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Non-commutative Conditional Expectation
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 \sigma-finite measure space (X, \mu) 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 \mathcal \subseteq \mathcal be von Neumann algebras (\mathcal and \mathcal may be general C*-algebras In mathematics, specifically in functional analysis, a C∗-alge ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics with the major subdisciplines of number theory, algebra, geometry, and analysis, respectively. There is no general consensus among mathematicians about a common definition for their academic discipline. Most mathematical activity involves the discovery of properties of abstract objects and the use of pure reason to prove them. These objects consist of either abstractions from nature orin modern mathematicsentities that are stipulated to have certain properties, called axioms. A ''proof'' consists of a succession of applications of deductive rules to already established results. These results include previously proved theorems, axioms, andin case of abstraction from naturesome basic properties that are considered true starting poin ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Conditional Expectation
In probability theory, the conditional expectation, conditional expected value, or conditional mean of a random variable is its expected value – the value it would take “on average” over an arbitrarily large number of occurrences – given that a certain set of "conditions" is known to occur. If the random variable can take on only a finite number of values, the “conditions” are that the variable can only take on a subset of those values. More formally, in the case when the random variable is defined over a discrete probability space, the "conditions" are a partition of this probability space. Depending on the context, the conditional expectation can be either a random variable or a function. The random variable is denoted E(X\mid Y) analogously to conditional probability. The function form is either denoted E(X\mid Y=y) or a separate function symbol such as f(y) is introduced with the meaning E(X\mid Y) = f(Y). Examples Example 1: Dice rolling Consider the roll of ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Probability
Probability is the branch of mathematics concerning numerical descriptions of how likely an Event (probability theory), event is to occur, or how likely it is that a proposition is true. The probability of an event is a number between 0 and 1, where, roughly speaking, 0 indicates impossibility of the event and 1 indicates certainty."Kendall's Advanced Theory of Statistics, Volume 1: Distribution Theory", Alan Stuart and Keith Ord, 6th Ed, (2009), .William Feller, ''An Introduction to Probability Theory and Its Applications'', (Vol 1), 3rd Ed, (1968), Wiley, . The higher the probability of an event, the more likely it is that the event will occur. A simple example is the tossing of a fair (unbiased) coin. Since the coin is fair, the two outcomes ("heads" and "tails") are both equally probable; the probability of "heads" equals the probability of "tails"; and since no other outcomes are possible, the probability of either "heads" or "tails" is 1/2 (which could also be written ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Abelian Von Neumann Algebra
In functional analysis, an abelian von Neumann algebra is a von Neumann algebra of operators on a Hilbert space in which all elements commute. The prototypical example of an abelian von Neumann algebra is the algebra ''L''∞(''X'', μ) for μ a σ-finite measure on ''X'' realized as an algebra of operators on the Hilbert space ''L''2(''X'', μ) as follows: Each ''f'' ∈ ''L''∞(''X'', μ) is identified with the multiplication operator : \psi \mapsto f \psi. Of particular importance are the abelian von Neumann algebras on separable Hilbert spaces, particularly since they are completely classifiable by simple invariants. Though there is a theory for von Neumann algebras on non-separable Hilbert spaces (and indeed much of the general theory still holds in that case) the theory is considerably simpler for algebras on separable spaces and most applications to other areas of mathematics or physics only use separable Hilbert spaces. Note that if the measure spaces (''X'', μ) i ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Probability Theory
Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms of probability, axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure (mathematics), measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space. Any specified subset of the sample space is called an event (probability theory), event. Central subjects in probability theory include discrete and continuous random variables, probability distributions, and stochastic processes (which provide mathematical abstractions of determinism, non-deterministic or uncertain processes or measured Quantity, quantities that may either be single occurrences or evolve over time in a random fashion). Although it is not possible to perfectly p ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
C*-algebras
In mathematics, specifically in functional analysis, a C∗-algebra (pronounced "C-star") is a Banach algebra together with an involution satisfying the properties of the adjoint. A particular case is that of a complex algebra ''A'' of continuous linear operators on a complex Hilbert space with two additional properties: * ''A'' is a topologically closed set in the norm topology of operators. * ''A'' is closed under the operation of taking adjoints of operators. Another important class of non-Hilbert C*-algebras includes the algebra C_0(X) of complex-valued continuous functions on ''X'' that vanish at infinity, where ''X'' is a locally compact Hausdorff space. C*-algebras were first considered primarily for their use in quantum mechanics to model algebras of physical observables. This line of research began with Werner Heisenberg's matrix mechanics and in a more mathematically developed form with Pascual Jordan around 1933. Subsequently, John von Neumann attemp ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Von Neumann Algebra
In mathematics, a von Neumann algebra or W*-algebra is a *-algebra of bounded operators on a Hilbert space that is closed in the weak operator topology and contains the identity operator. It is a special type of C*-algebra. Von Neumann algebras were originally introduced by John von Neumann, motivated by his study of single operators, group representations, ergodic theory and quantum mechanics. His double commutant theorem shows that the analytic definition is equivalent to a purely algebraic definition as an algebra of symmetries. Two basic examples of von Neumann algebras are as follows: *The ring L^\infty(\mathbb R) of essentially bounded measurable functions on the real line is a commutative von Neumann algebra, whose elements act as multiplication operators by pointwise multiplication on the Hilbert space L^2(\mathbb R) of square-integrable functions. *The algebra \mathcal B(\mathcal H) of all bounded operators on a Hilbert space \mathcal H is a von Neumann ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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