Trace Hilbert spaces, commutation, comparison and expectations
Written by Claude Opus 5.5 (Anthropic), September 2026. Self-checked by the writing AI. Original text: CC0 1.0.
This complete chapter consists of the trace-duality, trace-Hilbert-space, tracial-commutation, trace-comparison and expectation sections with their full proofs and examples. Results are referred to by their numbers below. The tracial commutation theorem is proved here from bounded-vector duality. General Tomita theory, coupling traces and standard-form theory are not premises. Selection and route notes: GPT-6.1 Sol (OpenAI), Ultra, October 2026; new notes CC0.
Exact prerequisites
Traces, part A, Sections 2, 3 and 7, prove the definition ideals, finite-trace projection nets, supports, sums and the semifinite part, the trace norm and the isometric dense map into the predual. The pairing τ(ax)=τ(xa) for x∈mτ,a∈M is equation (0.1) below wherever that original label is cited. The public predual chapter proves M=(M∗)∗, with weak-star topology equal to the ultraweak topology. Tomiyama positivity and bimodularity are Theorem 8.5 of The universal enveloping algebra, with no complete-positivity strengthening assumed. Normality is order normality, equivalent to ultraweak continuity for positive maps; the same chapter proves that normal representations have von Neumann range. The Riesz representation theorem for Hilbert spaces is in Hilbert spaces and compact operators. The finite Baire-measure representation and continuous-function density used in Theorem 3.3 are proved in Theorem 2.2, Proposition 2.3 and Proposition 3.1(4) of Haar measure on locally compact groups, with the commutative Gelfand theorem in C-star algebras. The scalar multiplication commutant is Decomposable operators and the diagonal algebra, Theorem 7.1(5). No closed unbounded-operator or Mackey-topology result is used in the selected sections.
τ(xy)=τ(yx)(x,y∈nτ),τ(ax)=τ(xa)(x∈mτ,a∈M).(0.1)
1. Integrable elements and duality
Throughout this section τ is a faithful semifinite normal trace on M.
The prerequisite lesson introduced the norm ∥x∥1=τ(∣x∣) on mτ and showed that x↦ωx is isometric with dense range in M∗. Let L1(M,τ) be the completion of (mτ,∥⋅∥1). The map x↦ωx extends to an isometric isomorphism of L1(M,τ) onto M∗, and we use it to regard every element of L1(M,τ) as a normal functional. For y∈M and x∈L1(M,τ) we write
τ(yx)=τ(xy)=ωx(y).(1.1)
For x∈mτ this is the old meaning, by (0.1), and ∣τ(yx)∣≤∥y∥∥x∥1.
Theorem 1.1 (Duality). The map Φ that sends y∈M to the functional x↦τ(yx) on L1(M,τ) is an isometric linear bijection of M onto the dual space L1(M,τ)∗. It carries the σ-weak topology of M to the weak∗ topology of L1(M,τ)∗.
Proof. Let j:L1(M,τ)→M∗, j(x)=ωx, be the isometric isomorphism above. The map y↦(ω↦ω(y)) is an isometric isomorphism of M onto (M∗)∗ that carries the σ-weak topology to the weak∗ topology (background). Composing with the transpose of j, which is an isometric isomorphism of (M∗)∗ onto L1(M,τ)∗ and a homeomorphism for the weak∗ topologies, we get Φ(y)(x)=ωx(y)=τ(yx). □
So M is the dual of L1(M,τ), and we may think of M as L∞(M,τ), with the operator norm in the role of the essential supremum. The elements of mτ lie in both spaces. The next result identifies them inside L1(M,τ): they are the integrable elements that are also bounded.
Proposition 1.2 (Bounded densities). For x∈L1(M,τ) put
N∞(x)=sup{∣τ(yx)∣:y∈mτ,∥y∥1≤1}∈[0,∞].
Then x belongs to mτ if and only if N∞(x)<∞, and in that case N∞(x)=∥x∥. Equivalently: a normal functional ω on M equals ωx for some x∈mτ exactly when ω is bounded on the ∥⋅∥1-unit ball of mτ.
Proof. Let x∈mτ. For y∈mτ, (0.1) and the trace-norm inequality give ∣τ(yx)∣=∣τ(xy)∣≤∥x∥∥y∥1, so N∞(x)≤∥x∥. By Theorem 1.1, ∥x∥ is the norm of Φ(x), the supremum of ∣τ(xy)∣ over the unit ball of L1(M,τ); since mτ is dense there, the supremum over its unit ball is the same. So N∞(x)=∥x∥.
Conversely, let C=N∞(x)<∞. The functional y↦τ(yx) on mτ has norm at most C for ∥⋅∥1, so it extends to a bounded functional on L1(M,τ), and Theorem 1.1 gives z∈M with ∥z∥=C and τ(yx)=τ(zy) for all y∈mτ. We show that z∈mτ. Let z=u∣z∣ be the polar decomposition, and choose projections ei∈Fτ that increase to 1 (semifiniteness). The element eiu∗ lies in mτ, because mτ is an ideal containing ei. By (0.1),
τ(ei∣z∣ei)=τ((eiu∗)(zei))=τ(zeieiu∗)=τ(zeiu∗)=τ(eiu∗x),
and the last number is at most ∥eiu∗∥∥x∥1≤∥x∥1 in absolute value. On the other hand ei∣z∣ei=(∣z∣1/2ei)∗(∣z∣1/2ei), so the trace property gives τ(ei∣z∣ei)=τ(∣z∣1/2ei∣z∣1/2), and these numbers increase to τ(∣z∣) by normality. Hence τ(∣z∣)≤∥x∥1<∞, and z∈mτ. Now ωz and ωx are normal and agree on mτ, which is σ-weakly dense; so they are equal, and x=z in L1(M,τ). □
Example 1.3 (B(H) and the trace class). Let M=B(H) and let τ=Tr be the usual trace, Tr(x)=∑i⟨xεi,εi⟩ for an orthonormal basis. For a unit vector ξ and any unit vector η, the rank-one operator r=⟨⋅,ξ⟩η has norm 1, and for y∈mTr the linear extension of the trace gives Tr(yr)=⟨yη,ξ⟩. The trace-norm inequality gives ∣⟨yη,ξ⟩∣≤∥y∥1, so
∥y∥≤∥y∥1(y∈mTr).
Consequently, for x∈L1(B(H),Tr) and y∈mTr with ∥y∥1≤1, ∣Tr(yx)∣≤∥y∥∥x∥1≤∥x∥1. So N∞(x)≤∥x∥1<∞ for every x, and Proposition 1.2 shows that L1(B(H),Tr)=mTr: no completion is needed. These are the trace-class operators, and Theorem 1.1 is the classical statement that B(H) is the dual of the trace class. In contrast, for a diffuse algebra such as L∞[0,1] the completion adds unbounded elements (Example 1.4).
Example 1.4 (Measure spaces). Let (Xk,μk)k∈K be finite measure spaces and let (X,μ) be their disjoint union: a function on X is measurable when its restriction to each Xk is, and ∫Xfdμ=∑k∫Xkfdμk for f≥0. Put Lp(X,μ)={f:∥f∥p<∞} modulo null functions, for p=1,2, and let L∞(X,μ) be the bounded families (fk) with fk∈L∞(Xk,μk). Every σ-finite measure space has this form, with K countable.
Let M=L∞(X,μ) act on L2(X,μ)=⨁kL2(Xk,μk) by multiplication. Each summand is a maximal abelian von Neumann algebra on L2(Xk,μk) (background), so M is a von Neumann algebra, the direct sum of these. Put τ(f)=∫Xfdμ for f∈M+. Then:
τ is a trace, since M is commutative. It is faithful. It is normal: τ(f)=∑k⟨f1Xk,1Xk⟩ is a sum of vector functionals. It is semifinite: the projections ∑k∈F1Xk, F finite, have finite trace and increase to 1.
Fτ consists of the bounded integrable functions f≥0, so mτ=L∞∩L1, and ∥f∥1=∫∣f∣dμ is the L1-norm. Likewise nτ=L∞∩L2 with the L2-norm.
L∞∩L1 is dense in L1(X,μ): for f∈L1, the functions f1{∣f∣≤n}∑k∈F1Xk converge to f in L1 by dominated convergence, along n→∞ and finite sets F increasing to K. As L1(X,μ) is complete, L1(M,τ)=L1(X,μ), and the pairing (1.1) is τ(gf)=∫Xgfdμ.
Theorem 1.1 now says that L∞(X,μ) is the dual of L1(X,μ) through g↦(f↦∫gfdμ), and Proposition 1.2 says that an integrable f is essentially bounded exactly when g↦∫gfdμ is bounded on the unit ball of L∞∩L1 for the L1-norm, with bound ∥f∥∞. By Theorem 3.3, every commutative von Neumann algebra that carries a faithful semifinite normal trace is of this form.
Remark 1.5. Faithfulness is used to make ∥⋅∥1 a norm. If τ is only semifinite and normal, ∥⋅∥1 vanishes exactly on mτ(1−s(τ))=mτ∩M(1−s(τ)), and the same results hold for the algebra Ms(τ), whose predual is the set of normal functionals on M that vanish on M(1−s(τ)).
2. The Hilbert space of a trace
Throughout this section τ is a faithful semifinite normal trace on M. A reference for Sections 1–3 is [Kostecki, Section 5.2].
Definition 2.1. For x,y∈nτ put ⟨x,y⟩2=τ(y∗x); this makes sense because y∗x∈mτ. It is a sesquilinear form, positive, and definite because τ is faithful: ⟨x,x⟩2=τ(x∗x)=0 forces x=0. The completion of nτ is a Hilbert space L2(M,τ), and nτ is a dense subspace of it. The norm is ∥x∥2.
Lemma 2.2 (The two actions). Let a∈M and x∈nτ.
∥ax∥2≤∥a∥∥x∥2, ∥xa∥2≤∥a∥∥x∥2 and ∥x∗∥2=∥x∥2.
There are bounded operators πτ(a) and ρτ(a) on L2(M,τ) with πτ(a)x=ax and ρτ(a)x=xa. The map πτ is a unital ∗-homomorphism. The map ρτ is linear and unital, with ρτ(ab)=ρτ(b)ρτ(a) and ρτ(a∗)=ρτ(a)∗. Every πτ(a) commutes with every ρτ(b).
The map x↦x∗ extends to a conjugate-linear isometry J of L2(M,τ) with J2=1, ⟨Jξ,Jη⟩2=⟨η,ξ⟩2, and Jπτ(a)J=ρτ(a∗).
For x,y∈nτ, ⟨πτ(a)x,y⟩2=τ(axy∗)=ωxy∗(a). The maps πτ and ρτ are injective and normal, in the sense that a↦⟨πτ(a)ξ,η⟩2 and a↦⟨ρτ(a)ξ,η⟩2 lie in M∗ for all vectors ξ,η.
mτ is dense in L2(M,τ). If ei∈Fτ are projections that increase to 1, then πτ(ei)→1 and ρτ(ei)→1 strongly.
We call πτ the standard representation of M defined by τ, ρτ the right representation and J the conjugation. When no confusion arises we write π,ρ.
Proof. (1) Since x∗a∗ax≤∥a∥2x∗x, monotonicity of τ gives the first inequality. By the trace identity for z=xa, τ(a∗x∗xa)=τ(xaa∗x∗)≤∥a∥2τ(xx∗)=∥a∥2τ(x∗x). Finally τ(xx∗)=τ(x∗x).
(2) By (1), left and right multiplication by a are bounded on nτ for ∥⋅∥2, with norm at most ∥a∥, and extend to L2(M,τ). The algebraic rules hold on nτ and pass to the closure. For adjoints, let x,y∈nτ. Then ⟨ax,y⟩2=τ(y∗ax)=τ((a∗y)∗x)=⟨x,a∗y⟩2. Also ⟨xa,y⟩2=τ(y∗xa)=τ(ay∗x) by (0.1), since y∗x∈mτ, and τ(ay∗x)=τ((ya∗)∗x)=⟨x,ya∗⟩2. The commutation is associativity: (ax)b=a(xb).
(3) By (1), J is isometric on nτ, so it extends; J2=1 is clear. For x,y∈nτ, ⟨x∗,y∗⟩2=τ(yx∗)=τ(x∗y)=⟨y,x⟩2 by (0.1), and this passes to limits. Finally Jπτ(a)Jx=(ax∗)∗=xa∗=ρτ(a∗)x.
(4) By (0.1) with the elements y∗ and ax of nτ, τ(y∗ax)=τ(axy∗), and xy∗∈mτ. So a↦⟨πτ(a)x,y⟩2 is ωxy∗, which is normal. For arbitrary vectors ξ,η, approximate them by x,y∈nτ; the functionals converge in norm, and M∗ is norm closed. For ρτ, part (3) gives ⟨ρτ(a)ξ,η⟩2=⟨Jπτ(a∗)Jξ,η⟩2=⟨πτ(a)Jη,Jξ⟩2, which is normal in a. If πτ(a)=0, then aei=πτ(a)ei=0 for projections ei∈Fτ increasing to 1, so a=0; and ρτ(a)=Jπτ(a∗)J.
(5) For y∈nτ, eiy∈mτ, and ∥y−eiy∥22=τ(y∗(1−ei)y)=τ(y∗y)−τ(y∗eiy)→0 because y∗eiy↑y∗y and τ is normal. So mτ is dense, and πτ(ei)→1 on the dense set nτ; being contractions, they converge strongly. Then ρτ(ei)=Jπτ(ei)J→1 strongly. □
The next two results decide when a vector of L2(M,τ), or an element of M, comes from nτ. They are the Hilbert-space analogues of Proposition 1.2.
Proposition 2.3 (Square-integrable elements). For x∈M put
N2(x)=sup{∣τ(y∗x)∣:y∈mτ,∥y∥2≤1}∈[0,∞].
Then x∈nτ if and only if N2(x)<∞, and then N2(x)=∥x∥2.
Proof. The number τ(y∗x) is defined because mτ is an ideal. If x∈nτ, then τ(y∗x)=⟨x,y⟩2, so N2(x)≤∥x∥2 by Cauchy–Schwarz, and equality holds because mτ is dense in L2(M,τ).
Conversely let N2(x)<∞. The map y↦τ(y∗x) is linear and bounded on the dense subspace mτ, so the Riesz representation theorem gives ξ∈L2(M,τ) with τ(y∗x)=⟨ξ,y⟩2 for all y∈mτ. Let ei∈Fτ be projections increasing to 1. For y∈mτ,
⟨eix,y⟩2=τ(y∗eix)=τ((eiy)∗x)=⟨ξ,eiy⟩2=⟨πτ(ei)ξ,y⟩2,
where eix∈mτ. By density, eix=πτ(ei)ξ in L2(M,τ). Hence τ(x∗eix)=∥eix∥22≤∥ξ∥22. As x∗eix↑x∗x, normality gives τ(x∗x)≤∥ξ∥22<∞. □
Proposition 2.4 (Bounded vectors). For ξ∈L2(M,τ) the following are equivalent:
(i) ξ∈nτ;
(ii) N∞(ξ)=sup{∣⟨ξ,y⟩2∣:y∈mτ,∥y∥1≤1}<∞;
(iii) Nℓ(ξ)=sup{∥πτ(a)ξ∥2:a∈nτ,∥a∥2≤1}<∞;
(iv) Nr(ξ)=sup{∥ρτ(a)ξ∥2:a∈nτ,∥a∥2≤1}<∞.
When they hold, and ξ=x∈nτ, all three suprema equal the operator norm ∥x∥.
Proof. (i)⇒(iii): for a∈nτ, πτ(a)x=ax=ρτ(x)a, so ∥ax∥2≤∥x∥∥a∥2 by Lemma 2.2(1). Thus Nℓ(x)≤∥x∥.
(iii)⇒(ii): let y∈mτ with polar decomposition y=u∣y∣. Then k=∣y∗∣=u∣y∣u∗ satisfies ku=u∣y∣=y, and k∈Fτ, so k1/2∈nτ with ∥k1/2∥22=τ(k)=τ(∣y∣)=∥y∥1. Write y=k1/2(k1/2u). As πτ(k1/2) is self-adjoint,
∣⟨ξ,y⟩2∣=∣⟨πτ(k1/2)ξ,k1/2u⟩2∣≤∥πτ(k1/2)ξ∥2∥k1/2u∥2≤Nℓ(ξ)∥k1/2∥2⋅∥k1/2∥2=Nℓ(ξ)∥y∥1,
using Lemma 2.2(1) for ∥k1/2u∥2≤∥k1/2∥2. So N∞(ξ)≤Nℓ(ξ).
(ii)⇒(i): the map w↦⟨ξ,w∗⟩2 is linear on mτ and bounded for ∥⋅∥1, since ∥w∗∥1=∥w∥1. By Theorem 1.1 there is x′∈M with ∥x′∥=N∞(ξ) and ⟨ξ,w∗⟩2=τ(wx′) for w∈mτ; with w=y∗ this reads ⟨ξ,y⟩2=τ(y∗x′). Let ei∈Fτ be projections increasing to 1. For y∈mτ,
⟨eix′,y⟩2=τ(y∗eix′)=τ((eiy)∗x′)=⟨ξ,eiy⟩2=⟨πτ(ei)ξ,y⟩2,
so eix′=πτ(ei)ξ. Then τ(x′∗eix′)=∥πτ(ei)ξ∥22≤∥ξ∥22, and normality gives τ(x′∗x′)≤∥ξ∥22: so x′∈nτ. Finally πτ(ei)ξ→ξ and eix′→x′ in L2(M,τ) (Lemma 2.2(5)), so ξ=x′.
Norms: for x∈nτ, N∞(x)=sup{∣τ(wx)∣:w∈mτ,∥w∥1≤1}, which is ∥x∥ by Theorem 1.1 and density. With the inequalities above, ∥x∥=N∞(x)≤Nℓ(x)≤∥x∥.
(i)⇔(iv): J is isometric, maps nτ onto itself, and ∥ρτ(a)ξ∥2=∥Jρτ(a)ξ∥2=∥πτ(a∗)Jξ∥2 by Lemma 2.2(3). As a↦a∗ preserves nτ and ∥⋅∥2, Nr(ξ)=Nℓ(Jξ), and ∥x∗∥=∥x∥. □
Example 2.5. (a) B(H). By Example 1.3, ∥y∥≤∥y∥1 for y∈mTr. For x∈nTr this gives ∥x∥2=∥x∗x∥≤∥x∗x∥1=∥x∥22. Let ξ∈L2(B(H),Tr) be the limit of xn∈nTr. For a∈nTr, ∥π(a)ξ∥2=limn∥axn∥2≤∥a∥∥ξ∥2≤∥a∥2∥ξ∥2. So Nℓ(ξ)≤∥ξ∥2, and ξ∈nTr by Proposition 2.4. Every vector is bounded: L2(B(H),Tr) is the space of Hilbert–Schmidt operators, with ∥x∥≤∥x∥2.
(b) L∞[0,1]. With Lebesgue measure, L2(M,τ)=L2[0,1] by Example 1.4, and for f∈L2, Nℓ(f)=sup{∥gf∥2:g∈L∞,∥g∥2≤1}. For f(t)=t−1/4 and g=δ−1/21[0,δ], ∥gf∥22=δ−1∫0δt−1/2dt=2δ−1/2→∞. So f is not a bounded vector, although it lies in L2. Here the bounded vectors are exactly the essentially bounded functions, and Proposition 2.4 recovers ∥f∥∞=sup{∥gf∥2:∥g∥2≤1}.
3. The commutation theorem
Theorem 3.1 (The commutation theorem). Let τ be a faithful semifinite normal trace on M. Then πτ(M) and ρτ(M) are von Neumann algebras on L2(M,τ),
πτ(M)′=ρτ(M),ρτ(M)′=πτ(M),Jπτ(M)J=ρτ(M).(3.1)πτ is a normal ∗-isomorphism of M onto πτ(M), and ρτ is a normal anti-isomorphism of M onto ρτ(M). The center of πτ(M) is πτ(Z)=ρτ(Z).
Proof. By Lemma 2.2, πτ is a faithful normal representation, so its image is a von Neumann algebra (background), and πτ is an isomorphism onto it. Since J is a conjugate-linear isometry with J2=1, the map X↦JXJ preserves products, adjoints and strong limits. By Lemma 2.2(3), ρτ(M)=Jπτ(M)J; so ρτ(M) is strongly closed, contains 1 and is closed under adjoints: a von Neumann algebra.
By Lemma 2.2(2), ρτ(M)⊆πτ(M)′. For the converse, let b∈πτ(M)′ and x∈nτ. Consider the vector ξ=bx. For a∈nτ,
∥πτ(a)ξ∥2=∥bπτ(a)x∥2=∥b(ax)∥2≤∥b∥∥ax∥2≤∥b∥∥x∥∥a∥2.
So Nℓ(ξ)≤∥b∥∥x∥, and Proposition 2.4 gives an element w∈nτ with bx=w. For a∈nτ,
ρτ(w)a=aw=πτ(a)bx=bπτ(a)x=b(ax)=bρτ(x)a.
Both ρτ(w) and bρτ(x) are bounded and agree on the dense set nτ, so bρτ(x)=ρτ(w)∈ρτ(M). Now let ei∈Fτ be projections increasing to 1; they lie in nτ. By Lemma 2.2(5), bρτ(ei)→b strongly, and ρτ(M) is strongly closed; so b∈ρτ(M). This proves πτ(M)′=ρτ(M), and then ρτ(M)′=πτ(M)′′=πτ(M) by the bicommutant theorem.
ρτ is injective and normal by Lemma 2.2(4), and it reverses products. For a∈Z and x∈nτ, ax=xa, so πτ(a)=ρτ(a). The center of πτ(M) is πτ(M)∩πτ(M)′=πτ(M)∩ρτ(M), and πτ maps Z onto the center of πτ(M) because it is an isomorphism. □
When τ(1)<∞, the vector 1∈nτ is cyclic for πτ(M) and for ρτ(M), since πτ(x)1=x=ρτ(x)1; by (3.1) it is then also separating for both.
Example 3.2 (Matrices). Let M=Mn(C) and τ=Tr. Then L2(M,τ) is Mn(C) with ⟨x,y⟩2=Tr(y∗x), π and ρ are left and right multiplication, and J is the adjoint. Theorem 3.1 is here elementary: if a linear map T of Mn(C) commutes with every left multiplication, then T(x)=T(x⋅1)=xT(1), so T=ρ(T(1)).
Theorem 3.3 (Commutative algebras). Let A be a commutative von Neumann algebra carrying a faithful semifinite normal trace τ.
πτ(A) is maximal abelian on L2(A,τ): πτ(A)′=πτ(A).
There are compact Hausdorff spaces Ωk (k∈K) with finite positive Baire measures μk, and a ∗-isomorphism Φ of A onto the algebra L∞(X,μ) of the disjoint union (X,μ) of the (Ωk,μk), as in Example 1.4, such that τ(a)=∫XΦ(a)dμ for a∈A+.
Consequently, by Example 1.4, mτ, nτ, L1(A,τ) and L2(A,τ) correspond to L∞∩L1, L∞∩L2, L1(X,μ) and L2(X,μ). The space X is locally compact, each Ωk being open and compact in it, and μ is finite on compact sets.
Proof. (1) For a∈A and x∈nτ, ax=xa, so πτ(a)=ρτ(a). By Theorem 3.1, πτ(A)′=ρτ(A)=πτ(A).
(2) By Zorn's lemma choose a maximal family (ek)k∈K of mutually orthogonal nonzero projections of finite trace. Its sum is 1: otherwise the remainder would majorize a nonzero projection of finite trace (semifiniteness). The algebra Ak=Aek, acting on ekH, is a commutative von Neumann algebra with unit ek, and τk=τ∣Ak is a faithful normal finite trace on it.
Fix k. By the Gelfand–Naimark theorem there is an isometric ∗-isomorphism Γk:Ak→C(Ωk) onto the continuous functions on a compact Hausdorff space. By the Riesz–Markov theorem there is a finite positive Baire measure μk on Ωk with τk(a)=∫Γk(a)dμk. The continuous functions are dense in L2(Ωk,μk): given g∈L2, the truncations g1{∣g∣≤n} converge to g in L2; if ∣g∣≤n, choose continuous fm→g in L1 and replace fm by f~m=fmmin(1,n/∣fm∣), which is continuous with ∣f~m−g∣≤∣fm−g∣ (the map z↦zmin(1,n/∣z∣) is a 1-Lipschitz retraction onto the disc of radius n, which contains the values of g); then ∥f~m−g∥22≤2n∥f~m−g∥1→0.
Since τk is finite, nτk=Ak, and ∥a∥22=τk(a∗a)=∫∣Γk(a)∣2dμk. So a↦Γk(a) extends to a unitary Uk of L2(Ak,τk) onto L2(Ωk,μk), and Ukπτk(a)Uk∗ is multiplication by Γk(a), because both agree on the dense set of continuous functions. By part (1) applied to (Ak,τk), the set R={MΓk(a):a∈Ak} of these multiplication operators is maximal abelian. It lies in the commutative set of all multiplications Mg, g∈L∞(Ωk,μk); a commutative set containing a maximal abelian algebra equals it. So every Mg equals some MΓk(a), and then g=Γk(a) almost everywhere (apply both to the vector 1). Hence Φk(a)=Γk(a) (as a class in L∞) is a ∗-homomorphism of Ak onto L∞(Ωk,μk). It is injective: if Γk(a)=0 almost everywhere, then τk(a∗a)=0 and a=0. And τk(a)=∫Φk(a)dμk.
Finally a↦(aek)k is a ∗-isomorphism of A onto the bounded families (ak) with ak∈Ak: a bounded family has the strong sum ∑kak∈A. Put Φ(a)=(Φk(aek))k∈L∞(X,μ). For a∈A+, the partial sums of ∑ka1/2eka1/2 increase to a, so normality gives τ(a)=∑kτk(aek)=∫XΦ(a)dμ. The statements about X are clear from the definition of the disjoint union. □
So the commutation theorem is the noncommutative form of the statement that L∞ is maximal abelian on L2.
7. Comparing two traces
We first describe all normal traces through functionals. This is used in Section 8.
Proposition 7.1 (Normal traces as sums of functionals). For a trace τ on M the following are equivalent:
(a) τ is normal;
(b) there are normal positive functionals φi with τ(x)=∑iφi(x) for x∈M+;
(c) τ is lower semicontinuous on M+ for the σ-weak topology.
If τ is normal and semifinite, one can take φi(x)=τ(eixei) for mutually orthogonal projections ei of finite trace with ∑iei=1.
Proof. (a)⇒(b). Let z be the central projection of the semifinite part of τ (background). As in (b) of Theorem 6.3, there are mutually orthogonal projections ei≤z of finite trace with ∑iei=z. For x∈M+, normality and the trace identity for eix1/2 give
τ(xz)=τ(x1/2zx1/2)=i∑τ(x1/2eix1/2)=i∑τ(eixei).
Since ei∈mτ, φi(x)=τ(eixei)=τ(xei)=ωei(x) defines a normal positive functional (background on the trace norm). If 1−z=0, use Zorn's lemma to choose normal states ωj whose supports sj are mutually orthogonal and lie below 1−z, with the family maximal for these properties. Their supports add up to 1−z: otherwise a vector state at a unit vector in the range of the remainder would have its support there, against maximality. For x∈M+, ωj(x)=0 for all j exactly when sjxsj=0 for all j, that is, when x1/2(1−z)=0. So the family consisting of countably many copies of each ωj has sum ∞ at x when x(1−z)=0, and 0 otherwise; that is exactly τ(x(1−z)). Together, the two families consist of normal positive functionals whose sum at x is τ(xz)+τ(x(1−z))=τ(x).
(b)⇒(c): each finite partial sum is σ-weakly continuous, and a supremum of continuous functions is lower semicontinuous.
(c)⇒(a): if xi↑x, then xi→xσ-weakly, so τ(x)≤liminfiτ(xi)=supiτ(xi)≤τ(x). □
A finite trace that is not normal, such as a limit along a free ultrafilter on ℓ∞(N), is therefore not σ-weakly lower semicontinuous.
The main result of this section compares two traces. It is a Radon–Nikodym theorem, and its density is central.
Theorem 7.2 (Comparing two traces). Let τ be a faithful semifinite normal trace and τ′ a semifinite normal trace on M. Then τ0=τ+τ′ is a faithful semifinite normal trace, and there is a unique central element a with 0≤a≤1 such that
τ(x)=τ0(ax),τ′(x)=τ0((1−a)x)(x∈M+).(7.1)
Moreover s(a)=1 and s(1−a)=s(τ′).
Proof.τ0 is normal and semifinite (background on sums), and faithful because τ is. Note that nτ0=nτ∩nτ′. For x,y∈nτ0, the Cauchy–Schwarz inequality for the positive form (x,y)↦τ(y∗x) gives
∣τ(y∗x)∣2≤τ(x∗x)τ(y∗y)≤τ0(x∗x)τ0(y∗y)=∥x∥2,τ02∥y∥2,τ02.
So there is a unique operator A on L2(M,τ0) with ⟨Ax,y⟩2=τ(y∗x) for x,y∈nτ0, and 0≤A≤1. Let u∈M be unitary. For x,y∈nτ0,
⟨Aπτ0(u)x,y⟩2=τ(y∗ux)=τ((u∗y)∗x)=⟨Ax,u∗y⟩2=⟨πτ0(u)Ax,y⟩2,
and, using (0.1) with y∗x∈mτ,
⟨Aρτ0(u)x,y⟩2=τ(y∗xu)=τ(uy∗x)=τ((yu∗)∗x)=⟨Ax,ρτ0(u∗)y⟩2=⟨ρτ0(u)Ax,y⟩2.
Every element of M is a combination of unitaries, so A commutes with πτ0(M) and with ρτ0(M). By Theorem 3.1, A∈ρτ0(M)∩πτ0(M), the center of πτ0(M), which is πτ0(Z). So A=πτ0(a) for a central a, with 0≤a≤1 because πτ0 is an order isomorphism onto its image. Then τ(y∗x)=τ0(y∗ax) for x,y∈nτ0, and for x∈Fτ0, taking x1/2 for both vectors, τ(x)=τ0(ax). For general x∈M+, let ei∈Fτ0 be projections increasing to 1; then xi=x1/2eix1/2∈Fτ0 increase to x, and normality of τ and of τ0(a⋅) gives τ(x)=τ0(ax). For x∈Fτ0, τ′(x)=τ0(x)−τ(x)=τ0((1−a)x), and the same limit argument extends this to M+.
If q=1−s(a), then τ(q)=τ0(aq)=0, so q=0. A central projection q has τ′(q)=τ0((1−a)q)=0 exactly when (1−a)q=0, because τ0 is faithful. The largest such q is 1−s(1−a), and it is also 1−s(τ′) (background on supports). So s(1−a)=s(τ′).
Uniqueness: if a′ also satisfies (7.1), put b=a−a′ and q=1(0,∞)(b). For projections e∈Fτ0, τ0(bqe)=τ(qe)−τ(qe)=0, where bqe=(bq)1/2e(bq)1/2≥0. By faithfulness e(bq)1/2=0 for all such e, whose supremum is 1; so bq=0. In the same way b(1−q)=0, and a=a′. □
Example 7.3 (Semifiniteness of τ′ is needed). On M=C let τ(t)=t and τ′(t)=∞ for t>0, τ′(0)=0. Then τ′ is a faithful normal trace that is not semifinite, and τ+τ′=τ′. No a∈[0,1] satisfies τ(1)=τ′(a): the right side is 0 or ∞.
Corollary 7.4 (Factors). On a semifinite factor, any two semifinite normal traces are proportional: if τ=0, then τ′=cτ for some c∈[0,∞).
Proof. The support of a nonzero normal trace is a nonzero central projection, hence 1, so τ is faithful. By Theorem 7.2, a=λ1 with 0<λ≤1, and τ′=(1−λ)τ0=λ−1(1−λ)τ. □
For B(H) this recovers that the semifinite normal traces are the multiples cTr with c<∞; the multiple ∞⋅Tr is normal but not semifinite.
Example 7.5 (A computation). Let M=ℓ∞(N) with N={0,1,2,…}, τ(f)=∑nf(n) and τ′(f)=∑nnf(n). Then τ0(f)=∑n(1+n)f(n) and a(n)=1/(1+n). Here s(a)=1, while 1−a vanishes at 0: its support is the indicator of {1,2,…}, which is s(τ′).
9. Conditional expectations that preserve a trace
Theorem 9.1 (Trace-preserving conditional expectation). Let τ be a faithful semifinite normal trace on M and N⊆M a von Neumann subalgebra with the same unit. The following are equivalent:
(a) the restriction of τ to N+ is semifinite;
(b) there is a normal projection of norm one E of M onto N with τ(E(x))=τ(x) for x∈M+.
When they hold, E is unique and faithful, E(axb)=aE(x)b for a,b∈N, and E(x) is the unique element of N with
τ(E(x)y)=τ(xy)(y∈mτ∩N).(9.1)
We call E the conditional expectation of M onto N with respect to τ.
Proof. (a)⇒(b). The restriction τN is a faithful semifinite normal trace on N. Its definition ideal is mτ∩N: the inclusion ⊆ is clear, and if x∈mτ∩N, then ∣x∣∈Fτ∩N and x=u∣x∣ with u∈N, so x lies in the definition ideal of τN. For such x, ∣x∣ is the same in N and in M, so the two trace norms agree. Hence the inclusion extends to an isometry j:L1(N,τN)→L1(M,τ). Let E be its transpose under the dualities of Theorem 1.1: for x∈M, E(x)∈N is the element with τN(E(x)y)=τ(xy) for y∈L1(N,τN), in particular (9.1). Then E is linear, ∥E(x)∥≤∥x∥, E(b)=b for b∈N, and E is continuous for the σ-weak topologies, because transposes are weak∗ continuous and Theorem 1.1 identifies the topologies. By Tomiyama's theorem E is positive and N-bimodular, and a positive σ-weakly continuous map is normal. For x∈M+, let ei∈Fτ∩N be projections increasing to 1 (semifiniteness of τN). Using (0.1) and (9.1),
τ(x)=isupτ(x1/2eix1/2)=isupτ(xei)=isupτ(E(x)ei)=isupτ(E(x)1/2eiE(x)1/2)=τ(E(x)).
If E(x∗x)=0, then τ(x∗x)=0 and x=0: E is faithful.
(b)⇒(a). Let ei∈Fτ be projections increasing to 1. Then E(ei)∈N+, τ(E(ei))=τ(ei)<∞, and E(ei) increases to E(1)=1 by normality. For b∈N, the elements E(ei)bE(ei) lie in the definition ideal of τN and converge σ-weakly to b. So that ideal is σ-weakly dense, and τN is semifinite.
Uniqueness. Let E′ be a normal projection of norm one onto N with τ∘E′=τ. By Tomiyama's theorem it is positive and N-bimodular. For x∈M+ and y∈Fτ∩N,
τ(E′(x)y)=τ(y1/2E′(x)y1/2)=τ(E′(y1/2xy1/2))=τ(y1/2xy1/2)=τ(xy).
By linearity E′(x) satisfies (9.1) for all x∈M, and an element of N is determined by its pairing with the dense subspace mτ∩N of L1(N,τN) (Theorem 1.1 for N). So E′=E. □
Example 9.2. (a) Diagonals. In B(ℓ2) with the usual trace, let N be the diagonal operators. The trace is semifinite on N, and E(x) is the diagonal of x: both sides of (9.1) equal ∑nxnnyn for a finitely supported diagonal y.
(b) Scalars. For N=C1⊆B(ℓ2), Tr(λ1)=∞ for λ>0, so the restriction is not semifinite, and there is no trace-preserving normal projection of norm one onto C1. Directly: such a map would be x↦φ(x)1 with a normal state φ, and Tr(x)=∞⋅φ(x) would fail for a rank-one x (the left side is finite and nonzero, the right side is 0 or ∞).
(c) Partial traces. Let τ0 be a faithful semifinite normal trace on N0, let M=N0⊗ˉB(K) with the amplified trace τ(x)=∑iτ0(xii), and N=N0⊗1. Then τ(y⊗1)=(dimK)τ0(y), so the restriction is semifinite exactly when dimK=n<∞. In that case E(x)=(n1∑ixii)⊗1, the normalized partial trace.
(d) The center. If τ is a faithful normal finite trace, the conditional expectation onto the center Z is the center-valued trace T: for y∈Z, τ(T(x)y)=τ(T(xy))=τ(xy), because every finite trace factors through the center-valued trace (background), so T(x) satisfies (9.1).