## December 20, 2019

### A Joyal-Type Proof Of The Number Of Nilpotents

#### Posted by Tom Leinster Let $V$ be a finite set. What’s the probability that a random endofunction of $V$ is eventually constant — that is, becomes constant after you iterate it enough times? It’s $1/\#V$. That’s basically Cayley’s tree formula, Joyal’s beautiful proof of which I showed you recently.

Now suppose that $V$ has the structure of a vector space. What’s the probability that a random linear operator on $V$ is eventually constant — or as one usually says, nilpotent? It’s still $1/\#V$. I recently showed you a proof of this using generating functions, but it gave no indication of why the answer is as simple as it is. There was some miraculous cancellation.

Today I’ll show you a much more direct proof of the probability of getting a nilpotent, or equivalently the number of nilpotents. The argument shadows Joyal’s proof of Cayley’s formula.

First let me explain what I just said about the probability of a random endofunction being eventually constant, and why the answer is essentially Cayley’s formula.

Let $V$ be a finite set. A function $T \from V \to V$ is eventually constant if $T^n$ is constant for some $n \geq 0$, or equivalently $T^n$ is constant for all $n \gg 0$, or equivalently $T$ has only one periodic point (which must then be a fixed point). An eventually constant function looks like this: Here I’ve drawn an arrow from $v$ to $T(v)$ for every $v \in V$, except when $v$ is the eventual constant value, which I’ve circled and coloured in pink. Actually, the arrows add no information, because they all flow in the direction towards the pink vertex. So we might as well remove them: What we have now is just a rooted tree with $V$ as its set of vertices. Cayley’s formula tells us how many unrooted trees there are with vertex-set $V$: there are $n^{n - 2}$ of them, where $n = \#V$. Hence there are $n^{n - 1}$ rooted trees, or equivalently $n^{n - 1}$ eventually constant endofunctions of $V$. But since there are $n^n$ endofunctions of $V$ in all, the probability that a randomly-selected endofunction is eventually constant is

$n^{n - 1}/n^n = 1/n = 1/\#V.$

That’s the situation for plain, unadorned sets. But this post is about vector spaces. Of course, when we’re dealing with vector spaces we only consider the linear endomorphisms, and by linearity, the eventually constant ones are exactly the nilpotents. So:

nilpotent operators are the linear analogue of rooted trees.

The root of the tree corresponds to the origin of the vector space. I’m going to show you a proof that a random linear operator on a finite vector space $V$ is eventually constant (nilpotent) with probability $1/\#V$.

First, though, let me mention a mystery, in the hope that someone can shed some light. You’ll have noticed from the beginning of the post that two probabilities are the same: for a finite vector space $V$, the probability of a random endomorphism being eventually constant isn’t affected by whether we’re consider all endofunctions or just the linear ones. In probabilistic notation,

P(eventually constant | linear) = P(eventually constant).

So the conditions “eventually constant” and “linear” on an endofunction are independent, in the sense of probability theory. I have no intuition for why this should be true. Does anyone else?

## Background linear algebra

For the proof, we’ll need a few linear algebra facts that are absolutely elementary and general, but not as well-known as they could be.

One way in which vector spaces are more complex than sets is that every subset of a set has just one complement, a subspace of a vector space has many. By a “complement” of a linear subspace $Y$ I mean what’s usually called a complementary subspace, that is, another subspace $X$ such that $X \cap Y = \{0\}$ and $X + Y$ is the whole space.

So, given a subspace $Y$ of $V$ and any two subspaces $X, W$ complementary to $Y$

$X \oplus Y = V = W \oplus Y$

— it may be that $X$ and $W$ are not equal. However, they are canonically isomorphic. Indeed, we have projection maps

$V = X \oplus Y \to X, \qquad V = W \oplus Y \to W$

both with kernel $Y$, so by the first isomorphism theorem, there’s a unique isomorphism $i: X \to W$ commuting with the projections: For a point $x$ of $X$, we can characterize $i(x)$ as the unique point of $W$ such that $i(x) - x \in Y$. So $i$ moves points in a direction parallel to $Y$.

Now here’s a crucial fact: for vector spaces $X$ and $Y$,

$Lin(X, Y) \cong \{$subspaces of $X \oplus Y$ complementary to $Y\}$.

This correspondence is given from left to right by the graph construction. That is, given a linear map $f: X \to Y$, we have its graph

$W_f = \{(x, y) \in X \oplus Y : y = f(x) \},$

which is a subspace of $X \oplus Y$ complementary to $Y$.

Conversely, given a subspace $W$ of $X \oplus Y$ complementary to $Y$, we have the canonical isomorphism $i: X \to W$ defined above — and as we noted, it gives a map $x \mapsto i(x) - x$ from $X$ to $Y$. All we’re doing here is reading a function off from its graph in the usual way. Starting from a point $x \in X$, you take the unique point $(x, y)$ on the graph ($W$) that’s above $x$, and then $y = f(x)$.

Aside From this correspondence we can easily work out how many complements any given subspace has, if we’re talking about finite-dimensional spaces over finite fields. Let $Y$ be a $k$-dimensional subspace of an $n$-dimensional space $V$ over a field with $q$ elements. Choose, arbitrarily, a complementary subspace $X$ of $Y$ in $V$. Then the fact just proved implies that there are the same number of complementary subspaces of $Y$ in $V$ as there are linear maps $X \to Y$. Since $dim X = n - k$, there are $q^{k(n - k)}$ such maps. Hence $Y$ has $q^{k(n - k)}$ complements.

This formula fits with the folklore idea that a vector space over the mythical field with one element is a set (or should I say pointed set?). For if we put $q = 1$ in the formula just established, we come to the conclusion that a subset of a set has exactly $1$ complement — which is indeed correct.

The next linear algebra fact we’ll need is this:

$endomorphism = nilpotent \oplus automorphism.$

That is, for any linear operator $T$ on a finite-dimensional vector space $V$ (over any field), there are unique subspaces $W$ and $Y$ of $V$ such that:

• $V = W \oplus Y$
• $T$ restricts to a nilpotent operator on $W$
• $T$ restricts to an automorphism of $Y$.

For today it doesn’t matter what $W$ and $Y$ actually are, but if you’re interested you can find the answer here or here: they’re the eventual kernel and eventual image, respectively.

Finally, it’s a fact that for any finite-dimensional vector space $Y$, there’s a (non-canonical) bijection

$Aut(Y) \cong \{$ordered bases of $Y\}$.

This is closely analogous to the fact that for a finite sets, the permutations are in bijection with the total orders. Both are proved using a torsor argument: we’ve got a group acting freely and transitively on a nonempty set, which implies that the group and set are in bijection.

Concretely, in this case, the proof goes like this. Choose an ordered basis $\mathbf{y} = (y_1, \ldots, y_k)$ of $Y$. For any automorphism $S$ of $Y$, we get a new ordered basis $S\mathbf{y} = (S(y_1), \ldots, S(y_k))$. And it’s easy to see that the assignment $S \mapsto S\mathbf{y}$ defines a bijection between automorphisms and ordered bases.

## Pre-proof throat-clearing

Let $V$ be a finite-dimensional vector space over any field. Write $Nil(V)$ and $End(V)$ for the set of nilpotent operators on $V$ and endomorphisms of (linear operators on) $V$. We’re going to show that there’s a bijection

$Nil(V) \times V \cong End(V).$

When the base field is finite, this immediately implies that the probability of a random linear operator on $V$ being nilpotent is $1/#V$. It also gives a formula for the number of nilpotents on $V$. For if $V$ is $n$-dimensional over a field with $q$ elements, there are $(q^n)^n = q^{n^2}$ linear operators on $V$, since to specify one we have to choose for each of $n$ basis elements one of the $q^n$ elements of $V$. Hence there are

$q^{n^2}/\#V = q^{n^2 - n} = q^{n(n - 1)}$

nilpotents on $V$.

The bijection is not canonical. We’re going to need to choose, for each linear subspace $Y$ of $V$:

• a complementary subspace $Y^\bot$
• a bijection between the ordered bases of $Y$ and the automorphisms of $Y$.

If we were working over $\mathbb{R}$ or $\mathbb{C}$ then we could choose the complementary subspaces by choosing an inner product on $V$ — but we’re probably not. In any case, it’s certainly true that every subspace has at least one complement, and we can just choose arbitrarily.

Aside The situation in Joyal’s proof of Cayley’s formula is very similar. There, to get a bijection between endomorphisms and vertebrates (bipointed trees), we have to choose for each subset $Y$ a bijection between the total orders on $Y$ and the permutations of $Y$. It’s unsurprising that we don’t also have to choose a complement of $Y$, since in the world of sets, subsets have a unique complement anyway!

Once these choices have been made, we get a bijection between $Nil(V) \times V$ and $End(V)$ as follows.

## The proof

Start with a pair $(T, y)$, consisting of a nilpotent $T$ on $V$ and an element $y$ of $V$: (I don’t want to clutter up this proof with further discussion of the analogy with Joyal’s proof of Cayley’s formula, but I’ve chosen the colours in these diagrams to match the ones in my presentation of Joyal’s proof. For full effect, you might want to open that post in another window and look at the two arguments side by side.)

Since $T$ is nilpotent, there’s a least $k \geq 0$ such that $T^k y = 0$. It’s easy to show that

$y, T y, T^2 y, \ldots, T^{k - 1}y$

are linearly independent, so they form a basis for the subspace $Y$ that they span. Here’s a picture with $k = 4$: (This picture shouldn’t be taken too seriously: I’ve drawn $Y$ as if it were one-dimensional, in which case there’s no way we can have $k = 4$.)

Let’s write $y_i = T^i y$: It looks as if we’ve thrown away $y$, but we haven’t: we recover it from the ordered basis $\mathbf{y} = (y_0, \ldots, y_{k - 1})$ as $y_0$ if $k \gt 0$, or as $0$ otherwise.

Now $T$ is completely determined on $Y$ by $\mathbf{y}$, since it’s given by $y_i \mapsto y_{i + 1}$ if $i \lt k - 1$, and by $y_{k - 1} \mapsto 0$. So given $Y$ and its ordered basis $\mathbf{y}$, to specify $T$ we only need to specify its restriction to $Y^\bot$. This restriction is a map $Y^\bot \to V = Y^\bot \oplus Y$, which in turn is determined by its two components

$T_{Y^\bot Y^\bot} : Y^\bot \to Y^\bot, \qquad T_{Y^\bot Y} : Y^\bot \to Y.$

So, our original pair $(T, y)$ is uniquely determined by the subspace $Y$, its ordered basis $\mathbf{y}$, and the linear maps $T_{Y^\bot Y^\bot}$ and $T_{Y^\bot Y}$. The original operator $T$ is nilpotent iff $T_{Y^\bot Y^\bot}$ is nilpotent, as you can easily check. (The background fact is this: given a linear operator $T$ on a direct sum $X \oplus Y$ such that $T Y \subseteq Y$, and writing $\begin{pmatrix} P &0 \\ R & S\end{pmatrix}$ for its block decomposition, $T$ is nilpotent iff $P$ and $S$ are nilpotent.) So what we’ve now got is data like this: We saw earlier that linear maps $Y^\bot \to Y$ correspond one-to-one with subspaces of $Y^\bot \oplus Y = V$ complementary to $Y$, via the graph construction. So we can equivalently replace $T_{Y^\bot Y}$ by a subspace $W$ of $V$ complementary to $Y$: On the other hand, we also saw that $Y^\bot$ and $W$ — both being subspaces of $V$ complementary to $Y$ — are canonically isomorphic. So we can equivalently replace the nilpotent operator $T_{Y^\bot Y^\bot}$ on $Y^\bot$ by a nilpotent operator $R$ on $W$: Next, ordered bases of $Y$ are in bijection with automorphisms of $Y$. (There’s no canonical bijection, but that’s OK: we chose one earlier.) So we can equivalently replace the ordered basis $\mathbf{y}$ by an automorphism $S$ of $\mathbf{y}$: So far we’ve shown that

pairs (nilpotent $T$ on $V$, element $y$ of $V$)

are in bijection with

quadruples (subspace $W$ of $V$, nilpotent $R$ on $W$, subspace $Y$ of $V$, automorphism $S$ of $Y$) with $W \oplus Y = V$.

But since every linear operator on $V$ decomposes uniquely as the direct sum of a nilpotent and an automorphism, such quadruples are in canonical bijection with linear operators on $V$: Hence pairs (nilpotent $T$ on $V$, element $y$ of $V$) are in bijection with endomorphisms of $V$:

$Nil(V) \times V \cong End(V),$

as required.

Posted at December 20, 2019 3:43 PM UTC

TrackBack URL for this Entry:   https://golem.ph.utexas.edu/cgi-bin/MT-3.0/dxy-tb.fcgi/3178

### Re: A Joyal-Type Proof Of The Number Of Nilpotents

Some historical comments: the theorem on the number of nilpotents on a finite vector space (or equivalently the probability that a random linear operator is nilpotent) was apparently first proved by Fine and Herstein:

Nathan Jacob Fine and Israel Nathan Herstein, The probability that a matrix be nilpotent. Illinois Journal of Mathematics 2 (1958), 499–504.

Their proof is surprisingly complicated and computational. By 2006, things were much more streamlined, as shown by this paper of Crabb:

Michael C. Crabb, Counting nilpotent endomorphisms. Finite Fields and Their Applications 12 (2006), 151–154.

Crabb gives a quick slick proof there, which I haven’t yet absorbed.

Posted by: Tom Leinster on December 20, 2019 10:35 PM | Permalink | Reply to this

### Re: A Joyal-Type Proof Of The Number Of Nilpotents

Here is a presentation of vector spaces and finite sets on the same footing, inspired by the paper of Crabb which Tom points out. Let $X$ be either a finite set or a vector space over a finite field, and consider either arbitrary or linear self maps of $X$. I’ll use the term “size” to refer to “cardinality” or “dimension”, accordingly.

Fix a maximal chain $F_{\bullet}$ of nonempty subobjects of $X$, where $F_i$ has size $i$.

Let $\phi : X \to X$. Here are two ways to define a decreasing chain of subobjects. First,  define $X_0 = X$ and $X_{k+1} = \phi(X_k)$. Second, define $Y_0 = X$ and $Y_{k+1} = \phi(F_{\mathrm{size}(Y_k)})$.

I claim that the probability that a particular chain $X = Z_0 \supseteq Z_1 \supseteq \cdots$ occurs as $X_{\bullet}$ or $Y_{\bullet}$ are equal. Let $\psi$ be an automorphism of $X$ with $\psi(F_{\mathrm{size}(Z_k)}) = Z_k$. We have $Z_{\bullet} = X_{\bullet}$ if and only if $\phi$ restricts to a surjection $Z_{k} \to Z_{k+1}$ for each $k$; we have $Z_{\bullet} = X_{\bullet}$ if and only if $\phi$ restricts to a surjection $F_{\mathrm{size}(Z_k)} \to Z_{k+1}$ for each $k$.  We see that $\phi$ obeys the first condition if and only if $\phi \circ \psi$ obeys the second.

By definition, $\phi$ is eventually constant/nilpotent if and only if $X_{\bullet}$ is eventually size zero/one. By the above, we can compute the probability that $Y_{\bullet}$ is eventually size zero/one.

I claim that the eventual size of $Y_{\bullet}$ is the minimal $k$ for which $\phi|_{F_{k+1}}$ is noninjective. Indeed, if $\phi|_{F_k}$ is injective, then it is easy to prove that $\phi(F_k) \subseteq Y_j$ for all $j$ so $Y_j$ has size at least $k$. However, if $\phi|_{F_k}$ is not injective, then it is easy to prove that the size of $Y_{\bullet}$ strictly decreases until it drops below $k$.

So, the probability that a random self map of $[n]$ is eventually constant is the same as the probability that a random map $ \to [n]$ is not injective, namely $1/n$.

And the probability that a random linear self map of $\mathbb{F}_q^n$ is eventually zero is the same as the probability that a random map $\mathbb{F}_q \to \mathbb{F}_q^n$ is not injective, namely $1/q^n$.

A few posts back, I remember someone saying that the eventual image of a self map of $[n]$ was of order $\sqrt{n}$ and wanting intuition for this. From this perspective, this is just the birthday paradox: Once $k \approx \sqrt{n}$, one expects a map $[k] \to [n]$ not to be injective.

Posted by: David Speyer on December 27, 2019 4:42 AM | Permalink | Reply to this

### Re: A Joyal-Type Proof Of The Number Of Nilpotents

The q-binomial coefficients are generated by a noncommutative version of the binomial theorem. That is: suppose $BA=qAB$. Then the coefficient of $A^i B^{n-i}$ in $(A+B)^n$ is the number of $i$-dimensional subspaces of an $n$-dimensional vector space over a field with q elements. Maybe this particular hare is running in the wrong direction, but it would be nice to see this noncommutativity used in a simple proof somehow.

Posted by: Gavin Wraith on December 21, 2019 1:27 PM | Permalink | Reply to this

### Re: A Joyal-Type Proof Of The Number Of Nilpotents

That’s maybe related to a part of the proof above that I find slightly dissatisfying.

Lemma: let $T$ be a linear operator on a direct sum of vector spaces $X \oplus Y$, with block decomposition $\begin{pmatrix} P&0\\R&S\end{pmatrix}$. (The $0$ in the top-right position means that $Y$ is $T$-invariant.) Then

$T$ is nilpotent $\iff$ $P$ and $S$ are nilpotent.

The lemma follows from the formula

$T^r = \begin{pmatrix} P^r &0\\ \sum_{i + j = r - 1} S^i R P^j&S^r \end{pmatrix},$

which is easily proved by induction. QED.

What I find dissatisfying is that it’s the only part of the proof that requires calculation. The rest of the proof, you could explain to a friend on a walk in the park, in such a way that they’d be completely convinced and wouldn’t have to take anything on trust.

At some point I did try breaking this calculation down into steps that were something like the fact you mention: e.g. if $A$ and $B$ are nilpotent and commute up to a scalar factor, then $A + B$ is nilpotent. In the case at hand, we’re taking $A = \begin{pmatrix} P&0\\0&0\end{pmatrix}$ and $B = \begin{pmatrix} 0&0\\R&0\end{pmatrix}$, etc. But that didn’t really help.

$q$-binomial coefficients and similar $q$-things appear in the other proof of the number of nilpotents that I wrote about a couple of weeks ago.

Posted by: Tom Leinster on December 21, 2019 2:31 PM | Permalink | Reply to this

### Re: A Joyal-Type Proof Of The Number Of Nilpotents

Is the only dissatisfying part having to compute the lower-left block? The diagonals of powers of a triangular matrix are well-known and can be worked out without matrix notation.

(With some abuse of notation) the block decomposition specifies that $\pi_X T \pi_Y = 0$, so that $\pi_X T = \pi_X T \pi_X = P$ $T \pi_Y = \pi_Y T \pi_Y = S$ This is enough to show $P^r = \pi_X T^r$, $S^r = T^r\pi_Y$. If $P^r=S^r=0$ then $T^{2r}=T^r(\pi_X + \pi_Y)T^r=0$.

Posted by: unekdoud on December 23, 2019 8:44 AM | Permalink | Reply to this

### Re: A Joyal-Type Proof Of The Number Of Nilpotents

Is the only dissatisfying part having to compute the lower-left block?

Yes, that’s what I meant. It’s not that the calculation is hard, just that it stretches the important criterion “you can convince someone while walking in the park”.

$\begin{pmatrix} P &0 \\ R &S \end{pmatrix}$

is nilpotent iff $P$ and $S$ are — is that we’re doing noncommutative algebra. So although “everyone” knows that over a commutative ring, a triangular matrix with 0s on the diagonal is nilpotent, and knowing that, it’s not hard to guess that over a commutative ring, a triangular matrix is nilpotent iff the diagonal entries are nilpotent, it’s maybe not so obvious that this is also true over noncommutative rings. At least, I don’t know how to explain it without simply doing the calculation — either in matrix notation or in the style you’ve done it.

All that said, I do like the way you’ve managed to avoid computing the lower-left entry. That’s nice! Thanks for that.

Posted by: Tom Leinster on December 23, 2019 4:19 PM | Permalink | Reply to this

Isn’t it just that if $X$ and $Y$ are the spaces giving the block decomposition then the $T$ sends $(x,y)$ to $(Px,y')$ for some $y'$ in $Y$. So if $P^n=0$ then the image of $T^n$ is contained in $Y$. But $T$ acts on $Y$ like $S$ so if $S^m=0$ then the $T^{n+m}$ acts as zero on $X\oplus Y$?

### Re: A Joyal-Type Proof Of The Number Of Nilpotents

Thanks, I think that’s the best way to put it. When I wrote it up I put something very similar as the proof of Lemma 2.3.

Posted by: Tom Leinster on January 8, 2020 4:53 PM | Permalink | Reply to this

### Re: A Joyal-Type Proof Of The Number Of Nilpotents

I’m curious how the refinements of the number of Cayley trees https://oeis.org/A141618 and (its further refinement) https://oeis.org/A248927 might play into your perspective. (The entry for the number of Cayley trees is https://oeis.org/A000272).

Posted by: Thomas C Copeland on December 22, 2019 2:42 PM | Permalink | Reply to this

### Re: A Joyal-Type Proof Of The Number Of Nilpotents

Thanks for the thought, but I’m having trouble understanding that first sequence you mention. E.g. what does it mean for a partial self-map of a finite set to be nilpotent? My guess: some iterate of the map is everywhere undefined. Is that right?

In any case, the proof in my post does establish a more refined result than I actually stated. It tells us that for a finite-dimensional vector space $V$ and an integer $k$, the pairs

$(T, y)$

where $T: V \to V$ is nilpotent and $y \in V$ has nilpotence degree $k$ are in bijection with the endomorphisms of $V$ whose eventual image has dimension $k$. By the “nilpotence degree” of an element $y \in V$ I mean the smallest $k$ such that $T^k y = 0$.

Posted by: Tom Leinster on December 22, 2019 6:45 PM | Permalink | Reply to this

### Re: A Joyal-Type Proof Of The Number Of Nilpotents

One reason I asked the question is that I can’t follow the arguments in the cited papers for that entry. Certainly, the entry is related to trees as is Lagrange inversion, but the nilpotent arguments in this case are unfamiliar to me. Was hoping you could point me towards enlightenment and/or add to the entry.

Posted by: Thomas C Copeland on December 22, 2019 8:23 PM | Permalink | Reply to this

### Re: A Joyal-Type Proof Of The Number Of Nilpotents

For Joyal’s proof, you only need to make one arbitrary choice: a total order on the full set. This gives you a total order on each subset, which gives the needed bijection between permutations and total orders on that subset.

I guess you can do a similar thing here. Fix an ordered basis $\mathbf v$ of $V$, and this gives you a canonical ordered basis for each subspace (namely the unique one which is in reduced echelon form when expanded in terms of $\mathbf v$). Once you have an ordered basis, you get the bijection between automorphisms and ordered bases. You can get complements easily enough too: given a subspace $Y$, you can always find a complement spanned by a subset of $\mathbf v$, so just take the lexicographically first subset that works.

This is complicated enough that just saying “pick all of these things in some unspecified way” is probably the way to go though.

Posted by: lambda on December 23, 2019 4:36 PM | Permalink | Reply to this

### Re: A Joyal-Type Proof Of The Number Of Nilpotents

Thanks, lambda, for setting that out. I ummed and ahhed about how to present the choice aspect.

A funny thing is that in the linear case, I figured out an algorithm producing a basis of any given subspace of $V$ from a basis of $V$ itself… but I didn’t realize that the algorithm was simply reduced echelon form!

Posted by: Tom Leinster on December 23, 2019 6:26 PM | Permalink | Reply to this

Post a New Comment