Variance of operators and derivations

Publication date 25 September 2015

Abstract: The variance of a bounded linear operator

a

on a Hilbert space

H

at a unit vector

h

is defined by

D_{h} (a) = | a h |^{2} - | < a h, h > |^{2}

. We show that two operators

a

and

b

have the same variance at all vectors

h i n H

if and only if there exist scalars

s i g m a, l a m b d a

with

| s i g m a | = 1

such that

b = s i g m a a + l a m b d a 1

or

a

is normal and

b = s i g m a a^{*} + l a m b d a 1

. Further, if

a

is normal, then the inequality

D_{h} (b) l e q k a p p a D_{h} (a)

holds for some constant

k a p p a

and all unit vectors

h

if and only if

b = f (a)

for a Lipschitz function

f

on the spectrum of

a

. Variants of these results for C

^{*}

-algebras are also proved. We also study the related, but more restrictive inequalities

| b x - x b | l e q | a x - x a |

supposed to hold for all

x i n B (H)

or for all

x i n B (H^{n})

and all positive integers

n

. We consider the connection between such inequalities and the range inclusion

d_{b} (B (H)) s u b s e t e q d_{a} (B (H))

, where

d_{a}

and

d_{b}

are the derivations on

B (H)

induced by

a

and

b

. If

a

is subnormal, we study these conditions in particular in the case when

b

is of the form

b = f (a)

for a function

f

.

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