A class of operator algebras induced by probabilistic conditional expectations (Q1310142)
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English | A class of operator algebras induced by probabilistic conditional expectations |
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A class of operator algebras induced by probabilistic conditional expectations (English)
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24 August 1995
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Let \((X, {\mathcal A}, m)\) be a probability space and let \(\mathcal B\) be a \(\sigma\)-subalgebra of \(\mathcal A\). Let \({\mathcal B}_ 0= \{S\in {\mathcal A}\mid {\mathcal A}\cap S\subset {\mathcal B}\}\) and let \(B_ 0\) be a maximal set in \({\mathcal B}_ 0\), i.e., \(m(B_ 0)= \text{lub}\{m(B)\mid B\in {\mathcal B}_ 0\}\). Let \(\mathcal E\) be the conditional expectation of \(L^ 2({\mathcal A})= L^ 2(X, {\mathcal A}, m)\) onto \(L^ 2({\mathcal B})\). Denote by \(\mathcal L\) the set of all \(f\) in \(L^ 2({\mathcal A})\) such that the linear operator \(D_ f\) on \(L^ 2({\mathcal A})\) given by \(D_ f(g)= {\mathcal E}(f)g- {\mathcal E}(g)f\) is bounded. The authors show that \({\mathcal D}= \{D_ f\mid f\in {\mathcal L}\}\) is a weakly closed associative algebra with commutant \({\mathcal D}'\) equal to the multiplier algebra \(\{M_ f\mid f\in L^ \infty({\mathcal B})\}\). In fact, the algebra \({\mathcal D}\cap {\mathcal D}^*\) is also the multiplier algebra and \(D_ f\) is normal (respectively, semi-normal) if and only if \(f\in L^ \infty({\mathcal B})\). The authors also show that the spectrum of \(D_ f\) is the essential range of \({\mathcal E} f\) together with 0. The authors say that \(\mathcal B\) is of type-0 if \(m(B_ 0)= 0\) and of type- 1 if every \({\mathcal B}\)-measurable function in kernel \(\mathcal E\) is in \(L^ \infty({\mathcal B})\). Type-0 implies type-1 but type-1 and not type-0 occurs if and only if \(B_ 0\) consists of finitely many atoms. The authors show that \(f\to D_ f\) is one-one on \(\mathcal L\) if and only if \(\mathcal B\) is of type-0 and they also show that \({\mathcal L}= \{f\in L^ 2({\mathcal A})\mid {\mathcal E}| f|^ 2\in L^ \infty({\mathcal B})\}\) if \(\mathcal B\) is of type-0. In this case \(\mathcal L\) is a Banach Lie algebra with norm \(\| f\|_{\mathcal L}= \sqrt{\|{\mathcal E}| f|^ 2\|_ \infty}\). The authors state that this work is the first stage of a detailed analysis of the kernel of \(\mathcal E\).
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probabilistic conditional expectations
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multiplier algebra
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Banach Lie algebra
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