Given two *-probability spaces and
, we want to consider maps
. For example, we can look homomorphisms, which preserve the *-algebra operations, and can also consider restricting to state-preserving maps satisfying
. In algebraic probability theory, however, it is often necessary to include a continuity condition, leading to the idea of normal maps, which I look at in this post. In fact, as we will see, all *-homomorphisms between commutative probability spaces which preserve the state are normal, so this concept is most important in the noncommutative setting.
In contrast to the previous few posts on algebraic probability, the current post is a bit of a gear-change. We are still concerned with with the basic concepts of *-algebras and states. However, the main theorem stated below, which reduces to the Radon-Nikodym theorem in the commutative case, is deeper and much more difficult to prove than the relatively simple results with which I have been concerned with so far.
The weak topology on a *-probability space is the weakest topology making the maps
continuous, for all . This definition means that a net
converges to a limit
in the weak topology if and only if
for all
. In fact, the weak topology on the whole of
can be a bit too weak, so we will restrict to bounded sets. The
seminorm is defined on any *-probability space
, and elements
are said to be bounded if
is finite. The unit ball in
with respect to this seminorm is,
I will only define normal maps for bounded *-probability spaces and, although the notion of normality can be extended to more general linear maps, I concentrate on homomorphisms in this post. We say that is bounded if every
is bounded.
Definition 1 Let
and
be bounded *-probability spaces. Then, a *-homomorphism
is normal iff it is weakly continuous on
.
We previously showed that, in many cases, homomorphisms between *-probability spaces are -continuous. This also holds for normal maps.
Lemma 2 Let
and
be bounded *-probability spaces and
be a normal *-homomorphism. Then,
is
-isometric, so that
for all
. In particular,
(1)
Proof: By lemma 2 of the post on homomorphisms, it is sufficient to show that (1) holds. Suppose, on the contrary, that this is false. Then, there exists such that
, but
. So,
as . So,
in the
topology and, hence, also in the weak topology. Then, there exists
such that
and
. As
is increasing in ,
does not tend to zero, contradicting weak continuity. ⬜
A consequence of this is that compositions of normal maps are normal. That is, if and
are normal homomorphisms
and, respectively,
, then the composition
between
and
is also normal. This follows from the fact that compositions of continuous maps are continuous.
Corollary 3 Compositions of normal homomorphisms are normal.
Normal homomorphisms have various characterisations. For example, we will show the following result (see theorem 8 below), which is related to the existence of conditional expectations in classical probability theory.
Theorem 4 Let
and
be bounded *-probability spaces. Then, a *-homomorphism
is normal if and only if, for every
, there exists sequences
satisfying
(2) such that
(3) for all
.
Note that condition (2) is sufficient for the sum (3) to be absolutely convergent.
Before going into detail on normal homomorphisms, we note that the concept applies more generally than just for *-probability spaces. In fact, normal maps are usually studied in the context of von Neumann algebras. In order to include such generalisations, I will not restrict solely to *-probability spaces below. As in the previous post, we call a pair a *-algebra representation, where
is a *-algebra,
is a semi-inner product space, and
acts on
by left multiplication. The operator seminorm on
is denoted by
, and the representation will be called bounded if
is finite for all
. As previously,
denotes the sequences
in
such that
is finite, which has the semi-inner product
. An element
acts diagonally on
by
, so that
is a *-algebra representation.
A *-probability space defines a *-algebra representation
with semi-inner product
and with
acting on itself by left-multiplication.
The Main Theorem
The following result, applying to linear functionals on , is the main result of this post. A linear map
is called normal if it satisfies the equivalent conditions of theorem 5. This relates the weak, strong, ultraweak and ultrastrong operator topologies.
Theorem 5 Let
be a bounded *-algebra representation, and
be a linear function. Then, the following are equivalent.
is weakly continuous on
.
is strongly continuous on
.
is ultraweakly continuous.
is ultrastrongly continuous.
- There exists
such that
for all
.
Proof: The implications 1 ⇒ 2 and 3 ⇒ 4 follow immediately from the fact that the strong and ultrastrong topologies are stronger than the weak and ultraweak topologies respectively. The implications 3 ⇒ 1 and 4 ⇒ 1 follow from lemma 7 of the operator topology post. The implication 5 ⇒ 3 is immediate from the definition of the ultraweak topology.
The result now follows once we establish the implication 2 ⇒ 5. However, this is by far the most involved part of the theorem, so the proof is left until later. ⬜
It is important to note that, for a bounded *-probability space, the state is always normal. This is an immediate consequence of lemma 10 of the operator topology post.
Lemma 6 Let
be a bounded *-probability space. Then,
is normal.
For classical probability spaces, theorem 5 is effectively the Radon-Nikodym theorem.
Lemma 7 Let
be a probability space. With respect to the *-probability space
, the following are equivalent for any linear map
,
is continuous in probability on the unit ball of
.
for some
.
is normal.
Proof: The result follows from theorem 5 since, by lemma 12 of the operator topology post, the first statement of the lemma is equivalent to statement 2 of the theorem the second is equivalent to statement 5 of the theorem. ⬜
Normal Homomorphisms
Applying theorem 5 to homomorphisms between algebras gives the result below, and any *-homomorphism satisfying the equivalent conditions is called normal. I note that theorem 4 is a consequence of the equivalence between statements 1 and 5.
Theorem 8 Let
and
be bounded *-algebra representations, and
be a *-homomorphism. Then, the following are equivalent.
is weakly continuous on
.
is strongly continuous on
.
is ultraweakly continuous.
is ultrastrongly continuous.
is normal for all normal linear maps
.
Furthermore, if these conditions hold then
is norm-bounded such that
for all
or, equivalently,
.
Proof: 1 ⇒ 2: If tends to strongly to zero, then
tends weakly to zero, by lemma 2 on operator topologies. Hence,
tends weakly to zero and, again by lemma 2,
strongly.
3 ⇒ 4: If tends to zero ultrastrongly then
ultraweakly, by lemma 5 on operator topologies. Hence,
tends ultraweakly to zero and, again by lemma 5,
ultrastrongly.
3 ⇒ 1: By lemma 9 on operator topologies, the weak and ultraweak topologies coincide on , so
is continuous with respect to the weak topology on
and the ultraweak topology on
. As the ultraweak topology is stronger than the weak topology, this means that
is continuous with respect to the weak topologies on
and
.
4 ⇒ 2: By lemma 9 on operator topologies, the strong and ultrastrong topologies coincide on , so
is continuous with respect to the strong topology on
and the ultrastrong topology on
. As the ultrastrong topology is stronger than the strong topology, this means that
is continuous with respect to the strong topologies on
and
.
5 ⇒ 3: Let be a net tending ultraweakly to zero. Then, for any normal linear map
,
is normal. Hence,
tends to zero, showing that
ultraweakly.
2 ⇒ 5: Let us first show that . If not, then there exists
with
and
. Then,
as
. In particular,
strongly. Setting
, choose
with
and
. Also, define
by
. This is a positive linear map satisfying
. Hence, by lemma 7 of the post on states,
is increasing in
. So,
contradicting the condition that strongly. Hence,
as required.
Now, suppose that is a normal linear map. Then,
is strongly continuous on
and, hence,
is strongly continuous on
, so is normal. ⬜
Recall that a homomorphism of *-probability spaces and
is a *-homomorphism
preserving the state,
. Any such map is automatically an
-isometry,
For commutative *-algebras, this is sufficient to imply that that it is normal. More generally, it is enough to know that is tracial so that
for all
.
Lemma 9 Let
be a homomorphism between bounded *-probability spaces
and
. If
is commutative or, more generally, if
is tracial, then
is normal.
Proof: As explained above, we know that is
-continuous. However, the strong topology coincides with ultrastrong on
, which is stronger then
convergence and, as
is tracial,
convergence is stronger than strong convergence on
. So,
is strongly continuous on
and, by theorem 8, is normal. ⬜
For noncommutative algebras, and non-tracial states, homomorphisms of *-probability spaces need not be normal. The following result can be useful, in some situations, to ensure normality.
Lemma 10 Let
and
be bounded *-probability spaces and
be a *-homomorphism. Each of the following statements implies the next one:
is ultrastrongly dense in
,
is
-dense in
,
and, if
preserves the state,
is normal.
Proof: 1 ⇒ 2: By lemma 11 on operator topologies, the ultrastrong topology is stronger than the topology, so
is
-dense in
.
2 ⇒ 3: For any then, if
preserves the state,
As is
-dense in
,
for all and, hence,
.
Now suppose that tends strongly zero. Then, for any
and
,
so, taking the limit,
As is
-dense in
,
can be chosen to make the right-hand-side as small as we like and, hence,
strongly. So,
is normal. ⬜
As an example of theorem 8 applied to classical probability spaces, it immediately implies the existence of conditional expectations.
Corollary 11 Let
be a probability space and
be a sub-sigma-algebra of
. Then, for any
, there exists
satisfying
for all
.
Proof: Let ,
, and
be the inclusion map. As
is commutative, lemma 9 says that
is normal. Now, for any
, lemma 12 of the operator topology post applies, so that
is a normal map on
and, by theorem 8 above,
is normal. Applying lemma 12 on operator topologies another time, there exists
satisfying
for all . ⬜
Finally, I note that homomorphisms of *-probability spaces are not always normal. Example 2 of the post on homomorphisms gives an example of a homomorphism which is not
-continuous, so cannot be normal. However, even if
is
-continuous, it need not be normal.
Example 1 An
-continuous homomorphism
between bounded *-probability spaces
and
which is not normal.
In this example, let be the Hilbert space of square-integrable functions
with inner product
and let be the *-algebra of bounded linear maps
. If
, then we define the state
on . For bounded measurable
, define
to be multiplication by
,
. Let
be the subalgebra of
consisting of the elements
for continuous functions
which are constant on each of the intervals
and
. We then let
be the restriction of
to
, and
be inclusion. This is clearly a homomorphism between the *-probability spaces
and
.
The -norm of
with respect to
is the supremum of
and, with respect to
it is the supremum on the unit interval. As
is constant on the intervals
and
, these are the same, so
is
-isometric,
Next, consider for
,
for
, and
for
. Then,
and we compute,
As is commutative, this says that
strongly in
. However, the unitary
defined by
satisfies
, where
is equal to
on the unit interval. Hence,
for all , showing that
does not tend weakly or strongly to zero in
. So,
is not normal.
Proof of Theorem 5
Throughout this section, I take to be a bounded *-algebra representation, and use
to denote the operator norm of
. For any any
, define the linear map
(4) |
Denote the space of all such linear maps by . The remainder of this post is devoted to the following result, which will complete the proof of theorem 5.
Theorem 12 If
is a linear map and is strongly continuous on
, then
.
This statement is, by far, the most mathematically involved result of this post, so we prove it step-by-step. It will also require a couple of powerful, but standard, theorems of operator algebras and functional analysis. Namely, we will rely on the Krein–Smulian and Kaplansky density theorems. As the Krein–Smulian theorem gives a condition for a linear functional on the dual of a Banach space to be weakly continuous, the method we will use to prove theorem 4 will start by showing that is a Banach space and that the relevant completion of
is its Banach dual. The completion that we use will be the von Neumann algebra generated by
, although I will not make use of the theory of von Neumann algebras here.
For now, note that the inequality
shows that every is bounded, with operator norm
. As elements of
can be expressed in the form
in many different ways, define a norm by taking the infimum over all such representations,
In particular, for and
, the following inequality holds,
(5) |
As yet, we have not even shown that is closed under linear combinations, so is a vector space, nor have we shown that
is a norm. In fact, not only are these statements true, but
is a Banach space.
Lemma 13
is a Banach space under the norm
.
Proof: We need to show that is a vector space, and that
is a norm with respect to which
is complete.
Is is straightforward that is positive definite since, if
, then (5) gives
. Now suppose that
and
. Then,
for some
. So,
is in
and,
Taking the infimum over all such and
gives
.
Next, consider a sequence with
finite. Using the fact that
we can define by the absolutely convergent sum
We show that is in
.
Fixing , choose
such that
and
. By scaling we can assume, without loss of generality, that
. Decomposing
and
then,
Letting be a bijection from
to
then,
where we have defined by
and
. So,
and,
So,
As is arbitrary, we obtain
(6) |
In particular, for any , taking
for
in the argument above shows that
is in
with
. Hence,
is a vector space and
is a norm.
It only remains to prove completeness. So, consider a Cauchy sequence . By (5),
is Cauchy for any
and, hence, we can define
by
. Choosing a subsequence
satisfying
whenever
, by the argument above and inequality (6),
is in
with
Letting increase to infinity,
shows that is norm convergent to
. ⬜
The following is a standard result for a *-algebra acting on a Hilbert space.
Lemma 14 Let
be a bounded *-algebra representation, with
a Hilbert space. Then, for a linear map
, the following are equivalent:
is weakly continuous.
is strongly continuous.
- There exists finite sequences
(
) such that
(7)
Proof: 1 ⇒ 2: This is immediate, as the strong convergence is stronger than weak.
2 ⇒ 3: As is a strong neighbourhood of 0, there exist a finite sequence
in
such that every
satisfying
for all
is in
. Define
in
. Letting
act diagonally on
, so that
for
, we see that
whenever
. So,
.
Letting , then this shows that
for a bounded linear map
. As
is a Hilbert space, the Riesz representation theorem states that there is an
in the closure of
such that
, which is equivalent to (7).
3 ⇒ 1: By definition, the maps are weakly continuous, so
is weakly continuous. ⬜
Locally convex topologies on a vector space which generate the same collection of linear functionals are called compatible. It is known that topologies are compatible if and only if they possess the same collection of closed convex sets, which is a consequence of the fact that the closure of a convex set can be described in terms of the continuous linear functionals.
Lemma 15 Let
be a locally convex topological vector space over
and
be convex. Then,
is in the closure of
if and only if
is in the closure of
for all continuous linear
.
Proof: Let denote the closure of
. First if
then, for each continuous functional
,
is in the closure of
by continuity. Conversely, suppose that
. By the Hahn–Banach theorem, there exists a continuous functional
and
satisfying
for all
. Hence,
is not in the closure of
. ⬜
I will use for the closure of a set
under, respectively, the weak, strong, ultraweak and ultrastrong topologies.
Corollary 16 If
is convex then
.
Proof: Lemma 14 states that a linear functional on is weakly continuous if and only if it is strongly continuous. So, the result follows from lemma 15. ⬜
Due to lemma 14, things are made easier if we work with Hilbert spaces rather than general semi-inner product spaces. So, for a bounded *-representation , consider the completion of
,
That is, is a Hilbert space and
is an isometry with dense image. By continuous linear extension, every
has a unique bounded linear action on
satisfying
for all , and this action has the same operator norm as the action on
. We now have two different *-algebra representations,
and
. The construction of
given above can be performed with respect to either of these, although they give the same result. I also use the notation (4) for
.
Lemma 17 A function
is in
iff
for some
. Then,
.
Proof: If then, by definition,
for some
. Then,
and
are in
, and
as required.
Conversely, suppose that for
. As
has dense image, there exists sequences
such that
and
. Then
. Writing
we obtain,
as . Lemma 13 says that
is a Banach space so that
is in
and,
as required. ⬜
The `ultra’ topologies remain unchanged when we pass to the Hilbert space completion.
Lemma 18 The ultraweak and, respectively, the ultrastrong topology on
are the same whether defined with respect to
or
.
Proof: Let be the natural homomorphism. The ultraweak topologies are generated by the linear functions
for, respectively,
and
. Lemma 17 implies that these two collections of functions are the same, so the ultraweak topologies coincide.
A net tends to zero in the ultrastrong topology iff
in the
-ultraweak topology. By what we have just shown, this is equivalent to
weakly in
. Hence
weakly wrt
. Then,
in the ultrastrong topology on
. ⬜
Lemma 14 can also be applied the ultraweak and ultrastrong topologies on .
Lemma 19 If
is a linear map then, the following are equivalent.
is ultraweakly continuous.
is ultrastrongly continuous.
.
Proof: By lemmas 17 and 18, each of the statements of the lemma correspond to the statements of lemma 14 applied to the representation . ⬜
Corollary 20 If
is convex then
.
Proof: Lemma 19 states that a linear functional on is ultraweakly continuous if and only if it is ultrastrongly continuous. So, the result follows from lemma 15. ⬜
Next, as the elements of act as bounded linear operators on the Hilbert space
, this defines a unique *-homomorphism
from
to the *-algebra
of bounded linear operators on
, given by
. The image,
, is a *-subalgebra of
, the completion of which will be denoted by
. It does not matter which of the operator topologies is used, as the weak, strong, ultraweak and ultrastrong completions all give the same result, which is the von Neumann algebra generated by
. We only require the ultraweak and ultrastrong topologies, and do not even make use of the fact that
is an algebra.
Theorem 21 Under the pairing
is the Banach dual of
.
Proof: It needs to be shown that, for every , the linear map
given by
is bounded with operator norm equal to
and, conversely, for every bounded linear map
there exists a unique
satisfying
.
First, for ,
so we see that is bounded with operator norm
.
Now, let be a bounded linear map. To complete the proof, we need to show that there exists a unique
such that
for all
, and that
.
Fixing , consider the linear map
given by
(where the overline denotes complex conjugation). This satisfies
so has operator norm bounded by . By the Riesz representation theorem, there exists a unique
satisfying
for all , and then
. As
depends linearly on the choice of
, we write
, so that
is linear with
and,
As , it remains to show that
and that
for all
.
For any , we use that fact that
converges in the
norm so that,
Finally, for all ultraweakly continuous linear , lemma 19 says that
for some
. If
vanishes on
then
. If
does not vanish on
then, by scaling, it maps
onto
, so
. Hence, by lemma 15,
. ⬜
I now state the Kaplansky density theorem, which is the first of the two `big’ results that we need. This states that if is a Hilbert space,
is a *-subalgebra of
, and
is both in the strong closure of
and in the unit ball
, then it is in the strong closure of
. By scaling, this means that if
is in the strong closure of
, so that there is a net
tending strongly to
, then the net can be chosen such that
for all
.
Theorem 22 (Kaplansky) Let
be a Hilbert space and
be a *-subalgebra of
. If
is in the strong closure of
, then it is in the strong closure of
.
The usual proofs of the Kaplansky density theorem make use of the continuous functional calculus to replace a net converging strongly to
by
, for a continuous bounded function
. I simply state this theorem here, with reference to the Wikipedia entry, as it is standard. As in equation (6) from the post on operator topologies, I express the theorem in the form of a string of useful identities. As usual,
is a bounded *-algebra representation.
Lemma 23 If
is a *-subalgebra of
then
Proof: The first equality is given by corollary 20. Setting , which is a convex subset of
, the equalities
and
hold as the weak and strong topologies coincides with their ultra counterparts on the unit ball (lemma 9 of the post on operator topologies). Corollary 20 above gives
. Only the equality
remains.
As above, let be the Hilbert space completion of
, and define the *-homomorphism
by
. The Kaplansky density theorem applied to the action of
on
gives,
As is an
-isometry, and the ultrastrong topology for
defined with respect to its action on
and for its action on
coincide (lemma 18), this gives
as required. ⬜
The next big result that we require is the Krein–Smulian theorem (see here for a proof). This is pure functional analysis, involving Banach spaces. Given a Banach space , its dual
is defined to be the space of continuous linear maps
which, under the operator norm, is itself a Banach space. If, for
and
, we use
to denote the application of
to
, then
is bilinear. The weak-* topology on
is defined to be the weakest topology making the maps
,
, continuous for each
. The Krein–Smulian theorem shows that a convex set
is weak-* closed if and only if
is weak-* closed for all
. In the case where
is a subspace then, by scaling, it is sufficient to show that
is weak-* closed.
Theorem 24 (Krein–Smulian) Let
be a Banach space with dual
. Then, a convex subset
is weak-* closed iff
is weak-* closed for each
. In particular, if
is a subspace, then in it weak-* closed iff
is weak-* closed.
In our case, we showed in lemma 13 that is a Banach space and then, in theorem 21, that its Banach dual is the closure
of
in
. The weak-* topology then coincides with the ultraweak topology, so the Krein–Smulian theorem gives a necessary and sufficient condition for convex subsets of
to be ultraweakly closed. I conclude this post with the proof of theorem 12.
Proof of Theorem 12: Let be linear, and strongly continuous on
. It needs to be shown that
or, by lemma 19, that
is ultraweakly continuous. As above, we define
to be the Hilbert space completion, and the *-homomorphism
by
. Setting
, which is a *-subalgebra of
, we will consider the linear map
given by
. To see that this is well-defined, consider the case where
. Then,
for all
, meaning that
is in the strong closure of the single point
so, by strong continuity,
as required. As the ultrastrong topology is the same for the action of
on
as for its action on
(lemma 18), it follows that
is ultrastrongly continuous on norm-bounded subsets of
.
Now, let be the ultraweak closure of
. Using
to denote the closed
-ball, for each positive real
, lemma 23 gives
As is ultrastrongly continuous on
, it has a unique ultrastrong extension to
. By uniqueness, the extensions to
and
must agree on the intersection. As
, we can define a map
such that it agrees with
on
and is ultrastrongly continuous on each
.
In summary, we have defined a linear map which is ultrastrongly continuous on
and satisfies
. As
is ultraweakly continuous, it only remains to show that
is ultraweakly continuous. Equivalently,
is ultraweakly closed, for which it is sufficient to show that
is closed under the ultraweak topology. Since theorem 21 states that
is the Banach dual of
, and the weak-* topology corresponds to ultraweak convergence, the Krein–Smulian theorem says that it is sufficient to show that
is ultraweakly closed. The fact that
is ultrastrongly continuous on
immediately gives that
is ultrastrongly closed, and finally
is ultraweakly closed by corollary 20 above.
⬜