Jensen's inequality for conditional expectations
Operator Algebras
2007-05-23 v1
Abstract
We study conditional expectations generated by an abelian -subalgebra in the centralizer of a positive functional. We formulate and prove Jensen's inequality for functions of several variables with respect to this type of conditional expectations, and we obtain as a corollary Jensen's inequality for expectation values.
Cite
@article{arxiv.math/0609640,
title = {Jensen's inequality for conditional expectations},
author = {Frank Hansen},
journal= {arXiv preprint arXiv:math/0609640},
year = {2007}
}