A noncommutative extended de Finetti theorem (Q846955)

The classical de Finetti theorem states that an exchangeable sequence of random variables is conditionally independent. The conditioning takes place with respect to the tail algebra. In this paper a version of this theorem is proved in a non-commutative von Neumann algebraic setting of probability theory. Distributional symmetries such as exchangeability are defined via non-commutative moments. The notion of non-commutative conditional independence relevant here is based on the operator algebraic concept of commuting squares. This is a very general notion beyond (but including) the theories of tensor independence and free independence. In fact, the paper provides a strong reason to consider the more general notion of independence because it emerges naturally in the conclusion of the de Finetti theorem. In the beginning sections the setting is introduced with care, emphasizing a few distinctions which are important for sequences of non-commutative random variables. If the conditioning takes place with respect to an algebra not contained in the filtration then factorizability has to be distinguished from independence. The phenomenon is already there in the commutative case but it is easily resolved there. Specific to non-commutative sequences is the distinction between order factorizability/independence and full factorizability/independence. Finally the distributional symmetry of spreadability (also called contractability) is equivalent to exchangeability in the commutative case but it is more general in the non-commutative setting. The main results are contained in Sections 6 to 8. Section 6 provides a non-commutative generalization of Kolmogorov's zero-one law which in case of order \(\mathcal{N}\)-factorizability allows to identify \(\mathcal{N}\) with the tail algebra (under suitable conditions). In Section 7 a detailed analysis of non-commutative spreadability leads to an ordered version of the non-commutative de Finetti theorem: A spreadable random sequence is conditionally order independent with respect to the tail algebra. In Section 8 this theorem is strengthened to full independence. This is done with the help of a technically rather involved mean ergodic argument made compatible with the filtration, a technique which may be of independent interest. The final Section 9 contains an outlook about applications to braid groups, central limit laws and (non-commutative) \(L^1\)-spaces. These developments show that the non-commutative de Finetti theorem proved in this paper is a breakthrough towards an enhanced role of generalized notions of non-commutative independence in several fields of non-commutative analysis.