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arXiv · 1208.4072

Standard deviation is a strongly Leibniz seminorm

Marc A. Rieffel
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Abstract

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

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Marc A. Rieffel. 2012-08-20. Standard deviation is a strongly Leibniz seminorm. https://arxiv.org/abs/1208.4072

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