Bellman inequality for Hilbert space operators (Q389633): Difference between revisions

Let \(H\) be a complex Hilbert space and let \(B(H)\) be the algebra of all bounded linear operators on \(H\). Let \(\Phi :B(H)\to B(H)\) be a positive unital linear map. The authors prove the following operator version of Bellman's inequality: Theorem. For any \(p>0\) , any \(\alpha ,\beta \geq 0\) with \(\alpha +\beta =1\) and any two self-adjoint contractions \(A,B\) in \(B(H)\), one has \[ \left(\Phi (I-\alpha A-\beta B)\right)^{1/p} \geq \Phi (\alpha (I-A)^{1/p} +\beta (I-B)^{1/p} ). \]