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In mathematics, non-commutative conditional expectation is a generalization of the notion of conditional expectation in classical probability. The space of essentially bounded measurable functions on a -finite measure space is the canonical example of a commutative von Neumann algebra. For this reason, the theory of von Neumann algebras is sometimes referred to as noncommutative measure theory. The intimate connections of probability theory with measure theory suggest that one may be able to extend the classical ideas in probability to a noncommutative setting by studying those ideas on general von Neumann algebras.

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  • In mathematics, non-commutative conditional expectation is a generalization of the notion of conditional expectation in classical probability. The space of essentially bounded measurable functions on a -finite measure space is the canonical example of a commutative von Neumann algebra. For this reason, the theory of von Neumann algebras is sometimes referred to as noncommutative measure theory. The intimate connections of probability theory with measure theory suggest that one may be able to extend the classical ideas in probability to a noncommutative setting by studying those ideas on general von Neumann algebras. For von Neumann algebras with a faithful normal tracial state, for example finite von Neumann algebras, the notion of conditional expectation is especially useful. (en)
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  • In mathematics, non-commutative conditional expectation is a generalization of the notion of conditional expectation in classical probability. The space of essentially bounded measurable functions on a -finite measure space is the canonical example of a commutative von Neumann algebra. For this reason, the theory of von Neumann algebras is sometimes referred to as noncommutative measure theory. The intimate connections of probability theory with measure theory suggest that one may be able to extend the classical ideas in probability to a noncommutative setting by studying those ideas on general von Neumann algebras. (en)
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  • Non-commutative conditional expectation (en)
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