Preliminaries. Let ε∈{1,2}. By Two Noncommutative Laws with a Common Marginal: Standing Notation for Their Amalgamated Free Product §embeddings, Marginals of a Noncommutative Law: the Isometry of GNS Spaces, the Trace-Preserving Embedding of Tracial Algebras and the Conditional Expectation §homomorphism and Marginals of a Noncommutative Law: the Isometry of GNS Spaces, the Trace-Preserving Embedding of Tracial Algebras and the Conditional Expectation §expectation (for γ=γε), πε is linear with πε(I)=I, πε(ST)=πε(S)πε(T) and πε(T∗)=πε(T)∗, and Eε is linear with Eε(πε(S)cπε(T))=SEε(c)T and Eε(πε(T))=T for S,T∈N and c∈Aε. All sums, scalar multiples, products and adjoints formed below lie in Aε or N by The Tracial Algebra of a Noncommutative Law: a Norm-Closed Unital *-Algebra with a Faithful Positive Trace, Determined by Vacuum Vectors, Closed under Square Roots §star-algebra, and products of operators distribute over sums and commute with scalar multiples by Bounded Linear Maps between Complex Inner Product Spaces: the Least Bound, Operations, the Underlying Real Structure, Adjoints, Completeness and the Quadratic-Form Bound §operations. For c∈Aε and y∈N we record four consequences. (F1) Taking S=I or T=I: Eε(cπε(y))=Eε(c)y and Eε(πε(y)c)=yEε(c). (F2) Since πε and Eε are linear, (c+c′)∘=c∘+c′∘ and (λc)∘=λc∘ for c′∈Aε, λ∈C; and c=c∘+πε(Eε(c)) by definition of the centred part (The Formal Amalgamated Free Product over a Common Marginal: Alternating Tuples, the Free Vector Space, the Nested-Expectation Form and the Formal Actions §centred). (F3) πε(y)∘=πε(y)−πε(y)=0, in particular I∘=0 as I=πε(I); and a∘=a−πε(0)=a for a∈Aε∘. (F4) (cπε(y))∘=cπε(y)−πε(Eε(c)y)=cπε(y)−πε(Eε(c))πε(y)=c∘πε(y), by (F1). By The Formal Amalgamated Free Product over a Common Marginal: Alternating Tuples, the Free Vector Space, the Nested-Expectation Form and the Formal Actions §centred, b∘, πε(x)a and aπε(x) are centred for b∈Aε, a∈Aε∘, x∈N, and sums and scalar multiples of centred elements are centred since Eε is linear; this is why every tuple written below is an alternating tuple: each new entry below is a centred part c∘, a product π(y)a or aπ(y) with a centred, or a sum or scalar multiple of centred elements, and it stands in the position of an entry of the same algebra. We also use three general facts.
(P0) Vanishing on basis vectors. Let W be a complex vector space and D:F→W additive with D(cδu)=0 for all c∈C and u∈T. Then D=0. Indeed, D(0)=D(0+0)=D(0)+D(0) gives D(0)=0, which settles ξ with empty support, as then ξ=0. If suppξ has n∈N elements and the claim holds for supports with n−1 elements, pick u∈suppξ and let ξ′=ξ+(−ξ(u))δu (operations of The Formal Amalgamated Free Product over a Common Marginal: Alternating Tuples, the Free Vector Space, the Nested-Expectation Form and the Formal Actions §space); then ξ′(u)=0 and ξ′(s)=ξ(s) for s=u, so suppξ′=suppξ∖{u} has n−1 elements, ξ=ξ′+ξ(u)δu, and Dξ=Dξ′+D(ξ(u)δu)=0. In particular two linear maps F→W that agree on every δu are equal (apply (P0) to their difference).
(P1) The canonical map. By The Amalgamated Free Product Space of Two Noncommutative Laws over a Common Marginal, Its Vacuum Vector and Vacuum State §space, H is a complex Hilbert space whose inner product is the pairing of the completion and J is its canonical map, so by The Complex Hilbert Completion is a Complex Hilbert Space Containing a Dense Isometric Image, and Bounded Complex-Linear Maps Extend to It §isometry J is complex-linear and ⟨Jξ,Jη⟩H=h(ξ,η) for ξ,η∈F. Hence ∥Jξ∥H2=h(ξ,ξ) by definition of the induced norm, and Jζ=0 if h(ζ,ζ)=0, by definiteness (claim 4 of Elementary Properties of a Complex Inner Product).
(P2) Comparison. If ξ,η∈F satisfy h(δσ,ξ)=h(δσ,η) for every σ∈T, then Jξ=Jη. Indeed, let ζ=ξ+(−1)η; by the linearity of h in its second argument (The Formal Amalgamated Free Product: the Free Vector Space, Positivity of the Nested-Expectation Form, and Linearity and Formal Adjoints of the Actions §form), h(δσ,ζ)=0 for every σ. The map D(χ)=h(χ,ζ) is additive and satisfies D(cχ)=cD(χ), because h(χ,ζ)=h(ζ,χ) and h(ζ,⋅) is linear (The Formal Amalgamated Free Product: the Free Vector Space, Positivity of the Nested-Expectation Form, and Linearity and Formal Adjoints of the Actions §form); so D(cδσ)=0 for all c,σ, and D=0 by (P0). Thus h(ζ,ζ)=0, Jζ=0 by (P1), and Jξ=Jη since J is linear. We shall use (P2) with ξ,η sums of vectors δτ, computing h(δσ,δτ)=h0(σ,τ) by The Formal Amalgamated Free Product: the Free Vector Space, Positivity of the Nested-Expectation Form, and Linearity and Formal Adjoints of the Actions §form and expanding by linearity in the second argument. Recall from The Formal Amalgamated Free Product over a Common Marginal: Alternating Tuples, the Free Vector Space, the Nested-Expectation Form and the Formal Actions §form that h0(σ,(k,t))=0 unless σ=(k,s) with s of the same length and type as t, and then h0(σ,(k,t))=τμ(Xk(s,t)); τμ is linear by The Tracial Algebra of a Noncommutative Law: a Norm-Closed Unital *-Algebra with a Faithful Positive Trace, Determined by Vacuum Vectors, Closed under Square Roots §trace.
Claim 1 (Multilinearity). For x,y∈N, c∈C and σ∈T: if σ=(0,z) then h0(σ,(0,x+y))=τμ(z∗x)+τμ(z∗y) and h0(σ,(0,cx))=cτμ(z∗x) by linearity of τμ, and for every other σ all these pairings vanish. So h(δσ,δx+yN)=h(δσ,δxN+δyN) and h(δσ,δcxN)=h(δσ,cδxN) for every σ, and (P2) with the linearity of J gives ΞN(x+y)=ΞN(x)+ΞN(y) and ΞN(cx)=cΞN(x).
For the tuple vectors, let t=(a1,…,ak), let t′ be t with aj replaced by aj′, t′′ the same with aj+aj′, and tc the same with caj. Let s=(d1,…,dk) have the same type. We show by induction on i∈[k] that Xi(s,t′′)=Xi(s,t)=Xi(s,t′) and Xi(s,tc)=Xi(s,t) for i<j, and Xi(s,t′′)=Xi(s,t)+Xi(s,t′) and Xi(s,tc)=cXi(s,t) for i≥j (The Formal Amalgamated Free Product over a Common Marginal: Alternating Tuples, the Free Vector Space, the Nested-Expectation Form and the Formal Actions §nested). For i<j the recursion for Xi involves only entries with index at most i, which coincide in the four tuples, and previous terms which coincide by induction. For i=j the entry aj+aj′ (resp. caj) enters linearly: Xj(s,t′′)=Eej(dj∗P(aj+aj′))=Eej(dj∗Paj)+Eej(dj∗Paj′), where P=I if j=1 and P=πej(Xj−1(s,t)) otherwise, which is common to the tuples; likewise for tc. For i>j, Xi(s,t′′)=Eei(di∗πei(Xi−1(s,t)+Xi−1(s,t′))ai)=Xi(s,t)+Xi(s,t′) by linearity of πei and Eei, and likewise Xi(s,tc)=cXi(s,t). With i=k and linearity of τμ, h0(σ,(k,t′′))=h0(σ,(k,t))+h0(σ,(k,t′)) and h0(σ,(k,tc))=ch0(σ,(k,t)) for σ=(k,s) with s of the type of t, and all these pairings vanish for every other σ, since t,t′,t′′,tc share length and type. Hence h(δσ,δt′′)=h(δσ,δt+δt′) and h(δσ,δtc)=h(δσ,cδt) for all σ, and (P2) and linearity of J give the two identities. Finally, if aj=0 then aj=0⋅aj, so Ξ(a1,…,ak)=0⋅Ξ(a1,…,ak)=0; in the same way ΞN(0)=0.
Claim 2 (Balance over N). Let t=(a1,…,ak), j<k, x∈N, let t′ be t with aj replaced by ajπej(x) and t′′ be t with aj+1 replaced by πej+1(x)aj+1; both are alternating of the type of t. Let s=(d1,…,dk) have this type. For i<j, Xi(s,t′)=Xi(s,t′′)=Xi(s,t) as in Claim 1. With P as in Claim 1, (F1) gives Xj(s,t′)=Eej(dj∗Pajπej(x))=Xj(s,t)x, while Xj(s,t′′)=Xj(s,t). Then, πej+1 being multiplicative,
Xj+1(s,t′)=Eej+1(dj+1∗πej+1(Xj(s,t)x)aj+1)=Eej+1(dj+1∗πej+1(Xj(s,t))πej+1(x)aj+1)=Xj+1(s,t′′),
and for i>j+1 the recursions for t′ and t′′ use the same entries and, by induction, equal previous terms, so Xk(s,t′)=Xk(s,t′′). Hence h0(σ,(k,t′))=h0(σ,(k,t′′)) for all σ∈T (both vanish unless σ=(k,s) as above), and (P2) gives Ξ(t′)=Ξ(t′′).
Claim 3 (Relations). For each identity, both sides are linear maps F→H of ξ, as composites, sums and scalar multiples of the linear maps J (P1) and ℓε(⋅) (The Formal Amalgamated Free Product: the Free Vector Space, Positivity of the Nested-Expectation Form, and Linearity and Formal Adjoints of the Actions §actions); so by (P0) it suffices to take ξ=δu, u∈T. By The Formal Amalgamated Free Product: the Free Vector Space, Positivity of the Nested-Expectation Form, and Linearity and Formal Adjoints of the Actions §actions, ℓε(b)δu=ρε,b(u), and Jρε,b(u) is the sum of the two vectors Ξ(⋅) or ΞN(⋅) (The Amalgamated Free Product Space of Two Noncommutative Laws over a Common Marginal, Its Vacuum Vector and Vacuum State §vectors) of the two labels in The Formal Amalgamated Free Product over a Common Marginal: Alternating Tuples, the Free Vector Space, the Nested-Expectation Form and the Formal Actions §actions, as J is linear. We write π=πε, E=Eε, ρb=ρε,b, and let t=(a1,…,ak) denote a tuple of type (e1,…,ek).
Linearity in b. In each case (a), (b), (c) of The Formal Amalgamated Free Product over a Common Marginal: Alternating Tuples, the Free Vector Space, the Nested-Expectation Form and the Formal Actions §actions the two labels of ρb(u) depend on b through one entry each, namely (bπ(x))∘ and E(bπ(x)); b∘ and πe1(E(b))a1; (ba1)∘ and πe2(E(ba1))a2 (or E(ba1) if k=1). By (F2) and the linearity of E and πe1, πe2, each of these entries for b+b′ (resp. cb) is the sum of the entries for b and b′ (resp. c times the entry for b). Claim 1 applied in that entry, and rearranging the four resulting vectors, gives Jρb+b′(u)=Jρb(u)+Jρb′(u) and Jρcb(u)=cJρb(u).
Unit. For u=(0,x): Iπ(x)=π(x), π(x)∘=0 (F3) and E(π(x))=x, so JρI(u)=Ξ((ε,0))+ΞN(x)=ΞN(x)=Jδu by Claim 1, where Ξ((ε,0)) denotes the vector of the one-entry tuple ((ε,0)). For u=(k,t) with e1=εˉ: I∘=0 (F3) and πe1(E(I))a1=πe1(I)a1=a1, so JρI(u)=Ξ(0,a1,…,ak)+Ξ(t)=Ξ(t) by Claim 1. For u=(k,t) with e1=ε: (Ia1)∘=a1 (F3) and E(a1)=0, so JρI(u) is Ξ(t)+Ξ(πe2(0)a2,a3,…,ak)=Ξ(t)+Ξ(0,a3,…,ak)=Ξ(t) if k≥2 and Ξ(t)+ΞN(0)=Ξ(t) if k=1, by Claim 1.
Amalgamation. Let x∈N and bε=πε(x), so bε∘=0 by (F3) and Eε(bε)=x by Marginals of a Noncommutative Law: the Isometry of GNS Spaces, the Trace-Preserving Embedding of Tracial Algebras and the Conditional Expectation §expectation. For u=(0,y) and either ε: bεπε(y)=πε(xy), so Jρε,bε(u)=Ξ((ε,0))+ΞN(xy)=ΞN(xy) by (F3) and Claim 1; the two sides agree. For u=(k,t) with e1=ε (so e2=εˉ if k≥2): the action of bε is case (c); πε(x)a1 is centred, so (πε(x)a1)∘=πε(x)a1 (F3) and Eε(πε(x)a1)=xEε(a1)=0 (F1); by Claim 1, Jρε,bε(u)=Ξ(πε(x)a1,a2,…,ak)+Ξ(0,a3,…,ak) if k≥2, and Ξ(πε(x)a1)+ΞN(0) if k=1, which in both cases equals Ξ(πε(x)a1,a2,…,ak). The action of bεˉ is case (b), with εˉ in the role of ε: Jρεˉ,bεˉ(u)=Ξ(0,a1,…,ak)+Ξ(πε(x)a1,a2,…,ak), the same vector by Claim 1. Thus Jℓ1(π1(x))δu=Jℓ2(π2(x))δu for every u.
Multiplicativity. Let b,b′∈Aε and write ρb′(u)=δv+δw as in The Formal Amalgamated Free Product over a Common Marginal: Alternating Tuples, the Free Vector Space, the Nested-Expectation Form and the Formal Actions §actions; by linearity of ℓε(b) and The Formal Amalgamated Free Product: the Free Vector Space, Positivity of the Nested-Expectation Form, and Linearity and Formal Adjoints of the Actions §actions, Jℓε(b)ℓε(b′)δu=Jρb(v)+Jρb(w), which we compare with Jρbb′(u).
Case u=(0,x), or u=(1,t) with e1=ε. Let g=π(x), resp. g=a1, and f=(b′g)∘, y=E(b′g); then v is the one-entry tuple ((ε,f)) and w=(0,y), and b′g=f+π(y) (F2). By cases (c) with k=1 and (a), Jρb(v)+Jρb(w)=Ξ((bf)∘)+ΞN(E(bf))+Ξ((bπ(y))∘)+ΞN(E(bπ(y))), while Jρbb′(u)=Ξ((bb′g)∘)+ΞN(E(bb′g)) in both cases. Since bb′g=bf+bπ(y), (F2) and linearity of E give (bb′g)∘=(bf)∘+(bπ(y))∘ and E(bb′g)=E(bf)+E(bπ(y)), and Claim 1 gives equality.
Case u=(k,t) with e1=εˉ. Here v=(b′∘,a1,…,ak), of type (ε,e1,…,ek) and length k+1≥2, and w=(πe1(E(b′))a1,a2,…,ak). Case (c) for v and case (b) for w give
Jρb(v)+Jρb(w)=Ξ((bb′∘)∘,a1,…,ak)+Ξ(πe1(E(bb′∘))a1,a2,…,ak)+Ξ(b∘,πe1(E(b′))a1,a2,…,ak)+Ξ(πe1(E(b))πe1(E(b′))a1,a2,…,ak),
and Jρbb′(u)=Ξ((bb′)∘,a1,…,ak)+Ξ(πe1(E(bb′))a1,a2,…,ak). By (F2), bb′=bb′∘+bπ(E(b′)), so by (F2), (F4) and (F1), (bb′)∘=(bb′∘)∘+b∘π(E(b′)) and E(bb′)=E(bb′∘)+E(b)E(b′), whence πe1(E(bb′))a1=πe1(E(bb′∘))a1+πe1(E(b))πe1(E(b′))a1. Claim 1 in the first entry splits the first vector of Jρbb′(u) into Ξ((bb′∘)∘,a1,…,ak)+Ξ(b∘π(E(b′)),a1,…,ak), and Claim 2 (with j=1<k+1) turns the latter into Ξ(b∘,πe1(E(b′))a1,a2,…,ak); Claim 1 in the first entry splits the second vector into the second and fourth vectors above. So the two sides agree.
Case u=(k,t) with e1=ε and k≥2. Let f=(b′a1)∘ and y=E(b′a1), so b′a1=f+π(y) (F2). Here v=(f,a2,…,ak), of length k≥2 starting with ε, and w=(πe2(y)a2,a3,…,ak), of length k−1 starting with e2=εˉ. Case (c) for v and case (b) for w give
Jρb(v)+Jρb(w)=Ξ((bf)∘,a2,…,ak)+Ξ(πe2(E(bf))a2,a3,…,ak)+Ξ(b∘,πe2(y)a2,a3,…,ak)+Ξ(πe2(E(b))πe2(y)a2,a3,…,ak),
and Jρbb′(u)=Ξ((bb′a1)∘,a2,…,ak)+Ξ(πe2(E(bb′a1))a2,a3,…,ak). As bb′a1=bf+bπ(y), (F2), (F4) and (F1) give (bb′a1)∘=(bf)∘+b∘π(y) and E(bb′a1)=E(bf)+E(b)y. Exactly as in the previous case, Claim 1 in the first entry and Claim 2 (with j=1<k) identify the two sides.
Claim 4 (Bound). Let b∈Aε and β=∥b∥op. Since Aε is the tracial algebra of γε∈Σmε (Two Noncommutative Laws with a Common Marginal: Standing Notation for Their Amalgamated Free Product §data, Two Noncommutative Laws with a Common Marginal: Standing Notation for Their Amalgamated Free Product §algebras), The Tracial Algebra of a Noncommutative Law: a Norm-Closed Unital *-Algebra with a Faithful Positive Trace, Determined by Vacuum Vectors, Closed under Square Roots §positivity gives T=β2I−b∗b≥0, where T∈Aε by The Tracial Algebra of a Noncommutative Law: a Norm-Closed Unital *-Algebra with a Faithful Positive Trace, Determined by Vacuum Vectors, Closed under Square Roots §star-algebra, and then q∈Aε with q≥0 and qq=T. As q≥0, q is self-adjoint (Complex Hilbert Spaces and Bounded Linear Maps: Standing Notation §maps), hence an adjoint of itself (Bounded Linear Maps between Complex Inner Product Spaces: the Least Bound, Operations, the Underlying Real Structure, Adjoints, Completeness and the Quadratic-Form Bound §adjoint-calculus), so q∗=q by Bounded Linear Maps between Complex Inner Product Spaces: the Least Bound, Operations, the Underlying Real Structure, Adjoints, Completeness and the Quadratic-Form Bound §adjoint-unique and q∗q=T. For d∈Aε and ξ∈F, (P1), the adjoint relation of The Formal Amalgamated Free Product: the Free Vector Space, Positivity of the Nested-Expectation Form, and Linearity and Formal Adjoints of the Actions §actions and multiplicativity in Claim 3 give
∥Jℓε(d)ξ∥H2=h(ℓε(d)ξ,ℓε(d)ξ)=h(ξ,ℓε(d∗)ℓε(d)ξ)=⟨Jξ,Jℓε(d∗)ℓε(d)ξ⟩H=⟨Jξ,Jℓε(d∗d)ξ⟩H.
Taking d=q and using linearity in b and the unit relation of Claim 3, Jℓε(T)ξ=β2Jξ−Jℓε(b∗b)ξ, so, taking also d=b,
0≤∥Jℓε(q)ξ∥H2=β2⟨Jξ,Jξ⟩H−⟨Jξ,Jℓε(b∗b)ξ⟩H=β2∥Jξ∥H2−∥Jℓε(b)ξ∥H2.
Thus ∥Jℓε(b)ξ∥H2≤(β∥Jξ∥H)2; both ∥Jℓε(b)ξ∥H and β∥Jξ∥H are nonnegative reals (β≥0 as β is a bound, Bounded Linear Maps between Complex Inner Product Spaces: the Least Bound, Operations, the Underlying Real Structure, Adjoints, Completeness and the Quadratic-Form Bound §least-bound and Bounded Linear Maps between Complex Normed Spaces and the Operator Norm §bounded), so claim 2 of Monotonicity of Squaring on the Nonnegative Elements of an Ordered Field gives ∥Jℓε(b)ξ∥H≤β∥Jξ∥H.
Claim 5 (Actions). Let b∈Aε, β=∥b∥op, and Tb:F→H, Tbξ=Jℓε(b)ξ. Then Tb is complex-linear, being a composite of linear maps, and ∥Tbξ∥H2≤β2∥Jξ∥H2=β2h(ξ,ξ) by Claim 4 and (P1). By The Complex Hilbert Completion is a Complex Hilbert Space Containing a Dense Isometric Image, and Bounded Complex-Linear Maps Extend to It §extension-linear with V=F, the form h, K=H and C=β (the completion being H and Jh=J by The Amalgamated Free Product Space of Two Noncommutative Laws over a Common Marginal, Its Vacuum Vector and Vacuum State §space), there is exactly one continuous map Λε(b):H→H with Λε(b)Jξ=Jℓε(b)ξ for every ξ∈F, and it belongs to L(H) with bound β; hence ∥Λε(b)∥op≤β by Bounded Linear Maps between Complex Inner Product Spaces: the Least Bound, Operations, the Underlying Real Structure, Adjoints, Completeness and the Quadratic-Form Bound §least-bound. For uniqueness within L(H), let S∈L(H) satisfy SJξ=Jℓε(b)ξ for every ξ. For w,w′∈H, linearity of S and the fact that ∥S∥op is a bound for S (Bounded Linear Maps between Complex Inner Product Spaces: the Least Bound, Operations, the Underlying Real Structure, Adjoints, Completeness and the Quadratic-Form Bound §least-bound) give ∥Sw−Sw′∥H=∥S(w−w′)∥H≤∥S∥op∥w−w′∥H. The metric of H is (w,w′)↦∥w−w′∥H (Complex Hilbert Spaces and Bounded Linear Maps: Standing Notation §spaces, claim 3 of The Induced Norm is a Norm, and Induces a Metric), so S is Lipschitz with constant ∥S∥op and therefore continuous by A Lipschitz Map is Uniformly Continuous. By the uniqueness in The Complex Hilbert Completion is a Complex Hilbert Space Containing a Dense Isometric Image, and Bounded Complex-Linear Maps Extend to It §extension-linear, S=Λε(b).