Jensen's inequality for conditional expectations

Frank Hansen

研究成果: Article査読

抄録

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.

本文言語English
ページ(範囲)1-5
ページ数5
ジャーナルJournal of Inequalities in Pure and Applied Mathematics
6
5
出版ステータスPublished - 2005
外部発表はい

ASJC Scopus subject areas

  • Mathematics(all)

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