Löwner's Theorem in several variables

Abstract

In this paper we establish a multivariable non-commutative generalization of Löwner's classical theorem from 1934 characterizing operator monotone functions as real functions admitting analytic continuation mapping the upper complex half-plane into itself. The non-commutative several variable theorem proved here characterizes several variable operator monotone functions, not assumed to be free analytic or even continuous, as free functions that admit free analytic continuation mapping the upper operator poly-halfspace into the upper operator halfspace over an arbitrary Hilbert space. We establish a new abstract integral formula for them using non-commutative topology, matrix convexity and LMIs. The formula represents operator monotone and operator concave free functions as a conditional expectation of a Schur complement of a linear matrix pencil on a tensor product operator algebra. This formula is new even in the one variable case. The results can be applied to any of the various multivariable operator means that has been constructed in the last three decades or so, including the Karcher mean. Thus we obtain an explicit, closed formula for these operator means of several positive operators.