Definition

Let NMN\subseteq M be unital with the same identity. A normal conditional expectation E:MNE:M\to N is a that is . Explicitly, EE is a positive norm-one linear projection onto NN and, for every bounded increasing net (xi)(x_i) in M+M_+,

E ⁣(supixi)=supiE(xi).E\!\left(\sup_i x_i\right)=\sup_i E(x_i).

The norm-one projection property implies E(n1xn2)=n1E(x)n2E(n_1xn_2)=n_1E(x)n_2 for n1,n2Nn_1,n_2\in N. Normality is the additional compatibility with ultraweak limits; faithfulness is not included.

Equivalent formulations

Because EE is bounded, normality is equivalent to the existence of a preadjoint

E:NM,E(ω)=ωE.E_*:N_*\longrightarrow M_*, \qquad E_*(\omega)=\omega\circ E.

It is also equivalent to preservation of suprema of bounded increasing nets of projections. Tomiyama's theorem supplies positivity, complete positivity, and NN-bimodularity from the norm-one projection hypothesis Takesaki, Chapter IV, §2.

Examples and a near-miss

On B(2)B(\ell^2), taking the diagonal matrix entries defines a normal faithful conditional expectation onto the diagonal von Neumann algebra \ell^\infty. More generally, averaging a normal action of a compact group against gives a normal conditional expectation onto the fixed-point algebra.

If φ\varphi is a singular state on MM, then

Eφ(x)=φ(x)1E_\varphi(x)=\varphi(x)1

is a CC^*-algebraic conditional expectation from MM onto C1\mathbb C1, but it is not normal. Thus normality does not follow merely because the domain and range are von Neumann algebras.

Structure and consequences

The range of a normal expectation is automatically ultraweakly closed, and normal on NN pull back to normal positive functionals on MM. If EE is faithful, then E(xx)=0E(x^*x)=0 implies x=0x=0; this extra condition is often required in modular theory.

Existence is not automatic for an arbitrary inclusion NMN\subseteq M. Given a φ\varphi on MM, Takesaki's expectation theorem characterizes the existence of a φ\varphi-preserving normal conditional expectation onto NN by invariance of NN under the σφ\sigma^\varphi Takesaki, Chapter IX, §4.

References
  1. Masamichi Takesaki, Theory of Operator Algebras I, Springer, 2002. DOI record. Relevant: Chapter IV, §2 on norm-one projections and conditional expectations.
  2. Masamichi Takesaki, Theory of Operator Algebras II, Springer, 2003. DOI record. Relevant: Chapter IX, §4 on modular invariance and normal conditional expectations.