to the echelle observations. In Figure 4, we show that use of the Bessell (1990b) filter response curves with our spectra reproduces the sixth order polynomial relation between $`RI_C`$ and $`VI_C`$ derived by Bessell (1990a). The deviations seen at the blue end correspond to stars earlier than type M0 and therefore do not effect our results.

Using these low-resolution spectra, we find that the continuum flux at H$`\alpha `$ and H$`\beta `$ can be derived from broadband photometry using the following linear relations:

$$2.5\mathrm{log}F_{H\alpha }=(21.68\pm 0.04)+(0.974\pm 0.038)R_C$$

$$2.5\mathrm{log}F_{H\beta }=(21.01\pm 0.06)+(1.055\pm 0.055)V_C$$

where the fluxes are measured in erg s-1 cm-2 Å-1. These relations are applicable for stars with types M0-M6.5. They are used to transform the measured emission-line equivalent widths to the flux values discussed in Section 4.1. We note that differences in continuum placement at low and high resolution might lead to small systematic errors.

V-band photometry is available for all the M dwarfs in our sample. In cases where $`R_C`$ photometry was unavailable, we estimated the $`VR_C`$ color using the TiO5 value:

$$VR_C=3.23458.9529\times \mathrm{TiO5}+12.041\times \mathrm{TiO5}^25.6274\times \mathrm{TiO5}^3$$

When $`VI_C`$ colors were needed but unavailable, we used:

$$VI_C=6.365714.6706\times \mathrm{TiO5}+17.6957\times \mathrm{TiO5}^28.0934\times \mathrm{TiO5}^3$$

Again these relations are applicable for stars with spectral types M0-M6.5.

### 2.5 Rapid Rotators

Rotational broadening is measurable for a handful of stars in our spectra. For each observing run, we artificially broadened a star of known low rotation ($`v\mathrm{sin}i<2`$ kms-1) using a rotational broadening function (Gray, 1992). We adopted a limb darkening coefficient of 0.6, shown to be an appropriate value by Marcy & Chen (1992). However, measuring $`v\mathrm{sin}i`$ by cross-correlation against the standards proved ineffective, probably due to small mismatches in spectral type. Instead, we emulated the method of Marcy & Chen (1992) by using $`\chi ^2`$ fitting to determine the best fit to individual atomic lines. Our lower resolution requires that we use relatively strong atomic lines, as in the region $`64206520`$Å. Detections are limited to $`v\mathrm{sin}i>20`$ kms-1 ($`3`$ pixels). We estimate a measurement accuracy of $`5`$ kms-1.

Stars with detected rotational broadening are listed in Table 5. Our results are quite repeatable; for example, G188-38 (NN 3453) was observed 6 times, each time yielding $`v\mathrm{sin}i`$ between 35 and 40 kms-1. The most notable star is G 165-8 (NN 2128), which has thirteen measurements that are all consistent with $`v\mathrm{sin}i=80`$ kms-1, similar to the extreme rotator Gl 890 (Pettersen et al., 1987). One of our observations clearly shows H$`\alpha `$ emission from a secondary companion, while others show asymmetries in the line profile. The rotational velocity is close to that of the fastest-rotating M dwarfs in the Pleiades (Terndrup et al., 2000), suggesting that the system is relatively young, $`\tau 10^8`$ years.

A caveat to all of our rotation measures is that close binary pairs which happened to have velocity differences of $`20`$ kms-1 at the time of our observations could be misidentified as rapid rotators. For example, we measure $`v\mathrm{sin}i=30`$ kms-1 for Gl 735 (NN 2976), but we exclude the star from Table 5 since it is identified as “SB” in the pCNS3. Gl 206 (NN 933) and Gl 829 (NN 3360), both known SB2s, also show significant line broadening in our spectra. Confusion is less likely where multiple measurements are available.

## 3 Binaries

Table 5 lists 23 dwarfs which are double-lined spectroscopic binaries (SB2). These systems must have relatively short periods, but our data provide insufficient temporal coverage to attempt period determinations. Note that most objects in the present sample were observed only once, so additional double-lined systems which were in an unfavorable configuration at the time of our observation remain undetected. Thirteen of these 23 SB2 systems have published orbits, while the other ten are new discoveries.

A few single lined stars with multiple velocity measurements, both our own and those available in the literature, have velocities spanning a larger range than expected given the individual uncertainties. This may reflect the presence of an unseen companion (i.e. SB1 system). Table 5 lists stars where the overall rms dispersion of the observations exceeds 4 kms-1. Other stars listed in Table 5 with $`\sigma >3`$ kms-1 may also merit additional observations. Table 5 lists other candidate SB1 systems where a significant velocity difference exists between our observation and the literature data. With potential velocity amplitudes of a few kms-1 and periods of a few years, these systems are likely to have separations of $`1`$ AU, equivalent to $``$ 0.1 arcseconds for stars in this sample. These are therefore good candidates for high-resolution imaging (speckle, adaptive optics, or interferometry) and radial velocity monitoring at higher resolution. Several stars have known companions which may be responsible for the observed velocity differences.

Poveda et al. (1994) have published a catalog of candidate wide binary or multiple systems in the pCNS3 catalog. We have radial velocity measurements for several of their candidates, including two with separations exceeding 0.1 parsec and therefore of potential interest for Galactic dynamics. At such separations, orbital velocities are less than 1 kms-1, so we expect the radial velocities of the components to agree within our measuring uncertainties. Table 5 shows the comparison, where the final column gives the observed velocity difference in terms of our measuring uncertainty, which we take as 1.5 kms-1. Of the two wide systems, Gl 469 and Gl 471 are clearly not associated (unless one has an unseen companion), but our data show only a 3$`\sigma `$ difference between Gl 48 and the Gl 22 system. Except for Gl 140 A/C, where orbital motion might affect the velocity of the brighter star, the remaining candidate binaries have velocity differences consistent with our measuring uncertainties.

## 4 Chromospheric Activity, Age and the Star Formation History

The chromospheric age-activity correlation amongst main-sequence stars has been studied extensively for solar-type dwarfs, where it is usually parameterised in terms of the ‘t to the half’ law (Skumanich, 1972),

$$F(Ca)=At^{1/2}$$

where $`F(Ca)`$ is the Ca II K emission-line flux, $`A`$ is a constant and $`t`$ the age. Based on that calibration and observations of local G dwarfs, several groups have attempted to reconstruct the recent star formation history in the disk. In particular, both Barry (1988) and Rocha-Pinto et al. (2000) claim that the data indicate several significant bursts of star formation over the last 4 Gyrs. On the other hand, Soderblom, Duncan, & Johnson (1991) argue that these ‘bursts’ are the result of a more complicated activity/age relation than that implied by a simple Skumanich type power law. Our goal is to use our observations of M dwarfs in the VC sample to address the local star formation history. To that end, we first investigate the range of activity and the correlation of activity with age for the low-mass M dwarfs. In particular, we do not require that the M dwarfs follow the same age-activity relation used for the G dwarfs.

### 4.1 Activity

The primary indicator of chromospheric activity in M dwarfs is H$`\alpha `$ emission. In Figure 5 we plot the equivalent width of H$`\alpha `$ as a function of TiO5 (spectral type/effective temperature). Figure 6 is an expanded view of the absorption (negative) equivalent width portion of Figure 5. Active stars known to be short-period binaries (Tables 5 and 5) are shown as open circles while members of the VC sample are shown as solid triangles. Additional stars from this paper which are not in the VC sample are shown as open triangles. To aid discussion, we have labelled five groups (A-E).

Group A: The majority of M dwarfs show H$`\alpha `$ absorption, with larger average absorption equivalent widths at early spectral types. H$`\alpha `$ absorption does not necessarily indicate an absence of chromospheric activity, as discussed by Cram & Mullan (1979) and Cram & Giampapa (1987). These authors showed that the presence of a weak to moderate chromosphere induces H$`\alpha `$ absorption in M dwarfs, which enhances the photospheric absorption. Only a rather strong chromosphere will produce H$`\alpha `$ emission. Thus, M dwarfs with the strongest H$`\alpha `$ absorption probably have moderate chromospheres, while those with no chromosphere will exhibit only weak (or perhaps no) absorption – see discussion of Group E. The observed width of the absorption sequence in Figure 6 is larger than our measuring uncertainty, and therefore probably reflects real star-to-star variations at a given effective temperature. These variations are presumably correlated with the level of chromospheric activity. Also, the fraction of stars per spectral type bin which are in Group A decreases towards later spectral types, which is probably related to the increase in the lifetime of strong chromospheric activity for lower mass stars (see discussion in Section 4.2).

Groups B and C: Most of the early (M0-M2.5) dwarfs with emission, including all the early-M active binaries (BY Dra class) in the VC sample, cluster near the upper envelope of observed activity. We have marked these dwarfs as Group B. There is a striking lack of early-M dwarfs with weaker emission, indicated as Group C. This behavior was noted by Herbst & Miller (1989), who point out a similarity with the Vaughn-Preston gap in the CaII emission of G dwarfs (Vaughan & Preston, 1980; Henry et al., 1996). Such a gap can be interpreted either as a stellar population (age) or a stellar chromosphere effect. In the former case, one assumes that age and H$`\alpha `$ emission have a simple relationship, and the distribution reflects a lack of intermediate age (Group C) stars compared to younger (Group B) and older (Group A) stars. In the latter interpretation, some aspect of chromospheric physics makes it unlikely that a star is observed with intermediate-strength emission lines. For example, stars may remain in the Group B state for a long time, then rapidly evolve through the Group C region.

Group D: The observed distribution of H$`\alpha `$ equivalent width changes at TiO5 $`0.5`$ (spectral type M2.5/3). Amongst earlier spectral types, emission is limited to $`2.5`$Å above the mean level of absorption; for the mid-M (M3-M5.5) dwarfs, the emission-line equivalent widths are distributed roughly uniformly between 0Å and a maximum value of 6-10Å. This change in properties was also noted by Herbst & Miller (1989) on the basis of data for fewer stars. Little structure is evident, although there is a suggestion of a clump at H$`\alpha 4.5`$Å, TiO5$`0.4`$. According to the empirical mass-spectral type relations derived by Kirkpatrick & McCarthy (1994), spectral type M3 corresponds to $`0.26M_{}`$, while M2 corresponds to $`0.37M_{}`$. This range encompasses the mass where M dwarfs are expected to become fully convective ($`0.3M_{}`$, Burrows et al. (1997)). The change in the distribution of activity strengths may be related to changes in the magnetic dynamo generation mechanism and/or the atmospheric structure amongst fully-convective stars (Hawley et al., 2000).

Group E: A few dM stars have unusually weak H$`\alpha `$ absorption. They are sometimes called dM(e) stars, since they appear to be intermediate between the dMe and dM stars. Two different states contribute to this group. Some stars may have extremely weak, or possibly no, chromospheres. The absorption line, or lack thereof, then simply reflects the weak photospheric absorption which disappears at later types. Others have moderately strong chromospheres that have begun to produce enough emission to fill in the absorption line, but not enough to produce a full-fledged emission line. Examples of both types are known (Byrne, 1993; Doyle et al., 1994). Two of the stars in Group E, GJ 1062 (NN 647) and LHS 64 (NN 3308) are old, metal-poor M subdwarfs (Gizis, 1997), and as such are likely to have weak, if any, chromospheres. Further study of Group E stars may be useful to characterize this rare, inactive state amongst M dwarfs.

An interesting question raised by our analysis is whether there is an evolutionary pattern through the groups we have identified. Thus, for example, an early type M dwarf might start out quite active (group B). As the chromosphere begins to weaken with age, the H$`\alpha `$ emission may fade rapidly according to the particulars of the line radiative transfer leading to a quick passage through Groups C and E. Further chromospheric weakening may lead to a slower evolution from the top (less absorption) of Group A to the bottom of Group A, and finally, as the stars age even further (approaching the age of the Galactic disk?) the chromosphere begins to disappear altogether, with the evolutionary path progressing back through Group A to an endpoint in Group E. For later type stars, it may be that the radiative transfer in the H$`\alpha `$ line is such that it is easier to drive the line into emission. Thus those stars start, and remain, in Group D throughout most of their evolution, at least to their current ages. We are pursuing these ideas by searching for other chromospheric indicators that would allow us to distinguish between moderate activity (filled-in H$`\alpha `$) and no activity (weak or no H$`\alpha `$ absorption), and by developing chromospheric models that predict the behavior of the H$`\alpha `$ (and other) emission lines depending on parameters that characterize the strength of the chromosphere (Hawley et al., in preparation).

We obtained monitoring observations of the nearest M dwarfs as part of this program. These allow us to examine variability in the emission line strength. Figure 7 plots the observed standard deviation in equivalent width as a function of emission line strength for stars with at least 4 observations. For dMe dwarfs with H$`\alpha 5`$Å (including all early M dwarfs and the weaker mid-M dwarfs), variations are $`0.5`$Å, with typical variations at the 15% level. In contrast, stars with stronger emission are significantly more variable, with variability exceeding 30%, corresponding to changes of several Angstroms in equivalent width.

As discussed extensively elsewhere (e.g. Reid, Hawley & Mateo (1995)), equivalent width measurements are useful in segregating stars within a relatively limited range of effective temperature, as in defining the groups in Figure 5, but do not provide a good measure of the absolute level of activity, due to variations in the continuum flux as the effective temperature changes. We have therefore used the relations defined in Section 2.4 to transform our equivalent width measurements to line fluxes, and formed the ratio of the line luminosity to the bolometric luminosity – an absolute measure of the activity strength for each star. Figure 8 plots the result for H$`\alpha `$ as a function of TiO5 (equivalently colour, spectral type, effective temperature, mass). The Group B stars are clearly evident at spectral types earlier than M2, while the Group D stars comprise the cooler half (smaller TiO5) of the diagram. It is interesting that binaries (open circles) are found scattered throughout the latter group, with no clear clustering at the most active levels. The discussion of the groups given above is applicable also to this figure, with the Group B stars showing high and rather uniform activity and some evidence for binaries having stronger activity, while the Group D stars have a much larger scatter. The mean level of log (L$`{}_{H\alpha }{}^{})`$/Lbol) is $``$ -4.0, in agreement with the value we found for the Hyades (Reid, Hawley & Mateo, 1995) and in our lower resolution survey of these same field stars (Paper II). Figure 8 makes it clear however, that the scatter among the Group D stars (later types) is not uniform. There are more stars that show activity above the mean level (between -3.5 and -4), but the stars below the mean level have a larger range (between -4 and -5). With reference to our previous speculative discussion about chromospheric evolution, this could be evidence that the younger, most active stars cluster around log (L/Lbol) $`3.8\pm 0.2`$, while the older, less active stars spread out according to their age and initial activity level. It is notable that the difference in scatter between Group B and Group D is still very striking, which may mean that some change in the dynamo generation at the fully convective boundary is also required (along with evolution and the particulars of H$`\alpha `$ line transfer) for a full physical explanation of these phenomena.

Figure 9 shows the Balmer decrement, the ratio of H$`\alpha `$ to H$`\beta `$ flux. A typical value in the Hyades is $``$ 4, somewhat larger than the mean found here of $``$ 2.5 (which does agree with our result in Paper II). There is a slight downward trend toward later types among the Group B stars and again a notable increase in the scatter, particularly toward larger values of the decrement, among the Group D stars. It may be significant that this scatter is apparently restricted to the later spectral types among Group D. The scatter is reminiscent of that seen in Figure 7 in $`\sigma _{H\alpha }`$. There are 8 stars shown with $`\sigma _{H\alpha }>1.5`$ kms-1, and three of these (NN 1702, 1724, 1326) have the three highest values of the Balmer decrement, while four of the remaining five (NN 204, 230, 1398, 1934) have decrements well above the average, between 4 and 10. A very strong Balmer decrement and significant variability probably indicate that we have observed flaring activity in these stars; the decrement actually $`decreases`$ in flares on earlier M dwarfs (e.g. AD Leo, Hawley & Pettersen (1991)), but is known to increase strongly during flares on later M dwarfs (e.g. VB 10, Herbig (1956); 2MASSJ0149, Liebert et al. (1999)). The final star, LHS 1723 (NN 855) is anomalous in both figures, lying at $``$ (1,1.7) in Figure 7 and at $``$ (0.4,1.2) in Figure 9. This star has very weak H$`\alpha `$ emission compared to H$`\beta `$ and also shows far more variability than other weak H$`\alpha `$ emitters. It will pose an interesting challenge for chromospheric models.

Finally, our observations comprise the most extensive available set of Helium D3 ($`\lambda 5876`$Å) emission line data for active M dwarfs. Figure 10 shows that there is a strong correlation between the He D3 and H$`\alpha `$ emission equivalent widths, with the slope of a simple linear fit $``$ 0.12. Alternatively, the flux in the He D3 line may be predicted from the H$`\alpha `$ flux by $`F_{HeD3}=0.048\times F_{H\alpha }`$. The good correlation suggests that both features probably originate from the same region within the chromosphere. This is in contrast with previous observations and modelling of Ca II, Mg II and H$`\alpha `$ emission in M dwarfs which implied that the emission in those lines was coming from different chromospheric regions (Mauas & Falchi, 1994; Giampapa, Worden & Linsky, 1982). An extensive study of He D3 in G and K stars by Saar et al. (1997) suggested formation in the upper chromospheres of those stars, and good correlation of the He D3 flux with those of Ca II and C IV (similar to our result here for H$`\alpha `$). Andretta & Giampapa (1995) have outlined a method using He D3 observations to infer the filling factor of active regions in F and G stars. It would be of great interest if such a technique was applicable also for M dwarfs.

### 4.2 An age-activity calibration for M dwarfs

Calibrating age-dependent relations obviously demands stars with well determined ages. In the Galactic disk, open clusters give an independent age determination, and observations of chromospheric activity levels of cluster members provide the calibration. The traditional approach, as in Barry (1988), is to determine a relationship between the activity level (e.g., equivalent width or other measure) and the age. By applying this law to each field star, unique ages can be derived. While we have proposed above a possible qualitative evolutionary sequence that might eventually allow a unique age determination for each M dwarf in our sample, we are far from certain that our proposal is correct, and have not even begun to determine a calibration. Also, observations of clusters show that there is some spread in activity at a given age. Moreover, as demonstrated in Figure 7, variability is clearly present in individual M dwarfs, complicating any effort to determine an exact activity level. Finally, the appearance of Figure 5 suggests potential inconsistencies in applying this method: If the lack of Group C stars is interpreted as a lull in star formation, where is the corresponding gap in Group D? If the concentration of stars in Group B is a burst of star formation, why is there no corresponding concentration at the top of Group D?

Hawley et al.’s (1999) analysis of M dwarfs in open clusters suggests a different approach. While the activity levels of stars in a given cluster exhibit considerable scatter, there is a well-defined $`VI_C`$ colour at which activity becomes ubiquitous. All stars redder than this colour are dMe (defined as $`EW_{H\alpha }1.0`$Å), while the bluer stars are dM without emission. This effect was commented on originally by Stauffer et al. (1994) for the Pleiades. Observations currently exist for M dwarfs in six clusters: IC2602 & IC2391 (30 Myrs, Barnes et al. 1999), NGC 2516 & the Pleiades (125 Myrs, Stauffer, Schultz & Kirkpatrick 1998), the Hyades (625 Myrs, Perryman et al. 1998), and M67 (4.0 Gyrs, Dinescu et al. 1995). Hawley et al. (1999) have used those observations to determine the relationship between the ‘H$`\alpha `$ limit’ colour and the age in years,

$$VI_C=6.91+1.05(\mathrm{log}Age)$$
(1)
as shown in Figure 11.

We can use this correlation to transform an observed distribution of chromospheric activity as a function of $`VI_C`$ colour to an estimate of the cumulative age distribution. We define $`f_{dMe}`$ as the fraction of dMe dwarfs at a particular colour, $`(VI_C)_i`$,

$$f_{dMe}=N(\mathrm{dMe})/N(\mathrm{dM}+\mathrm{dMe}),(VI_C)=(VI_C)_i\pm \delta $$

This ratio provides an estimate of the fraction of stars younger than age $`\tau _i`$, where, from Equation 1,

$$\mathrm{log}\tau _i=((VI_C)_i+6.91)/1.05$$

Thus, for example, the fraction of dMe dwarfs at $`VI_C`$ = 1.0 is directly proportional to the relative number of stars which have formed in the last $`3\times 10^7`$ years, while $`f_{dMe}`$ at $`VI_C`$ = 2.6 corresponds to the relative number of stars with ages of less than 1 Gyr. In this manner, we can determine $`f_{dMe}`$ for a range of $`VI_C`$ colour, and map the cumulative star formation history of the Galactic disk.

### 4.3 Star Formation History of the Galactic Disk

We have applied the analysis technique outlined in the previous section to data for the M dwarfs in the VC sample. For stars lacking $`VI_C`$ measurements, we use the TiO5 index to estimate the colour. The results are plotted in Figure 12, giving $`f_{dMe}`$ as a function of the inferred age. A constant star formation rate (i.e. $`f_{dMe}`$ directly proportional to age) is shown for reference as the thick solid line with slope unity in this figure. Two different ways of computing the fraction of dMe stars are illustrated. The long-dashed line (connecting solid triangles) gives the fraction found by weighting all stars equally. The thin solid line (connecting open triangles) shows the fraction found by weighting each star by the inverse of its W velocity, as proposed by Wielen (1974, 1977). The latter approach allows for the increased scale height of higher velocity (older) stars, and consequent shorter residence time in the Solar Neighbourhood. However, this method adds statistical noise by placing significant (undue?) weight on a small number of high velocity stars. In both cases we exclude the SB1 and SB2 (short period binary) systems, since the activity in those stars may be influenced by other effects than age.

Figure 12 indicates that the overall star formation history is broadly consistent with a constant star formation rate. The major feature notable in the distribution is a step at $``$ 1 Gyr which, if taken at face value, would indicate that $`10`$% of the local disk stars formed in a burst at that time. However, this feature is unlikely to be real, since it corresponds with the Group B/D transition in Figure 5 which we discussed at length in Section 4.1. Such a distinct change in activity properties is unlikely to be well described by a simple linear relation. Data for clusters with ages between the Hyades (0.6 Gyr) and M67 (4 Gyr) would be useful in confirming whether this feature has an astrophysical, rather than evolutionary, origin.

The other characteristic of the star formation history illustrated in Figure 12 is a slight deficiency in the number of young ($`<1`$ Gyr) stars relative to the number of older ($`>1`$ Gyr) stars. At ages of less than 1 Gyr, both the weighted and unweighted solutions match the expectation of constant star formation (slope unity), with slopes of $`0.92\pm 0.16`$ and $`0.95\pm 0.50`$ respectively. For the full age distribution, however, we derive best-fit slopes of $`1.14\pm 0.09`$ for the unweighted solution and $`1.38\pm 0.19`$ for the weighted solution. This result implies a slight decrease in the star formation rate in recent times. However, this could reflect incompleteness in the VC sample which, since it is derived primarily from proper motion surveys, may be deficient in young, low space-motion dwarfs.

Figure 12 also compares our analyses with the star formation histories proposed from G dwarf studies by Barry (1988) and Rocha-Pinto et al. (2000). The poor time resolution at large ages, coupled with the lack of calibrating clusters and the relatively small size of the VC sample, limits the utility of comparisons at older ages ( $`>3`$ Gyrs). Nonetheless, it is encouraging that all of the models predict similar fractions of stars younger than 4 Gyrs. At younger ages, the M dwarf data are better calibrated. There is no evidence from our analysis for the substantial numbers of young G dwarfs ascribed by Barry (1988) to a recent burst of star formation. Similarly, our data fail to match the details of the Rocha-Pinto et al. (2000) analysis. Indeed, Rocha-Pinto et al. (2000)’s “Burst A” of young ($`0.5`$ Gyr) G dwarfs is accompanied by a deficiency of M dwarfs, while their “AB Gap” at 1-2 Gyrs corresponds to an apparent excess of M dwarfs (although, as we noted above, we believe this feature reflects a deficiency in our analysis method rather than a burst of star formation).

The “AB” gap found by Rocha-Pinto et al. (2000) corresponds to the Vaughan-Preston gap Vaughan & Preston (1980). As noted above (Section 4.1), Herbst & Miller (1989) have suggested that the sparse number of early type M dwarfs with weak emission (our Group C) might be an analogous feature. However, observations of Hyades M dwarfs show that the H$`\alpha `$ limit corresponds to TiO5$``$0.55 in that cluster. Thus, the weak emission M dwarfs in Group C must have ages of less than the age of the Hyades (0.6 Gyrs) – i.e. ages which match Rocha-Pinto et al. (2000)’s “Burst A”. As Soderblom, Duncan, & Johnson (1991) and Rocha-Pinto et al. (2000) have discussed, one needs either a complicated G-dwarf age-activity relation to match a constant star formation history, or a complicated star formation history to save the simple G-dwarf age-activity relation. Given the lack of agreement between our M dwarf analyses and the G dwarf analyses, we believe that the complicated G-dwarf age-activity relation explanation is favored. The existence of a large spread in activity in the coeval G dwarfs of M67 (Giampapa et al., 2000) and the large spread in rotation rates in stars of young clusters (Barnes, 1997) suggests that any age-activity relation is complex, with stochastic star to star variations. Indeed, M dwarfs show similar behaviour, with a smattering of dMe dwarfs bluer than the H$`\alpha `$ limit in some clusters. Binarity may well be a contributing factor at both spectral types.

Other measures of the recent star formation history have been made without reference to chromospheric activity. Hernandez, Valls-Gabaud, & Gilmore (2000) have used Hipparcos color-magnitude diagrams to derive the star formation history of the Solar Neighbourhood within the last 3 Gyrs. They find an oscillatory component of star formation with a period of 0.5 Gyr superposed on an underlying constant star formation rate. Their Figure 4 indicates that they see roughly 2.5 times as much star formation from $`1.62.6`$ Gyr as at $`0.31.0`$ Gyr. It is suggestive that this is similar to the deviations from constant star formation seen in our Figure 12 – that is, the possible deficiency of young stars. Neither our data nor Hernandez, Valls-Gabaud, & Gilmore (2000) show the lull in star formation between 1-2 Gyrs seen by Rocha-Pinto et al. (2000).

Our present analysis is only a first step towards using M dwarfs as probes of Galactic star formation. Additional observations of M dwarfs in clusters, particularly clusters older than the Hyades, are required to improve the age-activity calibration during the important 1-4 Gyr time period. Further observations in clusters and the field are needed to quantify the significance and range of star-to-star variations, and (with sufficient resolution) to provide additional information on the evolution of activity at a given spectral type, both among the Group B and Group D stars. Finally, a nearby star sample which is both unbiased kinematically and complete over a larger volume will provide improved statistics for the local field stars. We are currently developing such a sample in a project undertaken under the auspices of the NASA/NSF NStars program (Reid & Cruz, 2001).

### 4.4 Brown Dwarfs

The ability to constrain the ages of individual M dwarfs can be used to set limits upon the ages of brown dwarf candidates which happen to be in binary systems with M dwarf primaries. This allows an independent test of the predictions of theoretical model isochrones. At the present time, two L dwarfs and two T dwarfs are known to be companions of nearby M dwarfs. In addition, Martín et al. (2000) have shown that Gl 569 A is the companion to a binary system, Gl 569Ba and Bb. In Table 5, we use the presence or absence of H$`\alpha `$ emission in the primary, together with Equation 1, to constrain the age of each system. The discovery groups have also discussed the limits that chromospheric activity places on the age. In particular, it should be noted that G 196-3 is a very active M2.5 dwarf, so Rebolo et al. (1998) argue that it is likely to be younger than our limit. Based on the lack of emission in Gl 229A, as well as the fact that no rotational broadening is detectable, a the young age of 30 Myr advocated by Legget et al. (2002) is ruled out — indicating that the synthetic spectra from model atmospheres are not yet adequate for age determinations. Continued discoveries of L and T dwarf companions to nearby M dwarfs may be expected from both dedicated searches and the 2MASS, DENIS, and SDSS surveys, and improved age determinations will aid in the usefulness of those data.

Our star formation results also apply to the modelling of the substellar mass function. Because age and mass are not directly observable for isolated field brown dwarfs, a mass function can only be derived through simulations. Reid et al. (1999) have modelled L dwarf detections from DENIS and 2MASS, assuming a constant star formation rate for the Solar Neighbourhood. Our results show that this assumption is largely consistent with our analysis of the local low-mass stars, and therefore is likely to be appropriate for the local brown dwarfs as well. However, if there is a slight deficiency in the local density of very young stars (and brown dwarfs), then the numbers of L- and T-type brown dwarfs that we observe is a smaller proportion of the number that actually exist (because they are easier to observe when they are younger/brighter). In this case, the Reid et al. analysis will underestimate both the slope of the mass function and the total number of brown dwarfs in the Galactic disk. A reliable estimate of the local star formation history is critical to determining the contribution made by brown dwarfs to the mass of the Galactic disk.

## 5 Summary

We obtained high resolution spectra of a large sample of nearby M dwarfs to supplement our earlier moderate resolution survey. The new measurements include accurate radial velocities, H$`\alpha `$ emission and absorption equivalent widths, and simultaneous observations of several other chromospheric lines, including Helium D3. We discussed several groupings of stars based on their H$`\alpha `$ activity and speculated on the nature of the chromospheric evolution, including differences between early (M0-M2.5) and mid (M3-M6) dwarfs.

We also argued that the relative numbers of dM and dMe stars as a function of spectral type, together with an age-activity relation calibrated for M dwarfs, may be used to probe the star formation history of the Galactic disk. We found no evidence for the various recent bursts and lulls in star formation history inferred from G-dwarf activity results. This suggests that the G-dwarf age-activity relationship is complex, and must be better understood before attempting to use it to derive the Galactic star formation history. Finally, we illustrated the use of M dwarf activity levels to constrain the ages of binary systems with brown dwarfs.

Additional study of active M dwarfs in open clusters and the field will allow a better calibration of the M dwarf age-activity relationship, and more accurate determination of the local star formation history, which is crucial for understanding the substellar mass function. When coupled with chromospheric models, we can also hope to attain a better understanding of the underlying physical processes (evolution, atmospheric structure, dynamo generation) that ultimately control the empirical behavior we observe.

We gratefully acknowledge the assistance of Skip Staples and the other telescope operators at the Palomar 60-in. telescope. Jim McCarthy gave helpful assistance with the echelle hardware and software. We would like to thank the staff of Palomar Observatory and Jim McCarthy for their work on making the new cross-dispersing prisms a reality. Tokovinin provided an electronic version of his radial velocity data. JEG was partially supported by Greenstein and Kingsley Fellowships. SLH was partially supported by the NSF through Young Investigator award AST 94-57455. This research has made use of the Simbad database, operated at CDS, Strasbourg, France.


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# Subfactors of free products of rescalings of a II1–factor

## 1. Introduction

The systems of higher relative commutants of finite index subfactors of II1–factors were classified by S. Popa , when he proved certain conditions on a lattice of finite dimensional commuting squares (together with certain other data such as Markov traces) to be equivalent to it arising as the higher relative commutants of a subfactor. Such an abstract lattice is called a standard lattice. The question of whether there is a single II1–factor $``$ whose subfactors give rise to all standard lattices was answered in the affirmative by Popa and Shlyakhtenko , where they proved this universal property for $`=L(𝐅_{\mathrm{}})`$, the von Neumann algebra of the free group on infinitely many generators. Their proof has two main components. First, given a standard lattice $`𝒢`$, they construct a non–degenerate commuting square

$$\begin{array}{ccc}B& & A\\ & & \\ D& & C\end{array}$$
(1)
of type I von Neumann algebras having atomic centers, which encodes the standard lattice. Then, for any II1–factor $`Q`$, they consider the resulting inclusion $`NM`$ of amalgamated free product von Neumann algebras

$``$ $`=(QB,\tau _Q\mathrm{id}_B)_B(A,E_B^A)`$ (2)
$`𝒩`$ $`=(QD,\tau _Q\mathrm{id}_D)_D(C,E_D^C),`$
where $`\tau _Q`$ is the tracial state on $`Q`$ and $`E_B^A`$ and $`E_D^C`$ are the conditional expectations from the commuting square (1). By relating it to a construction from , they show that $`𝒩`$ is an inculsion of II factors which is an infinite amplification of an inclusion $`NM`$ of II1–factors whose system of higher relative commutants is the original standard lattice $`𝒢`$. The second main part of their proof is to show that if $`Q`$ is taken to be $`L(𝐅_{\mathrm{}})`$, then both $`N`$ and $`M`$ are isomorphic to $`L(𝐅_{\mathrm{}})`$.

In this paper, we identify $`N`$ and $`M`$ for general $`Q`$ as a free scaled product  of rescalings of $`Q`$. This allows us to generalize Popa and Shlyakhtenko’s results. For example, (Theorem 4.2), we show that for every standard lattice $`𝒢`$ of finite depth and for every II1–factor $`Q`$ there is a subfactor $`NM`$ whose standard lattice is $`𝒢`$ and where

$`M`$ $`=Q_{s_1}\mathrm{}Q_{s_m}`$
$`N`$ $`=Q_{t_1}\mathrm{}Q_{t_n}L(𝐅_b)`$
for some $`m,n𝐍`$, positive real numbers $`s_1,\mathrm{},s_m`$ and $`t_1,\mathrm{},t_n`$ and $`b>1n`$ depending only on $`𝒢`$. (Here we are using the notation of  for $`L(𝐅_a)`$ with $`a`$ possibly negative). Taking $`Q`$ to be the hyperfinite II1–factor $`R`$ and using the result  that the $`n`$–fold free product of $`R`$ is $`L(𝐅_n)`$, this gives after rescaling if necessary that if $`1<t<\mathrm{}`$ and if $`𝒢`$ is a standard lattice with finite depth, then $`L(𝐅_t)`$ has a subfactor whose standard invariant is $`𝒢`$; This result was first proved by Rădulescu .

We also show, (Theorem 4.4), that for every standard lattice $`𝒢`$ and for every II1–factor $`Q`$, there is a subfactor $`NM`$ whose standard lattice is $`𝒢`$ and such that

$`M`$ $`=\underset{i=1}{\overset{\mathrm{}}{\text{*}}}Q_{s_i}`$
$`N`$ $`=\underset{i=1}{\overset{\mathrm{}}{\text{*}}}Q_{t_i}`$
for some positive numbers $`s_1,s_2,\mathrm{}`$ and $`t_1,\mathrm{},t_2`$ depending only on $`𝒢`$. As a consequence of these two results, we obtain (Theorem 4.5) that if $`Q`$ is a II1–factor whose fundamental group is equal to the set of all positive reals then the free product $`QQ\mathrm{}`$ of infinitely many copies of $`Q`$ has the universal property with respect to subfactors, namely, its subfactors give rise to all standard lattices as their standard invariants.

Popa and Shlyakhtenko  also proved that if $`NM`$ is any subfactor of a II1–factor then there is a subfactor pair $`\widehat{N}\widehat{M}`$ having the same standard lattice as $`NM`$ and such that $`\widehat{N}NL(𝐅_{\mathrm{}})`$ and $`\widehat{M}ML(𝐅_{\mathrm{}})`$. Their proofs involved amalgamated free products of the form

$$(QB,\tau _Q\mathrm{id}_B)_B(MB(H),E),$$
(3)
where $`E`$ is a conditional expectation onto a copy of the type I algebra $`B`$ embedded in the II–factor $`MB(H)`$, and where they use $`Q=L(𝐅_{\mathrm{}})`$.

We will identify the free product (3) for an arbitrary II1–factor $`Q`$ in terms of free subproducts, and thereby prove generalizations of the above mentioned result where $`L(𝐅_{\mathrm{}})`$ in the formula for $`\widehat{N}`$ and $`\widehat{M}`$ is replaced by free products of rescalings of $`Q`$. (See Theorems 4.6, 4.7 and 4.8.)

The organization of the rest of the paper is as follows: in §2 and, respectively, §3, isomorphism results are proved for amalgamated free products as in (3) and, respectively (2). (However, the simplifying assumption is made that the algebra $`B`$ is commutative — an easy trick reduces the general case to this. Moreeover, because it entails no extra difficulty and in fact makes the proof more transparent, we consider free products where the algebra $`QB`$ of (3) and (2) is replaced by a direct sum $`_{iI}Q(i)`$ of II1–factors whose center is $`B`$.) In §4 we prove the existence of subfactors, including those described above.

Acknowledgements. The author thanks S. Popa and F. Rădulescu for helpful conversations.

## 2. Amalgamated free products, I

In this section, we consider amalgamated free products related to those of the form (3) when $`B`$ is taken to be commutative, and we show the result can be expressed in terms of free scaled products of von Neumann algebras. See  for the definition of and results about free scaled products.

Take an index set $`I`$ equal to $`\{1,2,\mathrm{},m\}`$ for some integer $`m2`$ or to the natural numbers (in which case we write $`m=\mathrm{}`$) and let $`𝒬=_{iI}Q(i)`$, where each $`Q(i)`$ is a II1–factor. let $`B`$ be the center of $`𝒬`$ and let $`p_i`$ denote the minimal projection of $`B`$ that is the support of the $`i`$th summand $`Q(i)`$ of $`𝒬`$. Let $`E_B^𝒬:𝒬B`$ be the conditional expectation that is the center–valued trace on $`𝒬`$. Let $`M`$ be a type II1 or II factor with fixed faithful (finite or semifinite) trace $`\mathrm{Tr}`$. Let $`N`$ denote the II1–factor obtained as $`eMe`$ if $`M`$ is type II, where $`eM`$ is a projection of trace $`1`$, and as $`M_{\mathrm{Tr}(1)^1}`$ if $`M`$ is type II1; (thus if $`M`$ is type II1 and $`\mathrm{Tr}(1)1`$ then $`NeMe`$ where $`e`$ is as above). Suppose $`B`$ is embedded in $`M`$ as a unital subalgebra in such a way that $`\mathrm{Tr}(p_i)<\mathrm{}`$ for all $`iI`$ and let $`E_B^M:MB`$ be the $`\mathrm{Tr}`$–preserving conditional expectation. Finally, let $`\beta (i)=\mathrm{Tr}(p_i)`$.

In this and the next section, when $`X_1`$ and $`X_2`$ are subsets of an algebra, we will use the symbols $`\mathrm{\Lambda }^\mathrm{o}(X_1,X_2)`$ to denote the set of all alternating words in $`X_1`$ and $`X_2`$, i.e. all words of the form $`a_1a_2\mathrm{}a_n`$, where $`a_jX_{i(j)}`$ and $`i(j)i(j+1)`$. In fact, we will frequently blur the distinction between the set of words per se and the set of elements in the algebra that are equal to such words.

###### Proposition 2.1.

Consider the amalgamated free product of von Neumann algebras

$$(,E)=(M,E_B^M)_B(𝒬,E_B^𝒬).$$
(4)
If $`_{i=1}^m\beta (i)<\mathrm{}`$ then $``$ is a II1–factor, while if $`_{i=1}^m\beta (i)=\mathrm{}`$ then $``$ is a II–factor. In either case, we have

$$p_1p_1N_{\beta (1)}\underset{iI}{\text{*}}[\frac{\beta (i)}{\beta (1)},Q(i)].$$
(5)
###### Proof.

We denote also by $`\mathrm{Tr}`$ the semifinite trace $`\mathrm{Tr}_BE`$ on $``$. The method of  shows that $`E`$ is faithful, hence $`\mathrm{Tr}`$ is faithful on $``$; we will show the isomorphism (5), from which it will follow that $``$ is a factor with faithful trace $`\mathrm{Tr}`$, which is finite or semifinite depending on $`_{i=1}^m\beta (i)`$.

Let $`p_{[1,n]}=p_1+p_2+\mathrm{}+p_n`$ and let $`\beta [1,n]=\mathrm{Tr}(p_{[1,n]})`$. For every $`nI`$, let

$$(n)=W^{}(p_{[1,n]}Mp_{[1,n]}p_{[1,n]}𝒬).$$

Then $`(1)`$ is generated by $`p_1Mp_1N_{\beta (1)}`$ and $`p_1𝒬Q(1)`$, which are free, so

$$(1)N_{\beta (1)}Q(1).$$

Now for $`nI`$, $`n2`$, we will find $`(n)`$ in terms of $`(n1)`$. Let $`K𝐍`$ be such that $`\beta [1,n1]\beta (n)/K`$ and let $`(e_{ij})_{1i,jK}`$ be a system of matrix units in $`M`$ such that $`_1^Ke_{ii}=p_n`$. Let $`A=\mathrm{span}\{e_{ij}1i,jK\}`$ and let $`𝒫=W^{}(Ap_n𝒬)`$. Clearly $`A`$ and $`p_n𝒬`$ are free with respect to $`\beta (n)^1\mathrm{Tr}_{p_np_n}`$, so

$$𝒫𝒬(n)M_K(𝐂)𝒬(n)L(𝐅_{1K^2}).$$

Let $`vM`$ be such that $`v^{}v=e_{11}`$ and $`q:=vv^{}p_{[1,n1]}`$ . Then

$$(n)=W^{}((n1)𝒫\{v\}),q(n)q=W^{}(q(n1)qv𝒫v^{}).$$

We claim that $`q(n1)q`$ and $`v𝒫v^{}`$ are free with respect to $`K\beta (n)^1\mathrm{Tr}_{qq}`$. This is equivalent to freeness of $`v^{}(n1)v`$ and $`e_{11}𝒫e_{11}`$ with respect to $`K\beta (n)^1\mathrm{Tr}_{e_{11}e_{11}}`$, which is what we will show. Using the trace–preserving conditional expectation $`𝒫A`$ along with the facts that $`e_{11}`$ is a minimal projection in $`A`$ and that $`\{p_n\}\mathrm{\Lambda }^\mathrm{o}(A\mathrm{ker}\mathrm{Tr},p_n𝒬\mathrm{ker}\mathrm{Tr})`$ spans a dense subspace of $`𝒫`$, we find that a dense subspace of $`e_{11}𝒫e_{11}\mathrm{ker}\mathrm{Tr}`$ is spanned by

$$\stackrel{~}{\mathrm{\Phi }}:=\underset{1i,jK}{}e_{1i}\mathrm{\Phi }e_{j1},$$

where $`\mathrm{\Phi }`$ is the set of all words belonging to $`\mathrm{\Lambda }^\mathrm{o}(A\mathrm{ker}\mathrm{Tr},p_n𝒬\mathrm{ker}\mathrm{Tr})`$ whose first and last letters come from $`p_n𝒬\mathrm{ker}\mathrm{Tr}`$. On the other hand, since

$$p_{[1,n1]}B\mathrm{\Lambda }^\mathrm{o}(p_{[1,n1]}Mp_{[1,n1]}\mathrm{ker}E,p_{[1,n1]}𝒬\mathrm{ker}E)$$

spans a dense subspace of $`(n1)`$, we see that $`v^{}(n1)v\mathrm{ker}\mathrm{Tr}`$ is contained in the closed linear span of

$$\stackrel{~}{\mathrm{\Psi }}:=(e_{11}Me_{11}\mathrm{ker}\mathrm{Tr})\mathrm{\Psi },$$

where $`\mathrm{\Psi }`$ is the set of all words belonging to $`\mathrm{\Lambda }^\mathrm{o}(M\mathrm{ker}E,p_{[1,n1]}𝒬\mathrm{ker}E)`$ with first letter from $`e_{11}Mp_{[1,n1]}`$ and with last letter from $`p_{[1,n1]}Me_{11}`$. Now to show freeness of $`q(n1)q`$ and $`v𝒫v^{}`$, it will suffice to show

$$\mathrm{\Lambda }^\mathrm{o}(\stackrel{~}{\mathrm{\Phi }},\stackrel{~}{\mathrm{\Psi }})\mathrm{ker}\mathrm{Tr}.$$
(6)
Let $`x\mathrm{\Lambda }^\mathrm{o}(\stackrel{~}{\mathrm{\Phi }},\stackrel{~}{\mathrm{\Psi }})`$. If the first letter in $`x`$ comes from $`e_{11}\mathrm{\Phi }e_{j1}\stackrel{~}{\mathrm{\Phi }}`$ then substitute $`e_{11}=(e_{11}K^1p_n)+K^1p_n`$ for this first $`e_{11}`$, while if the last letter in $`x`$ comes from $`e_{1i}\mathrm{\Phi }e_{11}\stackrel{~}{\mathrm{\Phi }}`$ then substitute this value for this last $`e_{11}`$ and then distribute. Using $`e_{j1}e_{11}Mp_{[1,n1]}\mathrm{ker}E`$ and $`e_{j1}(e_{11}Me_{11}\mathrm{ker}\mathrm{Tr})e_{i1}\mathrm{ker}E`$ for all $`i,j\{1,\mathrm{},K\}`$ and regrouping, we see that $`x`$ is equal to a linear combination of at most four words from $`\mathrm{\Lambda }^\mathrm{o}(M\mathrm{ker}E,𝒬\mathrm{ker}E)`$, and hence $`\mathrm{Tr}(x)=0`$ by freeness. We have shown (6) and thereby freeness of $`q(n1)q`$ and $`v𝒫v^{}`$.

What we have shown above implies there is an isomorphism

$$p_{[1,n1]}(n)p_{[1,n1]}\stackrel{}{}(n1)[\frac{\beta (n)}{K\beta [1,n1]},v𝒫v^{}]$$
(7)
intertwining the inclusion $`(n1)p_{[1,n1]}(n)p_{[1,n1]}`$ and the canonical embedding of $`(n1)`$ in the RHS of (7). By results of ,

$$v𝒫v^{}𝒫_{1/K}𝒬(n)_{1/K}L(𝐅_{K^21}),$$

so using the technology of free scaled products , we get isomorphisms

$``$ $`(n1)[\frac{\beta (n)}{K\beta [1,n1]},𝒬(n)_{1/K}L(𝐅_{K^21})]\stackrel{}{}`$
$`\stackrel{}{}(n1)[\frac{\beta (n)}{K\beta [1,n1]},𝒬(n)_{1/K}][\frac{\beta (n)}{K\beta [1,n1]},L(𝐅_{K^21})]`$
$`\stackrel{}{}(n1)L(𝐅_{(\beta (n)/\beta [1,n1])^2(1K^2)})[\frac{\beta (n)}{K\beta [1,n1]},𝒬(n)_{1/K}]`$
$`\stackrel{}{}(n1)[\frac{\beta (n)}{\beta [1,n1]},𝒬(n)],`$
all intertwining the canonical embeddings of $`(n1)`$ into the free scaled products; (the last isomorphism above is obtained from Theorem 5.5 of , and the others follow routinely from the definition of free scaled product). Now compressing by $`p_1`$ and appealing to Theorem 4.9 of , we get an isomorphism

$$p_1(n)p_1\stackrel{}{}p_1(n1)p_1[\frac{\beta (n)}{\beta (1)},𝒬(n)]$$
(8)
intertwining the inclusion $`p_1(n1)p_1p_1(n)p_1`$ and the canonical embedding of $`p_1(n1)p_1`$ in the RHS of (8).

Taking the inductive limit as $`n`$ increases gives the desired isomorphism (5). ∎

The following corollary is a direct consequence of Proposition 2.1 and results from  and .

###### Corollary 2.2.

Let

$$(,E)=(M,E_B^M)_B(𝒬,E_B^𝒬)$$

with accompanying notation be as in Proposition 2.1.

1. If $`I=\{1,\mathrm{},m\}`$ is finite then

$$MQ(1)_{\frac{1}{\beta (1)}}Q(2)_{\frac{1}{\beta (2)}}\mathrm{}Q(m)_{\frac{1}{\beta (m)}}L(𝐅_t)$$

where

$$t=m+\underset{i=1}{\overset{m}{}}\beta (i)^2.$$
2. If $`I=𝐍`$ is infinite and if one or more of the following conditions hold:

1. $`Q(i)Q(i)L(𝐅_{\mathrm{}})`$ for some $`i𝐍`$,
    2. $`NNL(𝐅_{\mathrm{}})`$,
    3. $`{\displaystyle \underset{i=1}{\overset{\mathrm{}}{}}}\beta (i)^2=\mathrm{}`$,

then

$$p_1p_1N_{\beta (1)}\left(\underset{i=1}{\overset{\mathrm{}}{\text{*}}}Q(i)_{\frac{\beta (1)}{\beta (i)}}\right).$$

## 3. Amalgamated free products, II

In this section, we will describe amalgamated free product von Neumann algebra related to those in (2), but with $`B`$ commutative, in terms of free scaled products.

We begin by letting $`A`$ be a separable, type I von Neumann algebra with atomic center $`Z(A)`$ and let $`B`$ be a unital commutative subalgebra of $`A`$ with the property that $`BZ(A)=𝐂1`$. We assume that there is a normal, faithful, semifinite trace $`\mathrm{Tr}_A`$ on $`A`$ such that $`\mathrm{Tr}_A(p)<\mathrm{}`$ for every minimal projection $`p`$ in $`B`$. Let $`E_B^A:AB`$ be the $`\mathrm{Tr}_A`$–preserving conditional expectation onto $`B`$. Let $`(p_i)_{iI}`$ be the minimal projections in $`B`$, where we take either $`I=\{1,\mathrm{},n\}`$, some $`n𝐍`$, or $`I=𝐍`$, in which case we set $`n=\mathrm{}`$. Let $`Q(i)`$ be a II1–factor ($`iI`$) and let $`𝒬=_{iI}Q(i)`$, with the center of $`𝒬`$ identified with $`B`$ in such a way that $`p_i`$ is the support projection of the $`i`$th summand $`Q(i)`$. Let $`E_B^𝒬:𝒬B`$ be the conditional expectation that is the center valued trace on $`𝒬`$. Our goal in this section is to write the amalgamated free product von Neumann algebra

$$(𝒫,E)=(A,E_B^A)_B(𝒬,E_B^𝒬)$$

as a free scaled product of II1–factors.

We have implicitly choosen an ordering of the minimal projections in $`B`$. Let $`(q_j)_{jJ}`$ be the minimal projections in $`Z(A)`$. Define $`J_m`$ recursively ($`mI`$) by

$`J_1`$ $`=\{jJq_jp_10\}`$
$`J_m`$ $`=\{jJq_jp_m0\}\backslash (J_1\mathrm{}J_{m1})(mI\backslash \{1\}).`$
Let $`\beta (i)=\mathrm{Tr}_A(p_i)`$, ($`iI`$) and if $`f_j`$ is a minimal projection of $`A`$ that lies under $`q_j`$, then let $`\alpha (j)=\mathrm{Tr}_A(f_j)`$ ($`jJ`$). For every $`mI\backslash \{1\}`$, let $`e_m`$ be a minimal projection in $`A`$ such that $`e_mp_1+\mathrm{}+p_{m1}`$ and $`e_m`$ is equivalent to a subprojection of $`p_m`$. (Such a projection must exist by the condition $`Z(A)B=𝐂`$.) Let $`j(m)J`$ be such that $`e_mq_{j(m)}`$ and let $`\gamma (m)=\alpha (j(m))=\mathrm{Tr}_A(e_m)`$.

###### Proposition 3.1.

Let

$$(𝒫,E)=(A,E_B^A)_B(𝒬,E_B^𝒬)$$

be the free product of von Neumann algebras with amalgamation over $`B`$. If $`_{i=1}^n\beta (i)<\mathrm{}`$ then $`𝒫`$ is a II1–factor, while if $`_{i=1}^n\beta (i)=\mathrm{}`$ then $`𝒫`$ is a II–factor. In either case,

$$p_1𝒫p_1(Q(1)L(𝐅_r))\underset{i=2}{\overset{n}{\text{*}}}[\frac{\gamma (i)}{\beta (1)},Q(i)_{\frac{\gamma (i)}{\beta (i)}}],$$
(9)
where

$$r=\frac{1}{\beta (1)^2}\left(\beta (1)^2\underset{jJ_1}{}\alpha (j)^2\right)+\frac{1}{\beta (1)^2}\underset{m=2}{\overset{n}{}}\left(\beta (m)^2\gamma (m)^2\underset{jJ_m}{}\alpha (j)^2\right).$$

###### Proof.

The condition $`Z(A)B=𝐂`$ ensures that $`𝒫`$ is a factor. We have the normal, faithful, semifinite trace $`\mathrm{Tr}=\mathrm{Tr}_AE`$ on $`𝒫`$, which is finite if and only if $`_{i=1}^n\beta (i)<\mathrm{}`$.

It remains to find the isomorphism class of $`p_1𝒫p_1`$. For $`mI`$, let

$`p_{[1,m]}`$ $`=p_1+\mathrm{}+p_m`$
$`\beta [1,m]`$ $`=\beta (1)+\mathrm{}+\beta (m)=\mathrm{Tr}(p_{[1,m]})`$
and let

$`𝒩(m)`$ $`=W^{}(p_m𝒬p_mAp_m)`$
$`𝒫(m)`$ $`=W^{}(p_{[1,m]}𝒬p_{[1,m]}Ap_{[1,m]}).`$
Then

$$𝒩(m)Q(m)L(𝐅_{s(m)})$$

where $`s(m)`$ is the free dimension111 We are using the “free dimension” that was introduced in  — see  for further discusion. Since each $`p_mAp_m`$ is finite dimensional, its free dimension is well defined, and we may use the term “free dimension” without inhibition. of $`p_mAp_m`$ with respect to $`\beta (m)^1\mathrm{Tr}_{p_mAp_m}`$. We have $`𝒫(1)=𝒩(1)`$ and

$$s(1)=\frac{1}{\beta (1)^2}\left(\beta (1)^2\underset{jJ_1}{}\alpha (j)^2\right).$$

Note that $`𝒫`$ is the increasing union of $`𝒫(1)𝒫(2)\mathrm{}`$ and thus $`p_1𝒫p_1`$ is the increasing union of $`p_1𝒫(1)p_1p_1𝒫(2)p_1\mathrm{}`$. We will show that each $`p_1𝒫(m)p_1`$ is isomorphic to a free scaled product of II1–factors in such a way that the inclusions $`p_1𝒫(m)p_1p_1𝒫(m+1)p_1`$ become canonical embeddings. Taking the inductive limit will allow us to express $`p_1𝒫p_1`$ as a free scaled product of II1–factors.

Fix $`m`$ such that $`m,m+1I`$. Let

$`K_m`$ $`={\displaystyle \underset{i=1}{\overset{m}{}}}J_i,`$
$`K_m^{(1)}`$ $`=\{kK_mq_kp_{m+1}0\}`$
$`K_m^{(0)}`$ $`=K_m\backslash K_m^{(1)}.`$
The hypothesis $`Z(A)B=𝐂`$ ensures that $`K_m^{(1)}`$ is nonempty; in fact, $`j(m+1)K_m^{(1)}`$. Make an ordering $`K_m^{(1)}=\{k(i)iL\}`$ where $`L=\{0,1,\mathrm{},\mathrm{}\}`$ or $`L=\{0\}𝐍`$, such that $`k(0)=j(m+1)`$. For every $`kK_m^{(1)}`$, let $`v_kA`$ be such that $`v_k^{}v_k`$ is a minimal projection in $`A`$, $`v_k^{}v_kp_{[1,m]}`$ and $`v_kv_k^{}p_{m+1}`$. Note that $`\mathrm{Tr}(v_k^{}v_k)=\alpha (k)`$; we assume without loss of generality that $`v_{k(0)}^{}v_{k(0)}=e_{m+1}`$.

Let

$$(0)=W^{}(𝒫(m)𝒩(m+1)\{v_{k(0)}\}).$$

Then

$$p_{[1,m]}(0)p_{[1,m]}=W^{}(𝒫(m)v_{k(0)}^{}𝒩(m+1)v_{k(0)}).$$

We will show that the pair

$$e_{m+1}𝒫(m)e_{m+1},v_{k(0)}^{}𝒩(m+1)v_{k(0)}$$
(10)
is free with respect to $`\gamma (m+1)^1\mathrm{Tr}_{e_m𝒫e_m}`$. Using $`C^\mathrm{o}`$ to denote $`C\mathrm{ker}E`$ for any subalgebra $`C`$ of $`𝒫`$, since $`e_m`$ is a minimal projection in $`A`$, $`𝒫(m)^\mathrm{o}`$ is densely spanned by

$$\mathrm{\Theta }:=e_m\left(\mathrm{\Lambda }^\mathrm{o}((𝒬p_{[1,m]})^\mathrm{o},(p_{[1,m]}Ap_{[1,m]})^\mathrm{o})\backslash (p_{[1,m]}Ap_{[1,m]})^\mathrm{o}\right)e_m$$

and $`\left(v_{k(0)}^{}𝒩(m+1)v_{k(0)}\right)^\mathrm{o}`$ is densely spanned by

$$\mathrm{\Omega }:=v_{k(0)}^{}\left(\mathrm{\Lambda }^\mathrm{o}((𝒬p_{m+1})^\mathrm{o},(p_{m+1}Ap_{m+1})^\mathrm{o})\backslash (p_{m+1}Ap_{m+1})^\mathrm{o}\right)v_{k(0)}.$$

To show freeness of the pair (10), it will suffice to show $`\mathrm{\Lambda }^\mathrm{o}(\mathrm{\Theta },\mathrm{\Omega })\mathrm{ker}E`$. However, since

$$(p_{[1,m]}Ap_{[1,m]})v_{k(0)}^{}(p_{m+1}Ap_{m+1})\mathrm{ker}E_B^A,$$

given $`x\mathrm{\Lambda }^\mathrm{o}(\mathrm{\Theta },\mathrm{\Omega })`$, by regrouping we see that $`x`$ is equal to some $`x^{}\mathrm{\Lambda }^\mathrm{o}(𝒬^\mathrm{o},A^\mathrm{o})`$, which is contained in $`\mathrm{ker}E`$ by freeness. This shows that the pair (10) is free. Therefore, there is an isomorphism

$$p_{[1,m]}(0)p_{[1,m]}\stackrel{}{}𝒫(m)[\frac{\gamma (m+1)}{\beta [1,m]},𝒩(m+1)_{\frac{\gamma (m+1)}{\beta (m+1)}}]$$
(11)
intertwining the inclusion $`𝒫(m)p_{[1,m]}(0)p_{[1,m]}`$ and the canonical embedding of $`𝒫(m)`$ in the RHS of (11). By , $`(0)`$ is a factor.

Define $`(i)`$ recursively for every $`iL\backslash \{0\}`$ by

$$(i)=W^{}((i1)\{v_{k(i)}\}).$$

We will show that every $`(i)`$ is a factor that can be written as a free subproduct involving $`(i1)`$. Fixing $`i`$, suppose that $`(i1)`$ is a factor. Let $`w_i(i1)`$ be such that $`w_i^{}w_i=v_{k(i)}^{}v_{k(i)}`$ and $`w_iw_i^{}=v_{k(i)}v_{k(i)}^{}`$. Let $`f=w_i^{}w_i`$ and $`g=w_iw_i^{}`$; note that $`fp_{[1,m]}q_{k(i)}`$ and $`gp_{m+1}q_{k(i)}`$. We will show that in $`f𝒫f`$ and with respect to $`\alpha (k(i))^1\mathrm{Tr}_{f𝒫f}`$, $`w_i^{}v_{k(i)}`$ is a Haar unitary and is $``$–free from $`f(i1)f`$. Let

$$C=W^{}(p_{[1,m]}Ap_{[1,m]}p_{m+1}Ap_{m+1}\{v_{k(0)},\mathrm{},v_{k(i1)}\}).$$

Then $`fCg=\{0\}`$ and $`(i1)`$ is densely spanned by $`\mathrm{\Lambda }^\mathrm{o}(C^\mathrm{o},(p_{[1,m+1]}𝒬)^\mathrm{o})`$. In order to show that $`w_i^{}v_{k(i)}`$ is a Haar unitary and is $``$–free from $`f(i1)f`$, it will suffice to show

$$\mathrm{\Lambda }^\mathrm{o}((f(i1)f)^\mathrm{o}f(i1)gg(i1)f(g(i1)g)^\mathrm{o},\{v_{k(i)},v_{k(i)}^{}\})\mathrm{ker}E.$$

Because $`f`$ and $`g`$ are minimal projections in $`C`$ and $`fCg=\{0\}`$,

$`(f(i1)f)^\mathrm{o}f(i1)gg(i1)f`$ $`(g(i1)g)^\mathrm{o}`$
$`\overline{\mathrm{span}}\left(\mathrm{\Lambda }^\mathrm{o}(C^\mathrm{o},(p_{[1,m+1]}𝒬)^\mathrm{o})\backslash C^\mathrm{o}\right).`$
But since $`Cv_{k(i)}C\mathrm{ker}E`$, we have

$$\mathrm{\Lambda }^\mathrm{o}(\mathrm{\Lambda }^\mathrm{o}(C^\mathrm{o},(p_{[1,m+1]}𝒬)^\mathrm{o})\backslash C^\mathrm{o},\{v_{k(i)},v_{k(i)}^{}\})\mathrm{ker}E.$$

Thus $`w_i^{}v_{k(i)}`$ is a Haar unitary and is $``$–free from $`f(i1)f`$. This gives a $``$–isomorphism

$$p_{[1,m]}(i)p_{[1,m]}\stackrel{}{}p_{[1,m]}(i1)p_{[1,m]}[\frac{\alpha (k(i))}{\beta [1,m]},L(𝐙)]$$
(12)
intertwining the inclusion $`p_{[1,m]}(i1)p_{[1,m]}p_{[1,m]}(i)p_{[1,m]}`$ and the canonical embedding of $`p_{[1,m]}(i1)p_{[1,m]}`$ into the RHS of (12).

Since $`𝒫(m+1)=\overline{_{iL}(i)}`$, by composing the isomorphisms (11) and (12), we get an isomorphism

$`p_{[1,m]}𝒫(m+1)p_{[1,m]}`$ $`\stackrel{}{}`$ (13)
$`\left(𝒫(m)[\frac{\gamma (m+1)}{\beta [1,m]},𝒩(m+1)_{\frac{\gamma (m+1)}{\beta (m+1)}}]\right)\underset{iL}{\text{*}}[\frac{\alpha (k(i))}{\beta [1,m]},L(𝐙)]`$
intertwining the inclusion $`𝒫(m)p_{[1,m]}𝒫(m+1)p_{[1,m]}`$ and the canonical embedding of $`𝒫(m)`$ in the RHS of (13). Using that $`𝒩(m+1)Q(m+1)L(𝐅_{s(m+1)})`$ with

$$s(m+1)=1\underset{jK_m^{(1)}J_m}{}\left(\frac{\alpha (j)}{\beta (m+1)}\right)^2,$$

by results from  there is an isomorphism

$$p_1𝒫(m+1)p_1\stackrel{}{}(p_1𝒫(m)p_1L(𝐅_{r(m+1)}))[\frac{\gamma (m+1)}{\beta (1)},Q(m+1)_{\frac{\gamma (m+1)}{\beta (m+1)}}],$$
(14)
where

$$r(m+1)=\frac{1}{\beta (1)^2}\left(\beta (m+1)^2\gamma (m+1)^2\underset{jJ_m}{}\alpha (j)^2\right),$$

intertwining the inclusion $`p_1𝒫(m)p_1p_1𝒫(m+1)p_1`$ and the canonical embedding of $`p_1𝒫(m)p_1`$ in the RHS of (14). Taking the inductive limit as $`m\mathrm{}`$, we obtain the isomorphism (9). ∎

The next corollary follows directly from Proposition 3.1 and results of  and .

###### Corollary 3.2.

Let $`A`$, $`B`$, $`𝒬=_{iI}Q(i)`$ and

$$(𝒫,E)=(𝒬,E_B^𝒬)_B(A,E_B^A)$$

with accompanying notation be as in Proposition 3.1.

1. If $`I=\{1,\mathrm{},n\}`$ is finite then

$$𝒫Q(1)_{\frac{1}{\beta (1)}}Q(2)_{\frac{1}{\beta (2)}}\mathrm{}Q(n)_{\frac{1}{\beta (n)}}L(𝐅_t)$$

where

$`t`$ $`=n+1+{\displaystyle \underset{i=1}{\overset{n}{}}}\beta (i)^2{\displaystyle \underset{jJ}{}}\alpha (j)^2`$
$`=n+1+\text{fdim}(A)\text{fdim}(B).`$
2. If $`I=𝐍`$ is infinite and if one or more of the following conditions hold:

1. $`Q(i)Q(i)L(𝐅_{\mathrm{}})`$ for some $`i𝐍`$,
    2. $`{\displaystyle \underset{i=1}{\overset{\mathrm{}}{}}}\gamma (i)^2=\mathrm{}`$,
    3. $`r=\mathrm{}`$,

then

$$p_1𝒫p_1\underset{i=1}{\overset{\mathrm{}}{\text{*}}}Q(i)_{\frac{\beta (1)}{\beta (i)}}.$$

## 4. Subfactors

In this section, we will recall constructions and results of Popa and Shlyakhtenko  and we will use them together with the results from §2 and §3 to prove the existence of subfactors in free subproducts and free products, including those mentioned in the introduction.

Let $`Q`$ be any II1–factor. Let $`M_1M_0`$ be a II1–subfactor of finite index $`\lambda `$, let $`𝒢=𝒢_{M_1,M_0}`$ be the associated standard $`\lambda `$–lattice and let $`\mathrm{\Gamma }`$ be the standard graph and $`\mathrm{\Gamma }^{}`$ the second standard graph of $`M_1M_0`$. Popa and Shlyakhtenko  construct semifinite von Neumann algebras

$$\begin{array}{ccc}_1& & _0\\ & & \\ 𝒜_1^0& & 𝒜_0^0\\ & & \\ 𝒜_1^1& & 𝒜_0^1\end{array}$$
(15)
with a specified faithful semifinite trace $`\mathrm{Tr}`$ on $`_0`$ and they prove the following:

1. The trace preserving conditional expectations make (15) a diagram of commuting squares.
2. $`_iM_iB()`$, ($`i=1,0`$).
3. Each algebra $`𝒜_i^k`$ is a type I von Neumann algebra with atomic center, and $`\mathrm{Tr}`$ is finite on all minimal projections in $`𝒜_i^k`$.
4. The graphs of the inclusions $`𝒜_1^1𝒜_0^1`$ and $`𝒜_1^0𝒜_0^0`$ are $`\mathrm{\Gamma }`$ and $`\mathrm{\Gamma }^{}`$, respectively.
5. The commuting square

$$\begin{array}{ccc}𝒜_1^0& & 𝒜_0^0\\ & & \\ 𝒜_1^1& & 𝒜_0^1\end{array}$$
(16)
depends only on the standard $`\lambda `$–lattice $`𝒢`$, and the commuting square (16) is functorial in $`𝒢`$, (see \[8, Thm. 2.9\] for details).
6. Consider the amalgamated free products of von Neumann algebras

$`𝒫_0`$ $`=𝒜_0^0_{𝒜_0^1}(Q𝒜_0^1)`$ (17)
$`𝒫_1`$ $`=𝒜_1^0_{𝒜_1^1}(Q𝒜_1^1),`$ (18)
where the amalgamation is with respect to the trace preserving conditional expectations. Then $`𝒫_1𝒫_0`$ is an inclusion of type II factors whose standard invariant (i.e. the standard invariant of $`p𝒫_1pp𝒫_0p`$ where $`p𝒫_1`$ is any finite projection) is $`𝒢`$.
7. Consider the amalgamated free products of von Neumann algebras

$`\widehat{}_0`$ $`=_0_{𝒜_0^1}(Q𝒜_0^1)`$ (19)
$`\widehat{}_1`$ $`=_1_{𝒜_1^1}(Q𝒜_1^1),`$ (20)
where the amalgamation is with respect to the trace preserving conditional expectations. Then $`\widehat{}_1\widehat{}_0`$ is an inclusion of type II factors whose standard invariant (i.e. the standard invariant of $`p\widehat{}_1pp\widehat{}_0p`$ where $`p\widehat{}_1`$ is any finite projection) is $`𝒢`$.

###### 4.1.

Consider the commuting square (16) determined by $`𝒢`$. Let $`𝒫_0`$ be as in (17) and let $`q(0)𝒜_0^1`$ be the sum of a maximal family of mutually orthogonal and nonequivalent minimal projections of $`𝒜_0^1`$. Letting $`B=q(0)𝒜_0^1q(0)`$, we have that $`B`$ is commutative and

$$q(0)𝒫_0q(0)=q(0)𝒜_0^0q(0)_B(QB),$$

where the amalgamation is with respect to the trace preserving conditional expectations. Fix any minimal projection $`q_1(0)`$ in $`B`$. Let $`m(0)𝐍\{\mathrm{}\}`$ be the number of minimal projections in $`B`$ and let $`(\beta (0,i))_{i=1}^{m(0)}`$ be the values of $`\mathrm{Tr}`$ on the minimal projections in $`B`$, with $`\beta (0,1)=\mathrm{Tr}(q_1(0))`$. Proposition 3.1 shows that for cretain $`r(0)[0,\mathrm{}]`$ and $`\gamma (0,i)\beta (0,i)`$, we have

$$q_1(0)𝒫_0q_1(0)\{\begin{array}{cc}QL(𝐅_{r(0)})\hfill & \text{if }m(0)=1\hfill \\ \left(QL(𝐅_{r(0)})\right)\underset{i=2}{\overset{m(0)}{\text{*}}}[\frac{\gamma (0,i)}{\beta (0,1)},Q_{\frac{\gamma (0,i)}{\beta (0,i)}}]\hfill & \text{if }m(0)>1.\hfill \end{array}$$
(21)
Analogously, if $`𝒫_1`$ is as in (18) and if $`q_1(1)`$ is any minimal projection in $`𝒜_1^1`$, if $`m(1)`$ is the number of minimal projections in the center of $`𝒜_1^1`$, letting $`(\beta (1,i))_{i=1}^{m(1)}`$ be $`\mathrm{Tr}`$ applied to a maximal family of mutually inequivalent minimal projections in $`𝒜_1^1`$, with $`\beta (1,i)=\mathrm{Tr}(q_1(1))`$, we have

$$q_1(1)𝒫_1q_1(1)\{\begin{array}{cc}QL(𝐅_{r(1)})\hfill & \text{if }m(1)=1\hfill \\ \left(QL(𝐅_{r(1)})\right)\underset{i=2}{\overset{m(1)}{\text{*}}}[\frac{\gamma (1,i)}{\beta (1,1)},Q_{\frac{\gamma (1,i)}{\beta (1,i)}}]\hfill & \text{if }m(1)>1\hfill \end{array}$$
(22)
for certain $`r(1)[0,\mathrm{}]`$ and $`\gamma (1,i)\beta (1,i)`$.

###### Theorem 4.2.

Let $`𝒢`$ be a standard lattice of finite depth. Then there are $`m,n𝐍`$, positive real numbers $`s_1,\mathrm{},s_m`$ and $`t_1,\mathrm{},t_n`$ and there are $`a>1m`$ and $`b>1n`$ such that for any II1–factor $`Q`$, there is an inclusion $`P_1P_0`$ of II1–factors whose standard invariant is $`𝒢`$ and such that

$`P_0`$ $`=Q_{s_1}\mathrm{}Q_{s_m}L(𝐅_a)`$
$`P_1`$ $`=Q_{t_1}\mathrm{}Q_{t_n}L(𝐅_b).`$
###### Proof.

Since $`𝒢`$ is of finite depth, it follows from  (see point IV above) that the centers of $`𝒜_0^1`$ and $`𝒜_1^1`$ are finite dimensional. Thus $`m(0)`$ and $`m(1)`$ in (21) and (22) are finite. By results in , from (21) and (22) we get

$`q_1(0)𝒫_0q_1(0)`$ $`Q_{s_1^{}}\mathrm{}Q_{s_{m(0)}^{}}L(𝐅_a^{})`$
$`q_1(1)𝒫_1q_1(1)`$ $`Q_{t_1^{}}\mathrm{}Q_{t_{m(1)}^{}}L(𝐅_b^{})`$
for some $`a^{}>1m(0)`$ and $`b^{}>1m(1)`$, where $`s_i^{}=\beta (0,i)/\beta (0,1)`$ and $`t_i^{}=\beta (1,i)/\beta (1,1)`$. By results of  (see point VI above), the II1–subfactor $`q𝒫_1qq𝒫_0q`$ has standard invariant $`𝒢`$, where $`q`$ is any finite projection in $`𝒫_1`$. But $`q𝒫_0q`$ is a rescaling of $`q_1(0)𝒫_0q_1(0)`$ by $`\lambda :=\mathrm{Tr}(q)/\mathrm{Tr}(q_1(0))`$, and thus by results of  we have

$$q𝒫_0qQ_{\lambda s_1^{}}\mathrm{}Q_{\lambda s_{m(0)}^{}}L(𝐅_a)$$

where $`a=\lambda ^2a^{}+(m(0)1)(\lambda ^21)`$. Rescaling $`q_1(1)𝒫_1q_1(1)`$ yields

$$q𝒫_1qQ_{t_1}\mathrm{}Q_{t_{m(1)}}L(𝐅_b)$$

for appropriate values of $`t_i`$ and $`b`$. ∎

###### Remark 4.3.

In the proof of Theorem 4.2, $`\lambda `$ can be chosen to arrange either $`a=0`$, provided $`m(0)>1`$, or $`b=0`$, provided $`m(1)>1`$.

###### Theorem 4.4.

Given a standard lattice $`𝒢`$, there are some positive real numbers $`s_1,s_2,\mathrm{}`$ and $`t_1,t_2,\mathrm{}`$ such that for any II1–factor $`Q`$, there is an inclusion $`P_1P_0`$ of II1–factors whose standard invariant is $`𝒢`$ and such that

$`P_0`$ $`\underset{i=1}{\overset{\mathrm{}}{\text{*}}}Q_{s_i}`$ (23)
$`P_1`$ $`\underset{i=1}{\overset{\mathrm{}}{\text{*}}}Q_{t_i}`$
###### Proof.

If $`𝒢`$ is of finite depth, let $`\stackrel{~}{Q}=QQ\mathrm{}`$ be a the free products of infinitely many copies of $`Q`$. By , a free product of infinitely many II1–factors absorbs a free product with $`L(𝐅_{\mathrm{}})`$, and the rescaling by $`\lambda `$ of a free product of infinitely many factors is isomorphic to the free product of the same factors each rescaled by $`\lambda `$. Applying these facts and Theorem 4.2 to $`\stackrel{~}{Q}`$, we find a subfactor $`P_1P_0`$ whose standard invariant is $`𝒢`$ and where

$`P_0`$ $`(Q_{s_1}Q_{s_1}\mathrm{})\mathrm{}(Q_{s_n}Q_{s_n}\mathrm{})`$
$`P_1`$ $`(Q_{t_1}Q_{t_1}\mathrm{})\mathrm{}(Q_{t_m}Q_{t_m}\mathrm{}).`$
If $`𝒢`$ has infinite depth, let $`\stackrel{~}{Q}=QL(𝐅_{\mathrm{}})`$. Let $`𝒫_0`$ and $`𝒫_1`$ be as in (17) and (18), but with $`Q`$ replaced by $`\stackrel{~}{Q}`$. Then we have the isomorphisms as in (21) and (22) but with $`Q`$ replaced by $`\stackrel{~}{Q}`$. Since $`𝒢`$ has infinite depth, $`m(0)`$ and $`m(1)`$ are infinite. Since $`\stackrel{~}{Q}`$ absorbs a free product with $`L(𝐅_{\mathrm{}})`$, using \[4, Theorem 3.11\] and the above mentioned results about rescalings and absorbtion of $`L(𝐅_{\mathrm{}})`$, we have the following isomorphisms:

$$\begin{array}{ccccc}q_1(0)𝒫_0q_1(0)& & \stackrel{~}{Q}\left(\underset{i=2}{\overset{\mathrm{}}{\text{*}}}\stackrel{~}{Q}_{\frac{\beta (0,i)}{\beta (0,1)}}\right)& & \underset{i=1}{\overset{\mathrm{}}{\text{*}}}Q_{\frac{\beta (0,i)}{\beta (0,1)}}\\ q_1(1)𝒫_1q_1(1)& & \stackrel{~}{Q}\left(\underset{i=2}{\overset{\mathrm{}}{\text{*}}}\stackrel{~}{Q}_{\frac{\beta (1,i)}{\beta (1,1)}}\right)& & \underset{i=1}{\overset{\mathrm{}}{\text{*}}}Q_{\frac{\beta (1,i)}{\beta (1,1)}}\end{array}$$

As in the proof of Theorem 4.2, we get a subfactor $`P_1=q𝒫_1qP_0=q𝒫_0q`$ with isomorphisms (23) as desired. ∎

The following theorem shows that certain II1–factors other than $`L(𝐅_{\mathrm{}})`$ have the universal property for subfactors.

###### Theorem 4.5.

Let $`Q`$ be any II1–factor whose fundamental group is equal to the positive real numbers, and let $`P=QQ\mathrm{}`$ be the free product of infinitely many copies of $`Q`$. Then for any standard lattice $`𝒢`$ there is a subfactor $`N=N_𝒢`$ of $`P`$ whose standard invariant is $`𝒢`$; also $`N`$ is isomorphic to $`P`$. Moreover, the map $`𝒢N_𝒢P`$ is functorial, as described in \[8, Theorem 4.3\].

###### Proof.

The existence of the subfactor $`N_𝒢P`$ is a direct application of Theorem 4.4. Functoriality follows from results of Popa and Shlyakhtenko as in the proof of \[8, Theorem 4.3\]. ∎

Consider the commuting square (15) determined by the subfactor $`M_1M_0`$ and let $`\widehat{}_0`$ be as in (19). With notation as in 4.1, we have

$`q(0)\widehat{}_0q(0)`$ $`=q(0)_0q(0)_B(QB),`$
$`q(1)\widehat{}_1q(1)`$ $`=q(1)_1q(1)_B(QB),`$
where the amalgamated free products are with respect to $`\mathrm{Tr}`$–preserving conditional expectations. From Proposition 2.1, we have

$$q_1(0)\widehat{}_0q_1(0)\{\begin{array}{cc}(M_0)_{\beta (0,1)}\hfill & \text{if }m(0)=1\hfill \\ (M_0)_{\beta (0,1)}\underset{i=2}{\overset{m(0)}{\text{*}}}[\frac{\beta (0,i)}{\beta (0,1)},Q]\hfill & \text{if }m(0)>1\hfill \end{array}$$

and similarly

$$q_1(1)\widehat{}_0q_1(1)\{\begin{array}{cc}(M_1)_{\beta (1,1)}\hfill & \text{if }m(1)=1\hfill \\ (M_1)_{\beta (1,1)}\underset{i=2}{\overset{m(1)}{\text{*}}}[\frac{\beta (1,i)}{\beta (1,1)},Q]\hfill & \text{if }m(1)>1.\hfill \end{array}$$

From these, and in a manner analogous to the proofs of Theorems 4.2, 4.4 and 4.5, one proves the following results.

###### Theorem 4.6.

Let $`Q`$ be any II1–factor. Then for any finite depth subfactor $`M_1M_0`$ of II1–factors, there are $`m,n𝐍`$, positive real numbers $`s_1,\mathrm{},s_m`$ and $`t_1,\mathrm{},t_n`$ and there are $`a>1m`$ and $`b>1n`$, all depending only on the standard invariant of $`M_1M_0`$, and there is a II1–subfactor $`\widehat{M}_1\widehat{M}_0`$ having the same standard invariant as $`M_1M_0`$ and where

$`\widehat{M}_0`$ $`M_0Q_{s_1}\mathrm{}Q_{s_m}L(𝐅_a)`$
$`\widehat{M}_1`$ $`=M_1Q_{t_1}\mathrm{}Q_{t_n}L(𝐅_b).`$
###### Theorem 4.7.

Let $`Q`$ be any II1–factor. Then for any finite depth subfactor $`M_1M_0`$ of II1–factors, there are positive real numbers $`s_1,\mathrm{},s_m`$ and $`t_1,\mathrm{},t_n`$ depending only on the standard invariant of $`M_1M_0`$ and there is a II1–subfactor $`\widehat{M}_1\widehat{M}_0`$ having the same standard invariant as $`M_1M_0`$ and where

$`\widehat{M}_0`$ $`M_0\left(\underset{i=1}{\overset{\mathrm{}}{\text{*}}}Q_{s_i}\right)`$
$`\widehat{M}_1`$ $`=M_1\left(\underset{i=1}{\overset{\mathrm{}}{\text{*}}}Q_{t_i}\right).`$
###### Theorem 4.8.

Let $`Q`$ be any II1–factor having fundamental group equal to $`𝐑_+^{}`$ and let $`P=QQ\mathrm{}`$ be the free product of infinitely many copies of $`Q`$. Then for any subfactor $`NM`$ of a II1–factor, there is a subfactor $`\widehat{N}\widehat{M}`$ whose standard lattice is equal to that of $`NM`$ and such that $`\widehat{N}NP`$ and $`\widehat{M}MP`$.