Almost Sure

7 April 20

Completions of *-Probability Spaces

We previously defined noncommutative probability spaces as a *-algebra together with a nondegenerate state satisfying a completeness property. Justification for the stated definition was twofold. First, an argument similar to the construction of measurable random variables on classical probability spaces was used, by taking all possible limits for which an expectation can reasonably be defined. Second, I stated various natural mathematical properties of this construction, including the existence of completions and their functorial property, which allows us to pass from preprobability spaces, and homomorphisms between these, to the NC probability spaces which they generate. However, the statements were given without proof, so the purpose of the current post is to establish these results. Specifically, I will give proofs of each of the theorems stated in the post on noncommutative probability spaces, with the exception of the two theorems relating commutative *-probability spaces to their classical counterpart (theorems 2 and 10), which will be looked at in a later post. (more…)

17 November 19

Algebraic Probability (continued)

Filed under: Probability Theory — George Lowther @ 8:19 PM
Tags: , , ,

Continuing on from the previous post, I look at cases where the abstract concept of states on algebras correspond to classical probability measures. Up until now, we have considered commutative real algebras but, before going further, it will help to look instead at algebras over the complex numbers {{\mathbb C}}. In the commutative case, we will see that this is equivalent to using real algebras, but can be more convenient, and in the non-commutative case it is essential. When using complex algebras, we will require the existence of an involution, which can be thought of as a generalisation of complex conjugation.

Recall that, by an algebra {\mathcal A} over a field {K}, we mean that {\mathcal A} is a {K}-vector space together with a binary product operation satisfying associativity, distributivity over addition, compatibility with scalars, and which has a multiplicative identity.

Definition 1 A *-algebra {\mathcal A} is an algebra over {{\mathbb C}} together with an involution, which is a unary operator {\mathcal A\rightarrow\mathcal A}, {a\mapsto a^*}, satisfying,

  1. Anti-linearity: {(\lambda a+\mu b)^*=\bar\lambda a^*+\bar\mu b^*}.
  2. {(ab)^*=b^*a^*}.
  3. {a^{**}=a}

for all {a,b\in\mathcal A} and {\lambda,\mu\in{\mathbb C}}.


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