Standard deviation is a strongly Leibniz seminorm
Operator Algebras
2014-01-21 v2 Probability
Abstract
We show that standard deviation satisfies the Leibniz inequality for bounded functions f, g on a probability space, where the norm is the supremum norm. A related inequality that we refer to as "strong" is also shown to hold. We show that these in fact hold also for non-commutative probability spaces. We extend this to the case of matricial seminorms on a unital C*-algebra, which leads us to treat also the case of a conditional expectation from a unital C*-algebra onto a unital C*-subalgebra.
Cite
@article{arxiv.1208.4072,
title = {Standard deviation is a strongly Leibniz seminorm},
author = {Marc A. Rieffel},
journal= {arXiv preprint arXiv:1208.4072},
year = {2014}
}
Comments
24 pages. Comments welcome. v2: Many small improvements. Verification of example 6.1 corrected