Definition

Let BAB\subseteq A be a nonzero . A conditional expectation from AA onto BB is a contractive E:ABE:A\to B such that

E(b)=b,E(b1ab2)=b1E(a)b2E(b)=b,\qquad E(b_1ab_2)=b_1E(a)b_2

for aAa\in A and b1,b2Bb_1,b_2\in B. The first condition makes EE a retraction and hence an idempotent projection: E2=EE^2=E. The second says that EE is a BB-bimodule map. If AA and BB have the same identity, then EE is automatically unital.

Norm-one projection characterization

Tomiyama's theorem states that a bounded linear projection P:ABP:A\to B onto a CC^*-subalgebra, with P=1\lVert P\rVert=1, is positive, BB-bimodular, and completely positive. Conversely, every conditional expectation in the core definition is such a norm-one projection. Thus many sources define a conditional expectation simply as a contractive projection onto BB; the substantial bimodule and positivity properties then follow Takesaki, vol. I, §IV.2.

Basic properties

A conditional expectation fixes BB pointwise and has range exactly BB. It is positive, so a0a\geq0 implies E(a)0E(a)\geq0, and it is *-preserving. When the algebras share an identity, Kadison's inequality gives

E(a)E(a)E(aa).E(a)^*E(a)\leq E(a^*a).

The expectation is faithful when E(aa)=0E(a^*a)=0 implies a=0a=0. Faithfulness is an additional condition and is not implied by contractivity or complete positivity.

Conditional expectations let on BB produce positive functionals on AA by composition. They also provide canonical BB-valued in operator-algebra and constructions.

Examples and non-examples

For the diagonal subalgebra DnMn(C)D_n\subseteq M_n(\mathbb C),

E([aij])=diag(a11,,ann)E([a_{ij}])=\operatorname{diag}(a_{11},\ldots,a_{nn})

is a faithful conditional expectation. If a compact group acts continuously on a CC^*-algebra AA, averaging the action against normalized gives a conditional expectation onto the fixed-point algebra.

A ABA\to B whose image lies in BB is not necessarily an expectation: it must fix BB and satisfy the projection and bimodule requirements. Similarly, an arbitrary algebraic projection onto BB can have norm greater than one and need not be positive.

Von Neumann algebra convention

For an inclusion NMN\subseteq M of , the same definition applies, but authors often require the expectation to be normal, meaning ultraweakly continuous. Normality is extra structure; a CC^*-algebraic conditional expectation between von Neumann algebras need not be normal. This distinction is important when expectations are used with preduals, weights, or increasing operator limits.

References
  1. Masamichi Takesaki, Theory of Operator Algebras I, Springer, 1979. DOI record. Relevant: Chapter IV, especially §IV.2, on norm-one projections and conditional expectations.
  2. Nathanial P. Brown and Narutaka Ozawa, C-Algebras and Finite-Dimensional Approximations, Graduate Studies in Mathematics 88, American Mathematical Society, 2008. AMS/DOI record. Relevant: §1.5 on conditional expectations and completely positive maps.