A note on operator probability theory involving numerical ranges (Q716437)

Let \(H\) be a Hilbert space and \(B(H)\) the algebra of bounded linear operators on \(H\). For \(A\in B(H)\), the numerical range of \(A\) is given by \(W(A)= \{(Ax,x):x\in H,\;(x,x)=1\}\). Let \(D(H)\) denote the set of positive semidefinite trace class operators on \(H\) with unit trace. For \(\rho\in D(H)\) and \(A,B\in B(H)\), define \[ E_\rho(A)= \text{tr}(\rho A),\;\text{Var}_\rho(A)= E_\rho[(A-E_\rho(A)I)^2], \] \[ |\text{Var}_\rho|(A)= E_\rho[|A-E_\rho(A)I|^2],\;\text{Cov}_\rho(A,B)= E_\rho[(A-E_\rho(A)I)^*(B-E_\rho(B)I)] . \] The main results in this article are as follows. Theorem 2.2. For \(A\in B(H)\), we have \(\{E_\rho(A):\rho\in D(H)\}=W(A)\). Theorem 3.3. For \(A\in B(H)\), we have \[ \sup \{|\text{Var}_\rho|(A):\rho\in D(H)\}=\inf \{\|A-\lambda I\|^2:\lambda\in {\mathbb C}\}=\|A-\lambda_0 I\|^2 \] for some \(\lambda_0\in {\mathbb C}\). Theorem 4.1. For \(A\in B(H)\), let \(A=B+iC\) be the Cartesian decomposition of \(A\). Then \(\text{Var}_\rho(A)=|\text{Var}_\rho|(A)\) for all \(\rho\in D(H)\) if and only if \(C=c I\) for some real number \(c\in {\mathbb R}\). Theorem 4.3. If \(A\in B(H)\) has the Cartesian decomposition \(A=B+iC\), then \(A\) is a normal operator if and only if \[ |\text{Var}_\rho|(A)=\text{Var}_\rho(B)+\text{Var}_\rho(C) \] for all \(\rho\in D(H)\). Theorem 5.3. If \(A\) and \(B\) are selfadjoint, then \[ \sup \{|\text{Cov}_\rho(A,B)-\text{Cov}_\rho(B,A)|:\rho\in D(H)\}=\|AB-BA\|. \]