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Latest revision as of 19:58, 5 July 2024

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Strong laws of large numbers in von Neumann algebras
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    Strong laws of large numbers in von Neumann algebras (English)
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    6 November 2012
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    Let \(\tau\) be a faithful trace on the von Neumann algebra \(M\), \(\tau (1)=1\). Two von Neumann subalgebras \(N_{1},N_{2}\subset M\) are called independent if \(\tau (AB)=\tau (A)\tau (B)\) for all \(A\in N_{1 }\), \(B\in N_{2 }\). A sequence \(N_{1},\ldots,N_{n},\ldots\) of von Neumann subalgebras is called successively independent if \(N_{n+1}\) and \(W^{\ast}(N_{1},\ldots,N_{n})\) are independent for all \(n\). A sequence of measurable operators \(X_{1},\dots,X_{n},\dots\) is said to converge to the measurable operator \(X\) almost uniformly (bilaterally almost uniformly) if for every \(\varepsilon >0\) there exists a projection \(p\in M\) with \(\tau (1-p)<\varepsilon\) and \(\| (X_{n}-X)p\|\) \((\| p(X_{n}-X)p\| )\) tends to \(0\). The author proves two theorems. The first states that if \(X_{n}=X^{\ast}_{n}\in L^{1}(\tau )\) are identically distributed and \(W^{\ast}(X_{n})\) are pairwise independent then \((\sum_{k=1}^{n}X_{n})/n\) tends to \(\tau (X)\cdot 1\) boundedly almost uniformly. The second states that for \(1\leq p\leq 2\), successively independent \(W^{\ast}(X_{n})\), \(X_{n}\in L^{p}(\tau )\), \(S_{n}=\sum_{k=1}^{n}X_{k}\), nondecreasing \(\psi :(x_{0},\infty )\rightarrow (0,\infty )\) with convergent \(\sum (n\psi (n))^{-1}\), \(B_{n}= \sum_{k=1}^{n}\tau (| X_{k}-\tau (X_{k})| ^{2})\), the sequence \(n^{-1}(S_{n}-\tau (S_{n})\cdot 1)\) tends to \(0\) almost uniformly. Their commutative analogs appear in [\textit{N. Etemadi}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 55, 119--122 (1981; Zbl 0438.60027)] and in [\textit{V. V. Petrov}, Summen unabhängiger Zufallsgrössen. (Russian) Moscow: Nauka (1972; Zbl 0267.60055)] respectively.
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    von Neumann algebra
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    law of large numbers
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