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Jensen's inequality for conditional expectations

Frank Hansen
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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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Frank Hansen. 2006-09-22. Jensen's inequality for conditional expectations. https://arxiv.org/abs/math/0609640

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