Jensen's inequality for conditional expectations

Details Jensen's inequality for conditional expectations Jensen's inequality for conditional expectations

2006-09-22

arxiv.org/abs/math/0609640v1

J. Inequal. Pure and Appl. Math., 6(5), Art. 133, 2005

Mathematics

Operator Algebras

Scientific paper

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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