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# Untitled Document

Determinantal Probability Measures

by Russell Lyons

Abstract. Determinantal point processes have arisen in diverse settings in recent years and have been investigated intensively. We study basic combinatorial and probabilistic aspects in the discrete case. Our main results concern relationships with matroids, stochastic domination, negative association, completeness for infinite matroids, tail triviality, and a method for extension of results from orthogonal projections to positive contractions. We also present several new avenues for further investigation, involving Hilbert spaces, combinatorics, homology, and group representations, among other areas.

2000 Mathematics Subject Classification. Primary 60B99, 05B35. Secondary 60D05, 05C05, 15A75.Key words and phrases. Spanning trees, matroids, exterior algebra, probability, determinants, orthogonal projections, positive contractions, negative association, bases.Research partially supported by a Varon Visiting Professorship at the Weizmann Institute of Science, NSF grants DMS-9802663 and DMS-0103897, Microsoft Corp., and the Miller Institute for Basic Research in Science at the University of Calif., Berkeley.

Contents

§1. Introduction.

A determinantal probability measure is one whose elementary cylinder probabilities are given by determinants. More specifically, suppose that $`E`$ is a finite or countable set and that $`Q`$ is an $`E\times E`$ matrix. For a subset $`AE`$, let $`Q\mathrm{}A`$ denote the submatrix of $`Q`$ whose rows and columns are indexed by $`A`$. If S is a random subset of $`E`$ with the property that for all finite $`AE`$, we have

$$𝐏[A\text{S}]=det(Q\mathrm{}A),$$
$`(1.1)`$
then we call $`𝐏`$ a determinantal probability measure. For a trivial example, if $`𝐏`$ is the Bernoulli($`p`$) process on $`E`$, then (1.1) holds with $`Q=pI`$, where $`0p1`$ and $`I`$ is the identity matrix. Slightly more generally, when $`𝐏`$ is a product measure, there is a diagonal matrix $`Q`$ that makes (1.1) true.

The inclusion-exclusion principle in combination with (1.1) determines the probability of each elementary cylinder event (as a determinant, in fact; see Remark –?– ). Therefore, for every $`Q`$, there is at most one probability measure satisfying (1.1). Conversely, it is known (see, e.g., Section ?? ) that there is a determinantal probability measure corresponding to $`Q`$ if $`Q`$ is the matrix of a positive contraction on $`\mathrm{}^2(E)`$.

The continuous analogue of determinantal probability measures, i.e., determinantal point processes in $`R^n`$, have a long history. This began in the 1950s with Wigner’s investigation of the distribution of eigenvalues of certain large random matrices in order to study energy levels of large atoms. The study of eigenvalues of random matrices continues to be an important topic in physics. \[MR26:1113???\] proved that the so-called correlation functions of the distributions that Wigner considered could be described by simple determinants. In the early 1970s, a conversation with Dyson led Montgomery to realize that conjectures he was then formulating concerning the zeroes of the Riemann zeta function were related to the distribution of eigenvalues of random matrices. This idea has been extremely fruitful; see, e.g., the recent reviews by \[Conrey???\] and \[MR1962294???\]. At about that same time, in studying fermions in physics, general point processes with a determinantal form were introduced by \[MR52:1876???\] (see also the references therein) and are known as fermionic processes in mathematical physics. The discrete case, which is the one studied here, first appeared in Exercises 5.4.7–5.4.8 of the book by \[MR90e:60060???\], where it is noted that the continuous point processes can be obtained as scaling limits of the discrete measures. Since the end of the 20th century, both the continuous and discrete measures have received much attention, especially, specific measures and, if discrete, their continuous scaling limits. For example, scaling limits of discrete instances have been studied in \[MR2001h:20017???\], \[MR2001k:33031(author)???\] (\[MR2001k:33031(year)???\], \[MR2002m:82026(year)???\], \[BO:harmonic(year)???\]), \[MR2001g:05103???\], \[MR1826414(author)???\] (\[MR1826414(year)???\], \[MR1900323(year)???\]), \[MR2002f:60019???\], and \[OkoResh:schur???\]. The literature on the purely continuous case is too voluminous to list here. A general study of the discrete and continuous cases has been undertaken independently by \[ShiTak:I(author)???\] (\[ShiTak:I(year)???\], \[ShiTak:II(year)???\]) (announced in \[ShiTak:ann???\]) and \[MR1942400???\], but there is little overlap with our work here. Several aspects of general stationary determinantal probability measures on $`Z^d`$ are studied by \[LyonsSteif:dyn???\]. For a survey of both the discrete and continuous cases, see \[MR1799012???\].

Our purpose is to establish some new basic combinatorial and probabilistic properties of all (discrete) determinantal probability measures. However, for the benefit of the reader who has not seen any before, we first display a few examples of such measures. Most examples in the literature are too involved even to state here. We restrict our examples to a few that can be detailed easily.

Example 1.1. The most well-known example of a (nontrivial discrete) determinantal probability measure is that where S is a uniformly chosen random spanning tree of a finite connected graph $`G=(𝖵,𝖤)`$ with $`E:=𝖤`$. In this case, $`Q`$ is the transfer current matrix $`Y`$, which is defined as follows. Orient the edges of $`G`$ arbitrarily. Regard $`G`$ as an electrical network with each edge having unit conductance. Then $`Y(e,f)`$ is the amount of current flowing along the edge $`f`$ when a battery is hooked up between the endpoints of $`e`$ of such voltage that in the network as a whole, unit current flows from the tail of $`e`$ to the head of $`e`$. The fact that (1.1) holds for the uniform spanning tree is due to \[MR94m:60019???\] and is called the Transfer Current Theorem. The case with $`|A|=1`$ was shown much earlier by \[Kirch???\], while the case with $`|A|=2`$ was first shown by \[MR2:153d???\].

Example 1.2. Let $`0<a<1`$ and define the Toeplitz matrix

$$R(i,j):=\frac{1a}{1+a}a^{|ji|}$$

for $`i,jZ`$. Then $`𝐏^R`$ is a renewal process on $`Z`$ (\[MR1799012???\]) with renewals at each point of S. The distance between successive points of S has the same distribution as one more than the number of tails until 2 heads appear for a coin that has probability $`a`$ of coming up tails. \[LyonsSteif:dyn???\] extend this example to other regenerative processes.

Example 1.3. For $`\theta >0`$, consider the probability measure on the set of all partitions $`\lambda `$ of all nonnegative integers

$$M^\theta (\lambda ):=e^\theta \theta ^{|\lambda |}\left(\frac{dim\lambda }{|\lambda |!}\right)^2.$$

Here, $`|\lambda |`$ is the sum of the entries of $`\lambda `$ and $`dim\lambda `$ is the dimension of the representation of the symmetric group on $`|\lambda |`$ letters that is determined by $`\lambda `$. This measure is a Poissonized version of the Plancherel measure. In order to exhibit $`M^\theta `$ as a determinantal probability measure, as established by \[MR2001g:05103???\], we first represent partitions as subsets of $`Z+\frac{1}{2}`$ as follows. Consider a partition $`\lambda `$ as a Young diagram. Call $`d`$ the number of squares on the diagonal of $`\lambda `$. The Frobenius coordinates of $`\lambda `$ are $`\{p_1,\mathrm{},p_d,q_1,\mathrm{},q_d\}`$, where $`p_i`$ is the number of squares in the $`i`$th row to the right of the diagonal and $`q_i`$ is number of squares in the $`i`$th column below the diagonal. Following \[MR84a:22016???\], define the modified Frobenius coordinates $`\mathrm{Fr}(\lambda )`$ of $`\lambda `$ by

$$\mathrm{Fr}(\lambda ):=\{p_1+\frac{1}{2},\mathrm{},p_d+\frac{1}{2},q_1\frac{1}{2},\mathrm{},q_d\frac{1}{2}\}Z+\frac{1}{2}.$$

Clearly, the map $`\lambda \mathrm{Fr}(\lambda )`$ is injective. Then the law of $`\mathrm{Fr}(\lambda )`$ is $`𝐏^𝖪`$ when $`\lambda `$ has the law $`M^\theta `$, where the matrix $`𝖪`$ is

$$𝖪(x,y):=\{\begin{array}{cc}\sqrt{\theta }\frac{𝗄_+(|x|,|y|)}{|x||y|}\hfill & \text{if }xy>0\text{,}\hfill \\ \sqrt{\theta }\frac{𝗄_{}(|x|,|y|)}{xy}\hfill & \text{if }xy<0\text{,}\hfill \end{array}$$

with the functions $`𝗄_\pm `$ defined by

$$\begin{array}{ccc}\hfill 𝗄_+(x,y)& :=J_{x\frac{1}{2}}J_{y+\frac{1}{2}}J_{x+\frac{1}{2}}J_{y\frac{1}{2}},\hfill & \\ \hfill 𝗄_{}(x,y)& :=J_{x\frac{1}{2}}J_{y\frac{1}{2}}+J_{x+\frac{1}{2}}J_{y+\frac{1}{2}},\hfill & \end{array}$$

where $`J_x:=J_x(2\sqrt{\theta })`$ is the Bessel function of order $`x`$ and argument $`2\sqrt{\theta }`$. Although $`𝖪`$ is not self-adjoint on $`\mathrm{}^2(Z+\frac{1}{2})`$, its restrictions to $`\mathrm{}^2(Z^+\frac{1}{2})`$ and to $`\mathrm{}^2(Z^{}+\frac{1}{2})`$ are.

Our main results are as follows (see Theorem –?– ). We show that for any positive contraction, $`Q`$, the measure $`𝐏^Q`$ has a very strong negative association property called “conditional negative associations with external fields”. Also, if $`Q_1`$ and $`Q_2`$ are commuting positive contractions and $`Q_1Q_2`$, then $`𝐏^{Q_1}`$ is stochastically dominated by $`𝐏^{Q_2}`$. These properties, especially the former, are powerful tools, comparable to the well-known FKG inequalities representing positive association that hold for many models of statistical mechanics. For example, these results are crucial to most of the results in \[LyonsSteif:dyn???\]. We also show that $`𝐏^Q`$ has a trivial (full) tail $`\sigma `$-field for all $`Q`$; this was shown independently by \[ShiTak:II???\] when the spectrum of $`Q`$ lies in $`(0,1)`$. (Ironically, our proof is based on the case when the spectrum of $`Q`$ equals $`\{0,1\}`$; see below.) Another main result, Theorem –?– , is perhaps best appreciated at this point by giving two of its consequences. The first consequence is a theorem of \[Morris???\], which says that on any graph whatsoever, a.s. each tree in the wired uniform spanning forest is recurrent for simple random walk (see Section ?? for definitions). A second corollary is the following. Let $`T:=R/Z`$ be the unit circle equipped with unit Lebesgue measure. For a measurable function $`f:TC`$ and an integer $`n`$, the Fourier coefficient of $`f`$ at $`n`$ is

$$\widehat{f}(n):=_Tf(t)e^{2\pi int}𝑑t.$$

For the meaning of “Beurling-Malliavin density”, see Definition –?– .

Corollary 1.4. Let $`AT`$ be Lebesgue measurable with measure $`|A|`$. Then there is a set $`S`$ of Beurling-Malliavin density $`|A|`$ in $`Z`$ such that if $`fL^2(T)`$ vanishes a.e. on $`A`$ and $`\widehat{f}`$ vanishes off $`S`$, then $`f=0`$ a.e. Indeed, let $`𝐏^A`$ be the determinantal probability measure on $`2^Z`$ corresponding to the Toeplitz matrix $`(j,k)\widehat{\mathrm{𝟏}_A}(kj)`$. Then $`𝐏^A`$-a.e. $`SZ`$ has this property.

This can be compared to a theorem of \[MR89a:46035???\], according to which there is a set $`SZ`$ of density at least $`2^8|A|`$ such that if $`fL^2(T)`$ and $`\widehat{f}`$ vanishes off $`S`$, then

$$|A|^1_A|f(t)|^2𝑑t2^{16}f_2^2.$$

Here, “density” is understood in the ordinary sense, but $`S`$ is found so that the density of $`S`$ is also equal to its Schnirelman density. It would be interesting to find a common strengthening of Corollary 1.4 and the theorem of \[MR89a:46035(author)???\]. Note that for Corollary 1.4, it is important to use a strong notion of density, as otherwise a subset of $`N`$ would be a trivial example for any $`|A|1/2`$. (\[MR89a:46035???\] find $`SN`$, but they could just as well have chosen $`S`$ in $`Z`$ with the same density.)

As hinted at above, we shall base all our results on the case where $`Q`$ is an orthogonal projection. This is accomplished by a new and simple reduction method from positive contractions to orthogonal projections. A main tool in the case of orthogonal projections is a new representation of the associated probability measure via exterior algebra. We are also led naturally in this case to relations with matroids. Finally, we detail a large number of new questions and conjectures that we find quite intriguing. These range over a number of areas of mathematics, including Hilbert spaces, combinatorics, homology, and group representations, inter alia.

We now give an outline of the rest of the paper. We begin in Section ?? with the relationship of determinantal probability measures to matroids. Matroids provide a useful organizing framework as well as an inspirational viewpoint. Prior research has contributed to a deep understanding of the particular case of the uniform spanning tree measure (Example 1.1) and its extensions to infinite graphs. Since generalizing this understanding is one goal of the present investigations and of several open questions, we provide a quick summary of the relevant facts for uniform spanning trees and forests in Section ?? . For the sake of probabilists, we review exterior algebra in Section ?? . We use exterior algebra in Section ?? to give the basic properties of determinantal probability measures and in Section ?? to prove our stochastic comparison inequalities. The case of infinite dimensions is treated in Section ?? . In Section ?? , we explain how to associate probability measures to positive contractions and show how results in this more general setting follow easily from results for the special case of orthogonal projections. We outline many areas of open questions in Sections Section ?? –Section ?? .

§2. Matroids.

The set of spanning trees of a finite connected graph is not only the best-known ground set for discrete determinantal probability measures, but also the most well-known example of the set of bases in a matroid. Indeed, it was one of the two principal motivating examples for the introduction of the theory of matroids by \[Whitney:mat???\]. Moreover, matroids are intrinsically linked to determinantal probability measures. To see this, recall the definition of a matroid.

A matroid is a simple combinatorial object satisfying just one axiom (for more background, see \[MR55:148???\] or \[MR94d:05033???\]). Namely, let $`E`$ be a finite set and let $``$ be a nonempty collection of subsets of $`E`$. We call the pair $`:=(E,)`$ a matroid with bases $``$ if the following exchange property is satisfied:

$$B,B^{}eBB^{}e^{}B^{}B(B\{e\})\{e^{}\}.$$

All bases have the same cardinality, called the rank of the matroid. Two fundamental examples are:

$`E`$ is the set of edges of a finite connected graph $`G`$ and $``$ is the set of spanning trees of $`G`$.

$`E`$ is a set of vectors in a vector space and $``$ is the collection of maximal linearly independent subsets of $`E`$, where “maximal” means with respect to inclusion.

The first of these two classes of examples is called graphical, while the second is called vectorial. The dual of a matroid $`=(E,)`$ is the matroid $`^{}:=(E,^{})`$, where $`^{}:=\{EB;B\}`$. The dual matroid is also called the orthogonal matroid.

Any matroid that is isomorphic to a vectorial matroid is called representable. Graphical matroids are regular, i.e., representable over every field.

Each representation of a vectorial matroid over a subfield of the complex numbers $`C`$ gives rise to a determinantal probability measure in the following fashion. Let $`=(E,)`$ be a matroid of rank $`r`$. If $``$ can be represented over a field $`F`$, then the usual way of specifying such a representation is by an $`(s\times E)`$-matrix $`M`$ whose columns are the vectors in $`F^s`$ representing $``$ in the usual basis of $`F^s`$. For what follows below, in fact any basis of $`F^s`$ may be used. One calls $`M`$ a coordinatization matrix of $``$. Now the rank of the matrix $`M`$ is also $`r`$. If a basis for the column space is used instead of the usual basis of $`F^s`$, then we may take $`s=r`$. In any case, the row space $`HF^E`$ of $`M`$ is $`r`$-dimensional and we may assume that the first $`r`$ rows of $`M`$ span $`H`$.

When $`FC`$, a determinantal probability measure $`𝐏^H`$ corresponding to the row space $`H`$ (or indeed to any subspace $`H`$ of $`\mathrm{}^2(E;F)`$) can be defined via any of several equivalent formulae. Conceptually the simplest definition is to use (1.1) with $`Q`$ being the matrix of the orthogonal projection $`P_H:\mathrm{}^2(E)H`$, where the matrix of $`P_H`$ is defined with respect to the usual basis of $`\mathrm{}^2(E)`$. If, however, the coordinatization matrix $`M`$ is more available than $`P_H`$, then one can proceed as follows.

For an $`r`$-element subset $`B`$ of $`E`$, let $`M_B`$ denote the $`(r\times r)`$-matrix determined by the first $`r`$ rows of $`M`$ and those columns of $`M`$ indexed by $`eB`$. Let $`M_{(r)}`$ denote the matrix formed by the entire first $`r`$ rows of $`M`$. In Section ?? , we shall see that

$$𝐏^H[B]=|detM_B|^2/det(M_{(r)}M_{(r)}^{}),$$
$`(2.1)`$
where the superscript $``$ denotes adjoint. (One way to see that this defines a probability measure is to use the Cauchy-Binet formula.) Identify each $`eE`$ with the corresponding unit basis vector of $`\mathrm{}^2(E)`$. Equation (2.1) shows that the matrix $`M`$ is a coordinatization matrix of $``$ iff the row space $`H`$ is a subspace representation of $``$ in the sense that for $`r`$-element subsets $`BE`$, we have $`B`$ iff $`P_HB`$ is a basis for $`H`$. (We shall also say simply that $`H`$ represents $``$.)

Now use row operations to transform the first $`r`$ rows of $`M`$ to an orthonormal basis for $`H`$. Let $`\widehat{M}`$ be the $`(r\times E)`$-matrix formed from these new first $`r`$ rows. We shall see that

$$\widehat{M}^{}\widehat{M}\text{ is the transpose of the matrix of }P_H.$$
$`(2.2)`$
We now interpret all this for the case of a graphical matroid. Given a finite connected graph $`G=(𝖵,𝖤)`$, choose an orientation for each edge. Given $`x𝖵`$, define the star at $`x`$ to be the vector $`_x:=_x^G:=_{e𝖤}a(x,e)e\mathrm{}^2(𝖤)`$, where

$$a(x,e):=\{\begin{array}{cc}0\hfill & \text{if }x\text{ is not incident to }e\text{,}\hfill \\ 1\hfill & \text{if }x\text{ is the tail of }e\text{,}\hfill \\ 1\hfill & \text{if }x\text{ is the head of }e\hfill \end{array}$$

are the entries of the $`𝖵\times 𝖤`$ vertex-edge incidence matrix. Let $`\mathrm{}:=\mathrm{}(G)`$ be the linear span of the stars, which is the same as the row space of $`[a(,)]`$. The standard coordinatization matrix of the matroid of spanning trees, the graphic matroid of $`G`$, is $`[a(,)]`$. It is easy to check that this does represent the graphic matroid. It follows that $`\mathrm{}`$ is a subspace representation of the graphic matroid, which is also well known. It is further well known that the matrix of $`P_H`$ is the transfer current matrix $`Y`$; see, e.g., \[BLPSusf???\], hereinafter referred to as BLPS (2001). It is well known that the numerator of the right-hand side of (2.1) is 1 when $`B`$ is a spanning tree of $`G`$ and 0 otherwise. It follows that $`𝐏^{\mathrm{}}`$ is the uniform measure on spanning trees of $`G`$. It also follows that the denominator of the right-hand side of (2.1) is the number of spanning trees. To see what the matrix $`M_{(r)}M_{(r)}^{}`$ is that appears in the denominator of the right-hand side of (2.1), let the vertices of the graph be $`v_0,\mathrm{},v_r`$. For $`1i,jr`$ only, let $`b_{i,j}`$ be $`1`$ if $`v_i`$ and $`v_j`$ are adjacent, the degree of $`v_i`$ if $`i=j`$, and 0 otherwise. This is the same as the combinatorial Laplacian after the row and column corresponding to $`v_0`$ are removed. Then if the first $`r`$ rows of $`M`$ correspond to $`v_i`$ for $`1ir`$, we obtain that $`M_{(r)}M_{(r)}^{}`$ is $`[b_{i,j}]`$. The fact that the determinant of this matrix is the number of spanning trees is known as the Matrix-Tree Theorem.

As we shall see in Corollary –?– , those matroids $`(E,)`$ having a subspace representation $`H`$ whose associated probability measure $`𝐏^H`$ is the uniform measure on $``$ are precisely the regular matroids in the case of real scalars and complex unimodular matroids (also called sixth-root-of-unity matroids) in the case of complex scalars.

There is a relationship to oriented matroids that may be worth noting. In case the field of a vectorial matroid is ordered, such as $`R`$, there is an additional structure making it an oriented matroid. Rather than define oriented matroids in general, we give a definition in the representable case that is convenient for our purposes: a real oriented matroid $`\chi `$ of rank $`r`$ on $`E=\{1,2,\mathrm{},n\}`$ is a map $`\chi :E^r\{1,0,+1\}`$ such that for some independent vectors $`v_1,\mathrm{},v_rR^E`$,

$$\chi (k_1,\mathrm{},k_r)=sgndet[(v_i,e_{k_j})]_{i,jr},$$
$`(2.3)`$
where $`e_1,\mathrm{},e_n`$ is the standard basis of $`R^E`$ and $`(,)`$ is the usual inner product in $`R^E`$. The sets $`\{k_1,\mathrm{},k_r\}`$ with $`\chi (k_1,\mathrm{},k_r)0`$ are the bases of a matroid on $`E`$.

Let $`H`$ be the linear span of the vectors $`v_k`$ appearing in the preceding definition. Choosing a different basis for $`H`$ and defining a new $`\chi ^{}`$ in terms of this new basis by (2.3) will lead only to $`\chi ^{}=\pm \chi `$. Of course, the determinants themselves in (2.3) can change dramatically. However, if $`\{v_1,\mathrm{},v_r\}`$ are orthonormal, then the determinants are fixed up to this sign change and they give a determinantal probability measure. Namely, if B denotes a random base chosen with probability

$$𝐏^H[\text{B}=\{k_1,\mathrm{},k_r\}]:=(det[(v_i,e_{k_j})]_{i,jr})^2,$$
$`(2.4)`$
then this agrees with (2.1), as shown in Section ?? .

§3. Uniform Spanning Forests.

The subject of random spanning trees of a graph goes back to \[Kirch???\], who discovered several relations to electrical networks, one of them mentioned already in Section 1. His work also suggested the Matrix-Tree Theorem.

In recent decades, computer scientists have developed various algorithms for generating spanning trees of a finite graph at random according to the uniform measure. In particular, such algorithms are closely related to generating states at random from any Markov chain. See \[MR99g:60116???\] for more on this issue.

Early algorithms for generating a random spanning tree used the Matrix-Tree Theorem. A much better algorithm than these early ones, especially for probabilists, was introduced by \[MR91h:60013???\] and \[Broder???\]. It says that if you start a simple random walk at any vertex of a finite graph $`G`$ and draw every edge it crosses except when it would complete a cycle (i.e., except when it arrives at a previously-visited vertex), then when no more edges can be added without creating a cycle, what will be drawn is a uniformly chosen spanning tree of $`G`$. This beautiful algorithm is quite efficient and useful for theoretical analysis, yet \[MR1427525???\] found an even better one. It is lengthier to describe, so we forego its description, but it is faster and more flexible.

The study of the analogue on an infinite graph of a uniform spanning tree was begun by \[MR92g:60014???\] at the suggestion of the present author. Pemantle showed that if an infinite connected graph $`G`$ is exhausted by a sequence of finite connected subgraphs $`G_n`$, then the weak limit of the uniform spanning tree measures on $`G_n`$ exists. However, it may happen that the limit measure is not supported on trees, but on forests. This limit measure is now called the free uniform spanning forest on $`G`$, denoted $`\mathrm{𝖥𝖲𝖥}`$. Considerations of electrical networks play the dominant role in the proof of existence of the limit. If $`G`$ is itself a tree, then this measure is trivial, namely, it is concentrated on $`\{G\}`$. Therefore, \[MR97b:60170???\] introduced another limit that had been considered more implicitly by \[MR92g:60014???\] on $`Z^d`$, namely, the weak limit of the uniform spanning tree measures on $`G_n^{}`$, where $`G_n^{}`$ is the graph $`G_n`$ with its boundary identified to a single vertex. As \[MR92g:60014???\] showed, this limit also always exists on any graph and is now called the wired uniform spanning forest, denoted $`\mathrm{𝖶𝖲𝖥}`$.

In many cases, the free and the wired limits are the same. In particular, this is the case on all euclidean lattices such as $`Z^d`$. The general question of when the free and wired uniform spanning forest measures are the same turns out to be quite interesting: The measures are the same iff there are no nonconstant harmonic Dirichlet functions on $`G`$ (see BLPS (2001)).

Among the notable results that \[MR92g:60014???\] proved was that on $`Z^d`$, the uniform spanning forest is a single tree with a single end a.s. if $`2d4`$; when $`d5`$, there are infinitely many trees a.s., each with at most two ends. BLPS (2001) shows that, in fact, not only in $`Z^d`$, but on any Cayley graph of a finitely generated group other than a finite extension of $`Z`$, each tree in the $`\mathrm{𝖶𝖲𝖥}`$ has but a single end a.s. One of Pemantle’s main tools was the Aldous/Broder algorithm, while BLPS (2001) relied on a modification of Wilson’s algorithm.

Another result of \[MR92g:60014???\] was that on $`Z^d`$, the tail of the uniform spanning forest measure is trivial. This is extended to both the free and the wired spanning forests on all graphs in BLPS (2001).

In the paper BLPS (2001), it was noted that the Transfer Current Theorem extends to the free and wired spanning forests if one uses the free and wired currents, respectively. To explain this, note that the orthocomplement of the row space $`\mathrm{}(G)`$ of the vertex-edge incidence matrix of a finite graph $`G`$ is the kernel, denoted $`\mathrm{}(G)`$, of the matrix. We call $`\mathrm{}(G)`$ the star space of $`G`$ and $`\mathrm{}(G)`$ the cycle space of $`G`$. For an infinite graph $`G=(𝖵,𝖤)`$ exhausted by finite subgraphs $`G_n`$, we let $`\mathrm{}(G)`$ be the closure of $`\mathrm{}(G_n^{})`$ and $`\mathrm{}(G)`$ be the closure of $`\mathrm{}(G_n)`$, where we take the closure in $`\mathrm{}^2(𝖤)`$. Then $`\mathrm{𝖶𝖲𝖥}`$ is the determinantal probability measure corresponding to the projection $`P_{\mathrm{}(G)}`$, while $`\mathrm{𝖥𝖲𝖥}`$ is the determinantal probability measure corresponding to $`P_{\mathrm{}(G)}^{}:=P_{\mathrm{}^{}}`$. In particular, $`\mathrm{𝖶𝖲𝖥}=\mathrm{𝖥𝖲𝖥}`$ iff $`\mathrm{}(G)=\mathrm{}(G)^{}`$.

While the wired spanning forest is quite well understood, the free spanning forest measure is in general poorly understood. A more detailed summary of uniform spanning forest measures can be found in \[MR1630412???\].

§4. Review of Exterior Algebra.

Let $`E`$ be a finite or countable set. Identify $`E`$ with the standard orthonormal basis of the real or complex Hilbert space $`\mathrm{}^2(E)`$. For $`k1`$, let $`E_k`$ denote a collection of ordered $`k`$-element subsets of $`E`$ such that each $`k`$-element subset of $`E`$ appears exactly once in $`E_k`$ in some ordering. Define

$$\mathrm{\Lambda }^kE:=^k\mathrm{}^2(E):=\mathrm{}^2\left(\left\{e_1\mathrm{}e_k;e_1,\mathrm{},e_kE_k\right\}\right).$$

If $`k>|E|`$, then $`E_k=\mathrm{}`$ and $`\mathrm{\Lambda }^kE=\{0\}`$. We also define $`\mathrm{\Lambda }^0E`$ to be the scalar field, $`R`$ or $`C`$. The elements of $`\mathrm{\Lambda }^kE`$ are called multivectors of rank $`k`$, or $`k`$-vectors for short. We then define the exterior (or wedge) product of multivectors in the usual alternating multilinear way: $`_{i=1}^ke_{\sigma (i)}=sgn(\sigma )_{i=1}^ke_i`$ for any permutation $`\sigma `$ of $`\{1,2,\mathrm{},k\}`$ and $`_{i=1}^k_{eE^{}}a_i(e)e=_{e_1,\mathrm{},e_kE^{}}_{j=1}^ka_j(e_j)_{i=1}^ke_i`$ for any scalars $`a_i(e)`$ ($`i[1,k],eE^{}`$), and any finite $`E^{}E`$. (Thus, $`_{i=1}^ke_i=0`$ unless all $`e_i`$ are distinct.) The inner product on $`\mathrm{\Lambda }^kE`$ satisfies

$$(u_1\mathrm{}u_k,v_1\mathrm{}v_k)=det\left[(u_i,v_j)\right]_{i,j[1,k]}$$
$`(4.1)`$
when $`u_i`$ and $`v_j`$ are 1-vectors. (This also shows that the inner product on $`\mathrm{\Lambda }^kE`$ does not depend on the choice of orthonormal basis of $`\mathrm{}^2(E)`$.) We then define the exterior (or Grassmann) algebra $`\mathrm{Ext}\left(\mathrm{}^2(E)\right):=\mathrm{Ext}(E):=_{k0}\mathrm{\Lambda }^kE`$, where the summands are declared orthogonal, making it into a Hilbert space. (Throughout the paper, $``$ is used to indicate the sum of orthogonal summands, or, if there are an infinite number of orthogonal summands, the closure of their sum.) Vectors $`u_1,\mathrm{},u_k\mathrm{}^2(E)`$ are linearly independent iff $`u_1\mathrm{}u_k0`$. For a $`k`$-element subset $`AE`$ with ordering $`e_i`$ in $`E_k`$, write

$$\theta _A:=\underset{i=1}{\overset{k}{}}e_i.$$

We also write

$$\underset{eA}{}f(e):=\underset{i=1}{\overset{k}{}}f(e_i)$$

for any function $`f:E\mathrm{}^2(E)`$.

If $`H`$ is a (closed) linear subspace of $`\mathrm{}^2(E)`$, then we identify $`\mathrm{Ext}(H)`$ with its inclusion in $`\mathrm{Ext}(E)`$. That is, $`^kH`$ is the closure of the linear span of $`\{v_1\mathrm{}v_k;v_1,\mathrm{},v_kH\}`$. In particular, if $`dimH=r<\mathrm{}`$, then $`^rH`$ is a 1-dimensional subspace of $`\mathrm{Ext}(E)`$; denote by $`\xi _H`$ a unit multivector in this subspace, which is unique up to sign in the real case and unique up to a scalar unit-modulus factor in the complex case, i.e., up to signum. We denote by $`P_H`$ the orthogonal projection onto $`H`$ for any subspace $`H\mathrm{}^2(E)`$ or, more generally, $`H\mathrm{Ext}(E)`$.

Lemma 4.1. For any subspace $`H\mathrm{}^2(E)`$, any $`k1`$, and any $`u_1,\mathrm{},u_k\mathrm{}^2(E)`$,

$$P_{\mathrm{Ext}(H)}(u_1\mathrm{}u_k)=(P_Hu_1)\mathrm{}(P_Hu_k).$$

Proof. Write

$$u_1\mathrm{}u_k=(P_Hu_1+P_H^{}u_1)\mathrm{}(P_Hu_k+P_H^{}u_k)$$

and expand the product. All terms but $`P_Hu_1\mathrm{}P_Hu_k`$ have a factor of $`P_H^{}u`$ in them, making them orthogonal to $`\mathrm{Ext}(H)`$ by (4.1).

A multivector is called simple or decomposable if it is the wedge product of 1-vectors. \[MR19:309c???\], p. 49, shows that

$$𝐮𝐯𝐮𝐯\text{ if either }𝐮\text{ or }𝐯\text{ is simple}.$$
$`(4.2)`$
We shall use the interior product defined by duality:

$$(𝐮𝐯,𝐰)=(𝐮,𝐰𝐯)(𝐮\mathrm{\Lambda }^{k+l}E,𝐯\mathrm{\Lambda }^lE,𝐰\mathrm{\Lambda }^kE).$$

In particular, if $`eE`$ and $`𝐮`$ is a multivector that does not contain any term with $`e`$ in it (that is, $`𝐮\mathrm{Ext}(e^{})`$), then $`(𝐮e)e=𝐮`$ and $`𝐮e=0`$. More generally, if $`v\mathrm{}^2(E)`$ with $`v=1`$ and $`𝐮\mathrm{Ext}(v^{})`$, then $`(𝐮v)v=𝐮`$ and $`𝐮v=0`$. Note that the interior product is sesquilinear, not bilinear, over $`C`$.

For $`eE`$, write $`[e]`$ for the subspace of scalar multiples of $`e`$ in $`\mathrm{}^2(E)`$. If $`H`$ is a finite-dimensional subspace of $`\mathrm{}^2(E)`$ and $`eH`$, then

$$\xi _He=P_H^{}e\xi _{H+[e]}$$
$`(4.3)`$
(up to signum). To see this, let $`u_1,u_2,\mathrm{},u_r`$ be an orthonormal basis of $`H`$, where $`r=dimH`$. Put $`v:=P_H^{}e/P_H^{}e`$. Then $`u_1,\mathrm{},u_r,v`$ is an orthonormal basis of $`H+[e]`$, whence

$$\xi _{H+[e]}=u_1u_2\mathrm{}u_rv=\xi _Hv=\xi _He/P_H^{}e$$

since $`\xi _HP_He=0`$. This shows (4.3). Similarly, if $`eH^{}`$, then

$$\xi _He=P_He\xi _{He^{}}$$
$`(4.4)`$
(up to signum). Indeed, put $`w_1:=P_He/P_He`$. Let $`w_1,w_2,\mathrm{},w_r`$ be an orthonormal basis of $`H`$ with $`\xi _H=w_1w_2\mathrm{}w_r`$. Then

$$\xi _He=\xi _HP_He=(1)^{r1}P_Hew_2w_3\mathrm{}w_r$$

(up to signum), as desired.

Finally, we claim that

$$u,v\mathrm{}^2(E)(\xi _Hu,\xi _Hv)=(P_Hv,u).$$
$`(4.5)`$
Indeed, $`\xi _Hu=\xi _HP_Hu`$, so this is equivalent to

$$(\xi _HP_Hu,\xi _HP_Hv)=(P_Hv,P_Hu).$$

Thus, it suffices to show that

$$u,vH(\xi _Hu,\xi _Hv)=(v,u).$$

By sesquilinearity, it suffices to show this for $`u,v`$ members of an orthonormal basis of $`H`$. But then it is obvious.

For a more detailed presentation of exterior algebra, see \[MR19:309c???\].

§5. Probability Measures on Bases.

Any unit vector $`v`$ in a Hilbert space with orthonormal basis $`E`$ gives a probability measure $`𝐏^v`$ on $`E`$, namely, $`𝐏^v[\{e\}]:=|(v,e)|^2`$ for $`eE`$. Applying this simple idea to multivectors instead, we shall obtain the probability measures $`𝐏^H`$ of Section 1.

Let $`H`$ be a subspace representation of the matroid $`=(E,)`$ of rank $`r`$. Then the non-0 coefficients in $`\xi _H`$ with respect to the standard basis of $`\mathrm{\Lambda }^rE`$ are exactly those of the multivectors $`\theta _B`$ ($`B`$). Indeed, by Lemma 4.1, the coefficient in $`\xi _H`$ of $`\theta _B=_{i=1}^re_i`$ satisfies

$$\left|(\xi _H,\theta _B)\right|=P_{\mathrm{Ext}(H)}(\underset{i=1}{\overset{r}{}}e_i)=\underset{i}{}P_He_i,$$

which is non-0 iff $`P_He_i`$ are linearly independent. Furthermore, we may define the probability measure $`𝐏^H`$ on $``$ by

$$𝐏^H[B]:=|(\xi _H,\theta _B)|^2.$$
$`(5.1)`$
We may also write (5.1) as

$$\xi _H=\underset{B}{}ϵ_B\sqrt{𝐏^H[B]}\theta _B$$

for some $`ϵ_B`$ of absolute value 1, or alternatively as

$$𝐏^H[\text{B}=B]=P_{\mathrm{Ext}(H)}\theta _B^2=(P_{\mathrm{Ext}(H)}\theta _B,\theta _B).$$

To see that (5.1) agrees with (2.4), we just use (4.1) and the fact that $`\xi _H=c_iv_i`$ for some scalar $`c`$ with $`|c|=1`$.

To show that the definition (5.1) satisfies (1.1) for the matrix of $`P_H`$, observe that

$$𝐏^H[\text{B}=B]=(P_{\mathrm{Ext}(H)}\theta _B,\theta _B)=(\underset{eB}{}P_He,\underset{eB}{}e)=det[(P_He,f)]_{e,fB}$$

by (4.1). This shows that (1.1) holds for $`A`$ since $`|\text{B}|=r`$ $`𝐏^H`$-a.s. We now prove the general case by proving an extension of it. We shall use the convention that $`\theta _{\mathrm{}}:=1`$ and $`𝐮1:=𝐮`$ for any multivector $`𝐮`$.

Theorem 5.1. Suppose that $`A_1`$ and $`A_2`$ are (possibly empty) subsets of a finite set $`E`$. We have

$$𝐏^H[A_1\text{B},A_2\text{B}=\mathrm{}]=(P_{\mathrm{Ext}(H)}\theta _{A_1}P_{\mathrm{Ext}(H^{})}\theta _{A_2},\theta _{A_1}\theta _{A_2}).$$
$`(5.2)`$
In particular, for any $`AE`$, we have

$$𝐏^H[A\text{B}]=P_{\mathrm{Ext}(H)}\theta _A^2.$$
$`(5.3)`$
Remark 5.2. The property (5.2) (in an equivalent form) appears in several places in the literature, including Theorem 3.1 of \[ShiTak:ann???\] and Proposition A.8 of \[MR2001g:05103???\]. Usually, it is derived from a different definition of the measure $`𝐏^H`$. For the uniform measure on bases of regular matroids, the case of (5.3) where $`|A|=2`$ is Theorem 2.1 of \[FedMih???\]. The general case is related to Theorem 5.2.1 of \[MR92f:82002???\].

Proof. Both sides of (5.2) are clearly 0 unless $`A_1A_2=\mathrm{}`$, so we assume this disjointness from now on. Let $`r:=dimH`$.

Consider next the case where $`A_1A_2=E`$. The left-hand side is 0 unless $`|A_1|=r`$ since every base has $`r`$ elements. Also the right-hand side is 0 except in such a case since $`\mathrm{Ext}(H)`$ has multivectors only of rank at most $`r`$ and $`\mathrm{Ext}(H^{})`$ has multivectors only of rank at most $`|E|r`$. It remains to establish equality when $`|A_1|=r`$. In that case, we have

$$\begin{array}{ccc}\hfill P_{\mathrm{Ext}(H)}\theta _{A_1}\theta _{A_2}& =P_{\mathrm{Ext}(H)}\theta _{A_1}\underset{eA_2}{}(P_He+P_H^{}e)\hfill & \\ & =P_{\mathrm{Ext}(H)}\theta _{A_1}P_{\mathrm{Ext}(H^{})}\theta _{A_2},\hfill & \end{array}$$

as we see by expanding the product, using the fact that $`\mathrm{Ext}(H)`$ has multivectors only of rank at most $`r`$, and using Lemma 4.1. Therefore,

$$\begin{array}{ccc}\hfill (P_{\mathrm{Ext}(H)}\theta _{A_1}P_{\mathrm{Ext}(H^{})}\theta _{A_2},\theta _{A_1}\theta _{A_2})& =(P_{\mathrm{Ext}(H)}\theta _{A_1}\theta _{A_2},\theta _{A_1}\theta _{A_2})\hfill & \\ & =(P_{\mathrm{Ext}(H)}\theta _{A_1},\theta _{A_1})\hfill & \\ & =𝐏^H[\text{B}=A_1]\hfill & \\ & =𝐏^H[A_1\text{B},A_2\text{B}=\mathrm{}].\hfill & \end{array}$$

This establishes the result when $`E`$ is partitioned as $`A_1A_2`$. In the general case, we can decompose over partitions to write

$$𝐏^H[A_1\text{B},A_2\text{B}=\mathrm{}]=\underset{CE(A_1A_2)}{}𝐏^H[A_1C\text{B},\left(A_2(EC)\right)\text{B}=\mathrm{}]$$
$`(5.4)`$
and we can also write

$$\begin{array}{ccc}\hfill (P_{\mathrm{Ext}(H)}\theta _{A_1}P_{\mathrm{Ext}(H^{})}\theta _{A_2},\theta _{A_1}\theta _{A_2})& =(\underset{eA_1}{}P_He\underset{eA_2}{}P_H^{}e,\theta _{A_1}\theta _{A_2})\hfill & \\ & =(\underset{eA_1}{}P_He\underset{eA_2}{}P_H^{}e\underset{eA_1A_2}{}e,\theta _{A_1}\theta _{A_2}\underset{eA_1A_2}{}e)\hfill & \\ & =(\underset{eA_1}{}P_He\underset{eA_2}{}P_H^{}e\underset{eA_1A_2}{}(P_He+P_H^{}e),\theta _{A_1}\theta _{A_2}\underset{eA_1A_2}{}e)\hfill & \\ & =\underset{CE(A_1A_2)}{}(\underset{eA_1C}{}P_He\underset{eA_2(EC)}{}P_H^{}e,\theta _{A_1C}\theta _{A_2(EC)}).\hfill & (5.5)\hfill \end{array}$$

For each $`C`$, the summand on the right of (5.4) is equal to that on the right of (5.5) by what we have shown, whence the general case follows.

We see immediately the relationship of orthogonality to duality:

Corollary 5.3. If a subspace $`H\mathrm{}^2(E)`$ represents a matroid $``$, then its orthogonal complement $`H^{}`$ represents the dual matroid $`^{}`$:

$$B2^E𝐏^H^{}[EB]=𝐏^H[B].$$
$`(5.6)`$
We now verify (2.1) and (2.2). Resuming the notation used there, we let the $`i`$th row of $`M`$ be $`m_i`$. For some constant $`c`$, we thus have

$$\xi _H=c\underset{i=1}{\overset{r}{}}m_i,$$
$`(5.7)`$
whence by (4.1),

$$𝐏^H[B]=|(\xi _H,\theta _B)|^2=|c|^2\left|det\left[(m_i,e)\right]_{ir,eB}\right|^2=|c|^2|detM_B|^2.$$

To complete the derivation of (2.1), we must calculate $`|c|^2`$. For this, note that

$$1=\xi _H^2=|c|^2\underset{i=1}{\overset{r}{}}m_i^2=|c|^2det\left[(m_i,m_j)\right]_{i,jr}=|c|^2det(M_{(r)}M_{(r)}^{}).$$

We record explicitly the following consequence noted in Section 1:

Corollary 5.4. A matrix $`M`$ is a coordinatization matrix of a matroid $`=(E,)`$ iff the row space $`H`$ of $`M`$ is a subspace representation of $``$.

This is also obvious from the following equivalences that hold for any scalars $`a_e`$:

$$\begin{array}{ccc}\hfill i\underset{e}{}a_e(m_i,e)=0& \underset{e}{}a_ee\mathrm{ker}M=H^{}P_H\underset{e}{}a_ee=0\hfill & \\ & \underset{e}{}a_eP_He=0.\hfill & \end{array}$$

By Corollary 5.4, it follows that $`\mathrm{}`$ is a subspace representation of the graphic matroid, as mentioned in Section 1.

In order to demonstrate (2.2), first note that row operations on $`M`$ do not change the row space, $`H`$. Now let $`w_i;\mathrm{\hspace{0.33em}1}ir\mathrm{}^2(E)`$ be the rows of $`\widehat{M}`$ and let the entries be $`\widehat{M}_{i,e}=(w_i,e)`$. Then

$$P_He=\underset{i=1}{\overset{r}{}}(e,w_i)w_i=\underset{i=1}{\overset{r}{}}\overline{\widehat{M}_{i,e}}w_i,$$

whence $`(P_He,e^{})=_{i=1}^r\overline{\widehat{M}_{i,e}}(w_i,e^{})=_{i=1}^r\overline{\widehat{M}_{i,e}}\widehat{M}_{i,e^{}}=(\widehat{M}^{}\widehat{M})_{e,e^{}}`$. Since $`(P_He,e^{})`$ is the $`(e^{},e)`$-entry of the matrix of $`P_H`$, we obtain (2.2).

We call a matroid complex unimodular if it has a coordinatization matrix $`M`$ over $`C`$ with $`|detM_B|=1`$ for all bases $`B`$. These are known to be the same as the sixth-root-of-unity matroids, where the condition now is that it has a coordinatization matrix $`M`$ over $`C`$ with $`(detM_B)^6=1`$ for all bases $`B`$ (see \[COSW???\] for this and other characterizations of such matroids).

Corollary 5.5. A matroid $`=(E,)`$ has a representation via a subspace $`H\mathrm{}^2(E;R)`$ with $`𝐏^H`$ equal to uniform measure on $``$ iff $``$ is a regular matroid. A matroid $`=(E,)`$ has a representation via a subspace $`H\mathrm{}^2(E;C)`$ with $`𝐏^H`$ equal to uniform measure on $``$ iff $``$ is a complex unimodular matroid.

Proof. Having a subspace representation that gives uniform measure is equivalent to having a coordinatization matrix $`M`$ with the above matrices $`M_B`$ having determinants equal in absolute value for $`B`$. In case the field is $`R`$, this is equivalent to requiring all $`detM_B=\pm 1`$. From the above, we see that this is the same as having some $`H`$ representing $``$ and some constant $`c`$ with $`c\xi _H`$ having all its coefficients in $`\{0,\pm 1\}`$. This condition is equivalent to regularity: see (3) and (4) of Theorem 3.1.1 of \[MR88g:05048???\].

The statement for complex representations is clear from the definition.

Remark 5.6. In dealing with electrical networks that have general conductances (not necessarily all 1), one uses not the uniform spanning tree measure, but the weighted spanning tree measure, where the probability of a tree is proportional to the product of the conductances of its edges. If the conductance, or weight, of the edge $`e`$ is $`w(e)`$, then one defines the star at a vertex $`x`$ by $`_x:=_{e𝖤}\sqrt{w(e)}a(x,e)e`$ and one defines $`\mathrm{}`$ and $`\mathrm{}`$ accordingly. The weighted spanning tree measure is then $`𝐏^{\mathrm{}}`$. In fact, given any positive weight function $`w`$ on a ground set $`E`$ and given any measure $`𝐏^H`$ on a matroid, there is another subspace $`H_w`$ such that for all bases $`B`$, we have $`𝐏^{H_w}[B]=Z^1𝐏^H[B]_{eB}w(e)`$, where $`Z`$ is a normalizing constant. To see this, define the linear transformation $`D_w`$ on $`\mathrm{}^2(E)`$ by $`D_w(e)=\sqrt{w(e)}e`$. Then it is not hard to verify that the image $`H_w`$ of $`H`$ under $`D_w`$ has this property. Similarly, if the matroid is represented by the matrix $`M`$ with row space $`H`$, then the matrix $`MD_w`$ represents the same matroid but with the transformed measure $`𝐏^{H_w}`$.

§6. Stochastic Domination and Conditioning.

Let $`2^E`$ denote the collection of all subsets of $`E`$. Any probability measure $`𝐏`$ on $``$ extends to a probability measure on the Borel $`\sigma `$-field of $`2^E`$ by setting $`𝐏(𝒜):=𝐏(𝒜)`$. In this section, we compare different probability measures on $`2^E`$ with $`E`$ finite. First, for $`E`$ finite, to each event $`𝒜2^E`$, we associate the subspace

$$S_𝒜:=\text{the linear span of }\left\{\theta _C;C𝒜\right\}\mathrm{Ext}(E).$$

Note that $`C`$ need not be in $``$ here. An event $`𝒜`$ is called increasing if whenever $`A𝒜`$ and $`eE`$, we have also $`A\{e\}𝒜`$. Thus, $`𝒜`$ is increasing iff the subspace $`S_𝒜`$ is an ideal (with respect to exterior product).

The probability measure $`𝐏^H`$ clearly satisfies

$$𝐏^H(𝒜)=P_{S_𝒜}\xi _H^2$$

for any event $`𝒜`$.

Lemma 6.1. Let $`S\mathrm{Ext}(E)`$ be an ideal, $`𝐮=_{i=1}^ku_i`$, and $`𝐯=_{j=1}^lv_j`$. If $`(u_i,v_j)=0`$ for all $`i`$ and $`j`$, then

$$((P_S𝐮)𝐯,P_S(𝐮𝐯))=P_S𝐮^2𝐯^2.$$

Proof. Since $`(P_S𝐮)𝐯S`$, we have

$$\begin{array}{ccc}\hfill ((P_S𝐮)𝐯,P_S(𝐮𝐯))& =(P_S\left((P_S𝐮)𝐯\right),𝐮𝐯)\hfill & \\ & =((P_S𝐮)𝐯,𝐮𝐯)\hfill & \\ & =(P_S𝐮,𝐮)(𝐯,𝐯)\hfill & \\ & =P_S𝐮^2𝐯^2.\hfill & \text{ }\end{array}$$

Given two probability measures $`𝐏^1`$, $`𝐏^2`$ on $`2^E`$, we say that $`𝐏^2`$ stochastically dominates $`𝐏^1`$ and write $`𝐏^1𝐏^2`$ if for all increasing events $`𝒜`$, we have $`𝐏^1(𝒜)𝐏^2(𝒜)`$.

Theorem 6.2. Let $`E`$ be finite and let $`H_1H_2`$ be subspaces of $`\mathrm{}^2(E)`$. Then $`𝐏^{H_1}𝐏^{H_2}`$.

Proof. Let $`𝒜`$ be an increasing event. Take an orthonormal basis $`u_i;ir_2`$ of $`H_2`$ such that $`u_i;ir_1`$ is an orthonormal basis of $`H_1`$ and such that $`\xi _{H_j}=_{i=1}^{r_j}u_i`$ for $`j=1,2`$. Apply Lemma 6.1 to $`𝐮:=_{i=1}^{r_1}u_i`$ and $`𝐯:=_{i=r_1+1}^{r_2}u_i`$ to conclude that

$$\begin{array}{ccc}\hfill P_{S_𝒜}\xi _{H_1}^2& =P_{S_𝒜}\xi _{H_1}^2𝐯^2=((P_{S_𝒜}\xi _{H_1})𝐯,P_{S_𝒜}\xi _{H_2})\hfill & \\ & P_{S_𝒜}\xi _{H_1}𝐯P_{S_𝒜}\xi _{H_2}P_{S_𝒜}\xi _{H_1}𝐯P_{S_𝒜}\xi _{H_2}\hfill & \\ & =P_{S_𝒜}\xi _{H_1}P_{S_𝒜}\xi _{H_2}\hfill & \end{array}$$

by (4.2), whence $`P_{S_𝒜}\xi _{H_1}P_{S_𝒜}\xi _{H_2}`$, i.e., $`𝐏^{H_1}(𝒜)𝐏^{H_2}(𝒜)`$.

A minor of a matroid $`=(E,)`$ is one obtained from $``$ by repeated contraction and deletion: Given $`eE`$, the contraction of $``$ along $`e`$ is $`/e:=(E,/e)`$, where $`/e:=\{B;eB\}`$, while the deletion of $``$ along $`e`$ is $`e:=(E,e)`$, where $`e:=\{B;eB\}`$. Note that, contrary to usual convention, we are keeping the same ground set, $`E`$.

For any $`FE`$, let $`[F]`$ be the closure of the linear span of the unit vectors $`\{e;eF\}`$. We shall also write $`[u]`$ for the subspace spanned by any vector $`u`$.

Proposition 6.3. Let $`E`$ be finite and $`H`$ be a subspace of $`\mathrm{}^2(E)`$. For any $`eE`$ with $`0<𝐏^H[e\text{B}]<1`$, we have

$$𝐏^H(e\text{B})=𝐏^{(He^{})+[e]}()$$

and

$$𝐏^H(e\text{B})=𝐏^{(H+[e])e^{}}().$$

In particular, $`(He^{})+[e]`$ represents $`/e`$ and $`(H+[e])e^{}`$ represents $`e`$. Moreover, signs (or, in the complex case, unit scalar factors) can be chosen for $`\xi _{(He^{})+[e]}`$ and $`\xi _{(H+[e])e^{}}`$ so that for all $`B`$,

$$(\theta _B,\xi _{(He^{})+[e]})=\{\begin{array}{cc}(\theta _B,\xi _H)/P_He\hfill & \text{if }eB\text{,}\hfill \\ 0\hfill & \text{if }eB\hfill \end{array}$$
$`(6.1)`$
and

$$(\theta _B,\xi _{(H+[e])e^{}})=\{\begin{array}{cc}(\theta _B,\xi _H)/P_H^{}e\hfill & \text{if }eB\text{,}\hfill \\ 0\hfill & \text{if }eB\text{.}\hfill \end{array}$$
$`(6.2)`$
Proof. Clearly $`(\theta _B,\xi _H)=(\theta _B,(\xi _He)e)`$ when $`eB`$, while the right-hand side of this equation is 0 for $`eB`$. Applying (4.4) followed by (4.3), we obtain (6.1). The proof of (6.2) is similar. These imply the formulas for the conditional probabilities.

Given a disjoint pair of possibly infinite sets $`A,BE`$, define

$$H_{A,B}:=\left((HA^{})+[AB]\right)B^{}.$$
$`(6.3)`$
It is straightforward to verify that

$$H_{A,B}=\left((H+[B])(AB)^{}\right)+[A].$$
$`(6.4)`$
Indeed, denote by $`H_{A,B}^{}`$ the right-hand side of (6.4). Suppose that $`uH_{A,B}`$ and write $`u=u_1+u_2+u_3`$ with $`u_1HA^{}`$, $`u_2[A]`$, and $`u_3[B]`$. Since $`u_1H`$, it follows that $`u_1+u_3H+[B]`$. Since $`u_1A^{}`$ and $`u_3[B]A^{}`$, we obtain $`u_1+u_3(H+[B])A^{}`$. Since $`u_2[A]B^{}`$ and $`uB^{}`$, we have that $`u_1+u_3=uu_2B^{}`$, whence $`u_1+u_3\left((H+[B])A^{}\right)B^{}=(H+[B])(AB)^{}`$. Since $`u_2[A]`$, it follows that $`uH_{A,B}^{}`$.

Conversely, suppose that $`uH_{A,B}^{}`$ and write $`u=u_1+u_2+u_3`$ with $`u_1H`$, $`u_2[B]`$, $`u_3[A]`$, and $`u_1+u_2[AB]^{}`$. Since $`u_1+u_2A^{}`$ and $`u_2A^{}`$, it follows that $`u_1A^{}`$, whence $`u_1HA^{}`$ and so $`u(HA^{})+[AB]`$. Since $`u_1+u_2B^{}`$ and $`u_3B^{}`$, we also have $`uB^{}`$, whence $`uH_{A,B}`$, as desired.

Corollary 6.4. For any closed subspace $`H`$ and $`A,B,C,DE`$ with $`(AB)(CD)=\mathrm{}`$, we have

$$(H_{A,B})_{C,D}=H_{AC,BD}.$$

Proof. In showing (6.4), we have shown that $`H_{A,B}=(H_{A,\mathrm{}})_{\mathrm{},B}=(H_{\mathrm{},B})_{A,\mathrm{}}`$. Also, we have

$$\begin{array}{ccc}\hfill (H_{A,\mathrm{}})_{B,\mathrm{}}& =\left(\left((HA^{})+[A]\right)B^{}\right)+[B]\hfill & \\ & =\left(\left((HA^{})+[AB]\right)(BA)^{}\right)+[B]\hfill & \\ & =\left((H(AB)^{})+[AB]\right)+[B]\hfill & \\ & =(H(AB)^{})+[AB]=H_{AB,\mathrm{}},\hfill & \end{array}$$

whence also $`(H_{\mathrm{},A})_{\mathrm{},B}=H_{\mathrm{},AB}`$ by duality. Therefore,

$$\begin{array}{ccc}\hfill (H_{A,B})_{C,D}& =(((H_{A,\mathrm{}})_{\mathrm{},B})_{\mathrm{},D})_{C,\mathrm{}}=((H_{A,\mathrm{}})_{\mathrm{},BD})_{C,\mathrm{}}\hfill & \\ & =((H_{A,\mathrm{}})_{C,\mathrm{}})_{\mathrm{},BD}=(H_{AC})_{\mathrm{},BD}=H_{AC,BD}.\hfill & \text{ }\end{array}$$

We remark that when $`AB`$ is finite, the subspace $`H_{A,B}`$ is closed, since the sum of two closed subspaces, one of finite dimension, is always closed (\[MR84e:47001???\], Problem 13) and since the intersection of closed subspaces is always closed.

It follows by induction from Proposition 6.3 that for finite $`E`$, if $`𝐏^H[A\text{B},B\text{B}=\mathrm{}]>0`$, then

$$𝐏^H(A\text{B},B\text{B}=\mathrm{})=𝐏^{H_{A,B}}().$$
$`(6.5)`$
For a set $`KE`$, let $`(K)`$ denote the $`\sigma `$-field generated by the events $`\{e\text{B}\}`$ for $`eK`$. We shall say that the events in $`(K)`$ are measurable with respect to $`K`$ and likewise for functions that are measurable with respect to $`(K)`$. We also say that an event or a function that is measurable with respect to $`E\{e\}`$ ignores $`e`$. Thus, an event $`𝒜`$ ignores $`e`$ iff for all $`𝐮S_𝒜`$, also $`𝐮eS_𝒜`$ and $`𝐮eS_𝒜`$. We say that a probability measure $`𝐏`$ on $`2^E`$ has negative associations if

$$𝐏(𝒜_1𝒜_2)𝐏(𝒜_1)𝐏(𝒜_2)$$

whenever $`𝒜_1`$ and $`𝒜_2`$ are increasing events that are measurable with respect to complementary subsets of $`E`$. A function $`f:2^ER`$ is called increasing if for all $`A2^E`$ and all $`eE`$, we have $`f(A\{e\})f(A)`$. It is well known and not hard to see that $`𝐏`$ has negative associations iff for any pair $`f_1`$, $`f_2`$ of increasing functions that are measurable with respect to complementary subsets of $`E`$,

$$𝐄[f_1f_2]𝐄[f_1]𝐄[f_2].$$
$`(6.6)`$
In this case, for any collection $`f_1,f_2,\mathrm{},f_n`$ of increasing nonnegative functions that are measurable with respect to pairwise disjoint subsets of $`E`$, we have

$$𝐄[f_1f_2\mathrm{}f_n]𝐄[f_1]𝐄[f_2]\mathrm{}𝐄[f_n].$$
$`(6.7)`$
This is shown by an easy induction argument. One could replace “increasing” by “decreasing” just as well.

The following result was proved by \[FedMih???\], Lemma 3.2, for the uniform measure on bases of “balanced” matroids, a class of matroids including regular ones.

Theorem 6.5. Let $`E`$ be finite. If $`𝒜`$ is an increasing event that ignores $`e`$ and $`𝐏^H[e\text{B}]>0`$, then $`𝐏^H(𝒜e\text{B})𝐏^H(𝒜)`$. More generally, $`𝐏^H`$ has negative associations.

Proof. We have $`𝐏^H(𝒜e\text{B})=𝐏^{(He^{})+[e]}(𝒜)=𝐏^{(He^{})}(𝒜)`$ since the effect of having $`e`$ in a subspace is simply to make $`e\text{B}`$ with probability 1 and since $`𝒜`$ ignores $`e`$. Since $`He^{}H`$, it follows from Theorem 6.2 that $`𝐏^{(He^{})}(𝒜)𝐏^H(𝒜)`$, which proves the first assertion.

For the more general statement, we follow the method of proof of \[FedMih???\]. This uses induction on the cardinality of $`E`$. The case $`|E|=1`$ is trivial. Let $`r:=dimH`$. Given $`𝒜_1`$ and $`𝒜_2`$ as specified with $`𝐏^H(𝒜_1),𝐏^H(𝒜_2)>0`$, we have

$$\underset{eE}{}𝐏^H[e\text{B}]=𝐄^H[|\text{B}|]=r=𝐄^H[|\text{B}||𝒜_1]=\underset{eE}{}𝐏^H[e\text{B}𝒜_1]$$

since $`|\text{B}|=r`$ $`𝐏^H`$-a.s. By the preceding paragraph, $`𝐏^H[e\text{B}𝒜_1]𝐏^H[e\text{B}]`$ for those $`e`$ ignored by $`𝒜_1`$. It follows that the opposite inequality holds for some $`e`$ not ignored by $`𝒜_1`$ and with $`𝐏^H[e\text{B}]>0`$. Fix such an $`eE`$. Note that $`𝒜_2`$ ignores $`e`$. We have $`𝐏^H(𝒜_1e\text{B})𝐏^H(𝒜_1e\text{B})`$, where the right-hand side is defined to be 0 if $`𝐏[e\text{B}]=0`$. Now

$$𝐏^H(𝒜_1𝒜_2)=𝐏^H[e\text{B}𝒜_2]𝐏^H(𝒜_1𝒜_2,e\text{B})+𝐏^H[e\text{B}𝒜_2]𝐏^H(𝒜_1𝒜_2,e\text{B}).$$
$`(6.8)`$
The induction hypothesis and Proposition 6.3 imply that (6.8) is at most

$$𝐏^H[e\text{B}𝒜_2]𝐏^H(𝒜_1e\text{B})+𝐏^H[e\text{B}𝒜_2]𝐏^H(𝒜_1e\text{B});$$
$`(6.9)`$
this is because by Proposition 6.3, the two measures conditioned on whether or not $`e`$ lies in B can each be regarded as measures arising from orthogonal projections on $`\mathrm{}^2(E\{e\})`$ and because $`𝒜_1`$ and $`𝒜_2`$ each transform to increasing events in $`2^{E\{e\}}`$. By what we have proved in the first paragraph, we have that $`𝐏^H[e\text{B}𝒜_2]𝐏^H[e\text{B}]`$ and we have chosen $`e`$ so that $`𝐏^H(𝒜_1e\text{B})𝐏^H(𝒜_1e\text{B})`$. Therefore, (6.9) is at most

$$𝐏^H[e\text{B}]𝐏^H(𝒜_1e\text{B})+𝐏^H[e\text{B}]𝐏^H(𝒜_1e\text{B})=𝐏^H(𝒜_1)$$
$`(6.10)`$
since the quantity in (6.10) minus that in (6.9) equals

$$\left(𝐏^H[e\text{B}]𝐏^H[e\text{B}𝒜_2]\right)\left(𝐏^H(𝒜_1e\text{B})𝐏^H(𝒜_1e\text{B})\right)0.$$

This completes the induction step and hence the proof.

It seems that there should be an elegant proof of Theorem 6.5 along the lines of the proof of Theorem 6.2, but we were not able to find one. However, the special case of Theorem 6.5 saying that

$$𝐏^H[AB\text{B}]𝐏^H[A\text{B}]𝐏^H[B\text{B}]$$

is an immediate consequence of (4.2) for $`𝐮:=_{eA}P_He`$ and $`𝐯:=_{eB}P_He`$. This special case was also proved in Proposition 2.7 of \[ShiTak:II???\].

Combining Theorem 6.5 with Equation (6.5), we obtain the following result:

Corollary 6.6. If $`E`$ is finite, $`A`$ and $`B`$ are disjoint subsets of $`E`$, and $`H`$ is a subspace of $`\mathrm{}^2(E)`$, then the conditional probability measure $`𝐏^H(A\text{B},B\text{B}=\mathrm{})`$ has negative associations.

In the language of \[MR2001g:62039???\], this corollary says that the measure $`𝐏^H`$ is conditionally negatively associated (CNA). In fact, it enjoys the strongest property studied by \[MR2001g:62039???\], namely, CNA with so-called external fields. This follows by Remark 5.6.

\[MR2001m:82006???\] proves a very general central limit theorem for determinantal probability measures (and determinantal point processes). Many theorems for independent random variables are known to hold for negatively associated random variables, especially for a stationary collection of negatively random variables indexed by $`Z^d`$. For example, see \[MR86i:60072???\], \[MR2000g:60052???\], \[MR2001g:60077???\], \[MR1841627???\], \[MR1854030???\], and the references therein. We shall merely state one of the easiest of these theorems, as it will prove useful to us later:

Corollary 6.7. Let $`E`$ be finite, $`H`$ be a subspace of $`\mathrm{}^2(E)`$, and $`AE`$. Write $`\mu :=𝐄^H[|\text{B}A|]`$. Then for any $`a>0`$, we have

$$𝐏^H\left[\left||\text{B}A|\mu \right|a\right]2e^{2a^2/|A|}.$$
$`(6.11)`$
Essentially the same observation is made by \[MR99k:60048???\]. The standard proof, with the addition of (6.7) to replace independence, applies. See, e.g., \[AS:book???\], Corollary A.1.7, for such a proof for independent random variables.

Recall Kirchhoff’s theorem that the current $`Y(e,e)`$ is the probability that $`e`$ lies in a uniform spanning tree of a graph $`G`$. Kirchhoff extended this equation to express the entire current vector in a network by a sum over spanning trees; see \[MR91d:94029???\] for a statement and short combinatorial proof of this result. Such a combinatorial interpretation and proof extends to the uniform measure on bases of regular matroids, but not, as far as we can tell, to our general case. We do, however, have the following extension, in which –?– is related to, but seems not to follow from, \[MR52:13452???\], Theorem 1.

Proposition 6.8. Let $`E`$ be finite. For any $`v\mathrm{}^2(E)`$ and $`B`$, define $`a_v(e,B)=a_v(e,B;H)`$ by

$$P_Hv=\underset{eB}{}a_v(e,B)P_He;$$
$`(6.12)`$
this uniquely determines the coefficients $`a_v(e,B)`$ since the vectors $`P_He;eB`$ form a basis of $`H`$. Put

$$\zeta _B^v:=\zeta _B^v(H):=\underset{eB}{}a_v(e,B)e.$$

Then

$$P_Hv=𝐄^H\zeta _\text{B}^v.$$
$`(6.13)`$
In addition, if $`SFE`$ and $`eF`$, then

$$P_{H_S^F}e=P_{[F]}^{}𝐄^H[\zeta _\text{B}^e(H)\text{B}F=S],$$
$`(6.14)`$
where

$$H_S^F:=\left(H+[FS]\right)[F]^{}.$$
$`(6.15)`$
In order to understand this proposition better, we interpret it for the graphical matroid of a finite graph $`G`$ and $`v=e𝖤`$. In this case, we have $`a_e(f,B)\{0,1\}`$ for every edge $`f`$ and $`\zeta _B^e`$ is the path in $`B`$ from the tail of $`e`$ to the head of $`e`$. Equation (6.13) is then the theorem of \[Kirch???\] alluded to above. Equation (6.14) is the same thing applied to a minor of $`G`$.

Proof. For $`B`$, let $`\theta _B=_{i=1}^re_i`$. For any $`j`$, if we take the wedge product of (6.12) with $`_{i<j}P_He_i`$ on the left and $`_{i>j}P_He_i`$ on the right and use Lemma 4.1, we obtain

$$P_{\mathrm{Ext}(H)}\left(\underset{i<j}{}e_iv\underset{i>j}{}e_i\right)=a_v(e_j,B)P_{\mathrm{Ext}(H)}\theta _B,$$

which is the same as

$$P_{\mathrm{Ext}(H)}[(\theta _Be_j)v]=a_v(e_j,B)P_{\mathrm{Ext}(H)}\theta _B.$$

Therefore,

$$a_v(e_j,B)=((\theta _Be_j)v,\xi _H)/(\theta _B,\xi _H).$$
$`(6.16)`$
Since $`P^H[B]=(\xi _H,\theta _B)(\theta _B,\xi _H)`$ by (5.1) and $`\theta _Be=0`$ for $`eB`$, it follows that

$$\begin{array}{ccc}\hfill 𝐄^H\zeta _\text{B}^v& =\underset{B}{}(\xi _H,\theta _B)\underset{eB}{}((\theta _Be)v,\xi _H)e=\underset{B}{}(\xi _H,\theta _B)\underset{eE}{}(\theta _B,(\xi _Hv)e)e\hfill & \\ & =\underset{eE}{}e\underset{B}{}(\xi _H,\theta _B)(\theta _B,(\xi _Hv)e)=\underset{eE}{}e(\xi _H,(\xi _Hv)e)\hfill & \\ & \text{[since }\theta _B\text{ are orthonormal and }\xi _H\text{ lies in their span]}\hfill & \\ & =\underset{eE}{}(\xi _He,\xi _Hv)e=\underset{eE}{}(P_Hv,e)e=P_Hv\hfill & \end{array}$$

by (4.5). This proves (6.13).

To show (6.14), note that

$$H_{S,FS}=H_S^F+[S].$$
$`(6.17)`$
By (6.5), we have that $`𝐏^H(\text{B}F=S)=𝐏^{H_{S,FS}}()`$. In fact, induction from Proposition 6.3 shows that $`(\theta _B,\xi _{H_{S,FS}})/(\theta _B,\xi _H)`$ does not depend on $`B`$ so long as $`BF=S`$; this quotient is 0 if $`BFS`$. Now $`BF=S`$ and $`e,e^{}F`$ imply that $`\left((Be^{})e\right)F=S`$. Inspection of (6.16) shows, therefore, that if $`BF=S`$ and $`eF`$, then $`a_e(e^{},B;H)=a_e(e^{},B;H_{S,FS})`$ for $`e^{}BF`$, and thus $`P_{[F]}^{}\zeta _B^e(H)=_{e^{}BF}a_e(e^{},B;H)e^{}=\zeta _B^e(H_{S,FS})`$. Therefore,

$$\begin{array}{ccc}\hfill P_{[F]}^{}𝐄^H[\zeta _B^e(H)BF=S]& =P_{[F]}^{}𝐄^H[\zeta _B^e(H_{S,FS})BF=S]\hfill & \\ & =P_{[F]}^{}𝐄^{H_{S,FS}}[\zeta _B^e(H_{S,FS})]=P_{[F]}^{}P_{H_{S,FS}}e\hfill & \\ & =P_{H_S^F}e.\hfill & \text{ }\end{array}$$

§7. The Infinite Case.

Most interesting results about uniform spanning trees and forests arise in the setting of infinite graphs. In this section and the following one, we shall see what can be accomplished for general determinantal probability measures on infinite ground sets $`E`$. We still restrict ourselves in this section to orthogonal projections. In the next section, we extend both the finite and infinite cases to positive contractions.

Let $`|E|=\mathrm{}`$ and consider first a finite-dimensional subspace $`H`$ of $`\mathrm{}^2(E)`$. Let us order $`E`$ as $`\{e_i;i1\}`$. Define $`H_k`$ as the image of the orthogonal projection of $`H`$ onto the span of $`\{e_i;\mathrm{\hspace{0.33em}1}ik\}`$. By considering a basis of $`H`$, we see that $`P_{H_k}P_H`$ in the strong operator topology (SOT), i.e., for all $`v\mathrm{}^2(E)`$, we have $`P_{H_k}vP_Hv0`$ as $`k\mathrm{}`$. We shall write $`H_k\stackrel{\mathrm{SOT}}{}H`$ for $`P_{H_k}P_H`$ in the SOT. It is also easy to see that if $`r:=dimH`$, then $`dimH_k=r`$ for all large $`k`$ and, in fact, $`\xi _{H_k}\xi _H`$ in the usual norm topology. It follows that (5.2) holds for this subspace $`H`$ and for any finite $`A_1,A_2E`$.

Now let $`H`$ be an infinite-dimensional (closed) subspace of $`\mathrm{}^2(E)`$. It is well known that if $`H_n`$ are (closed) subspaces of $`\mathrm{}^2(E)`$ with $`H_nH`$ (meaning that $`H_nH_{n+1}`$ and $`H_n`$ is dense in $`H`$) or with $`H_nH`$ (meaning that $`H_nH_{n+1}`$ and $`H_n=H`$), then $`H_n\stackrel{\mathrm{SOT}}{}H`$. \[The proof follows immediately from writing $`H`$ as the orthogonal direct sum of its subspaces $`H_{n+1}H_n^{}`$ in the first case and then by duality in the second.\] Choose an increasing sequence of finite-dimensional subspaces $`H_kH`$. Since $`H_k\stackrel{\mathrm{SOT}}{}H`$, we have

$$\text{for all finite sets }Adet(P_{H_k}\mathrm{}A)det(P_H\mathrm{}A),$$
$`(7.1)`$
whence $`𝐏^{H_k}`$ has a weak limit that we denote $`𝐏^H`$ and that satisfies (5.2). From this construction, we see that the statement of Theorem 6.2 is valid for two possibly infinite-dimensional subspaces, one contained in the other:

Theorem 7.1. Let $`E`$ be finite or infinite and let $`H_1H_2`$ be closed subspaces of $`\mathrm{}^2(E)`$. Then $`𝐏^{H_1}𝐏^{H_2}`$.

We also note that for any sequence of subspaces $`H_k`$, if $`H_k\stackrel{\mathrm{SOT}}{}H`$, then $`𝐏^{H_k}𝐏^H`$ weak because (7.1) then holds.

Establishing a conjecture of BLPS (2001), \[Morris???\] proved that on any network $`(G,w)`$ (where $`G`$ is the underlying graph and $`w`$ is the function assigning conductances, or weights, to the edges), for $`\mathrm{𝖶𝖲𝖥}(G,w)`$-a.e. forest F and for every component tree $`T`$ of F, the $`\mathrm{𝖶𝖲𝖥}`$ of $`(T,w\mathrm{}T)`$ equals $`T`$ a.s. This suggests the following extension. Given a subspace $`H`$ of $`\mathrm{}^2(E)`$ and a set $`BE`$, the subspace of $`[B]`$ “most like” or “closest to” $`H`$ is the closure of the image of $`H`$ under the orthogonal projection $`P_{[B]}`$; we denote this subspace by $`H_B`$. For example, if $`H=\mathrm{}(G)`$, then $`H_B=\mathrm{}(B)`$ since for each $`xV(G)`$, we have $`P_{[B]}(_x^G)=_x^B`$. To say that $`𝐏^{H_B}`$ is concentrated on $`\{B\}`$ is the same as to say that $`H_B=[B]`$. This motivates the following theorem and shows how it is an extension of Morris’s theorem.

Theorem 7.2. For any closed subspace $`H`$ of $`\mathrm{}^2(E)`$, we have $`H_\text{B}=[\text{B}]`$ $`𝐏^H`$-a.s.

After the proof of this theorem, we shall give some applications. In order to establish Theorem 7.2, we shall use several short lemmas. The overall proof is modelled on the original (second) proof by Morris.\*

* His proof is much shorter than our proof as he could rely on known facts about electrical networks. In particular, the relationship of our proof to that of Morris may not be so apparent. The part of our proof that is easiest to recognize is Lemma –?– , which is a version of Rayleigh’s monotonicity principle for electric networks.

Lemma 7.3. For any closed subspace $`H`$ and any $`BE`$, we have $`H_B=\overline{(H+B^{})[B]}=\overline{H+B^{}}[B]`$.

Proof. Define $`H_B^{}:=(H+B^{})[B]`$ and $`H_B^{\prime \prime }:=\overline{H+B^{}}[B]`$. We shall show that $`H_B\overline{H_B^{}}H_B^{\prime \prime }H_B`$. Given $`uH`$, write $`u=u_1+u_2`$ with $`u_1[B]`$ and $`u_2B^{}`$. Then $`u_1=uu_2H+B^{}`$, and so $`P_{[B]}u=u_1H_B^{}`$. Therefore, $`H_B\overline{H_B^{}}`$. It is clear that $`H_B^{}H_B^{\prime \prime }`$ and that $`H_B^{\prime \prime }`$ is closed, whence $`\overline{H_B^{}}H_B^{\prime \prime }`$. Finally, given $`uH_B^{\prime \prime }`$, write $`u=lim_n\mathrm{}u^{(n)}`$, with $`u^{(n)}=u_1^{(n)}+u_2^{(n)}`$, where $`u_1^{(n)}H`$ and $`u_2^{(n)}B^{}`$. Since $`u[B]`$, we have

$$u=P_{[B]}u=P_{[B]}\underset{n\mathrm{}}{lim}u^{(n)}=\underset{n\mathrm{}}{lim}P_{[B]}u^{(n)}=\underset{n\mathrm{}}{lim}P_{[B]}u_1^{(n)}H_B.$$

Lemma 7.4. For any closed subspace $`H`$ and any $`BE`$, we have $`H_B+B^{}=\overline{H+B^{}}`$.

Proof. For any $`uH`$, write $`u=u_1+u_2`$ with $`u_1[B]`$ and $`u_2B^{}`$. We have that $`u+B^{}=u_1+B^{}=P_{[B]}u+B^{}`$. Since the closure of $`\{u+B^{};uH\}`$ equals $`\overline{H+B^{}}`$ and the closure of $`\{P_{[B]}u+B^{};uH\}`$ equals $`H_B+B^{}`$, the result follows.

Lemma 7.5. For any closed subspace $`H`$ and $`BE`$, if $`v[B]`$, then $`P_{H_B}vP_Hv`$.

Proof. We have $`P_{H_B}v=P_{H_B+B^{}}v`$ since $`v[B]`$. By Lemma 7.4, it follows that $`P_{H_B}v=P_{\overline{H+B^{}}}v`$. Since $`H\overline{H+B^{}}`$, it follows that $`P_Hv=P_HP_{H_B}v`$, whence $`P_HvP_{H_B}v`$, as desired.

Remark 7.6. More generally, if $`v[B]`$ and $`BCE`$, then $`P_{H_B}vP_{H_C}v`$. Indeed, since $`P_{[B]}H=P_{[B]}P_{[C]}H`$, we have $`H_B=(H_C)_B`$. Thus, the inequality follows from applying Lemma 7.5 to the space $`H_C`$, rather than to $`\mathrm{}^2(E)`$.

Lemma 7.7. Fix $`eE`$. Let $`BE`$ and $`H`$ be a closed subspace of $`[B]`$. Suppose that $`F_nE`$ form an increasing sequence of sets with union $`E\{e\}`$. If $`eH`$, then $`lim_n\mathrm{}P_{H_{F_nB,F_nB}}e=0`$.

Proof. Since $`H[B]`$, we have by (6.3) that

$$H_{F_nB,F_nB}=(H(F_nB)^{})+[F_nB],$$

whence

$$P_{H_{F_nB,F_nB}}e=P_{H(F_nB)^{}}e+P_{[F_nB]}e=P_{H(F_nB)^{}}e$$

since $`eF_n`$. Also,

$$\begin{array}{ccc}\hfill (H(F_nB)^{})& =H(F_nB)^{}=H(B\{e\})^{}\hfill & \\ & =H([e]+[EB])=H[e]\hfill & \end{array}$$

since $`H[B]`$, whence $`H(F_nB)^{}\stackrel{\mathrm{SOT}}{}H[e]=0`$ if $`eH`$.

Proof of Theorem 7.2. Fix $`eE`$. Let $`𝒜_1:=\{B2^E;eB\}`$ and $`𝒜_2:=\{B2^E;eH_B\}`$. We want to show that $`𝐏^H(𝒜_1𝒜_2)=0`$. Let $`E\{e\}=F_n`$ for increasing finite sets $`F_n`$. By (6.5), we have

$$𝐏^H\left(𝒜_1(F_n)\right)(B)=𝐏^{H_{F_nB,F_nB}}(𝒜_1)=P_{H_{F_nB,F_nB}}e^2.$$

Now

$$(H_{F_nB,F_nB})_B=\overline{(H_{F_nB,F_nB})_{\mathrm{},EB}}$$
$`(7.2)`$
by Lemma 7.3. Write $`H_B^n:=(H_B)_{F_nB,F_nB}`$. Combining (7.2) with Corollary 6.4 and Lemma 7.3, we obtain

$$(H_{F_nB,F_nB})_B=\overline{(H_{\mathrm{},EB})_{F_nB,F_nB}}\overline{(H_B)_{F_nB,F_nB}}=H_B^n$$

since $`F_n`$ is finite. If $`B𝒜_1`$, then we may apply Lemma 7.5 to $`H_{F_nB,F_nB}`$ and obtain

$$𝐏^H\left(𝒜_1(F_n)\right)(B)=P_{H_{F_nB,F_nB}}e^2P_{(H_{F_nB,F_nB})_B}e^2P_{H_B^n}e^2,$$

and this tends to 0 as $`n\mathrm{}`$ if $`B𝒜_2`$ by Lemma 7.7 (applied to $`H_B[B]`$). On the other hand, $`𝐏^H\left(𝒜_1(F_n)\right)𝐏^H\left(𝒜_1(E\{e\})\right)`$ a.s. by Lévy’s martingale convergence theorem. Therefore, $`𝐏^H\left(𝒜_1(E\{e\})\right)=0`$ a.s. on the event $`𝒜_1𝒜_2`$. Write $`𝒜_3:=\left\{B;𝐏^H\left(𝒜_1(E\{e\})\right)(B)=0\right\}`$, an event that lies in $`(E\{e\})`$ and contains $`𝒜_1𝒜_2`$. We have

$$\begin{array}{ccc}\hfill 𝐏^H(𝒜_1𝒜_2)& 𝐏^H(𝒜_1𝒜_3)=𝐄^H\left[𝐏^H\left(𝒜_1𝒜_3(E\{e\})\right)\right]\hfill & \\ & =𝐄^H\left[𝐏^H\left(𝒜_1(E\{e\})\right)\mathrm{𝟏}_{𝒜_3}\right]=0.\hfill & \end{array}$$

Since this holds for each $`eE`$ and $`E`$ is countable, the theorem follows.

We now give some applications of Theorem 7.2. For the special case of $`H:=\mathrm{}(G)^{}`$, we get the following result.

Corollary 7.8. Let $`(G,w)`$ be a network. For the free spanning forest F, we have a.s. $`(\mathrm{}(G)^{})_\text{F}=[\text{F}]`$.

This is a nontrivial theorem about the free spanning forest, different from the trivial statement that the free spanning forest of the free spanning forest is itself, since $`(\mathrm{}(G)^{})_\text{F}\mathrm{}(\text{F})^{}`$ except in degenerate cases. The dual statement is easier to interpret:

Corollary 7.9. Let $`(G,w)`$ be a network. For the free spanning forest F, we have that a.s. the free spanning forest of the contracted graph $`G/\text{F}`$ is concentrated on the empty set.

Note that $`G/\text{F}`$ may have vertices of infinite degree.

Proof. By duality, the free spanning forest has the law of $`𝖤\text{B}`$ when B has the law of $`𝐏^{\mathrm{}(G)}`$. We can naturally identify $`(\mathrm{}(G))_\text{B}`$ with $`\mathrm{}(G/\text{B})`$. Thus, the fact that $`(\mathrm{}(G))_\text{B}=[\text{B}]`$ $`𝐏^{\mathrm{}(G)}`$-a.s. gives the statement of the corollary by duality again.

We next give a dual form of Theorem 7.2, a form that is a very natural property for infinite matroids with respect to a probability measure $`𝐏^H`$. Then we give some applications of this reformulation. The duality that we now use is the following.

Lemma 7.10. Let $`H_1`$ and $`H_2`$ be any two closed subspaces of a Hilbert space with corresponding orthogonal projections $`P_1,P_2`$ and coprojections $`P_1^{},P_2^{}`$. Then $`\overline{P_1H_2}=H_1`$ iff $`\overline{P_2^{}H_1^{}}=H_2^{}`$.

Proof. By symmetry, it suffices to show that if $`\overline{P_1H_2}H_1`$, then $`\overline{P_2^{}H_1^{}}H_2^{}`$. Now if $`\overline{P_1H_2}H_1`$, then there exists a non-0 vector $`uH_1(P_1H_2)^{}`$. Fix such a $`u`$. For all $`vH_2`$, we have $`0=(u,P_1v)=(P_1u,v)=(u,v)`$, so that $`uH_2^{}`$. Therefore, for any $`wH_1^{}`$, we have $`(u,P_2^{}w)=(P_2^{}u,w)=(u,w)=0`$, so that $`uP_2^{}(H_1^{})`$. Hence, $`uH_2^{}\left(P_2^{}(H_1^{})\right)^{}`$, so that $`\overline{P_2^{}H_1^{}}H_2^{}`$.

Recall that when $`H`$ is finite dimensional, $`𝐏^H`$ is supported by those subsets $`BE`$ that project to a basis of $`H`$ under $`P_H`$. (Strictly speaking, we have shown this only when $`E`$ is finite. However, the definition shows that it is true when $`E`$ is infinite as well, provided $`H`$ is still finite-dimensional.) The following theorem extends this to the infinite setting insofar as a basis is a spanning set. (The other half of being a basis, minimality, does not hold in general, even for the wired spanning forest of a tree, as shown by the examples in \[HeicklenLyons???\].)

Theorem 7.11. For any closed subspace $`H\mathrm{}^2(E)`$, we have $`\overline{[P_H\text{B}]}=H`$ $`𝐏^H`$-a.s.

Proof. According to Lemma 7.10, $`\overline{[P_HB]}=H`$ is equivalent to $`(H^{})_{[EB]}=[EB]`$. If we apply Theorem 7.2 to $`H^{}`$ and rewrite the conclusion by using (5.6), we see that this holds for $`𝐏^H`$-a.e. $`B`$.

Remark 7.12. This reasoning shows that Theorem 7.2 could be deduced from an alternative proof of Theorem 7.11. Thus, it would be especially worthwhile to find a simple direct proof of Theorem 7.11.

Our first application of Theorem 7.11 is for $`E=Z`$. Let $`T:=R/Z`$ be the unit circle equipped with unit Lebesgue measure. For a measurable function $`f:TC`$ and an integer $`n`$, the Fourier coefficient of $`f`$ at $`n`$ is

$$\widehat{f}(n):=_Tf(t)e^{2\pi int}𝑑t.$$

If $`AT`$ is measurable, recall that $`SZ`$ is complete for $`A`$ if the set $`\{f\mathrm{𝟏}_A;fL^2(T),\widehat{f}\mathrm{}(ZS)0\}`$ is dense in $`L^2(A)`$. (Again, $`L^2(A)`$ denotes the set of functions in $`L^2(T)`$ that vanish outside of $`A`$ and $`\widehat{f}\mathrm{}S`$ denotes the restriction of $`\widehat{f}`$ to $`S`$.) The case where $`A`$ is an interval is quite classical; see, e.g., \[MR56:5852???\] for a review. A crucial role in that case is played by the following notion of density of $`S`$.

Definition 7.13. For an interval $`[a,b]Z\{0\}`$, define its aspect

$$\alpha ([a,b]):=\mathrm{max}\{|a|,|b|\}/\mathrm{min}\{|a|,|b|\}.$$

For $`SZ`$, the Beurling-Malliavin density of $`S`$, denoted $`\mathrm{𝖡𝖬}(S)`$, is the supremum of those $`D0`$ for which there exist disjoint nonempty intervals $`I_nZ\{0\}`$ with $`|SI_n|D|I_n|`$ for all $`n`$ and $`_{n1}[\alpha (I_n)1]^2=\mathrm{}`$.

A simpler form of the Beurling-Malliavin density was provided by \[MR48:801???\], who showed that

$$\mathrm{𝖡𝖬}(S)=inf\{c;\text{ an injection }\beta :SZ\text{ with }\underset{kS}{}\left|\frac{1}{k}\frac{c}{\beta (k)}\right|<\mathrm{}\}.$$
$`(7.3)`$
Corollary 7.14. Let $`AT`$ be Lebesgue measurable with measure $`|A|`$. Then there is a set of Beurling-Malliavin density $`|A|`$ in $`Z`$ that is complete for $`A`$. Indeed, let $`𝐏^A`$ be the determinantal probability measure on $`2^Z`$ corresponding to the Toeplitz matrix $`(j,k)\widehat{\mathrm{𝟏}_A}(kj)`$. Then $`𝐏^A`$-a.e. $`SZ`$ is complete for $`A`$ and has $`\mathrm{𝖡𝖬}(S)=|A|`$.

When $`A`$ is an interval, the celebrated theorem of \[MR35:654???\] says that if $`S`$ is complete for $`A`$, then $`\mathrm{𝖡𝖬}(S)|A|`$. (This holds for $`S`$ that are not necessarily sets of integers, but we are concerned only with $`SZ`$.) A. Ulanovskii has pointed out to the author that this inequality can fail dramatically for certain subsets $`AT`$. We wonder how small $`\mathrm{𝖡𝖬}(S)`$ can be for general $`A`$ and $`SZ`$ that is complete for $`A`$.

Proof. We shall apply Theorem 7.11 with $`E:=Z`$. We use the Fourier isomorphism $`f\widehat{f}`$ between $`L^2(T)`$ and $`\mathrm{}^2(Z)`$. Let $`H`$ be the image of $`L^2(A)`$ under this isomorphism. Calculation shows that $`𝐏^A=𝐏^H`$ and that $`𝐏^A[eS]=|A|`$ for all $`eZ`$ when $`S`$ has law $`𝐏^A`$. The equation $`\overline{[P_HS]}=H`$ is precisely the statement that $`S`$ is complete for $`A`$. Thus, Theorem 7.11 tells us that $`𝐏^A`$-a.e. $`S`$ is complete for $`A`$. It remains to show that $`\mathrm{𝖡𝖬}(S)=|A|`$ $`𝐏^A`$-a.s. If the events $`\{eS\}`$ were independent for $`eZ`$, this would be a special case of a theorem of \[MR97g:42003???\]. It is easy to check that the negative association of $`𝐏^A`$ (Theorem 6.5) allows the proof of \[MR97g:42003???\] to carry through to our situation, just as it does for Corollary 6.7. In fact, here is a much shorter proof. First, the ergodic theorem guarantees that the ordinary density of $`S`$ is $`|A|`$ for $`𝐏^A`$-a.e. $`S`$. Thus, $`\mathrm{𝖡𝖬}(S)|A|`$ $`𝐏^A`$-a.s. For the converse inequality, it suffices by symmetry to consider $`SZ^+`$, which we write as the increasing sequence $`s_n;n1`$. By Corollary 6.7 and the Borel-Cantelli lemma, we have

$$\left|\left|S[1,k]\right|\left|A\right|k\right|\sqrt{k\mathrm{log}k}$$

for all but finitely many $`k`$ a.s. If we substitute $`k:=s_n`$, then we obtain that

$$\left|\frac{1}{s_n}\frac{|A|}{n}\right|\frac{\sqrt{s_n\mathrm{log}s_n}}{ns_n}=\frac{\sqrt{\mathrm{log}s_n}}{n\sqrt{s_n}}$$

for all but finitely many $`n`$ a.s. Since $`s_nn/|A|`$ a.s., it follows that

$$\underset{n}{}\left|\frac{1}{s_n}\frac{|A|}{n}\right|<\mathrm{}\text{a.s.}$$

Thus, $`SZ^+`$ a.s. satisfies (7.3) with $`\beta (s_n):=n`$.

The dual form of Corollary 7.14 that results from Theorem 7.2 is that the restriction of the Fourier coefficients of $`f`$ to $`S`$ for $`fL^2(A)`$ is dense in $`\mathrm{}^2(S)`$ for $`𝐏^A`$-a.e. $`S`$. This is an equivalent form of Corollary 1.4.

Two more applications of Theorem 7.11 give results for the wired and free spanning forests. However, we do not know their significance. Possibly the one for the $`\mathrm{𝖥𝖲𝖥}`$, namely,

$$\overline{[P_{\mathrm{}}^{}\text{F}]}=\mathrm{}^{}\mathrm{𝖥𝖲𝖥}\text{-a.s.},$$

could be used to glean more information about the $`\mathrm{𝖥𝖲𝖥}`$, since it is a statement about how large F must be.

We next define and prove tail triviality of all measures $`𝐏^H`$. For a set $`KE`$, recall that $`(K)`$ denotes the $`\sigma `$-field of events that are measurable with respect to $`K`$. Define the tail $`\sigma `$-field to be the intersection of $`(EK)`$ over all finite $`K`$. We say that a measure $`𝐏`$ on $`2^E`$ has trivial tail if every event in the tail $`\sigma `$-field has measure either 0 or 1. Recall that tail triviality is equivalent to

$$𝒜_1(E)ϵ>0K\text{ finite }𝒜_2(EK)\left|𝐏(𝒜_1𝒜_2)𝐏(𝒜_1)𝐏(𝒜_2)\right|<ϵ.$$
$`(7.4)`$
(See, e.g., \[MR89k:82010???\], p. 120.)

Theorem 7.15. The measure $`𝐏^H`$ has trivial tail.

Our proof is modelled on the quantitative proof of tail triviality of $`\mathrm{𝖥𝖲𝖥}`$ and $`\mathrm{𝖶𝖲𝖥}`$ in BLPS (2001). We explain what changes are needed to make that proof work here (and, along the way, give slight corrections). The quantitative form of tail triviality that we prove is this:

Theorem 7.16. Let $`F`$ and $`K`$ be disjoint nonempty subsets of $`E`$ with $`K`$ finite. Let $`C`$ be a subset of $`K`$. Then

$$\mathrm{Var}^H\left(𝐏^H[\text{B}K=C(F)]\right)|K|\underset{eK}{}P_{[F]}P_H(e)^2.$$
$`(7.5)`$
If $`𝒜_1(K)`$ and $`𝒜_2(F)`$, then

$$|𝐏^H(𝒜_1𝒜_2)𝐏^H(𝒜_1)𝐏^H(𝒜_2)|\left(2^{|K|}|K|\underset{eK}{}P_{[F]}P_H(e)^2\right)^{1/2}.$$
$`(7.6)`$
Before proving Theorem 7.16, we explain why it implies Theorem 7.15. In fact, we show the more quantitative (7.4). Let $`𝒜`$ be any event and $`ϵ>0`$. Find a finite set $`K_1`$ and $`𝒜_1(K_1)`$ such that $`𝐏^H(𝒜_1\mathrm{}𝒜)<ϵ/3`$. Now find a finite set $`K_2`$ so that

$$\left(2^{|K_1|}|K_1|\underset{eK_1}{}P_{[EK_2]}P_H(e)^2\right)^{1/2}<ϵ/3.$$

Then for all $`𝒜_2(EK_2)`$, we have $`|𝐏^H(𝒜𝒜_2)𝐏^H(𝒜)𝐏^H(𝒜_2)|<ϵ`$.

To prove Theorem 7.16, we need to establish some lemmas. Note that both sides of (7.5), as well as of (7.6), are continuous for an increasing sequence of sets $`F`$, whence it suffices to prove both inequalities only for $`F`$ finite. Thus, we may actually assume that $`E`$ is finite. Assume now that $`E`$ is finite. Let $`Q_F`$ be the orthogonal projection onto the (random) subspace $`H_{F\text{B}}^F`$ defined in (6.15).

Lemma 7.17. Let $`FE`$. Then

$$𝐄^HQ_F=\underset{SF}{}𝐏^H[\text{B}F=S]P_{H_S^F}=P_{[F]}^{}P_HP_{[F]}^{}.$$
$`(7.7)`$
The proof is the same as that of Lemma 8.5 of BLPS (2001), where we now establish that for any $`e,e^{}E`$, we have

$$𝐄^H(Q_Fe,e^{})=(P_{[F]}^{}P_HP_{[F]}^{}e,e^{}).$$

This uses Proposition 6.8 in place of the direct arguments in BLPS (2001).

The next lemma has a precisely parallel proof to that of Lemma 8.6 of BLPS (2001).

Lemma 7.18. Let $`FE`$ and $`u\mathrm{}^2(E)`$. Then

$$\mathrm{Var}^H(Q_Fu):=𝐄^H\left[Q_Fu𝐄^HQ_Fu^2\right]=P_{[F]}P_HP_{[F]}^{}u^2.$$

Proof of Theorem 7.16. Define $`\stackrel{~}{Q}_{F,B}`$ to be the orthogonal projection on the subspace $`H_{FB,FB}`$. By Theorem 5.1 and (6.5), we have

$$𝐏^H[\text{B}K=C(F)](B)=detM_{C,B}^K,$$

where

$$M_{C,B}^K:=\left[(\stackrel{~}{Q}_{F,B}^{}{}_{}{}^{C,e}e,e^{})\right]_{e,e^{}K}$$

with notation as follows: For a set $`C`$ and operator $`P`$, write

$$P^{C,e}:=\{\begin{array}{cc}P\hfill & \text{if }eC\text{,}\hfill \\ \mathrm{id}P\hfill & \text{if }eC\text{.}\hfill \end{array}$$
$`(7.8)`$
Since $`KF=\mathrm{}`$, we have that $`(\stackrel{~}{Q}_{F,B}^{}{}_{}{}^{C,e}e,e^{})=(Q_F^{C,e}e,e^{})`$ for $`e,e^{}K`$ on the event that $`\text{B}=B`$. Thus

$$\begin{array}{ccc}\hfill 𝐄^HM_{C,\text{B}}^K& =[(𝐄^HQ_F^{C,e}e,e^{})]_{e,e^{}K}\hfill & \\ & =\left[((P_{[F]}^{}P_HP_{[F]}^{})^{C,e}e,e^{})\right]_{e,e^{}K}\text{by (7.7)}\hfill & \\ & =\left[(P_H^{C,e}e,e^{})\right]_{e,e^{}K}\text{since }KF=\mathrm{}.\hfill & \end{array}$$

Therefore,

$$𝐄^HdetM_{C,\text{B}}^K=𝐄^H𝐏^H[\text{B}K=C(F)]=𝐏^H[\text{B}K=C]=det𝐄^HM_{C,\text{B}}^K$$

by Theorem 5.1. Furthermore, for any orthogonal projection $`P`$, we have

$$\underset{e^{}K}{}|(Pe,e^{})|^2Pe^21$$

because $`e^{};e^{}E`$ is an orthonormal basis for $`\mathrm{}^2(E)`$. Thus, we may apply Lemma 8.7 of BLPS (2001) to obtain

$$\begin{array}{ccc}\hfill \mathrm{Var}^H(𝐏^H[\text{B}& K=C(F)])=\mathrm{Var}^H(detM_{C,\text{B}}^K)\hfill & \\ & |K|\underset{e,e^{}K}{}\mathrm{Var}^H(Q_F^{C,e}e,e^{})|K|\underset{eK,e^{}E}{}\mathrm{Var}^H(Q_F^{C,e}e,e^{})\hfill & \\ & =|K|\underset{eK}{}\mathrm{Var}^H\left(Q_F^{C,e}e\right)=|K|\underset{eK}{}\mathrm{Var}^H\left(Q_Fe\right)\hfill & \\ & =|K|\underset{eK}{}P_{[F]}P_H(e)^2,\hfill & \end{array}$$

using Lemma 7.18. This proves (7.5).

To deduce (7.6) from (7.5), write $`a:=2^{|K|}|K|_{eK}P_{[F]}P_H(e)^2`$. Then for all $`𝒜_1(K)`$, we have

$$\mathrm{Var}^H\left(𝐏(𝒜_1(F))\right)a$$

since $`𝒜_1`$ is the union of at most $`2^{|K|}`$ disjoint cylinder events of the form $`\{\text{B}K=C\}`$. Therefore for all $`𝒜_2(F)`$,

$$|𝐏^H(𝒜_1𝒜_2)𝐏^H(𝒜_1)|^2𝐏^H(𝒜_2)a,$$

so that

$$\left|𝐏^H(𝒜_1𝒜_2)𝐏^H(𝒜_1)𝐏^H(𝒜_2)\right|^2a𝐏^H(𝒜_2)a.$$

This is the same as (7.6).

§8. Positive Contractions.

We have seen that the matrix of any orthogonal projection gives a determinantal probability measure. We now do the same for positive contractions and give their properties.

We call $`Q`$ a positive contraction if $`Q`$ is a self-adjoint operator on $`\mathrm{}^2(E)`$ such that for all $`u\mathrm{}^2(E)`$, we have $`0(Qu,u)(u,u)`$. To show existence of a corresponding determinantal probability measure, which we shall denote $`𝐏^Q`$, let $`P_H`$ be any orthogonal projection that is a dilation of $`Q`$, i.e., $`H`$ is a closed subspace of $`\mathrm{}^2(E^{})`$ for some $`E^{}E`$ and for all $`u\mathrm{}^2(E)`$, we have $`Qu=P_{\mathrm{}^2(E)}P_Hu`$, where we regard $`\mathrm{}^2(E^{})`$ as the orthogonal sum $`\mathrm{}^2(E)\mathrm{}^2(E^{}E)`$. (In this case, $`Q`$ is also called the compression of $`P_H`$ to $`\mathrm{}^2(E)`$.) The existence of a dilation is standard and is easily constructed: Let $`E^{}`$ be the union of $`E`$ with a disjoint copy $`\widehat{E}`$ of $`E`$. Let $`T`$ be the positive square root of $`Q`$ and let $`\widehat{T}`$ be the positive square root of $`IQ`$. The operator whose block matrix is

$$\left(\begin{array}{cc}Q& T\widehat{T}\\ T\widehat{T}& IQ\end{array}\right)$$

is easily checked to be self-adjoint and idempotent, hence it is an orthogonal projection onto a closed subspace $`H`$. Having chosen a dilation, we simply define $`𝐏^Q`$ as the law of $`\text{B}E`$ when B has the law $`𝐏^H`$. Then (1.1) is a special case of (5.3).

Of course, when $`Q`$ is the orthogonal projection onto a subspace $`H`$, then $`𝐏^Q=𝐏^H`$.

The basic properties of $`𝐏^Q`$ follow from those for orthogonal projections. In the following, we write $`Q_1Q_2`$ if $`(Q_1u,u)(Q_2u,u)`$ for all $`u\mathrm{}^2(E)`$.

Theorem 8.1. Let $`Q`$ be a positive contraction. For any finite $`A,BE`$, we have

$$𝐏^Q\left[A\text{S},B\text{S}=\mathrm{}\right]=(\underset{eA}{}Qe\underset{eB}{}(IQ)e,\theta _A\theta _B).$$
$`(8.1)`$
The measure $`𝐏^Q`$ has conditional negative associations (with external fields) and a trivial tail $`\sigma `$-field. If $`AE`$ is finite and $`\mu :=𝐄^Q[|\text{S}A|]`$, then for any $`a>0`$, we have

$$𝐏^Q\left[\left||\text{S}A|\mu \right|a\right]2e^{2a^2/|A|}.$$
$`(8.2)`$
If $`Q_1`$ and $`Q_2`$ are commuting positive contractions and $`Q_1Q_2`$, then $`𝐏^{Q_1}𝐏^{Q_2}`$.

Remark 8.2. Independently, \[ShiTak:II???\] showed that $`𝐏^Q`$ has a trivial tail $`\sigma `$-field when the spectrum of $`Q`$ lies in $`(0,1)`$.

Proof. The first four properties are immediate consequences of (5.2), Theorem 6.5, Theorem 7.15, and Corollary 6.7. (Of course, many other properties follow from the negative association; we mention (8.2) merely as an example.) The last statement will follow from Theorem 7.1 once we show that the hypothesized commutativity implies that we may take dilations $`P_{H_i}`$ of $`Q_i`$ with $`H_1H_2`$. To do this, we use the following form of the spectral theorem: There is a measure space $`(X,\mu )`$, two Borel functions $`f_i:X[0,1]`$, and a unitary map $`U:\mathrm{}^2(E)L^2(\mu )`$ such that $`UQ_iU^1:gf_ig`$ for $`i=1,2`$ and any $`gL^2(\mu )`$ (apply Theorem IX.4.6, p. 272, of \[MR91e:46001???\] to the normal operator $`Q_1+iQ_2`$). Since $`Q_1Q_2`$, we have $`f_1f_2`$. Use $`U`$ to identify $`\mathrm{}^2(E)`$ with $`L^2(\mu )`$ and to identify $`Q_i`$ with $`M_i:=UQ_iU^1`$. Let $`\lambda `$ denote Lebesgue measure on $`[0,1]`$ and define $`A_i:=\{(x,y);xX,\mathrm{\hspace{0.17em}0}yf_i(x)\}`$. Let $`H_i`$ be the subspace of functions in $`L^2(\mu \lambda )`$ that vanish outside $`A_i`$. Since $`A_1A_2`$, we have $`H_1H_2`$. Embed $`L^2(\mu )`$ in $`L^2(\mu \lambda )`$ by $`gg\mathrm{𝟏}`$ and identify $`L^2(\mu )`$ with its image. Then $`M_i`$ is the compression of $`P_{H_i}`$ to $`L^2(\mu )`$, as desired.

A formula for the probability measure $`𝐏^Q(A\text{S},B\text{S}=\mathrm{})`$ follows from applying (6.5) to a dilation of $`Q`$. However, this is not very explicit. Often conditioning on just $`A\text{S}`$ is important, so we give the following direct formula for that case. Note that we allow $`A`$ to be infinite; if $`A=_nA_n`$ with $`A_n`$ finite, then $`𝐏^Q(A_n\text{S})`$ is a stochastically decreasing sequence of probability measures by Theorem 6.5 and so defines $`𝐏^Q(A\text{S})`$. We shall write

$$(u,v)_Q:=(Qu,v)$$

for the inner product on $`\mathrm{}^2(E)`$ induced by $`Q`$. Let $`[E]_Q`$ be the completion of $`\mathrm{}^2(E)`$ in this inner product and $`P_{[A]_Q}^{}`$ be the orthogonal projection in $`[E]_Q`$ onto the subspace orthogonal to $`A`$.

Proposition 8.3. Let $`Q`$ be a positive contraction on $`\mathrm{}^2(E)`$ and $`AE`$. When S has law $`𝐏^Q`$ conditioned on $`A\text{S}`$, then the law of $`\text{S}(EA)`$ is the determinantal probability measure corresponding to the positive contraction on $`\mathrm{}^2(EA)`$ whose $`(e,f)`$-matrix entry is

$$(P_{[A]_Q}^{}e,P_{[A]_Q}^{}f)_Q.$$

An equivalent expression was found independently by \[ShiTak:I???\], Corollary 6.5.

Proof. Because of (6.5), we know that the law of $`\text{S}(EA)`$ is the determinantal probability measure corresponding to the compression of some orthogonal projection, i.e., to some positive contraction. What remains is to show that for any finite $`BEA`$, we have

$$𝐏^Q[B\text{S}A\text{S}]=det\left[(P_{[A]_Q}^{}e,P_{[A]_Q}^{}f)_Q\right]_{e,fB}.$$

By continuity, it suffices to do this when $`A`$ is finite. Now,

$$𝐏^Q[B\text{S}A\text{S}]=\frac{det[(Qe,f)]_{e,fAB}}{det[(Qe,f)]_{e,fA}}=\frac{det[(e,f)_Q]_{e,fAB}}{det[(e,f)_Q]_{e,fA}}=\frac{\theta _B\theta _A_Q^2}{\theta _A_Q^2}.$$

We use the following fact about exterior algebras. For any vectors $`u_1,u_2,\mathrm{},u_m,v_1,v_2,\mathrm{},v_n`$ with $`H`$ defined to be the span of $`v_1,\mathrm{},v_n`$, we have

$$\underset{i=1}{\overset{m}{}}u_i\underset{j=1}{\overset{n}{}}v_j=\underset{i=1}{\overset{m}{}}P_H^{}u_i\underset{j=1}{\overset{n}{}}v_j.$$

This is because $`P_Hu_i_{j=1}^nv_j=0`$. Thus,

$$𝐏^Q[B\text{S}A\text{S}]=\frac{\underset{eB}{}P_{[A]_Q}^{}e\theta _A_Q^2}{\theta _A_Q^2}=\underset{eB}{}P_{[A]_Q}^{}e_Q^2,$$

as desired.

Remark 8.4. If (1.1) is given, then (8.1) can be deduced from (1.1) without using our general theory and, in fact, without assuming that the matrix $`Q`$ is self-adjoint. Indeed, suppose that $`X`$ is any diagonal matrix. Denote its $`(e,e)`$-entry by $`X_e`$. Comparing coefficients of $`X_e`$ shows that (1.1) implies

$$𝐄\left[\underset{eA}{}\left(\mathrm{𝟏}_{\{e\text{S}\}}+X_e\right)\right]=det\left((Q+X)\mathrm{}A\right).$$

If $`A`$ is partitioned as $`A_1A_2`$ and we choose $`X`$ so that $`X_e=\mathrm{𝟏}_{A_2}(e)`$, then we obtain

$$𝐏[A_1\text{S},A_2\text{S}=\mathrm{}]=det\left(Q^{A_2}\mathrm{}(A_1A_2)\right),$$
$`(8.3)`$
where $`Q^A`$ denotes the matrix whose rows are the same as those of $`Q`$ except for those rows indexed by $`eA`$, which instead equals that row of $`Q`$ subtracted from the corresponding row of the identity matrix. In other words, if $`Q_{e,f}`$ denotes the $`(e,f)`$-entry of $`Q`$, then the $`(e,f)`$-entry of $`Q^A`$ is

$$\mathrm{𝟏}_A(e)+(1)^{\mathrm{𝟏}_A(e)}Q_{e,f}.$$

This is another form of (8.1). (Equation (8.3) amounts to an explicit form of the inclusion-exclusion principle for a determinantal probability measure.)

Remark 8.5. If $`Q`$ is a self-adjoint matrix such that (1.1) defines a probability measure, then necessarily $`Q`$ is a positive contraction. The fact that $`Q0`$ is a consequence of having nonnegative minors, while $`IQ0`$ follows from observing that $`IQ`$ also defines a determinantal probability measure, the dual to the one defined by $`Q`$.

§9. Open Questions: General Theory.

Our last sections present open questions organized by topic. The first two sections concern general determinantal probability measures, while the others examine specific types of measures.

In order to extend (6.5) to the case where $`A`$ and $`B`$ may be infinite and thereby obtain a version of conditional probabilities, define

$$H_{A,B}^{}:=\overline{(HA^{})+[AB]}B^{}$$

and

$$H_{A,B}^{}=\left(\overline{H+[B]}(AB)^{}\right)+[A].$$

One can show that $`H_{A,B}^{}H_{A,B}^{}`$, but that they are not necessarily equal.

The following conjecture would greatly simplify the proof of Theorem 7.2 above.

Conjecture 9.1. Let $`H`$ be a closed subspace of $`\mathrm{}^2(E)`$ and $`KE`$. A version of the conditional probability measure $`𝐏^H`$ given $`(K)`$ is $`B𝐏^{H_{KB,KB}^{}}`$ and another is given by $`B𝐏^{H_{KB,KB}^{}}`$.

We say that $`𝒜_1,𝒜_22^E`$ occur disjointly for $`FE`$ if there are disjoint sets $`F_1,F_2E`$ such that

$$\{KE;KF_i=FF_i\}𝒜_i$$

for $`i=1,2`$. A probability measure $`𝐏`$ on $`2^E`$ is said to have the BK property if

$$𝐏[𝒜_1\text{ and }𝒜_2\text{ occur disjointly for }\text{S}]𝐏[\text{S}𝒜_1]𝐏[\text{S}𝒜_2]$$

for every pair $`𝒜_1,𝒜_22^E`$ of increasing events. Does every determinantal probability measure $`𝐏^Q`$ have the BK property? The BK inequality of \[MR87b:60027???\] says that this holds when $`Q`$ is a diagonal matrix, i.e., when $`𝐏`$ is product measure. The answer is unknown even in the special case of uniform spanning trees, where it is conjectured to hold in BLPS (2001).

Is entropy concave in $`Q`$ for fixed $`E`$? That is, for finite $`E`$ and a positive contraction $`Q`$, define the entropy of $`𝐏^Q`$ to be

$$\mathrm{𝖤𝗇𝗍}(Q):=\underset{A2^E}{}𝐏^Q[A]\mathrm{log}𝐏^Q[A].$$

Numerical calculation supports the following conjecture.

Conjecture 9.2. For any positive contractions $`Q_1`$ and $`Q_2`$, we have

$$\mathrm{𝖤𝗇𝗍}\left((Q_1+Q_2)/2\right)\left(\mathrm{𝖤𝗇𝗍}(Q_1)+\mathrm{𝖤𝗇𝗍}(Q_2)\right)/2.$$
$`(9.1)`$
In BLPS (2001), it is asked whether the free and wired spanning forests are mutually singular when they are not equal. One might hope that the following more general statement holds: if $`H_1H_2`$, then the corresponding probability measures $`𝐏^{H_1}`$ and $`𝐏^{H_2}`$ are mutually singular. However, this general statement is false, as shown by \[HeicklenLyons???\]. Nevertheless, since it is true trivially for finite $`E`$, it seems likely that there are interesting sufficient conditions for $`𝐏^{H_1}`$ and $`𝐏^{H_2}`$ to be mutually singular.

If $`𝐏^{H_1}𝐏^{H_2}`$, must there exist a subspace $`H_3H_2`$ such that $`𝐏^{H_1}=𝐏^{H_3}`$? (This was answered in the negative by Lewis Bowen after a preprint was circulated.)

Given the value of Theorem 7.11 and of its dual form Theorem 7.2, it seems desirable to extend other properties of matroids to the infinite setting.

§10. Open Questions: Coupling.

A coupling of two probability measures $`𝐏^1`$, $`𝐏^2`$ on $`2^E`$ is a probability measure $`\mu `$ on $`2^E\times 2^E`$ whose coordinate projections are $`𝐏^1`$, $`𝐏^2`$, meaning that for all events $`𝒜2^E`$, we have

$$\mu \left\{(A_1,A_2);A_1𝒜\right\}=𝐏^1(𝒜)$$

and

$$\mu \left\{(A_1,A_2);A_2𝒜\right\}=𝐏^2(𝒜).$$

A coupling $`\mu `$ is called monotone if

$$\mu \left\{(A_1,A_2);A_1A_2\right\}=1.$$

By Strassen’s \[MR31:1693(year)???\] theorem, stochastic domination $`𝐏^1𝐏^2`$ is equivalent to the existence of a monotone coupling of $`𝐏^1`$ and $`𝐏^2`$. A very interesting open question that arises from Theorem 6.2 is to find a natural or explicit monotone coupling of $`𝐏^H^{}`$ and $`𝐏^H`$ when $`H^{}H`$.

A coupling $`\mu `$ is disjoint if $`\mu \left\{(A_1,A_2);A_1A_2=\mathrm{}\right\}=1`$. A coupling $`\mu `$ has union marginal $`𝐏`$ if for all events $`𝒜2^E`$, we have

$$𝐏(𝒜)=\mu \left\{(A_1,A_2);A_1A_2𝒜\right\}.$$

Question 10.1. Given $`H=H_1H_2`$, is there a (natural or otherwise) disjoint coupling of $`𝐏^{H_1}`$ and $`𝐏^{H_2}`$ with union marginal $`𝐏^H`$?

This is easily seen to be the case when $`H=\mathrm{}^2(E)`$: The probability measure $`\mu `$ on $`2^E\times 2^E`$ defined by

$$\mu \{(A,EA);A𝒜\}:=𝐏^{H_1}(𝒜)$$

and

$$\mu \{(A,B);BEA\}:=0$$

does this, as we can see by Corollary 5.3. A positive answer in general to Question 10.1 would give the following more general result (by the method of proof of Theorem 8.1): If $`Q_1`$ and $`Q_2`$ are commuting positive contractions on $`\mathrm{}^2(E)`$ such that $`Q_1+Q_2I`$, then there is a disjoint coupling of $`𝐏^{Q_i}`$ with union marginal $`𝐏^{Q_1+Q_2}`$. We note that the requirement of being disjoint is superfluous, although useful to keep in mind:

Proposition 10.2. If $`Q_1`$ and $`Q_2`$ are positive contractions on $`\mathrm{}^2(E)`$ such that $`Q_1+Q_2I`$, then any coupling of $`𝐏^{Q_1}`$, $`𝐏^{Q_2}`$ with union marginal $`𝐏^{Q_1+Q_2}`$ is necessarily a disjoint coupling.

Proof. Let the coupling be $`\mu `$, which picks a random pair $`(\text{S}_1,\text{S}_2)2^E\times 2^E`$. Then for all $`eE`$, we have

$$\begin{array}{ccc}\hfill ((Q_1+Q_2)e,e)& =𝐏^{Q_1+Q_2}[e\text{S}]=\mu [e\text{S}_1\text{S}_2]\hfill & \\ & =\mu [e\text{S}_1]+\mu [e\text{S}_2]\mu [e\text{S}_1\text{S}_2]\hfill & \\ & =𝐏^{Q_1}[e\text{S}_1]+𝐏^{Q_2}[e\text{S}_2]\mu [e\text{S}_1\text{S}_2]\hfill & \\ & =(Q_1e,e)+(Q_2e,e)\mu [e\text{S}_1\text{S}_2]\hfill & \\ & =((Q_1+Q_2)e,e)\mu [e\text{S}_1\text{S}_2].\hfill & \end{array}$$

Therefore $`\mu [e\text{S}_1\text{S}_2]=0`$. Since this holds for each $`e`$, we get the result.

If a natural monotone coupling is found, it ought to provide a coupling of the free and wired spanning forests that is invariant under all automorphisms of the underlying graph, $`G`$. This should help in understanding the free spanning forest. (A specific instance is given below.)

We shall give some partial results on the general question.

Proposition 10.3. If $`HH^{}`$ are two closed subspaces of $`\mathrm{}^2(E)`$, then there is a monotone coupling of $`𝐏^H`$ and $`𝐏^H^{}`$ concentrated on the set $`\{(B_1,B_2);|B_2B_1|=k\}`$, where $`k`$ is the codimension of $`H`$ in $`H^{}`$ (possibly $`k=\mathrm{}`$).

We do not know whether every monotone coupling has this property.

Of course, Proposition 10.3 is trivial when $`|E|<\mathrm{}`$. To prove Proposition 10.3 when $`E`$ is infinite, we first prove a lemma that shows that in the finite-dimensional codimension-one case, every monotone coupling gives rise to a disjoint coupling with the proper union marginal:

Lemma 10.4. Let $`H`$ be a finite-dimensional subspace of $`\mathrm{}^2(E)`$ and $`u`$ be a unit vector in $`H^{}`$. Let $`H^{}`$ be the span of $`H`$ and $`u`$. If $`\mu `$ is any monotone coupling of $`𝐏^H`$ and $`𝐏^H^{}`$, then for every event $`𝒜`$,

$$\mu \{(B,B^{});B^{}B𝒜\}=𝐏^u(𝒜).$$

Proof. We have that

$$\mu \{(B,B^{});|B|=dimH\}=1$$

and

$$\mu \{(B,B^{});|B^{}|=dimH+1\}=1.$$

Therefore, it suffices to show that for every $`eE`$,

$$\mu \{(B,B^{});eB^{}B\}=𝐏^u(\{e\}).$$

This equation holds because the left-hand side is equal to

$$\begin{array}{ccc}\hfill \mu \{(B,B^{});eB^{}\}\mu \{(B,B^{});eB\}& =𝐏^H^{}[e\text{B}^{}]𝐏^H[e\text{B}]\hfill & \\ & =P_H^{}e^2P_He^2=P_{[u]}e^2\hfill & \\ & =𝐏^u[\{e\}].\hfill & \text{ }\end{array}$$

It follows from this and duality considerations that Question 10.1 has a positive answer whenever $`|E|5`$. We have tested by computer thousands of random instances of Question 10.1 for $`|E|=6,7,8,9`$ and all have a positive answer.

Proof of Proposition 10.3. The case that $`H^{}`$ is finite dimensional is trivial, so suppose that $`H^{}`$ is infinite dimensional.

Suppose first that $`k=1`$. Let $`H^{}=H[u]`$ and choose any increasing sequence of finite-dimensional subspaces $`H_i`$ ($`i1`$) of $`H`$ whose union is dense in $`H`$. Let $`\mu _i`$ be any monotone coupling of $`𝐏^{H_i}`$ and $`𝐏^{H_i[u]}`$ for each $`i1`$. Let $`\mu `$ be any weak limit point of $`\mu _i`$. Then $`\mu `$ is a monotone coupling of $`𝐏^H`$ and $`𝐏^H^{}`$. Furthermore, since

$$\mu _i\{(B,B^{});B^{}B=\{e\}\}=𝐏^u[\{e\}]$$

for each $`i`$, the same holds for $`\mu `$. This gives the desired conclusion.

Now suppose that $`1<k<\mathrm{}`$. Let $`H^{}=H_1H_2H_3\mathrm{}H_k=H`$ be a decreasing sequence of subspaces with $`H_{i+1}`$ having codimension 1 in $`H_i`$ for each $`i=1,\mathrm{},k1`$. By what we have shown, we may choose monotone couplings $`\mu _i`$ of $`𝐏^{H_{i+1}}`$ with $`𝐏^{H_i}`$ for each $`i=1,\mathrm{},k1`$ with the property that

$$\mu _i\{(B,B^{});|B^{}B|=1\}=1.$$

Choose $`(B_i,B_i^{})`$ with distribution $`\mu _i`$ and independently of each other. Then the distribution $`\mu `$ of $`(B_{k1},B_1^{})`$ given that $`B_i=B_{i+1}^{}`$ for each $`i=1,\mathrm{},k1`$ is the desired coupling.

Finally, if $`k=\mathrm{}`$, then choose a decreasing sequence of subspaces $`H^{}=H_1H_2H_3\mathrm{}H_i\mathrm{}`$ with $`H_{i+1}`$ having codimension 1 in $`H_i`$ for each $`i1`$ and $`H_i=H`$. Let $`\mu _i`$ be any monotone coupling of $`𝐏^H^{}`$ and $`𝐏^{H_i}`$ with

$$\mu _i\{(B,B^{});|B^{}B|=i\}=1.$$

Let $`\mu `$ be any weak limit point of $`\mu _i`$. Then $`\mu `$ is the desired coupling.

An example of the usefulness of coupling is as follows. Let $`G=(𝖵,𝖤)`$ be a proper planar graph with planar dual $`G^{}=(𝖵^{},𝖤^{})`$. Let $`H`$ be a subspace of $`\mathrm{}^2(𝖤)`$. Let $`\varphi `$ be the map $`ee^{}`$. Then $`\varphi `$ induces a map $`\mathrm{}^2(𝖤)\mathrm{}^2(𝖤^{})`$ that sends $`H`$ to a subspace $`H^{}`$ of $`\mathrm{}^2(𝖤^{})`$. For example, $`\mathrm{}(G)^{}=\mathrm{}(G^{})`$ and $`\mathrm{}(G)^{}=\mathrm{}(G^{})`$. The disjoint coupling of $`𝐏^H`$ and $`𝐏^H^{}`$ of the first paragraph of this section gives a coupling of $`𝐏^H`$ on $`\mathrm{}^2(𝖤)`$ and $`𝐏^{(H^{})^{}}`$ on $`\mathrm{}^2(𝖤^{})`$ for which exactly one of $`e`$ and $`e^{}`$ appear in B and $`\text{B}^{}`$ for each $`e𝖤`$. For example, if $`H=\mathrm{}(G)`$, then $`𝐏^H=\mathrm{𝖶𝖲𝖥}(G)`$; since $`(H^{})^{}=\mathrm{}(G^{})^{}`$, we obtain the disjoint coupling of $`\mathrm{𝖶𝖲𝖥}(G)`$ with $`\mathrm{𝖥𝖲𝖥}(G^{})`$ used in BLPS (2001). This is the just about the only method known to derive much information about $`\mathrm{𝖥𝖲𝖥}`$ when $`\mathrm{𝖥𝖲𝖥}\mathrm{𝖶𝖲𝖥}`$. Note that if $`G`$ is not planar but is embedded on a surface, then $`\mathrm{}(G)^{}`$ is the span of the facial (contractible) cycles of $`G^{}`$, which may be smaller than $`\mathrm{}(G^{})`$. (This is discussed further in Section ?? below.)

§11. Open Questions: Groups.

We shall consider first finite groups, then infinite groups.

Suppose that $`E`$ is a finite group. Then $`\mathrm{}^2(E)`$ is the group algebra of $`E`$. Invariant subspaces $`H`$ give subrepresentations of the regular representation and give invariant probability measures $`𝐏^H`$. There is a canonical decomposition

$$\mathrm{}^2(E)=\underset{j=1}{\overset{s}{}}H_j,$$

where each $`H_j`$ is an invariant subspace containing all isomorphic copies of a given irreducible representation. (See, e.g., \[MR93a:20069???\].) The matrix of $`P_{H_j}`$ is given by the character $`\chi _{H_j}`$ of the representation, namely, the $`(e,f)`$-entry is $`\overline{\chi _{H_j}(ef^1)}/|E|`$ (\[MR93a:20069???\], p. 23, (2.32)). Can we (disjointly) couple all measures $`𝐏^{H_j}`$ so that every partial union has marginal equal to $`𝐏^H`$ for $`H`$ the corresponding partial sum? In other words, is there a probability measure $`\mu `$ on $`_{j=1}^s2^E`$ picking a random $`s`$-tuple $`\text{S}_1,\mathrm{},\text{S}_s`$ such that for every $`J\{1,\mathrm{},s\}`$, the law of $`_{jJ}\text{S}_j`$ is $`𝐏^{H_J}`$, where $`H_J:=_{jJ}H_j`$? We call such a coupling complete.

Consider the case $`E=Z_n`$. All irreducible representations are 1-dimensional and there are $`n`$ of them: for each $`kZ_n`$, we have the representation

$$me^{2\pi ikm/n}(mZ_n).$$

Thus, a complete coupling would be a random permutation of $`Z_n`$ with special properties. By averaging, we may always assume that any complete coupling is invariant. Do they always exist? If so, the set of invariant complete couplings is a polytope. What are its extreme points or the supports of the extreme points? What is its barycenter? What asymptotic properties distinguish it from the uniform permutation? Testing by computer indicates existence for all $`n7`$. Thus, it would appear that complete couplings always exist on $`Z_n`$.

One should be aware that it is not always possible to completely couple 4 measures from orthogonal subspaces when the subspaces are not invariant, as one can show from the following example. Let $`v_1:=1,1,3,1`$, $`v_2:=1,1,5,2`$, $`v_3:=1,1,2,2`$, and $`v_4:=3,2,1,4`$. Let $`u_j`$ be the corresponding vectors resulting from the Gram-Schmidt procedure, that is, $`u_1:=v_1/v_1`$, $`u_2:=P_{[v_1]}^{}v_2/P_{[v_1]}^{}v_2`$, etc. Then if $`H_j:=[u_j]`$, computer calculation shows the impossibility of complete coupling.

Now let $`G`$ be a Cayley graph of a finitely generated infinite group $`\mathrm{\Gamma }`$. Analogies with percolation (see, e.g., \[MR2001c:82028???\] for a review) and with minimal spanning forests (see \[LPS:msf???\]) suggest the following possibilities. Let $`H`$ be a $`\mathrm{\Gamma }`$-invariant subspace of $`\mathrm{}^2(𝖤)`$.

If $`H`$ is a proper subspace of the star space $`\mathrm{}`$ of $`G`$, then all connected components of B are finite $`𝐏^H`$-a.s.

If $`\mathrm{}H\mathrm{}^{}`$, where $`\mathrm{}`$ is the cycle space of $`G`$, then B has infinitely many (infinite) components $`𝐏^H`$-a.s.

If $`\mathrm{}^{}H`$, then B has a single (infinite) component $`𝐏^H`$-a.s.

The second statement is shown to be true by \[Lyons:betti???\]. We do not know whether the others are true. However, when $`H\mathrm{}`$, the expected degree of a vertex with respect to $`𝐏^H`$ is less than 2, its expected degree in the $`\mathrm{𝖶𝖲𝖥}`$ (BLPS (2001)). By Theorem 6.1 of \[MR1675890???\], it follows that B has infinitely many finite components $`𝐏^H`$-a.s. It is shown in \[Lyons:betti???\] that the last bulleted statement above implies a positive answer to an important question of \[MR1953191???\], showing that the cost of $`\mathrm{\Gamma }`$ is equal to 1 plus the first $`\mathrm{}^2`$-Betti number of $`\mathrm{\Gamma }`$.

§12. Open Questions: Surface Graphs and CW-Complexes.

For graphs $`G=(𝖵,𝖤)`$, one need not restrict oneself to subspaces $`H`$ of $`\mathrm{}^2(𝖤)`$ that give spanning trees or forests. For example, if $`G`$ is a graph that is embedded on a surface (such as a punctured plane or the 2-torus), let $`H`$ be the orthocomplement of the boundaries (i.e., of the image of the boundary operator $`_2`$). In this case, the measure $`𝐏^H`$ is the uniform measure on maximal subgraphs that do not contain any boundary in the sense that no linear combination of the edges is a boundary. (This alternative description is proved by the considerations of the following paragraph.) Properties of $`𝐏^H`$ are worth investigation. A particular example arises as follows. If a graph is embedded on a torus and one takes a uniform spanning tree of the graph, then its complement on the dual graph relative to the surface contains only noncontractible cycles. The distribution on homology is worth investigation. Can we calculate the distribution of the (unsigned) homology basis it gives? Does it have a limit as the mesh of the graph tends to 0? Presumably the limit does exist and is conformally invariant, but it would greatly help if one could find a way to generate the homology basis directly without generating the entire subgraph, such as via some algorithm analogous to those of Aldous/Broder or Wilson.

For another class of examples, consider a finite CW-complex $`K`$ of dimension $`d`$. Given $`0<kd`$, the representation of the matroid corresponding to the matrix (with respect to the usual cellular bases) of the boundary operator $`_k`$ from $`k`$-chains to $`(k1)`$-chains yields a probability measure $`𝐏_k^{}`$ on the set of maximal $`k`$-subcomplexes $`L`$ of $`K`$ with $`H_k(L;Q)=0`$. For example, $`𝐏_1^{}`$ is the uniform spanning tree on the 1-skeleton of $`K`$. In general, as shown by \[Lyons:betti???\], the probability of such a subcomplex $`L`$ is proportional to the square of the order of the torsion subgroup of $`H_{k1}(L;Z)`$, the $`(k1)`$-dimensional homology group of the subcomplex $`L`$. When $`K`$ is a simplex, \[MR85a:55006???\] showed that the number of maximal $`Q`$-acyclic $`k`$-subcomplexes of $`K`$ counted with these weights is

$$n^{\left({\scriptscriptstyle \genfrac{}{}{0pt}{}{n2}{k}}\right)},$$

thereby generalizing Cayley’s theorem. In case $`K`$ is infinite and locally finite, one can take free and wired limits analogous to the $`\mathrm{𝖥𝖲𝖥}`$ and the $`\mathrm{𝖶𝖲𝖥}`$. In \[Lyons:betti???\], it is shown that in any amenable transitive contractible complex, these free and wired measures agree, which provides a new proof of a theorem of \[MR87i:58161???\] concerning the vanishing of $`\mathrm{}^2`$-Betti numbers.

Now specialize to the natural $`d`$-dimensional CW-complex determined by the hyperplanes of $`R^d`$ passing through points of $`Z^d`$ and parallel to the coordinate hyperplanes (so the 0-cells are the points of $`Z^d`$). In \[Lyons:betti???\], it is shown that the $`𝐏_k^{}`$-probability that a given $`k`$-cell belongs to the random $`k`$-subcomplex is $`k/d`$. But many questions are open. Among the most important are the following two:

What is the $`(k1)`$-dimensional (co)homology of the $`k`$-subcomplex? In the case $`k=1`$ of spanning forests, this asks how many trees there are, the question answered by \[MR92g:60014???\].

If one takes the 1-point compactification of the subcomplex, what is the $`k`$-dimensional (co)homology? In the case of spanning forests, this asks how many ends there are in the tree(s), the question answered partially by \[MR92g:60014???\] and completely by BLPS (2001).

Note that by translation-invariance of (co)homology and ergodicity of $`𝐏_k^{}`$, we have that the values of the (co)homology groups are constants a.s.

The two questions above are interesting even for rational (co)homology. It then follows trivially from the Alexander duality theorem and the results of \[MR92g:60014???\] and BLPS (2001) that for $`k=d1`$, we have $`H_{k1}(L;Q)=0`$ $`𝐏_k^{}`$-a.s., while $`𝐏_k^{}`$-a.s. $`H^k(L\mathrm{};Q)`$ is $`0`$ for $`2d4`$ and is (naturally isomorphic to) an infinite direct product of $`Q`$ for $`d5`$ (so the homology is the infinite direct sum of $`Q`$). It also follows from the Alexander duality theorem and from equality of free and wired limits that if $`d=2k`$, then the a.s. values of $`H^k(L\mathrm{};Q)`$ and $`H_{k1}(L;Q)`$ are the same (naturally isomorphic), so that the two bulleted questions above are dual in that case. Since even the finite complexes can have nontrivial integral homology, it is probably more interesting to examine the quotient of integral cohomology by integral cohomology with compact support. In the present case, the finite complexes have finite groups $`H_{k1}(L;Z)`$, so we might simply ask about the Betti numbers in the infinite limit.

Many matroids, of course, are not representable. For them, the above theory gives no measure on the bases. A first clue of how to define an interesting measure nevertheless comes from the following observation. Suppose we choose a uniform spanning tree from a graph that has $`n`$ vertices. If we then choose an edge uniformly from the tree, the chance of picking $`e`$ is $`Y(e,e)/(n1)`$ by Kirchhoff’s Theorem, where $`Y`$ is the transfer current matrix. Therefore $`_{eE}Y(e,e)=n1`$, a theorem of \[MR10:662a???\] on electrical networks. One might thus expect something interesting from the measures we now introduce, even when specialized to a graphical matroid.

A second clue is that every matroid $`=(E,)`$ has naturally associated to it a simplicial complex $`K_{}`$ formed from its independent sets, where a subset of $`E`$ is called independent if it lies in some base.

We now see how to define a natural probability measure on $``$. Namely, let $`r`$ be the rank of $``$, which is one more than the dimension of $`K_{}`$. The boundary operator $`_{r1}`$ for $`K_{}`$ gives, as above, a probability measure $`𝐏_{r1}^{}`$ on collections of bases, and then one may choose uniformly an element of such a collection to obtain, finally, a probability measure $`𝐏_{r1}^{\mathrm{cx}}`$ on $``$. This is not just a complicated way of defining the uniform measure on $``$, yet it is a measure that is invariant under automorphisms of the matroid. Because of this, it gives a new measure even for the graphic matroid, i.e., a new measure on spanning trees of a graph that, although not uniform, is invariant under automorphisms of the graph, as well as under all matroid automorphisms. Thus, this new measure reflects more of the structure of the graph and of the matroid than does the uniform measure. If one does not use the top dimension $`r1`$ but a dimension $`k<r1`$, then one obtains an automorphism-invariant probability measure $`𝐏_k^{\mathrm{cx}}`$ on the independent sets of cardinality $`k`$.

How are these measures $`𝐏_k^{\mathrm{cx}}`$ related to each other?

How do they behave under the standard matroid operations?

Can one describe the measures more explicitly and directly for graphic matroids?

§13. Open Questions: Dynamical Systems.

Let $`\mathrm{\Gamma }`$ be a countable infinite discrete abelian group, such as $`Z^n`$. Let $`\widehat{\mathrm{\Gamma }}`$ be the group dual to $`\mathrm{\Gamma }`$, a compact group equal to $`R^n/Z^n`$ when $`\mathrm{\Gamma }=Z^n`$. If $`f:\widehat{\mathrm{\Gamma }}[0,1]`$ is a measurable function, then multiplication by $`f`$ is a positive contraction on $`L_C^2(\widehat{\mathrm{\Gamma }},\lambda )`$, where $`\lambda `$ is unit Haar measure. Since $`L_C^2(\widehat{\mathrm{\Gamma }},\lambda )`$ is isomorphic to $`\mathrm{}^2(\mathrm{\Gamma };C)`$ via the Fourier transform, there is an associated probability measure $`𝐏^f`$ on $`2^\mathrm{\Gamma }`$. As an easy example, if $`f`$ is a constant, $`p`$, then $`𝐏^f`$ is just the Bernoulli($`p`$) process on $`\mathrm{\Gamma }`$. In general, the measure $`𝐏^f`$ is invariant under the natural $`\mathrm{\Gamma }`$ action and has a trivial full tail $`\sigma `$-field by Theorem 7.15. \[LyonsSteif:dyn???\] have shown that if $`\mathrm{\Gamma }=Z^n`$, then for any $`f`$, we also have that the dynamical system $`(2^\mathrm{\Gamma },𝐏^f,\mathrm{\Gamma })`$ is a Bernoulli shift, i.e., is isomorphic to an i.i.d. process. Therefore, by Ornstein’s theorem (and its generalizations, see \[MR47:5227???\], \[MR49:534???\], \[MR47:10145???\], and \[MR88j:28014???\]), it is characterized up to isomorphism by its entropy.

What is the entropy of the dynamical system $`(2^\mathrm{\Gamma },𝐏^f,\mathrm{\Gamma })`$?

We conjecture that entropy is concave. In other words, if $`h(f)`$ denotes the entropy of the dynamical system $`(2^\mathrm{\Gamma },𝐏^f,\mathrm{\Gamma })`$, then $`h\left((f+g)/2\right)\left(h(f)+h(g)\right)/2`$ for all $`f`$ and $`g`$. This is a corollary of Conjecture 9.2, and even from a restricted version of (9.1) that assumes that both $`Q_1`$ and $`Q_2`$ are Toeplitz matrices.

If $`0fg1`$, then there is a monotone coupling of $`𝐏^f`$ and $`𝐏^g`$ by Theorem 8.1. Can an explicit monotone coupling be given? For example, if $`f=pg`$, where $`p`$ is a constant, then this can be done by using the fact that $`𝐏^{pg}`$ has the same law as the pointwise minimum of independent processes $`𝐏^p`$ and $`𝐏^g`$.

Consider the case $`\mathrm{\Gamma }=Z`$. Note that translation and flip of $`f`$ yields the same measure $`𝐏^f`$, even though $`f`$ changes. Does $`𝐏^f`$ determine $`f`$ up to translation and flip?

Additional questions concerning these systems appear in \[LyonsSteif:dyn???\].

Acknowledgements. I am indebted to Oded Schramm for many conversations at the beginning of this project in Fall 1997; in particular, it was at this time that we developed the idea of using exterior algebra as a convenient representation of determinantal probability measures. His influence and contributions appear in several other places as well, and he made a number of useful comments on a near-final draft. I thank Hari Bercovici and László Lovász for some helpful discussions. I am grateful to Alexander Soshnikov for several references and to Alexander Ulanovskii for useful remarks.

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Department of Mathematics, Indiana University, Bloomington, IN 47405-5701, USA

rdlyons@indiana.edu

http://mypage.iu.edu/~rdlyons/

and

School of Mathematics, Georgia Institute of Technology, Atlanta, GA 30332-0160