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arxiv: math/0609640 · v1 · submitted 2006-09-22 · 🧮 math.OA

Jensen's inequality for conditional expectations

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keywords conditionalexpectationsinequalityjensenabeliancentralizercorollaryexpectation
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We study conditional expectations generated by an abelian $ C^* $-subalgebra in the centralizer of a positive functional. We formulate and prove Jensen's inequality for functions of several variables with respect to this type of conditional expectations, and we obtain as a corollary Jensen's inequality for expectation values.

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