English

Standard deviation is a strongly Leibniz seminorm

Operator Algebras 2014-01-21 v2 Probability

Abstract

We show that standard deviation \s\s satisfies the Leibniz inequality \s(fg)\s(f)g+f\s(g)\s(fg) \leq \s(f)\|g\| + \|f\|\s(g) 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.

Keywords

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

R2 v1 2026-06-21T21:53:05.912Z