JIPAM

Jensen's Inequality for Conditional Expectations  
 
  Authors: Frank Hansen,  
  Keywords: Trace function, Jensen’s inequality, Conditional expectation.  
  Date Received: 23/03/05  
  Date Accepted: 23/09/05  
  Subject Codes:

47A63, 26A51.

 
  Editors: Sever S. Dragomir,  
 
  Abstract:

We study conditional expectations generated by an abelian C* -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.;



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