Chebyshev type inequalities for Hilbert space operators

Abstract

We establish several operator extensions of the Chebyshev inequality. The main version deals with the Hadamard product of Hilbert space operators. More precisely, we prove that if $\mathscr{A}$ is a $C^*$-algebra, $T$ is a compact Hausdorff space equipped with a Radon measure $\mu$, $\alpha: T\rightarrow [0, +\infty)$ is a measurable function and $(A_t)_{t\in T}, (B_t)_{t\in T}$ are suitable continuous fields of operators in ${\mathscr A}$ having the synchronous Hadamard property, then \begin{align*} \int_{T} \alpha(s) d\mu(s)\int_{T}\alpha(t)(A_t\circ B_t) d\mu(t)\geq\left(\int_{T}\alpha(t) A_t d\mu(t)\right)\circ\left(\int_{T}\alpha(s) B_s d\mu(s)\right). \end{align*} We apply states on $C^*$-algebras to obtain some versions related to synchronous functions. We also present some Chebyshev type inequalities involving the singular values of positive $n\times n$ matrices. Several applications are given as well.