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Volume 6, Issue 5, Article 133 |
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Jensen's Inequality for Conditional Expectations
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Authors: |
Frank Hansen, |
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Keywords:
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Trace function, Jensen’s inequality, Conditional expectation. |
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Date Received:
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23/03/05 |
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Date Accepted:
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23/09/05 |
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Subject Codes: |
47A63, 26A51.
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Editors: |
Sever S. Dragomir, |
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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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