Martingale convergence of generalized conditional expectations

DOI10.1006/JFAN.1993.1139MaRDI QIDQ1310818zbMATH OpenOpenAlexFDO

Authors L. Accardi, Roberto Longo

Publication date 9 June 1994

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2108/75047

zbMATH Keywords

continuity property of the polar decompositiongeneralized conditional expectationsmartingale convergence theoremstrong martingale convergencestrong topologyvon Neumann algebrasweak topology

Mathematics Subject Classification ID

Noncommutative measure and integration (46L51) Noncommutative probability and statistics (46L53) Free probability and free operator algebras (46L54) Generalizations of martingales (60G48)

Review text

A martingale convergence theorem for generalized conditional expectations is considered. It is, in its essence, a theorem on the convergence of the modular structures associated to a decreasing (increasing) sequence of von Neumann algebras, to the corresponding modular structures associated to the intersection (closure of the union) of the given sequence. In the present paper the basic ideas, developed for the increasing case (a general continuity property of the polar decomposition for graph increasing sequences of linear operators), are adapted to the decreasing case. It is proved, that the martingale convergence theorem for generalized conditional expectations in von Neumann algebras holds in the weak topology without restrictions, but in the strong topology case there are restrictive conditions, which distinguish between increasing and decreasing sequences of von Neumann algebras. This result is optimal, in the sense that in the decreasing case there are known counterexamples to the strong martingale convergence.

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Cited in

(10)

• A counterexample on the continuity of conditional expectations
• Strong Martingale Convergence of Generalized Conditional Expectations on Von Neumann Algebras
• ISOMETRIC DILATIONS OF REPRESENTATIONS OF PRODUCT SYSTEMS VIA COMMUTANTS
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• Conditional expectations associated with strongly quasi-invariant states and an application to spin systems
• Quasi-invariant states with uniformly bounded cocycles
• Martingale-type convergence of modular automorphism groups on von Neumann algebras
• Convergence theorems for generalized functional sequences of discrete-time normal martingales

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