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Chapter 3. Operator squares and completeness of exact lines

An exact line is a one-dimensional space spanned by a function of modulus one that can be multiplied by modulus-one functions at the other positions in the same row or column to give a constant phase.

This chapter follows Definition 4.1 and Lemmas 4.2–4.7 of R (pp. 14–21). Fix a parameter square satisfying the local kernel identities for grouped rectangles from Chapter 2. The argument decomposes the space visible from both the row and the column into exact lines. The steps establish intertwining of projections, fixed positive parts, an abelian unitary group, and the reverse inclusion needed for completeness.

Fixed source, from page 14

1. The conclusion to be proved

Fix a full parameter square EE satisfying Proposition 3.5. All subsequent probability laws are conditioned on this EE. Partition the rows into three nonempty groups P,A,BP,A,B and the columns into three nonempty groups r,s,tr,s,t. A rectangular cell Yi,lY_{i,l} is the complete state vector in that rectangle.

Set Hi,l=L2(μi,l)H_{i,l}=L^{2}(\mu _{i,l}), where μi,l\mu _{i,l} is the marginal law of the rectangular cell. The inner product is linear in the second variable:

⟨f,g⟩=∫f‾ g dμ. \langle f,g\rangle=\int\overline f\,g\,\mathrm d\mu.

Every span below means a closed linear span. The row-active space VV of a cell is the closed span of the conditional expectations, onto that cell, of bounded functions of the other two cells in its row. The column-active space WW is defined using the other two cells in its column. Both contain the constants and are invariant under complex conjugation.

The aim is to show that D=V∩WD=V\cap W is spanned by modulus-one functions satisfying both the row and the column product relations. At the corner cell (P,r)(P,r), the proof gives the more specific description

DP,r=L2(σ(h(z))),z=YP,r.(34) D_{P,r}=L^2(\sigma(h(z))),\quad z=Y_{P,r}.\tag{34}

Here, h(z)h(z) takes values in an abelian unitary group constructed in the proof. Finite monomials in the group's characters, evaluated at h(z)h(z), satisfy both exact product relations and span this L2L^{2} space.

Completeness is the remaining issue: constructing exact lines gives only L2(σ(h))⊆DL^{2}(\sigma (h))\subseteq D. The reverse inclusion needs a separate argument; DD cannot yet be treated as an algebra of functions.

2. The precise probabilistic input

Section 3 of R gives the following statements for every ordering of the row groups and column groups:

  1. The three rectangular cells in each grouped row or column are pairwise independent.
  2. Given the complete grouped row PP, any two grouped columns are independent, and each column's conditional law depends only on its entries in PP.
  3. Given row group PP and the two whole columns other than tt, the conditional law of YA,tY_{A,t} is its own row kernel given YA,r,YA,sY_{A,r},Y_{A,s}.

The input does not assert joint independence of all three rectangular cells, symmetry under interchanging the axes, or mixing of the auxiliary state system.

Write

z=YP,r,c=YP,s,d=YP,t,x=YA,r,y=YB,r. z=Y_{P,r},\quad c=Y_{P,s},\quad d=Y_{P,t},\quad x=Y_{A,r},\quad y=Y_{B,r}.

Both (z,c,d)(z,c,d) and (z,x,y)(z,x,y) are pairwise independent triples. By condition 2, given (z,c,d)(z,c,d), the conditional kernel of (x,y)(x,y) depends only on zz. Hence (c,d)(c,d) and (x,y)(x,y) are conditionally independent given zz. Since xx and zz are independent, for any bounded f,gf,g,

E[f(x)g(c,d)]=E[E[f(x)∣z]E[g(c,d)∣z]]=E[f(x)]E[g(c,d)]. \begin{aligned}\mathbb E[f(x)g(c,d)]&=\mathbb E\bigl[\mathbb E[f(x)\mid z]\mathbb E[g(c,d)\mid z]\bigr]\\&=\mathbb E[f(x)]\mathbb E[g(c,d)].\end{aligned}

Thus xx is independent of the whole pair (c,d)(c,d). The same holds for yy. Conversely, each of cc and dd is independent of the whole pair (x,y)(x,y). Combining this with independence of cc and dd, and of xx and yy, gives the four triple product laws needed later:

(c,x,d),(c,y,d),(x,d,y),(x,c,y). (c,x,d),\quad(c,y,d),\quad(x,d,y),\quad(x,c,y).

No joint independence of all four variables (x,y,c,d)(x,y,c,d) is claimed. The group structure will use the fourth-order correlation that these hypotheses still allow.

3. Two basic facts about exact tuples

Definition 4.1 and Lemma 4.2 appear on pp. 14–15. For an mm-coordinate law λ\lambda, an exact tuple satisfies ∣χi∣=1|\chi _i|=1 and ∏χi(Yi)=c\prod \chi _i(Y_i)=c, where cc is a fixed constant of modulus one. The product identity holds almost everywhere under λ\lambda. Representatives χi\chi _i that differ by a constant phase define the same line.

∏i=1mχi(Yi)=c,c∈T.(21) \prod_{i=1}^m\chi_i(Y_i)=c,\quad c\in\mathbb T.\tag{21}

First, an exact line belongs to the active space of its coordinate. Indeed,

χi(Yi)=c∏j≠iχj(Yj)‾. \chi_i(Y_i)=c\prod_{j\ne i}\overline{\chi_j(Y_j)}.

is already a bounded function of the other coordinates. Conditioning on YiY_i leaves the right-hand side equal to χi\chi _i.

Second, if m≥3m\ge 3 and every subfamily of m−1m-1 coordinates is independent, distinct exact lines are orthogonal and their partner lines are unique. The partners are the lines at the other coordinates that form an exact tuple with the given line. To prove this, put ai=∣∫χi dμi∣a_i=|\int \chi _i \,\mathrm{d}\mu _i|. Solve for χi\chi _i and integrate over the other coordinates to obtain

ai=∏j≠iaj,0≤ai≤1. a_i=\prod_{j\ne i}a_j,\quad 0\le a_i\le1.

If some ai=0a_i=0, the product identity forces at least one other aj=0a_j=0. Every right-hand side then contains a zero, so all aja_j vanish. If they are all positive, set bi=−log⁡ai≥0b_i=-\log a_i\ge 0. Then 2bi=∑jbj2b_i=\sum _jb_j, and summing gives (m−2)∑jbj=0(m-2)\sum _jb_j=0. Thus all ai=1a_i=1. The conditions ∣χi∣=1|\chi _i|=1 and ∣E[χi]∣=1|\mathbb E[\chi_i]|=1 imply that χi\chi _i is almost everywhere constant. An exact tuple therefore consists either entirely of constants or entirely of mean-zero components.

The coordinatewise quotient of two exact tuples is again exact. If the two lines differ at one cell, the quotient there is nonconstant. All quotient functions then have mean zero, so corresponding representatives are orthogonal at every cell. If the lines agree at one cell, that quotient is constant, forcing every quotient to be constant; this proves uniqueness of the partner lines. Multiplication and conjugation give the group operations. A separable Hilbert space contains at most countably many nonzero mutually orthogonal lines.

The completeness proof below mainly uses the inclusion of exact lines in active spaces and invariance under conjugation. Uniqueness of partners does not replace the operator argument.

4. Four edge operators and two rectangle identities

For Lemma 4.3 (pp. 16–17), arrows indicate the direction in which an operator sends functions:

LA(x):HA,t→HA,s,LB(y):HB,t→HB,s,Js(c):HB,s→HA,s,Jt(d):HB,t→HA,t.(22) \begin{aligned}L_A(x)&:H_{A,t}\to H_{A,s},&L_B(y)&:H_{B,t}\to H_{B,s},\\J_s(c)&:H_{B,s}\to H_{A,s},&J_t(d)&:H_{B,t}\to H_{A,t}.\end{aligned}\tag{22}

For example, in the law of row AA,

(LA(x)h)(YA,s)=E[h(YA,t)∣YA,r=x,YA,s]. (L_A(x)h)(Y_{A,s})=\mathbb E[h(Y_{A,t})\mid Y_{A,r}=x,Y_{A,s}].

The variable xx is independent of each individual cell ss and tt in that row. Given xx, their marginals remain the fixed laws μA,s\mu _{A,s} and μA,t\mu _{A,t}. Jensen's inequality gives

∥LA(x)h∥HA,s2≤∫∣h∣2 dμA,t. \|L_A(x)h\|_{H_{A,s}}^2\le\int|h|^2\,\mathrm d\mu_{A,t}.

Thus the operator is a contraction between fixed Hilbert spaces. Its adjoint is reverse conditional expectation for the same conditional joint kernel. The other three edges are treated in the same way. Testing matrix coefficients on countable dense sets gives parameter measurability from the regular conditional kernels, and hence strong measurability on each vector.

Now fix the five cells (z,c,d,x,y)(z,c,d,x,y). Given row group PP, column ss is independent of column rr, and column tt is independent of column rr. Further conditioning on x,yx,y therefore leaves the marginal of the remaining two cells in column ss equal to its column kernel given cc; column tt has the corresponding kernel given dd. Denote the joint L2L^{2} spaces of these pairs by Hs\mathcal H_s and Ht\mathcal H_t, and let Q:Ht→HsQ:\mathcal H_t\to \mathcal H_s be their conditional-expectation operator given the five cells.

Embed each single-cell function space into the corresponding two-cell space, with isometries ιA,s\iota _{A,s}, ιB,s\iota _{B,s}, ιA,t\iota _{A,t}, and ιB,t\iota _{B,t}. Condition 3 from Section 2 gives exactly

QιA,t=ιA,sLA,QιB,t=ιB,sLB. Q\iota_{A,t}=\iota_{A,s}L_A,\quad Q\iota_{B,t}=\iota_{B,s}L_B.

The same condition applies with ss and tt reversed, giving

Q∗ιA,s=ιA,tLA∗,Q∗ιB,s=ιB,tLB∗. Q^*\iota_{A,s}=\iota_{A,t}L_A^*,\quad Q^*\iota_{B,s}=\iota_{B,t}L_B^*.

Also, Js=ιA,s∗ιB,sJ_s=\iota _{A,s}^*\iota _{B,s} and Jt=ιA,t∗ιB,tJ_t=\iota _{A,t}^*\iota _{B,t}. Consequently,

LAJt=LAιA,t∗ιB,t=ιA,s∗QιB,t=ιA,s∗ιB,sLB=JsLB. \begin{aligned}L_AJ_t&=L_A\iota_{A,t}^*\iota_{B,t}\\&=\iota_{A,s}^*Q\iota_{B,t}\\&=\iota_{A,s}^*\iota_{B,s}L_B=J_sL_B.\end{aligned}

The reverse identity is

LA∗Js=ιA,t∗Q∗ιB,s=JtLB∗. L_A^*J_s=\iota_{A,t}^*Q^*\iota_{B,s}=J_tL_B^*.

Together these give equation (23) of the source. Both are needed: the first alone does not give the two directions of projection intertwining used below. Countable dense vector tests and boundedness make them identities of whole operators on a common conull set for the five-cell law.

LA(x)Jt(d)=Js(c)LB(y),LA(x)∗Js(c)=Jt(d)LB(y)∗.(23) L_A(x)J_t(d)=J_s(c)L_B(y),\quad L_A(x)^*J_s(c)=J_t(d)L_B(y)^*.\tag{23}

5. Intertwining before projection onto the intersection

For Lemma 4.4 (pp. 17–18), commutation of the orthogonal projections onto VV and WW must first be proved.

5.1 What the edge ranges span

The essential closed span of the ranges of LA(x)L_A(x) is VA,sV_{A,s}. To see this, condition a product test w(x)h(YA,t)w(x)h(Y_{A,t}) from the other two cells onto YA,sY_{A,s}. The result is the Bochner integral, that is, the norm integral in the Hilbert space,

∫w(x)LA(x)h dμA,r(x).(24) \int w(x)L_A(x)h\,\mathrm d\mu_{A,r}(x).\tag{24}

The other two cells have a product marginal, so finite sums of product tests are dense in their L2L^{2} space. If vv is orthogonal to every displayed integral, fix hh from a countable dense family and vary bounded ww. This gives ⟨v,LA(x)h⟩=0\langle v,L_A(x)h\rangle =0 for almost every xx. Density and the uniform contraction bound extend the conclusion to every hh. Thus orthogonality to all integrals is exactly orthogonality to the ranges of almost all edge operators. The converse follows by integration.

The argument applies to every edge and reverse edge. Each edge operator therefore has range in the target active space for its own direction, and annihilates the orthogonal complement of the corresponding source active space. Here and below, range arguments are first made on countable dense sets of vectors and then placed on a common conull set.

5.2 Both rectangle identities are needed for intertwining

From LAJt=JsLBL_AJ_t=J_sL_B, the range of Js(c)LB(y)J_s(c)L_B(y) lies in VA,sV_{A,s}. The pair (c,y)(c,y) has a product law. Fubini therefore gives, for almost every fixed cc, this range inclusion for almost every yy. The ranges of LB(y)L_B(y) essentially span VB,sV_{B,s}, so

Js(c)VB,s⊆VA,s. J_s(c)V_{B,s}\subseteq V_{A,s}.

Taking the adjoint of the second rectangle identity gives Js(c)∗LA(x)=LB(y)Jt(d)∗J_s(c)^*L_A(x)=L_B(y)J_t(d)^*. Independence of (c,x)(c,x) and the essential span of the ranges of LAL_A similarly give

Js(c)∗VA,s⊆VB,s. J_s(c)^*V_{A,s}\subseteq V_{B,s}.

This means that Js(c)J_s(c) sends the orthogonal complement of VB,sV_{B,s} into the orthogonal complement of VA,sV_{A,s}. Only after combining the two inclusions do we obtain

PA,sVJs(c)=Js(c)PB,sV.(25) P^V_{A,s}J_s(c)=J_s(c)P^V_{B,s}.\tag{25}

Likewise, the first rectangle identity and the product law of (x,d)(x,d) give LA(x)WA,t⊆WA,sL_A(x)W_{A,t}\subseteq W_{A,s}. The second identity and the product law of (x,c)(x,c) give the adjoint inclusion. Hence

PA,sWLA(x)=LA(x)PA,tW.(26) P^W_{A,s}L_A(x)=L_A(x)P^W_{A,t}.\tag{26}

The same argument applies to every edge and every permitted ordering of the groups.

5.3 Commutation and density of the restricted ranges

By (25), PA,sVP^V_{A,s} preserves the essential closed span of the ranges of Js(c)J_s(c), namely WA,sW_{A,s}. As a self-adjoint projection, it also preserves WA,s⊥W_{A,s}^\perp. Thus PVP^V commutes with PWP^W, and we may now write

PD=PVPW,Ran⁡PD=D=V∩W. P^D=P^VP^W,\quad\operatorname{Ran}P^D=D=V\cap W.

The space DD remains invariant under conjugation. Combining (26) with the row-active restriction of LAL_A itself gives

PA,sDLA=LAPA,tD. P^D_{A,s}L_A=L_AP^D_{A,t}.

The same holds for the other edges. Finally, project the range-span identity for LAL_A onto DA,sD_{A,s} and use the preceding identity. The ranges of the restricted family LA∣DL_A|_D then essentially span the target DD. The reverse family has the same property. This is the density used in the cancellation argument below.

6. Why the positive parts are fixed

For Lemma 4.5 (pp. 18–19), work on the four DD spaces and write

F(x)=LA(x)∣D,G(y)=LB(y)∣D,K(c)=Js(c)∣D,N(d)=Jt(d)∣D. \begin{gathered}F(x)=L_A(x)|_D,\quad G(y)=L_B(y)|_D,\\K(c)=J_s(c)|_D,\quad N(d)=J_t(d)|_D.\end{gathered}

Set H1=DA,sH_{1}=D_{A,s}, H2=DA,tH_{2}=D_{A,t}, H3=DB,sH_{3}=D_{B,s}, and H4=DB,tH_{4}=D_{B,t}. The operator types are F:H2→H1F:H_{2}\to H_{1}, G:H4→H3G:H_{4}\to H_{3}, K:H3→H1K:H_{3}\to H_{1}, and N:H4→H2N:H_{4}\to H_{2}. The source and target of every composition can now be checked explicitly.

The two rectangle identities are equation (27) of the source:

FN=KG,F∗K=NG∗.(27) FN=KG,\quad F^*K=NG^*.\tag{27}

Combining these with their adjoints gives

KK∗F=FNN∗,K∗KG=GN∗N.(28) KK^*F=FNN^*,\quad K^*KG=GN^*N.\tag{28}
F∗FN=NG∗G,FF∗K=KGG∗.(29) F^*FN=NG^*G,\quad FF^*K=KGG^*.\tag{29}

For the first identity, for example, the adjoint of the second rectangle identity gives K∗F=GN∗K^*F=GN^*. Multiply on the left by KK and substitute KG=FNKG=FN. The other three identities likewise use only well-defined compositions, without inverses.

The parameters (c,x,d)(c,x,d) in the first identity of (28) have a product law. Take an independent copy c′c', compare the identities at common x,dx,d, and subtract:

[K(c)K(c)∗−K(c′)K(c′)∗]F(x)=0. \bigl[K(c)K(c)^*-K(c')K(c')^*\bigr]F(x)=0.

This holds for almost every (c,c′,x)(c,c',x). The ranges of F(x)F(x) essentially span H1H_{1}, so the operator in brackets vanishes. Thus KK∗KK^* is independent of cc. Take the adjoint of the same identity and compare d,d′d,d'. The essential span of the ranges of F∗F^* is H2H_{2}, giving a fixed NN∗NN^*.

The second identity of (28) has product parameters (c,y,d)(c,y,d), giving fixed K∗KK^*K and N∗NN^*N in the same way. In the first identity of (29), the product parameters (x,d,y)(x,d,y) give fixed F∗FF^*F and G∗GG^*G. In its second identity, the product parameters (x,c,y)(x,c,y) give fixed FF∗FF^* and GG∗GG^*. These comparisons use the triple product laws proved in Section 2. Joint independence of all four parameters is unnecessary.

If v∈Ker⁡(F∗F)v\in \operatorname{Ker}(F^*F), the fixed source square gives F(x)v=0F(x)v=0 for almost every xx. Thus vv is orthogonal to the ranges of almost all F(x)∗F(x)^*, whose essential span is H2H_{2}. Hence v=0v=0. Every source and target square is injective by the same argument.

For typical xx, the operator F(x)F(x) has zero kernel and dense range, the latter following from Ker⁡F(x)∗=0\operatorname{Ker} F(x)^*=0. The polar decomposition F(x)=UF(x)∣F∣F(x)=U_F(x)|F| consequently has full initial and final spaces, so UF(x)U_F(x) is unitary between the corresponding DD spaces.

6.1 Preserving the rectangle identity without a bounded inverse

Put A=∣F∣A=|F| and B=∣G∣B=|G|. These are fixed positive injective contractions. The identity F∗FN=NG∗GF^*FN=NG^*G gives A2N=NB2A^{2}N=NB^{2}. Uniform polynomial approximation to the square-root function on [0,1][0,1] then yields AN=NBAN=NB.

Substituting F=UFAF=U_FA and G=UGBG=U_GB into FN=KGFN=KG gives

(UFN−KUG)B=0. (U_FN-KU_G)B=0.

We cannot multiply by a purported bounded B−1B^{-1}. Positivity and injectivity of BB only give density of Ran⁡B\operatorname{Ran} B, since (Ran⁡B)⊥=Ker⁡B=0(\operatorname{Ran} B)^\perp =\operatorname{Ker} B=0. The bounded operator in brackets vanishes on the dense range Ran⁡B\operatorname{Ran} B and therefore on all of H4H_{4}.

Thus UFN=KUGU_FN=KU_G. The two sides have polar decompositions

UFN=(UFUN)∣N∣,KUG=(UKUG)(UG∗∣K∣UG). \begin{aligned}U_FN&=(U_FU_N)|N|,\\KU_G&=(U_KU_G)(U_G^*|K|U_G).\end{aligned}

Both right-hand factors are positive, and both preceding products are unitary. Uniqueness of polar decomposition gives

UFUN=UKUG. U_FU_N=U_KU_G.

For example, on ℓ2\ell ^{2} the operator Ben=n−1enBe_n=n^{-1}e_n for n≥1n\ge1 is injective with dense range, but its inverse has no bounded extension. The cancellation argument also applies to this BB. A uniform lower bound on the positive parts is therefore unnecessary.

Strong measurability of the polar parts on each vector follows from

UF=s-lim⁡ε↓0F(F∗F+εid⁡)−1/2. U_F=\operatorname*{s-lim}_{\varepsilon\downarrow0}F(F^*F+\varepsilon\operatorname{id})^{-1/2}.

Each approximating operator has norm at most one. The fixed source square is injective, and spectral calculus gives the strong limit. A countable sequence of ε\varepsilon suffices for measurability.

7. From the polar rectangle relation to an abelian group

In Lemma 4.6 (pp. 19–20), denote the four polar parts by a(x)a(x), b(y)b(y), c0(c)c_{0}(c), and d0(d)d_{0}(d), respectively. They satisfy equation (30) of the source. At this point they are still unitary maps between different HiH_{i} spaces; a common unitary group has yet to be identified.

a(x)d0(d)=c0(c)b(y).(30) a(x)d_0(d)=c_0(c)b(y).\tag{30}

7.1 Reference identifications at one typical z0z_{0}

Fix a typical z0z_{0}. Given z0z_{0}, the pairs (a,b)(a,b) and (c0,d0)(c_{0},d_{0}) are independent. Each individual conditional marginal equals its unconditional marginal, because zz is independent of each of x,y,c,dx,y,c,d.

The strong operator topology on unitary maps is separable and metrizable; multiplication and inversion are continuous. The identity ad0=c0ba d_{0}=c_{0} b is a closed condition. Since the conditional joint law is the product of the two pair laws, the identity holds on the full Cartesian product of their conditional supports. Otherwise continuity would give an open neighborhood of positive measure where it fails, contradicting the almost-everywhere identity.

Choose one point (a∗,b∗)(a_*,b_*) and (c∗,d∗)(c_*,d_*) from the two supports. They satisfy a∗d∗=c∗b∗a_*d_*=c_*b_*. Take H=H4\mathcal H=H_4 and fix the four identifications

J4=id⁡,J2=d∗,J3=b∗,J1=a∗d∗=c∗b∗. J_4=\operatorname{id},\quad J_2=d_*,\quad J_3=b_*,\quad J_1=a_*d_*=c_*b_*.

Replacing each edge by Jtarget∗UJsourceJ_{\mathrm{target}}^* UJ_{\mathrm{source}} makes all four reference edges equal to id⁡\operatorname{id} and preserves the rectangle relation. The maps JiJ_{i} are chosen once and thereafter do not depend on x,y,c,dx,y,c,d or zz.

Both conditional pair supports now contain (id⁡,id⁡)(\operatorname{id},\operatorname{id}). Fixing the second pair at (id⁡,id⁡)(\operatorname{id},\operatorname{id}) forces a=ba=b on the first support; reversing the roles forces c0=d0c_{0}=d_{0}. Thus aa and bb have the same unconditional marginal, denoted by ρ\rho, while c0c_{0} and d0d_{0} have the same marginal, denoted by τ\tau. Both supports contain id⁡\operatorname{id}.

In the two conditional supports at z0z_{0}, substitute (u,u)(u,u) and (v,v)(v,v) to obtain uv=vuuv=vu. Thus elements of supp⁡ρ\operatorname{supp} \rho commute with elements of supp⁡τ\operatorname{supp} \tau. This cross-commutation does not yet say that either support is a group.

7.2 Translation invariance from general zz

For a general typical zz, fix a pair (c0,d0)=(u,v)(c_{0},d_{0})=(u,v). Conditional independence leaves the marginals of aa and bb equal to ρ\rho. The rectangle relation a=ubv−1a=u b v^{-1} therefore gives

ρ=uρv−1.(32) \rho=u\rho v^{-1}.\tag{32}

Here uρv−1u\rho v^{-1} is the image of ρ\rho under w↦uwv−1w\mapsto uwv^{-1}. The identity holds for almost every actual pair (c0,d0)(c_{0},d_{0}). Since cc and dd are independent, the two polar variables have unconditional joint law τ⊗τ\tau \otimes \tau.

For a bounded continuous test ff, the map

(u,v)⟼∫f(uwv−1) dρ(w). (u,v)\longmapsto\int f(uwv^{-1})\,\mathrm d\rho(w).

is continuous: the group operations are continuous, and bounded convergence passes pointwise convergence through the integral. The measure identity therefore extends from τ⊗τ\tau \otimes \tau-almost every pair to every point of supp⁡τ×supp⁡τ\operatorname{supp} \tau \times \operatorname{supp} \tau. Interchanging the two pairs likewise gives τ=uτv−1\tau =u\tau v^{-1} for all u,v∈supp⁡ρu,v\in \operatorname{supp} \rho.

Write S=supp⁡ρS=\operatorname{supp} \rho and T=supp⁡τT=\operatorname{supp} \tau. Taking v=id⁡v=\operatorname{id} shows that every u∈Tu\in T satisfies uS=SuS=S. Since id⁡∈S\operatorname{id}\in S, we have u∈Su\in S, hence T⊆ST\subseteq S. The reverse argument gives S⊆TS\subseteq T. Therefore S=T=GS=T=\mathcal G.

The set G\mathcal G is closed in the ambient unitary group. For g∈Gg\in \mathcal G, the identity gG=Gg\mathcal G =\mathcal G makes it closed under multiplication, and id⁡∈gG\operatorname{id}\in g\mathcal G gives g−1∈Gg^{-1}\in \mathcal G. Cross-commutation now becomes commutation within the group. Thus G\mathcal G is a closed abelian unitary subgroup, and ρ\rho is invariant under all its left translations.

7.3 Why the ratio depends only on zz

Since G\mathcal G is abelian, the rectangle relation becomes

a(x)b(y)−1=c0(c)d0(d)−1. a(x)b(y)^{-1}=c_0(c)d_0(d)^{-1}.

Given zz, the two sides are independent random elements and are almost everywhere equal. Their common conditional law must be a point mass. This can be checked on a countable determining class: for an event AA with conditional probability pp, the probability that the first element belongs to AA and the second does not belong to AA is p(1−p)p(1-p). Equality makes this zero, forcing a point mass for the conditional kernel on the standard Borel space.

The regular conditional law is measurable in zz, and a Dirac probability kernel determines a measurable point. Hence there is a measurable h(z)∈Gh(z)\in \mathcal G such that

a(x)b(y)−1=c0(c)d0(d)−1=h(z).(31) a(x)b(y)^{-1}=c_0(c)d_0(d)^{-1}=h(z).\tag{31}

This measurable point is recovered with EE fixed. Neither the reference identifications nor the later basis vectors are yet claimed measurable in the full parameter EE.

8. Establishing a common eigenbasis

Commutation of unitary operators alone does not give a common eigenbasis. For example, the abelian unitary group generated by the bilateral shift on ℓ2(Z)\ell ^{2}(\mathbb Z ) has no nonzero eigenvector: the eigenvalue equation forces every coordinate to have the same modulus, which is incompatible with square summability.

The additional input here is the left-invariant probability law ρ\rho just constructed. In H\mathcal H, choose an orthonormal basis (en0)(e_n^0), take qn>0q_n>0 and ∑qn<∞\sum q_n<\infty, and define Qen0=qnen0Q e_n^0=q_n e_n^0. This operator is positive, injective, and trace class. Form the Bochner integral in trace norm

Q0=∫GUQU∗ dρ(U). Q_0=\int_{\mathcal G}UQU^*\,\mathrm d\rho(U).

The integral is well defined. For finite-rank QQ, strong unitary convergence Um→UU_m\to U implies trace-norm convergence of UmQUm∗U_mQU_m^*. For general QQ, approximate by finite-rank operators and use ∥U(Q−QN)U∗∥1=∥Q−QN∥1\|U(Q-Q_N)U^*\|_{1}=\|Q-Q_N\|_{1} to control the tails uniformly. The integrand is therefore trace-norm continuous, with constant norm ∥Q∥1\|Q\|_{1}, so its integral exists and is a positive trace-class operator.

For every V∈GV\in \mathcal G, left invariance of ρ\rho gives

VQ0V∗=∫(VU)Q(VU)∗ dρ(U)=Q0. VQ_0V^*=\int(VU)Q(VU)^*\,\mathrm d\rho(U)=Q_0.

Thus Q0Q_{0} commutes with all of G\mathcal G. Moreover, for every v≠0v\ne 0,

⟨v,Q0v⟩=∫∥Q1/2U∗v∥2 dρ(U)>0. \langle v,Q_0v\rangle=\int\|Q^{1/2}U^*v\|^2\,\mathrm d\rho(U)>0.

Since U∗v≠0U^*v\ne 0 and QQ is injective, every integrand is strictly positive. No uniform positive lower bound is required: a strictly positive measurable function has strictly positive integral against a probability measure. Thus Q0Q_{0} is injective.

By the spectral theorem for positive compact operators, each nonzero eigenspace is finite dimensional. Their orthogonal sum spans the orthogonal complement of Ker⁡Q0\operatorname{Ker} Q_{0}, which is all of H\mathcal H. Since Q0Q_{0} commutes with G\mathcal G, every such finite-dimensional eigenspace is invariant under every group element. The resulting commuting unitary matrices can be simultaneously diagonalized. Combining their common eigenbases gives, in H\mathcal H, an orthonormal eigenbasis (en)(e_n).

The common eigenbasis thus comes from the positive injective compact operator Q0Q_{0} in the commutant. It does not follow from an unrestricted spectral assertion for abelian groups. The proof neither assumes G\mathcal G compact nor appeals to a Haar measure before constructing an invariant measure.

Write Uen=γn(U)enU e_n=\gamma _n(U)e_n. Each γn\gamma _n is a continuous circle-valued character, preserving group multiplication. For diagonal unitaries, coordinatewise convergence is equivalent to strong convergence. Given v=∑vnenv=\sum v_ne_n, first retain finitely many coordinates so that ∑n>N∣vn∣2\sum_{n>N}|v_n|^2 is small, then control those coordinates by their convergence. The converse follows by applying the operators to each ene_n. These coordinates therefore generate the Borel structure of G\mathcal G.

For h(z)h(z), trigonometric polynomials in finitely many coordinates are dense in L2L^{2} for its actual law. Indeed, trigonometric polynomials are uniformly dense in continuous functions on a finite-dimensional torus, and those functions are dense in L2L^{2} for a finite Borel probability measure. Increasing conditional expectations onto the finite-coordinate σ\sigma-algebras give the remaining density argument. Consider all finite character monomials

γ(h(z)),γ=∏n∈Jγnmn,mn∈Z. \gamma(h(z)),\quad \gamma=\prod_{n\in J}\gamma_n^{m_n},\quad m_n\in\mathbb Z.

Here, JJ is a finite subset of the common eigenbasis index set and mnm_n is an integer for each n∈Jn\in J.

These monomials span L2(σ(h(z)))L^{2}(\sigma (h(z))). The law of h(z)h(z) need not first be identified with Haar measure.

By (31),

γ(h(z))=γ(a(x))γ(b(y))‾=γ(c0(c))γ(d0(d))‾. \gamma(h(z))=\gamma(a(x))\overline{\gamma(b(y))}=\gamma(c_0(c))\overline{\gamma(d_0(d))}.

In column rr, the three representatives γ(h(z))\gamma (h(z)), γ(a(x))‾\overline{\gamma (a(x))}, and γ(b(y))\gamma (b(y)) have product one. In row PP, the corresponding partners are γ(c0(c))‾\overline{\gamma (c_{0}(c))} and γ(d0(d))\gamma (d_{0}(d)). Thus γ(h(z))\gamma (h(z)) satisfies both exact product relations and belongs to DP,rD_{P,r}. This proves L2(σ(h(z)))⊆DP,rL^{2}(\sigma (h(z)))\subseteq D_{P,r}; the reverse inclusion remains.

9. The reverse inclusion without an algebra assumption on DD

For Lemma 4.7 (p. 21), take any three-cell row with positions r,s,tr,s,t. Let PrP_r, PsP_s, and PtP_t be the already constructed orthogonal projections onto the intersections of the row-active and column-active spaces. Define the bilinear contraction

Cr(g,h)=E[g(Ys)h(Yt)∣Yr]. C_r(g,h)=\mathbb E[g(Y_s)h(Y_t)\mid Y_r].

Since (Ys,Yt)(Y_s,Y_t) has a product marginal,

∥g(Ys)h(Yt)∥22=∥g∥22∥h∥22. \|g(Y_s)h(Y_t)\|_2^2=\|g\|_2^2\|h\|_2^2.

Contractivity of conditional expectation gives equation (35) of the source:

∥Cr(g,h)∥2≤∥g∥2∥h∥2.(35) \|C_r(g,h)\|_2\le\|g\|_2\|h\|_2.\tag{35}

This estimate holds for all g,h∈L2g,h\in L^{2}. The projected functions PsgP_s g and PthP_t h need not remain bounded.

9.1 Two incoming edges give (33)

Let Lr←t(v)L_{r\leftarrow t}(v) be the row kernel given Ys=vY_s=v, acting from tt to rr. For bounded tests, disintegrate over YsY_s and use independence of YsY_s and YrY_r to get

Cr(g,h)=∫g(v)Lr←t(v)h dμs(v). C_r(g,h)=\int g(v)L_{r\leftarrow t}(v)h\,\mathrm d\mu_s(v).

The established intertwining relation PrLr←t(v)=Lr←t(v)PtP_rL_{r\leftarrow t}(v)=L_{r\leftarrow t}(v)P_t allows the bounded linear projection to pass inside the Bochner integral, giving

PrCr(g,h)=Cr(g,Pth). P_rC_r(g,h)=C_r(g,P_th).

Alternatively, condition on YtY_t and use the edge Lr←sL_{r\leftarrow s}. The same argument gives

PrCr(g,h)=Cr(Psg,h). P_rC_r(g,h)=C_r(P_sg,h).

These Bochner integrals extend to all L2L^{2} inputs, because

∫∣g(v)∣ ∥Lr←t(v)h∥2 dμs(v)≤∥g∥1∥h∥2≤∥g∥2∥h∥2. \int|g(v)|\,\|L_{r\leftarrow t}(v)h\|_2\,\mathrm d\mu_s(v)\le\|g\|_1\|h\|_2\le\|g\|_2\|h\|_2.

By (35) and dense approximation in L2L^{2}, both identities hold for every L2L^{2} input, including projected inputs that may be unbounded. Idempotence then gives

PrCr(g,h)=PrCr(g,Pth)=Cr(Psg,Pth). P_rC_r(g,h)=P_rC_r(g,P_th)=C_r(P_sg,P_th).

This is equation (33) of the source:

PrCr(g,h)=Cr(g,Pth)=Cr(Psg,h)=Cr(Psg,Pth).(33) P_rC_r(g,h)=C_r(g,P_th)=C_r(P_sg,h)=C_r(P_sg,P_th).\tag{33}

Thus if g∈Dsg\in D_s and h∈Dth\in D_t, then Cr(g,h)C_r(g,h) is fixed by PrP_r and belongs to DrD_r. These contractions in fact span DrD_r. The unrestricted product contractions span the row-active space VrV_r, and PrVr=DrP_rV_r=D_r. By (33), every projected contraction is a contraction with both inputs restricted to DD. The same argument works along columns.

This uses neither closure of DD under multiplication nor a spanning conclusion from a single edge. Both incoming edges are required.

9.2 First use of spanning: the AA and BB cells depend on their polar variables

In row AA, take g∈DA,sg\in D_{A,s} and h∈DA,th\in D_{A,t}. Contracting onto x=YA,rx=Y_{A,r} and using the fixed marginals gives

CA,r(g,h)(x)=⟨g‾,LA(x)h⟩. C_{A,r}(g,h)(x)=\langle\overline g,L_A(x)h\rangle.

The conjugation is required by the convention that the inner product is linear in the second variable. Since DD is invariant under conjugation, the formula can be computed entirely on the restricted DD spaces.

With the fixed source positive part A0=∣LA∣A_{0}=|L_A|, we have LA(x)∣D=a(x)A0L_A(x)|_D=a(x)A_{0}. Under the fixed Hilbert-space identifications in Section 7, this positive part is conjugated by a fixed unitary and remains independent of xx. The coefficient above is therefore a measurable function of a(x)a(x). The restricted spanning identity from the previous subsection and closedness of L2(σ(a(x)))L^{2}(\sigma (a(x))) give

DA,r⊆L2(σ(a(x))). D_{A,r}\subseteq L^2(\sigma(a(x))).

Similarly, DB,r⊆L2(σ(b(y)))D_{B,r}\subseteq L^{2}(\sigma (b(y))). Only inclusion is needed here; equality has not been asserted.

9.3 Second use of spanning: every corner-cell DD function depends on h(z)h(z)

Use the restricted spanning identity in column rr. Its inputs lie in DA,rD_{A,r} and DB,rD_{B,r} and can therefore be written as f(a(x))f(a(x)) and g(b(y))g(b(y)), respectively, as L2L^{2} functions.

First take f,gf,g bounded. Given zz, the law of bb is still the fixed law ρ\rho, while a=h(z)ba=h(z)b. Hence

E[f(a)g(b)∣z]=∫Gf(h(z)u)g(u) dρ(u). \mathbb E[f(a)g(b)\mid z]=\int_{\mathcal G} f(h(z)u)g(u)\,\mathrm d\rho(u).

The right-hand side depends only on h(z)h(z) and thus belongs to L2(σ(h(z)))L^{2}(\sigma (h(z))).

If f(a)f(a) and g(b)g(b) are only in L2L^{2}, approximate them by bounded truncations in their own σ(a)\sigma (a) and σ(b)\sigma (b). The truncations need not remain in DD: their only purpose is to show that the limiting contraction is measurable with respect to σ(h)\sigma (h), and the restricted spanning assertion is not applied to the truncations themselves. The product marginal of xx and yy, together with (35), gives

∥Cz(f,g)−Cz(fn,gn)∥2≤∥f−fn∥2∥g∥2+∥fn∥2∥g−gn∥2⟶0. \begin{aligned}\|C_z(f,g)-C_z(f_n,g_n)\|_2&\le\|f-f_n\|_2\|g\|_2+\|f_n\|_2\|g-g_n\|_2\\&\longrightarrow0.\end{aligned}

The target space L2(σ(h))L^{2}(\sigma (h)) is closed, so every restricted contraction belongs to it. These contractions span DP,rD_{P,r}, proving DP,r⊆L2(σ(h(z)))D_{P,r}\subseteq L^{2}(\sigma (h(z))).

Combining this with the inclusion proved in Section 8 gives (34). Only now can the multiplicative structure be identified. By the permitted reorderings of row groups and column groups, any rectangular cell can be moved to the corner. Exact lines therefore span the intersection of the row-active and column-active spaces at every cell.

10. Quantifiers and common conull sets

Versions of the original probability kernels are first chosen on countable determining classes. Edge identities are first checked on countable dense pairs of vectors and extended to whole operators by contractivity. The product marginals justify each particular Fubini comparison and the choice of two independent parameter values. No uncountable intersection of exceptional sets for all bounded functions is required.

The choice of z0z_{0} in Lemma 4.6, the reference unitary identifications, and the common eigenbasis are all made with a typical EE fixed. The conclusion concerns only the active spaces and exact lines of the original conditional laws and is therefore intrinsic. Measurability of the intermediate choices in EE has not been established. Section 5 of R must construct measurable label families separately.