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Non-commutative conditional expectation

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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.
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For von Neumann algebras with a faithful normal tracial state, for example finite von Neumann algebras, the notion of conditional expectation is especially useful.
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on the characterization of those C*-algebras that are *-isomorphic to von Neumann algebras may be given.
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In the above setting, a result first proved by Tomiyama may be formulated in the following manner.
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extends uniquely to an ultraweakly continuous idempotent linear mapping
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Non-commutative Conditional Expectations and their Applications
1252:, Contemporary Mathematics, Vol. 365 (2004), pp. 143–179. 15: 134:. The space of essentially bounded measurable functions on a 1190: 1109: 1014: 971: 941: 790: 717: 632: 595: 565: 396: 372: 344: 320: 272: 248: 224: 214: 1208:
With the aid of Tomiyama's theorem an elegant proof of
232:{\displaystyle {\mathcal {R}}\subseteq {\mathcal {S}}} 1187: 1163: 1136: 1105: 1074: 1054: 1001: 968: 937: 913: 882: 862: 835: 811: 787: 738: 714: 690: 653: 629: 586: 536: 523:{\displaystyle \Phi (R_{1}SR_{2})=R_{1}\Phi (S)R_{2}} 452: 417: 393: 369: 341: 317: 297: 269: 245: 211: 160: 140: 1232:, Proc. Japan Acad. (33) (1957), Theorem 1, Pg. 608 46:. Unsourced material may be challenged and removed. 1197: 1173: 1149: 1122: 1091: 1060: 1040: 978: 954: 923: 899: 868: 848: 821: 797: 774:{\displaystyle \|\varphi _{0}\|=1,{\mathfrak {A}}} 773: 724: 700: 676: 639: 602: 572: 522: 438: 403: 379: 351: 327: 303: 279: 255: 231: 178: 146: 573:{\displaystyle R_{1},R_{2}\in {\mathcal {R}}} 8: 1230:On the projection of norm one in W*-algebras 752: 739: 677:{\displaystyle {\mathfrak {A}},\varphi _{0}} 1189: 1188: 1186: 1165: 1164: 1162: 1141: 1135: 1114: 1108: 1107: 1104: 1083: 1077: 1076: 1073: 1053: 1032: 1013: 1012: 1003: 1002: 1000: 970: 969: 967: 946: 940: 939: 936: 915: 914: 912: 891: 885: 884: 881: 861: 840: 834: 813: 812: 810: 789: 788: 786: 765: 764: 746: 737: 716: 715: 713: 692: 691: 689: 668: 655: 654: 652: 631: 630: 628: 594: 593: 585: 564: 563: 554: 541: 535: 514: 492: 476: 463: 451: 416: 395: 394: 392: 371: 370: 368: 343: 342: 340: 319: 318: 316: 296: 271: 270: 268: 247: 246: 244: 223: 222: 213: 212: 210: 159: 139: 106:Learn how and when to remove this message 55:"Non-commutative conditional expectation" 1221: 124:non-commutative conditional expectation 647:be a C*-subalgebra of the C*-algebra 291:as well), a positive, linear mapping 126:is a generalization of the notion of 7: 44:adding citations to reliable sources 1166: 1092:{\displaystyle {\mathfrak {A}}^{-}} 1078: 1004: 916: 900:{\displaystyle {\mathfrak {A}}^{-}} 886: 814: 766: 693: 656: 603:{\displaystyle S\in {\mathcal {S}}} 1157:is a conditional expectation from 1123:{\displaystyle {\mathcal {B}}^{-}} 1068:is a conditional expectation from 955:{\displaystyle {\mathcal {B}}^{-}} 498: 453: 418: 298: 14: 805:the universal representation of 684:an idempotent linear mapping of 20: 1174:{\displaystyle {\mathfrak {A}}} 962:, the weak-operator closure of 924:{\displaystyle {\mathfrak {A}}} 907:, the weak-operator closure of 822:{\displaystyle {\mathfrak {A}}} 701:{\displaystyle {\mathfrak {A}}} 188:commutative von Neumann algebra 31:needs additional citations for 1198:{\displaystyle {\mathcal {B}}} 979:{\displaystyle {\mathcal {B}}} 798:{\displaystyle {\mathcal {H}}} 725:{\displaystyle {\mathcal {B}}} 640:{\displaystyle {\mathcal {B}}} 507: 501: 482: 456: 427: 421: 404:{\displaystyle {\mathcal {R}}} 380:{\displaystyle {\mathcal {S}}} 352:{\displaystyle {\mathcal {R}}} 328:{\displaystyle {\mathcal {S}}} 280:{\displaystyle {\mathcal {R}}} 256:{\displaystyle {\mathcal {S}}} 186:is the canonical example of a 173: 161: 1: 1150:{\displaystyle \varphi _{0}} 1048:be as described above. Then 849:{\displaystyle \varphi _{0}} 1282: 439:{\displaystyle \Phi (I)=I} 239:be von Neumann algebras ( 1061:{\displaystyle \varphi } 869:{\displaystyle \varphi } 179:{\displaystyle (X,\mu )} 1266:Conditional probability 618: 361:conditional expectation 147:{\displaystyle \sigma } 128:conditional expectation 1199: 1175: 1151: 1124: 1093: 1062: 1042: 980: 956: 925: 901: 870: 850: 823: 799: 775: 726: 702: 678: 641: 604: 574: 524: 440: 405: 381: 353: 329: 305: 281: 257: 233: 180: 154:-finite measure space 148: 1200: 1176: 1152: 1125: 1094: 1063: 1043: 981: 957: 926: 902: 871: 851: 824: 800: 776: 727: 703: 679: 642: 605: 575: 525: 441: 406: 382: 354: 330: 306: 304:{\displaystyle \Phi } 282: 258: 234: 181: 149: 1185: 1161: 1134: 1103: 1072: 1052: 999: 966: 935: 911: 880: 860: 833: 809: 785: 736: 712: 688: 651: 627: 584: 534: 450: 415: 391: 367: 339: 315: 295: 267: 243: 209: 158: 138: 40:improve this article 1195: 1171: 1147: 1120: 1089: 1058: 1038: 976: 952: 921: 897: 866: 846: 819: 795: 771: 722: 698: 674: 637: 600: 570: 520: 436: 401: 377: 349: 325: 301: 277: 253: 229: 192:probability theory 176: 144: 201:Formal definition 116: 115: 108: 90: 1273: 1233: 1226: 1204: 1202: 1201: 1196: 1194: 1193: 1180: 1178: 1177: 1172: 1170: 1169: 1156: 1154: 1153: 1148: 1146: 1145: 1129: 1127: 1126: 1121: 1119: 1118: 1113: 1112: 1098: 1096: 1095: 1090: 1088: 1087: 1082: 1081: 1067: 1065: 1064: 1059: 1047: 1045: 1044: 1039: 1037: 1036: 1018: 1017: 1008: 1007: 985: 983: 982: 977: 975: 974: 961: 959: 958: 953: 951: 950: 945: 944: 930: 928: 927: 922: 920: 919: 906: 904: 903: 898: 896: 895: 890: 889: 875: 873: 872: 867: 855: 853: 852: 847: 845: 844: 828: 826: 825: 820: 818: 817: 804: 802: 801: 796: 794: 793: 780: 778: 777: 772: 770: 769: 751: 750: 731: 729: 728: 723: 721: 720: 707: 705: 704: 699: 697: 696: 683: 681: 680: 675: 673: 672: 660: 659: 646: 644: 643: 638: 636: 635: 609: 607: 606: 601: 599: 598: 579: 577: 576: 571: 569: 568: 559: 558: 546: 545: 529: 527: 526: 521: 519: 518: 497: 496: 481: 480: 468: 467: 445: 443: 442: 437: 410: 408: 407: 402: 400: 399: 386: 384: 383: 378: 376: 375: 359:is said to be a 358: 356: 355: 350: 348: 347: 334: 332: 331: 326: 324: 323: 310: 308: 307: 302: 286: 284: 283: 278: 276: 275: 262: 260: 259: 254: 252: 251: 238: 236: 235: 230: 228: 227: 218: 217: 185: 183: 182: 177: 153: 151: 150: 145: 111: 104: 100: 97: 91: 89: 48: 24: 16: 1281: 1280: 1276: 1275: 1274: 1272: 1271: 1270: 1256: 1255: 1242: 1237: 1236: 1227: 1223: 1218: 1183: 1182: 1159: 1158: 1137: 1132: 1131: 1106: 1101: 1100: 1075: 1070: 1069: 1050: 1049: 1028: 997: 996: 964: 963: 938: 933: 932: 909: 908: 883: 878: 877: 858: 857: 836: 831: 830: 807: 806: 783: 782: 742: 734: 733: 710: 709: 686: 685: 664: 649: 648: 625: 624: 621: 619:Sakai's theorem 616: 582: 581: 550: 537: 532: 531: 510: 488: 472: 459: 448: 447: 413: 412: 389: 388: 365: 364: 337: 336: 313: 312: 293: 292: 287:may be general 265: 264: 241: 240: 207: 206: 203: 156: 155: 136: 135: 112: 101: 95: 92: 49: 47: 37: 25: 12: 11: 5: 1279: 1277: 1269: 1268: 1258: 1257: 1254: 1253: 1246:Kadison, R. V. 1241: 1238: 1235: 1234: 1220: 1219: 1217: 1214: 1210:Sakai's result 1192: 1168: 1144: 1140: 1117: 1111: 1086: 1080: 1057: 1035: 1031: 1027: 1024: 1021: 1016: 1011: 1006: 973: 949: 943: 918: 894: 888: 865: 843: 839: 816: 792: 768: 763: 760: 757: 754: 749: 745: 741: 719: 695: 671: 667: 663: 658: 634: 620: 617: 615: 612: 597: 592: 589: 567: 562: 557: 553: 549: 544: 540: 517: 513: 509: 506: 503: 500: 495: 491: 487: 484: 479: 475: 471: 466: 462: 458: 455: 435: 432: 429: 426: 423: 420: 398: 374: 346: 322: 300: 274: 250: 226: 221: 216: 202: 199: 175: 172: 169: 166: 163: 143: 114: 113: 28: 26: 19: 13: 10: 9: 6: 4: 3: 2: 1278: 1267: 1264: 1263: 1261: 1251: 1247: 1244: 1243: 1239: 1231: 1228:Tomiyama J., 1225: 1222: 1215: 1213: 1211: 1206: 1142: 1138: 1115: 1084: 1055: 1033: 1029: 1025: 1022: 1019: 1009: 994: 990: 987: 947: 892: 863: 841: 837: 761: 758: 755: 747: 743: 669: 665: 661: 613: 611: 590: 587: 560: 555: 551: 547: 542: 538: 515: 511: 504: 493: 489: 485: 477: 473: 469: 464: 460: 433: 430: 424: 362: 290: 219: 200: 198: 195: 193: 189: 170: 167: 164: 141: 133: 130:in classical 129: 125: 121: 110: 107: 99: 96:November 2014 88: 85: 81: 78: 74: 71: 67: 64: 60: 57: –  56: 52: 51:Find sources: 45: 41: 35: 34: 29:This article 27: 23: 18: 17: 1249: 1229: 1224: 1207: 992: 991: 988: 622: 614:Applications 360: 204: 196: 123: 117: 102: 93: 83: 76: 69: 62: 50: 38:Please help 33:verification 30: 289:C*-algebras 132:probability 120:mathematics 1240:References 781:acting on 732:such that 66:newspapers 1139:φ 1116:− 1085:− 1056:φ 1030:φ 1023:φ 948:− 893:− 864:φ 838:φ 753:‖ 744:φ 740:‖ 666:φ 591:∈ 561:∈ 499:Φ 454:Φ 419:Φ 299:Φ 220:⊆ 171:μ 142:σ 1260:Category 993:Theorem. 931:, onto 829:. Then 411:) when 80:scholar 82:  75:  68:  61:  53:  1216:Notes 1181:onto 1099:onto 708:onto 387:onto 335:onto 87:JSTOR 73:books 1130:and 995:Let 623:Let 580:and 446:and 363:(of 263:and 205:Let 59:news 876:of 530:if 311:of 118:In 42:by 1262:: 1248:, 1205:. 986:. 610:. 122:, 1191:B 1167:A 1143:0 1110:B 1079:A 1034:0 1026:, 1020:, 1015:B 1010:, 1005:A 972:B 942:B 917:A 887:A 842:0 815:A 791:H 767:A 762:, 759:1 756:= 748:0 718:B 694:A 670:0 662:, 657:A 633:B 596:S 588:S 566:R 556:2 552:R 548:, 543:1 539:R 516:2 512:R 508:) 505:S 502:( 494:1 490:R 486:= 483:) 478:2 474:R 470:S 465:1 461:R 457:( 434:I 431:= 428:) 425:I 422:( 397:R 373:S 345:R 321:S 273:R 249:S 225:S 215:R 174:) 168:, 165:X 162:( 109:) 103:( 98:) 94:( 84:· 77:· 70:· 63:· 36:.

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"Non-commutative conditional expectation"
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mathematics
conditional expectation
probability
commutative von Neumann algebra
probability theory
C*-algebras
Sakai's result
Kadison, R. V.
Category
Conditional probability

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