Non-commutative conditional expectation explained
In mathematics, non-commutative conditional expectation is a generalization of the notion of conditional expectation in classical probability. The space of essentially bounded measurable functions on a
-finite measure space
is the canonical example of a
commutative von Neumann algebra. For this reason, the theory of von Neumann algebras is sometimes referred to as noncommutative measure theory. The intimate connections of
probability theory with measure theory suggest that one may be able to extend the classical ideas in probability to a noncommutative setting by studying those ideas on general von Neumann algebras.
For von Neumann algebras with a faithful normal tracial state, for example finite von Neumann algebras, the notion of conditional expectation is especially useful.
Formal definition
Let
be von Neumann algebras (
and
may be general
C*-algebras as well), a positive, linear mapping
of
onto
is said to be a
conditional expectation (of
onto
) when
and
if
and
.
Applications
Sakai's theorem
Let
be a C*-subalgebra of the C*-algebra
an idempotent linear mapping of
onto
such that
acting on
the universal representation of
. Then
extends uniquely to an ultraweakly continuous idempotent linear mapping
of
, the weak-operator closure of
, onto
, the weak-operator closure of
.
In the above setting, a result[1] first proved by Tomiyama may be formulated in the following manner.
Theorem. Let
ak{A},l{B},\varphi,\varphi0
be as described above. Then
is a conditional expectation from
onto
and
is a conditional expectation from
onto
.
With the aid of Tomiyama's theorem an elegant proof of Sakai's result on the characterization of those C*-algebras that are *-isomorphic to von Neumann algebras may be given.
References
- Kadison, R. V., Non-commutative Conditional Expectations and their Applications, Contemporary Mathematics, Vol. 365 (2004), pp. 143–179.
Notes and References
- Tomiyama J., On the projection of norm one in W*-algebras, Proc. Japan Acad. (33) (1957), Theorem 1, Pg. 608