Jensen's inequality for conditional expectations

Frank Hansen

Research output: Contribution to journalArticlepeer-review

Abstract

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.

Original languageEnglish
Pages (from-to)1-5
Number of pages5
JournalJournal of Inequalities in Pure and Applied Mathematics
Volume6
Issue number5
Publication statusPublished - 2005
Externally publishedYes

Keywords

  • Conditional expectation
  • Jensen's inequality
  • Trace function

ASJC Scopus subject areas

  • Mathematics(all)

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