In this paper, we develop the theory of bi-freeness in an amalgamated setting. We construct the operator-valued bi-free cumulant functions, and show that the vanishing of mixed cumulants is necessary and sufficient for bi-free independence. Further, we develop a multiplicative convolution for operator-valued random variables and explore ways to construct bi-free pairs of B-faces.Comment: 35 page

Abstract. We demonstrate that the notions of bi-free independence and combinatorialbi-free independence of two-faced families are equivalent using a diagrammatic view of bi-non-crossing partitions. These diagrams produce an operator model on a Fock space suitable for representing any two-faced family of non-commutative random variables. Furthermore, using a Kreweras complement on bi-non-crossing partitions we establish the expected formulas for the multiplicative convolution of a bi-free pair of two-faced families.

In this paper, we extend the notion of microstate free entropy to the bi-free setting. In particular, using the bi-free analogue of random matrices, microstate bi-free entropy is defined. Properties essential to an entropy theory are developed, such as the behaviour of the entropy when transformations on the left variables or on the right variables are performed. In addition, the microstate bi-free entropy is demonstrated to be additive over bi-free collections provided additional regularity assumptions are included and is computed for all bi-free central limit distributions. Moreover, an orbital version of bi-free entropy is examined, which provides a tighter upper bound for the subadditivity of microstate bi-free entropy and provides an alternate characterization of bi-freeness in certain settings.

We show that the spectral measure of any non-constant non-commutative polynomial evaluated at a non-commutative n-tuple cannot have atoms if the free entropy dimension of that n-tuple is n (see also work of Mai, Speicher, and Weber). Under stronger assumptions on the n-tuple, we prove that the spectral measure of any non-constant non-commutative polynomial function is not singular, and measures of intervals surrounding any point may not decay slower than polynomially as a function of the interval's length.

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