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)\tau(ax)=\tau(xa) for x∈mτ,a∈Mx\in\mathfrak m_\tau,a\in M is equation (0.1) below wherever that original label is cited. The public predual chapter proves M=(M∗)∗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)\tau(xy)=\tau(yx)\quad(x,y\in\mathfrak n_\tau),\qquad \tau(ax)=\tau(xa)\quad(x\in\mathfrak m_\tau,\ a\in M).\tag{0.1}

1. Integrable elements and duality

Throughout this section τ\tau is a faithful semifinite normal trace on MM.

The prerequisite lesson introduced the norm ∥x∥1=τ(∣x∣)\|x\|_1=\tau(|x|) on mτ\mathfrak m_\tau and showed that x↦ωxx\mapsto\omega_x is isometric with dense range in M∗M_*. Let L1(M,τ)L^1(M,\tau) be the completion of (mτ,∥⋅∥1)(\mathfrak m_\tau,\|\cdot\|_1). The map x↦ωxx\mapsto\omega_x extends to an isometric isomorphism of L1(M,τ)L^1(M,\tau) onto M∗M_*, and we use it to regard every element of L1(M,τ)L^1(M,\tau) as a normal functional. For y∈My\in M and x∈L1(M,τ)x\in L^1(M,\tau) we write τ(yx)=τ(xy)=ωx(y).(1.1) \tau(yx)=\tau(xy)=\omega_x(y). \tag{1.1} For x∈mτx\in\mathfrak m_\tau this is the old meaning, by (0.1), and ∣τ(yx)∣≤∥y∥ ∥x∥1|\tau(yx)|\le\|y\|\,\|x\|_1.

Theorem 1.1 (Duality). The map Φ\Phi that sends y∈My\in M to the functional x↦τ(yx)x\mapsto\tau(yx) on L1(M,τ)L^1(M,\tau) is an isometric linear bijection of MM onto the dual space L1(M,τ)∗L^1(M,\tau)^*. It carries the σ\sigma-weak topology of MM to the weak∗^* topology of L1(M,τ)∗L^1(M,\tau)^*.

Proof. Let j:L1(M,τ)→M∗j:L^1(M,\tau)\to M_*, j(x)=ωxj(x)=\omega_x, be the isometric isomorphism above. The map y↦(ω↦ω(y))y\mapsto(\omega\mapsto\omega(y)) is an isometric isomorphism of MM onto (M∗)∗(M_*)^* that carries the σ\sigma-weak topology to the weak∗^* topology (background). Composing with the transpose of jj, which is an isometric isomorphism of (M∗)∗(M_*)^* onto L1(M,τ)∗L^1(M,\tau)^* and a homeomorphism for the weak∗^* topologies, we get Φ(y)(x)=ωx(y)=τ(yx)\Phi(y)(x)=\omega_x(y)=\tau(yx). □\square

So MM is the dual of L1(M,τ)L^1(M,\tau), and we may think of MM as L∞(M,τ)L^\infty(M,\tau), with the operator norm in the role of the essential supremum. The elements of mτ\mathfrak m_\tau lie in both spaces. The next result identifies them inside L1(M,τ)L^1(M,\tau): they are the integrable elements that are also bounded.

Proposition 1.2 (Bounded densities). For x∈L1(M,τ)x\in L^1(M,\tau) put N∞(x)=sup⁡{∣τ(yx)∣: y∈mτ, ∥y∥1≤1}∈[0,∞]. N_\infty(x)=\sup\{|\tau(yx)|:\ y\in\mathfrak m_\tau,\ \|y\|_1\le1\}\in[0,\infty]. Then xx belongs to mτ\mathfrak m_\tau if and only if N∞(x)<∞N_\infty(x)<\infty, and in that case N∞(x)=∥x∥N_\infty(x)=\|x\|. Equivalently: a normal functional ω\omega on MM equals ωx\omega_x for some x∈mτx\in\mathfrak m_\tau exactly when ω\omega is bounded on the ∥⋅∥1\|\cdot\|_1-unit ball of mτ\mathfrak m_\tau.

Proof. Let x∈mτx\in\mathfrak m_\tau. For y∈mτy\in\mathfrak m_\tau, (0.1) and the trace-norm inequality give ∣τ(yx)∣=∣τ(xy)∣≤∥x∥ ∥y∥1|\tau(yx)|=|\tau(xy)|\le\|x\|\,\|y\|_1, so N∞(x)≤∥x∥N_\infty(x)\le\|x\|. By Theorem 1.1, ∥x∥\|x\| is the norm of Φ(x)\Phi(x), the supremum of ∣τ(xy)∣|\tau(xy)| over the unit ball of L1(M,τ)L^1(M,\tau); since mτ\mathfrak m_\tau is dense there, the supremum over its unit ball is the same. So N∞(x)=∥x∥N_\infty(x)=\|x\|.

Conversely, let C=N∞(x)<∞C=N_\infty(x)<\infty. The functional y↦τ(yx)y\mapsto\tau(yx) on mτ\mathfrak m_\tau has norm at most CC for ∥⋅∥1\|\cdot\|_1, so it extends to a bounded functional on L1(M,τ)L^1(M,\tau), and Theorem 1.1 gives z∈Mz\in M with ∥z∥=C\|z\|=C and τ(yx)=τ(zy)\tau(yx)=\tau(zy) for all y∈mτy\in\mathfrak m_\tau. We show that z∈mτz\in\mathfrak m_\tau. Let z=u∣z∣z=u|z| be the polar decomposition, and choose projections ei∈Fτe_i\in F_\tau that increase to 11 (semifiniteness). The element eiu∗e_iu^* lies in mτ\mathfrak m_\tau, because mτ\mathfrak m_\tau is an ideal containing eie_i. By (0.1), τ(ei∣z∣ei)=τ((eiu∗)(zei))=τ(zei eiu∗)=τ(z eiu∗)=τ(eiu∗ x), \tau(e_i|z|e_i)=\tau\bigl((e_iu^*)(ze_i)\bigr)=\tau\bigl(ze_i\,e_iu^*\bigr)=\tau(z\,e_iu^*)=\tau(e_iu^*\,x), and the last number is at most ∥eiu∗∥ ∥x∥1≤∥x∥1\|e_iu^*\|\,\|x\|_1\le\|x\|_1 in absolute value. On the other hand ei∣z∣ei=(∣z∣1/2ei)∗(∣z∣1/2ei)e_i|z|e_i=(|z|^{1/2}e_i)^*(|z|^{1/2}e_i), so the trace property gives τ(ei∣z∣ei)=τ(∣z∣1/2ei∣z∣1/2)\tau(e_i|z|e_i)=\tau(|z|^{1/2}e_i|z|^{1/2}), and these numbers increase to τ(∣z∣)\tau(|z|) by normality. Hence τ(∣z∣)≤∥x∥1<∞\tau(|z|)\le\|x\|_1<\infty, and z∈mτz\in\mathfrak m_\tau. Now ωz\omega_z and ωx\omega_x are normal and agree on mτ\mathfrak m_\tau, which is σ\sigma-weakly dense; so they are equal, and x=zx=z in L1(M,τ)L^1(M,\tau). □\square

Example 1.3 (B(H)B(H) and the trace class). Let M=B(H)M=B(H) and let τ=Tr⁡\tau=\operatorname{Tr} be the usual trace, Tr⁡(x)=∑i⟨xεi,εi⟩\operatorname{Tr}(x)=\sum_i\langle x\varepsilon_i,\varepsilon_i\rangle for an orthonormal basis. For a unit vector ξ\xi and any unit vector η\eta, the rank-one operator r=⟨ ⋅ ,ξ⟩ηr=\langle\,\cdot\,,\xi\rangle\eta has norm 11, and for y∈mTr⁡y\in\mathfrak m_{\operatorname{Tr}} the linear extension of the trace gives Tr⁡(yr)=⟨yη,ξ⟩\operatorname{Tr}(yr)=\langle y\eta,\xi\rangle. The trace-norm inequality gives ∣⟨yη,ξ⟩∣≤∥y∥1|\langle y\eta,\xi\rangle|\le\|y\|_1, so ∥y∥≤∥y∥1(y∈mTr⁡). \|y\|\le\|y\|_1\qquad(y\in\mathfrak m_{\operatorname{Tr}}). Consequently, for x∈L1(B(H),Tr⁡)x\in L^1(B(H),\operatorname{Tr}) and y∈mTr⁡y\in\mathfrak m_{\operatorname{Tr}} with ∥y∥1≤1\|y\|_1\le1, ∣Tr⁡(yx)∣≤∥y∥ ∥x∥1≤∥x∥1|\operatorname{Tr}(yx)|\le\|y\|\,\|x\|_1\le\|x\|_1. So N∞(x)≤∥x∥1<∞N_\infty(x)\le\|x\|_1<\infty for every xx, and Proposition 1.2 shows that L1(B(H),Tr⁡)=mTr⁡L^1(B(H),\operatorname{Tr})=\mathfrak m_{\operatorname{Tr}}: no completion is needed. These are the trace-class operators, and Theorem 1.1 is the classical statement that B(H)B(H) is the dual of the trace class. In contrast, for a diffuse algebra such as L∞[0,1]L^\infty[0,1] the completion adds unbounded elements (Example 1.4).

Example 1.4 (Measure spaces). Let (Xk,μk)k∈K(X_k,\mu_k)_{k\in K} be finite measure spaces and let (X,μ)(X,\mu) be their disjoint union: a function on XX is measurable when its restriction to each XkX_k is, and ∫Xf dμ=∑k∫Xkf dμk\int_Xf\,d\mu=\sum_k\int_{X_k}f\,d\mu_k for f≥0f\ge0. Put Lp(X,μ)={f:∥f∥p<∞}L^p(X,\mu)=\{f:\|f\|_p<\infty\} modulo null functions, for p=1,2p=1,2, and let L∞(X,μ)L^\infty(X,\mu) be the bounded families (fk)(f_k) with fk∈L∞(Xk,μk)f_k\in L^\infty(X_k,\mu_k). Every σ\sigma-finite measure space has this form, with KK countable.

Let M=L∞(X,μ)M=L^\infty(X,\mu) act on L2(X,μ)=⨁kL2(Xk,μk)L^2(X,\mu)=\bigoplus_kL^2(X_k,\mu_k) by multiplication. Each summand is a maximal abelian von Neumann algebra on L2(Xk,μk)L^2(X_k,\mu_k) (background), so MM is a von Neumann algebra, the direct sum of these. Put τ(f)=∫Xf dμ\tau(f)=\int_Xf\,d\mu for f∈M+f\in M_+. Then:

Theorem 1.1 now says that L∞(X,μ)L^\infty(X,\mu) is the dual of L1(X,μ)L^1(X,\mu) through g↦(f↦∫gf dμ)g\mapsto(f\mapsto\int gf\,d\mu), and Proposition 1.2 says that an integrable ff is essentially bounded exactly when g↦∫gf dμg\mapsto\int gf\,d\mu is bounded on the unit ball of L∞∩L1L^\infty\cap L^1 for the L1L^1-norm, with bound ∥f∥∞\|f\|_\infty. 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\|\cdot\|_1 a norm. If τ\tau is only semifinite and normal, ∥⋅∥1\|\cdot\|_1 vanishes exactly on mτ(1−s(τ))=mτ∩M(1−s(τ))\mathfrak m_\tau(1-s(\tau))=\mathfrak m_\tau\cap M(1-s(\tau)), and the same results hold for the algebra Ms(τ)Ms(\tau), whose predual is the set of normal functionals on MM that vanish on M(1−s(τ))M(1-s(\tau)).

2. The Hilbert space of a trace

Throughout this section τ\tau is a faithful semifinite normal trace on MM. A reference for Sections 1–3 is [Kostecki, Section 5.2].

Definition 2.1. For x,y∈nτx,y\in\mathfrak n_\tau put ⟨x,y⟩2=τ(y∗x)\langle x,y\rangle_2=\tau(y^*x); this makes sense because y∗x∈mτy^*x\in\mathfrak m_\tau. It is a sesquilinear form, positive, and definite because τ\tau is faithful: ⟨x,x⟩2=τ(x∗x)=0\langle x,x\rangle_2=\tau(x^*x)=0 forces x=0x=0. The completion of nτ\mathfrak n_\tau is a Hilbert space L2(M,τ)L^2(M,\tau), and nτ\mathfrak n_\tau is a dense subspace of it. The norm is ∥x∥2\|x\|_2.

Lemma 2.2 (The two actions). Let a∈Ma\in M and x∈nτx\in\mathfrak n_\tau.

  1. ∥ax∥2≤∥a∥ ∥x∥2\|ax\|_2\le\|a\|\,\|x\|_2, ∥xa∥2≤∥a∥ ∥x∥2\|xa\|_2\le\|a\|\,\|x\|_2 and ∥x∗∥2=∥x∥2\|x^*\|_2=\|x\|_2.
  2. There are bounded operators πτ(a)\pi_\tau(a) and ρτ(a)\rho_\tau(a) on L2(M,τ)L^2(M,\tau) with πτ(a)x=ax\pi_\tau(a)x=ax and ρτ(a)x=xa\rho_\tau(a)x=xa. The map πτ\pi_\tau is a unital ∗*-homomorphism. The map ρτ\rho_\tau is linear and unital, with ρτ(ab)=ρτ(b)ρτ(a)\rho_\tau(ab)=\rho_\tau(b)\rho_\tau(a) and ρτ(a∗)=ρτ(a)∗\rho_\tau(a^*)=\rho_\tau(a)^*. Every πτ(a)\pi_\tau(a) commutes with every ρτ(b)\rho_\tau(b).
  3. The map x↦x∗x\mapsto x^* extends to a conjugate-linear isometry JJ of L2(M,τ)L^2(M,\tau) with J2=1J^2=1, ⟨Jξ,Jη⟩2=⟨η,ξ⟩2\langle J\xi,J\eta\rangle_2=\langle\eta,\xi\rangle_2, and Jπτ(a)J=ρτ(a∗)J\pi_\tau(a)J=\rho_\tau(a^*).
  4. For x,y∈nτx,y\in\mathfrak n_\tau, ⟨πτ(a)x,y⟩2=τ(a xy∗)=ωxy∗(a)\langle\pi_\tau(a)x,y\rangle_2=\tau(a\,xy^*)=\omega_{xy^*}(a). The maps πτ\pi_\tau and ρτ\rho_\tau are injective and normal, in the sense that a↦⟨πτ(a)ξ,η⟩2a\mapsto\langle\pi_\tau(a)\xi,\eta\rangle_2 and a↦⟨ρτ(a)ξ,η⟩2a\mapsto\langle\rho_\tau(a)\xi,\eta\rangle_2 lie in M∗M_* for all vectors ξ,η\xi,\eta.
  5. mτ\mathfrak m_\tau is dense in L2(M,τ)L^2(M,\tau). If ei∈Fτe_i\in F_\tau are projections that increase to 11, then πτ(ei)→1\pi_\tau(e_i)\to1 and ρτ(ei)→1\rho_\tau(e_i)\to1 strongly.

We call πτ\pi_\tau the standard representation of MM defined by τ\tau, ρτ\rho_\tau the right representation and JJ the conjugation. When no confusion arises we write π,ρ\pi,\rho.

Proof. (1) Since x∗a∗ax≤∥a∥2x∗xx^*a^*ax\le\|a\|^2x^*x, monotonicity of τ\tau gives the first inequality. By the trace identity for z=xaz=xa, τ(a∗x∗xa)=τ(xaa∗x∗)≤∥a∥2τ(xx∗)=∥a∥2τ(x∗x)\tau(a^*x^*xa)=\tau(xaa^*x^*)\le\|a\|^2\tau(xx^*)=\|a\|^2\tau(x^*x). Finally τ(xx∗)=τ(x∗x)\tau(xx^*)=\tau(x^*x).

(2) By (1), left and right multiplication by aa are bounded on nτ\mathfrak n_\tau for ∥⋅∥2\|\cdot\|_2, with norm at most ∥a∥\|a\|, and extend to L2(M,τ)L^2(M,\tau). The algebraic rules hold on nτ\mathfrak n_\tau and pass to the closure. For adjoints, let x,y∈nτx,y\in\mathfrak n_\tau. Then ⟨ax,y⟩2=τ(y∗ax)=τ((a∗y)∗x)=⟨x,a∗y⟩2\langle ax,y\rangle_2=\tau(y^*ax)=\tau((a^*y)^*x)=\langle x,a^*y\rangle_2. Also ⟨xa,y⟩2=τ(y∗x a)=τ(a y∗x)\langle xa,y\rangle_2=\tau(y^*x\,a)=\tau(a\,y^*x) by (0.1), since y∗x∈mτy^*x\in\mathfrak m_\tau, and τ(a y∗x)=τ((ya∗)∗x)=⟨x,ya∗⟩2\tau(a\,y^*x)=\tau((ya^*)^*x)=\langle x,ya^*\rangle_2. The commutation is associativity: (ax)b=a(xb)(ax)b=a(xb).

(3) By (1), JJ is isometric on nτ\mathfrak n_\tau, so it extends; J2=1J^2=1 is clear. For x,y∈nτx,y\in\mathfrak n_\tau, ⟨x∗,y∗⟩2=τ(yx∗)=τ(x∗y)=⟨y,x⟩2\langle x^*,y^*\rangle_2=\tau(yx^*)=\tau(x^*y)=\langle y,x\rangle_2 by (0.1), and this passes to limits. Finally Jπτ(a)Jx=(ax∗)∗=xa∗=ρτ(a∗)xJ\pi_\tau(a)Jx=(ax^*)^*=xa^*=\rho_\tau(a^*)x.

(4) By (0.1) with the elements y∗y^* and axax of nτ\mathfrak n_\tau, τ(y∗ ax)=τ(ax y∗)\tau(y^*\,ax)=\tau(ax\,y^*), and xy∗∈mτxy^*\in\mathfrak m_\tau. So a↦⟨πτ(a)x,y⟩2a\mapsto\langle\pi_\tau(a)x,y\rangle_2 is ωxy∗\omega_{xy^*}, which is normal. For arbitrary vectors ξ,η\xi,\eta, approximate them by x,y∈nτx,y\in\mathfrak n_\tau; the functionals converge in norm, and M∗M_* is norm closed. For ρτ\rho_\tau, part (3) gives ⟨ρτ(a)ξ,η⟩2=⟨Jπτ(a∗)Jξ,η⟩2=⟨πτ(a)Jη,Jξ⟩2\langle\rho_\tau(a)\xi,\eta\rangle_2=\langle J\pi_\tau(a^*)J\xi,\eta\rangle_2=\langle\pi_\tau(a)J\eta,J\xi\rangle_2, which is normal in aa. If πτ(a)=0\pi_\tau(a)=0, then aei=πτ(a)ei=0ae_i=\pi_\tau(a)e_i=0 for projections ei∈Fτe_i\in F_\tau increasing to 11, so a=0a=0; and ρτ(a)=Jπτ(a∗)J\rho_\tau(a)=J\pi_\tau(a^*)J.

(5) For y∈nτy\in\mathfrak n_\tau, eiy∈mτe_iy\in\mathfrak m_\tau, and ∥y−eiy∥22=τ(y∗(1−ei)y)=τ(y∗y)−τ(y∗eiy)→0\|y-e_iy\|_2^2=\tau(y^*(1-e_i)y)=\tau(y^*y)-\tau(y^*e_iy)\to0 because y∗eiy↑y∗yy^*e_iy\uparrow y^*y and τ\tau is normal. So mτ\mathfrak m_\tau is dense, and πτ(ei)→1\pi_\tau(e_i)\to1 on the dense set nτ\mathfrak n_\tau; being contractions, they converge strongly. Then ρτ(ei)=Jπτ(ei)J→1\rho_\tau(e_i)=J\pi_\tau(e_i)J\to1 strongly. □\square

The next two results decide when a vector of L2(M,τ)L^2(M,\tau), or an element of MM, comes from nτ\mathfrak n_\tau. They are the Hilbert-space analogues of Proposition 1.2.

Proposition 2.3 (Square-integrable elements). For x∈Mx\in M put N2(x)=sup⁡{∣τ(y∗x)∣: y∈mτ, ∥y∥2≤1}∈[0,∞]. N_2(x)=\sup\{|\tau(y^*x)|:\ y\in\mathfrak m_\tau,\ \|y\|_2\le1\}\in[0,\infty]. Then x∈nτx\in\mathfrak n_\tau if and only if N2(x)<∞N_2(x)<\infty, and then N2(x)=∥x∥2N_2(x)=\|x\|_2.

Proof. The number τ(y∗x)\tau(y^*x) is defined because mτ\mathfrak m_\tau is an ideal. If x∈nτx\in\mathfrak n_\tau, then τ(y∗x)=⟨x,y⟩2\tau(y^*x)=\langle x,y\rangle_2, so N2(x)≤∥x∥2N_2(x)\le\|x\|_2 by Cauchy–Schwarz, and equality holds because mτ\mathfrak m_\tau is dense in L2(M,τ)L^2(M,\tau).

Conversely let N2(x)<∞N_2(x)<\infty. The map y↦τ(y∗x)‾y\mapsto\overline{\tau(y^*x)} is linear and bounded on the dense subspace mτ\mathfrak m_\tau, so the Riesz representation theorem gives ξ∈L2(M,τ)\xi\in L^2(M,\tau) with τ(y∗x)=⟨ξ,y⟩2\tau(y^*x)=\langle\xi,y\rangle_2 for all y∈mτy\in\mathfrak m_\tau. Let ei∈Fτe_i\in F_\tau be projections increasing to 11. For y∈mτy\in\mathfrak m_\tau, ⟨eix,y⟩2=τ(y∗eix)=τ((eiy)∗x)=⟨ξ,eiy⟩2=⟨πτ(ei)ξ,y⟩2, \langle e_ix,y\rangle_2=\tau(y^*e_ix)=\tau((e_iy)^*x)=\langle\xi,e_iy\rangle_2=\langle\pi_\tau(e_i)\xi,y\rangle_2 , where eix∈mτe_ix\in\mathfrak m_\tau. By density, eix=πτ(ei)ξe_ix=\pi_\tau(e_i)\xi in L2(M,τ)L^2(M,\tau). Hence τ(x∗eix)=∥eix∥22≤∥ξ∥22\tau(x^*e_ix)=\|e_ix\|_2^2\le\|\xi\|_2^2. As x∗eix↑x∗xx^*e_ix\uparrow x^*x, normality gives τ(x∗x)≤∥ξ∥22<∞\tau(x^*x)\le\|\xi\|_2^2<\infty. □\square

Proposition 2.4 (Bounded vectors). For ξ∈L2(M,τ)\xi\in L^2(M,\tau) the following are equivalent:

When they hold, and ξ=x∈nτ\xi=x\in\mathfrak n_\tau, all three suprema equal the operator norm ∥x∥\|x\|.

Proof. (i)⇒\Rightarrow(iii): for a∈nτa\in\mathfrak n_\tau, πτ(a)x=ax=ρτ(x)a\pi_\tau(a)x=ax=\rho_\tau(x)a, so ∥ax∥2≤∥x∥ ∥a∥2\|ax\|_2\le\|x\|\,\|a\|_2 by Lemma 2.2(1). Thus Nℓ(x)≤∥x∥N_\ell(x)\le\|x\|.

(iii)⇒\Rightarrow(ii): let y∈mτy\in\mathfrak m_\tau with polar decomposition y=u∣y∣y=u|y|. Then k=∣y∗∣=u∣y∣u∗k=|y^*|=u|y|u^* satisfies ku=u∣y∣=yku=u|y|=y, and k∈Fτk\in F_\tau, so k1/2∈nτk^{1/2}\in\mathfrak n_\tau with ∥k1/2∥22=τ(k)=τ(∣y∣)=∥y∥1\|k^{1/2}\|_2^2=\tau(k)=\tau(|y|)=\|y\|_1. Write y=k1/2(k1/2u)y=k^{1/2}(k^{1/2}u). As πτ(k1/2)\pi_\tau(k^{1/2}) 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, |\langle\xi,y\rangle_2|=|\langle\pi_\tau(k^{1/2})\xi,\,k^{1/2}u\rangle_2|\le\|\pi_\tau(k^{1/2})\xi\|_2\,\|k^{1/2}u\|_2\le N_\ell(\xi)\,\|k^{1/2}\|_2\cdot\|k^{1/2}\|_2=N_\ell(\xi)\,\|y\|_1 , using Lemma 2.2(1) for ∥k1/2u∥2≤∥k1/2∥2\|k^{1/2}u\|_2\le\|k^{1/2}\|_2. So N∞(ξ)≤Nℓ(ξ)N_\infty(\xi)\le N_\ell(\xi).

(ii)⇒\Rightarrow(i): the map w↦⟨ξ,w∗⟩2w\mapsto\langle\xi,w^*\rangle_2 is linear on mτ\mathfrak m_\tau and bounded for ∥⋅∥1\|\cdot\|_1, since ∥w∗∥1=∥w∥1\|w^*\|_1=\|w\|_1. By Theorem 1.1 there is x′∈Mx'\in M with ∥x′∥=N∞(ξ)\|x'\|=N_\infty(\xi) and ⟨ξ,w∗⟩2=τ(wx′)\langle\xi,w^*\rangle_2=\tau(wx') for w∈mτw\in\mathfrak m_\tau; with w=y∗w=y^* this reads ⟨ξ,y⟩2=τ(y∗x′)\langle\xi,y\rangle_2=\tau(y^*x'). Let ei∈Fτe_i\in F_\tau be projections increasing to 11. For y∈mτy\in\mathfrak m_\tau, ⟨eix′,y⟩2=τ(y∗eix′)=τ((eiy)∗x′)=⟨ξ,eiy⟩2=⟨πτ(ei)ξ,y⟩2, \langle e_ix',y\rangle_2=\tau(y^*e_ix')=\tau((e_iy)^*x')=\langle\xi,e_iy\rangle_2=\langle\pi_\tau(e_i)\xi,y\rangle_2 , so eix′=πτ(ei)ξe_ix'=\pi_\tau(e_i)\xi. Then τ(x′∗eix′)=∥πτ(ei)ξ∥22≤∥ξ∥22\tau(x'^*e_ix')=\|\pi_\tau(e_i)\xi\|_2^2\le\|\xi\|_2^2, and normality gives τ(x′∗x′)≤∥ξ∥22\tau(x'^*x')\le\|\xi\|_2^2: so x′∈nτx'\in\mathfrak n_\tau. Finally πτ(ei)ξ→ξ\pi_\tau(e_i)\xi\to\xi and eix′→x′e_ix'\to x' in L2(M,τ)L^2(M,\tau) (Lemma 2.2(5)), so ξ=x′\xi=x'.

Norms: for x∈nτx\in\mathfrak n_\tau, N∞(x)=sup⁡{∣τ(wx)∣:w∈mτ,∥w∥1≤1}N_\infty(x)=\sup\{|\tau(wx)|:w\in\mathfrak m_\tau,\|w\|_1\le1\}, which is ∥x∥\|x\| by Theorem 1.1 and density. With the inequalities above, ∥x∥=N∞(x)≤Nℓ(x)≤∥x∥\|x\|=N_\infty(x)\le N_\ell(x)\le\|x\|.

(i)⇔\Leftrightarrow(iv): JJ is isometric, maps nτ\mathfrak n_\tau onto itself, and ∥ρτ(a)ξ∥2=∥Jρτ(a)ξ∥2=∥πτ(a∗)Jξ∥2\|\rho_\tau(a)\xi\|_2=\|J\rho_\tau(a)\xi\|_2=\|\pi_\tau(a^*)J\xi\|_2 by Lemma 2.2(3). As a↦a∗a\mapsto a^* preserves nτ\mathfrak n_\tau and ∥⋅∥2\|\cdot\|_2, Nr(ξ)=Nℓ(Jξ)N_r(\xi)=N_\ell(J\xi), and ∥x∗∥=∥x∥\|x^*\|=\|x\|. □\square

Example 2.5. (a) B(H)B(H). By Example 1.3, ∥y∥≤∥y∥1\|y\|\le\|y\|_1 for y∈mTr⁡y\in\mathfrak m_{\operatorname{Tr}}. For x∈nTr⁡x\in\mathfrak n_{\operatorname{Tr}} this gives ∥x∥2=∥x∗x∥≤∥x∗x∥1=∥x∥22\|x\|^2=\|x^*x\|\le\|x^*x\|_1=\|x\|_2^2. Let ξ∈L2(B(H),Tr⁡)\xi\in L^2(B(H),\operatorname{Tr}) be the limit of xn∈nTr⁡x_n\in\mathfrak n_{\operatorname{Tr}}. For a∈nTr⁡a\in\mathfrak n_{\operatorname{Tr}}, ∥π(a)ξ∥2=lim⁡n∥axn∥2≤∥a∥ ∥ξ∥2≤∥a∥2∥ξ∥2\|\pi(a)\xi\|_2=\lim_n\|ax_n\|_2\le\|a\|\,\|\xi\|_2\le\|a\|_2\|\xi\|_2. So Nℓ(ξ)≤∥ξ∥2N_\ell(\xi)\le\|\xi\|_2, and ξ∈nTr⁡\xi\in\mathfrak n_{\operatorname{Tr}} by Proposition 2.4. Every vector is bounded: L2(B(H),Tr⁡)L^2(B(H),\operatorname{Tr}) is the space of Hilbert–Schmidt operators, with ∥x∥≤∥x∥2\|x\|\le\|x\|_2.

(b) L∞[0,1]L^\infty[0,1]. With Lebesgue measure, L2(M,τ)=L2[0,1]L^2(M,\tau)=L^2[0,1] by Example 1.4, and for f∈L2f\in L^2, Nℓ(f)=sup⁡{∥gf∥2: g∈L∞, ∥g∥2≤1}N_\ell(f)=\sup\{\|gf\|_2:\ g\in L^\infty,\ \|g\|_2\le1\}. For f(t)=t−1/4f(t)=t^{-1/4} and g=δ−1/21[0,δ]g=\delta^{-1/2}1_{[0,\delta]}, ∥gf∥22=δ−1∫0δt−1/2 dt=2δ−1/2→∞\|gf\|_2^2=\delta^{-1}\int_0^\delta t^{-1/2}\,dt=2\delta^{-1/2}\to\infty. So ff is not a bounded vector, although it lies in L2L^2. Here the bounded vectors are exactly the essentially bounded functions, and Proposition 2.4 recovers ∥f∥∞=sup⁡{∥gf∥2:∥g∥2≤1}\|f\|_\infty=\sup\{\|gf\|_2:\|g\|_2\le1\}.

3. The commutation theorem

Theorem 3.1 (The commutation theorem). Let τ\tau be a faithful semifinite normal trace on MM. Then πτ(M)\pi_\tau(M) and ρτ(M)\rho_\tau(M) are von Neumann algebras on L2(M,τ)L^2(M,\tau), πτ(M)′=ρτ(M),ρτ(M)′=πτ(M),Jπτ(M)J=ρτ(M).(3.1) \pi_\tau(M)'=\rho_\tau(M),\qquad \rho_\tau(M)'=\pi_\tau(M),\qquad J\pi_\tau(M)J=\rho_\tau(M). \tag{3.1} πτ\pi_\tau is a normal ∗*-isomorphism of MM onto πτ(M)\pi_\tau(M), and ρτ\rho_\tau is a normal anti-isomorphism of MM onto ρτ(M)\rho_\tau(M). The center of πτ(M)\pi_\tau(M) is πτ(Z)=ρτ(Z)\pi_\tau(Z)=\rho_\tau(Z).

Proof. By Lemma 2.2, πτ\pi_\tau is a faithful normal representation, so its image is a von Neumann algebra (background), and πτ\pi_\tau is an isomorphism onto it. Since JJ is a conjugate-linear isometry with J2=1J^2=1, the map X↦JXJX\mapsto JXJ preserves products, adjoints and strong limits. By Lemma 2.2(3), ρτ(M)=Jπτ(M)J\rho_\tau(M)=J\pi_\tau(M)J; so ρτ(M)\rho_\tau(M) is strongly closed, contains 11 and is closed under adjoints: a von Neumann algebra.

By Lemma 2.2(2), ρτ(M)⊆πτ(M)′\rho_\tau(M)\subseteq\pi_\tau(M)'. For the converse, let b∈πτ(M)′b\in\pi_\tau(M)' and x∈nτx\in\mathfrak n_\tau. Consider the vector ξ=bx\xi=bx. For a∈nτa\in\mathfrak n_\tau, ∥πτ(a)ξ∥2=∥b πτ(a)x∥2=∥b(ax)∥2≤∥b∥ ∥ax∥2≤∥b∥ ∥x∥ ∥a∥2. \|\pi_\tau(a)\xi\|_2=\|b\,\pi_\tau(a)x\|_2=\|b(ax)\|_2\le\|b\|\,\|ax\|_2\le\|b\|\,\|x\|\,\|a\|_2 . So Nℓ(ξ)≤∥b∥∥x∥N_\ell(\xi)\le\|b\|\|x\|, and Proposition 2.4 gives an element w∈nτw\in\mathfrak n_\tau with bx=wbx=w. For a∈nτa\in\mathfrak n_\tau, ρτ(w)a=aw=πτ(a)bx=b πτ(a)x=b(ax)=b ρτ(x)a. \rho_\tau(w)a=aw=\pi_\tau(a)bx=b\,\pi_\tau(a)x=b(ax)=b\,\rho_\tau(x)a . Both ρτ(w)\rho_\tau(w) and bρτ(x)b\rho_\tau(x) are bounded and agree on the dense set nτ\mathfrak n_\tau, so bρτ(x)=ρτ(w)∈ρτ(M)b\rho_\tau(x)=\rho_\tau(w)\in\rho_\tau(M). Now let ei∈Fτe_i\in F_\tau be projections increasing to 11; they lie in nτ\mathfrak n_\tau. By Lemma 2.2(5), bρτ(ei)→bb\rho_\tau(e_i)\to b strongly, and ρτ(M)\rho_\tau(M) is strongly closed; so b∈ρτ(M)b\in\rho_\tau(M). This proves πτ(M)′=ρτ(M)\pi_\tau(M)'=\rho_\tau(M), and then ρτ(M)′=πτ(M)′′=πτ(M)\rho_\tau(M)'=\pi_\tau(M)''=\pi_\tau(M) by the bicommutant theorem.

ρτ\rho_\tau is injective and normal by Lemma 2.2(4), and it reverses products. For a∈Za\in Z and x∈nτx\in\mathfrak n_\tau, ax=xaax=xa, so πτ(a)=ρτ(a)\pi_\tau(a)=\rho_\tau(a). The center of πτ(M)\pi_\tau(M) is πτ(M)∩πτ(M)′=πτ(M)∩ρτ(M)\pi_\tau(M)\cap\pi_\tau(M)'=\pi_\tau(M)\cap\rho_\tau(M), and πτ\pi_\tau maps ZZ onto the center of πτ(M)\pi_\tau(M) because it is an isomorphism. □\square

When τ(1)<∞\tau(1)<\infty, the vector 1∈nτ1\in\mathfrak n_\tau is cyclic for πτ(M)\pi_\tau(M) and for ρτ(M)\rho_\tau(M), since πτ(x)1=x=ρτ(x)1\pi_\tau(x)1=x=\rho_\tau(x)1; by (3.1) it is then also separating for both.

Example 3.2 (Matrices). Let M=Mn(C)M=M_n(\mathbb C) and τ=Tr⁡\tau=\operatorname{Tr}. Then L2(M,τ)L^2(M,\tau) is Mn(C)M_n(\mathbb C) with ⟨x,y⟩2=Tr⁡(y∗x)\langle x,y\rangle_2=\operatorname{Tr}(y^*x), π\pi and ρ\rho are left and right multiplication, and JJ is the adjoint. Theorem 3.1 is here elementary: if a linear map TT of Mn(C)M_n(\mathbb C) commutes with every left multiplication, then T(x)=T(x⋅1)=xT(1)T(x)=T(x\cdot1)=xT(1), so T=ρ(T(1))T=\rho(T(1)).

Theorem 3.3 (Commutative algebras). Let AA be a commutative von Neumann algebra carrying a faithful semifinite normal trace τ\tau.

  1. πτ(A)\pi_\tau(A) is maximal abelian on L2(A,τ)L^2(A,\tau): πτ(A)′=πτ(A)\pi_\tau(A)'=\pi_\tau(A).
  2. There are compact Hausdorff spaces Ωk\Omega_k (k∈Kk\in K) with finite positive Baire measures μk\mu_k, and a ∗*-isomorphism Φ\Phi of AA onto the algebra L∞(X,μ)L^\infty(X,\mu) of the disjoint union (X,μ)(X,\mu) of the (Ωk,μk)(\Omega_k,\mu_k), as in Example 1.4, such that τ(a)=∫XΦ(a) dμ\tau(a)=\int_X\Phi(a)\,d\mu for a∈A+a\in A_+.

Consequently, by Example 1.4, mτ\mathfrak m_\tau, nτ\mathfrak n_\tau, L1(A,τ)L^1(A,\tau) and L2(A,τ)L^2(A,\tau) correspond to L∞∩L1L^\infty\cap L^1, L∞∩L2L^\infty\cap L^2, L1(X,μ)L^1(X,\mu) and L2(X,μ)L^2(X,\mu). The space XX is locally compact, each Ωk\Omega_k being open and compact in it, and μ\mu is finite on compact sets.

Proof. (1) For a∈Aa\in A and x∈nτx\in\mathfrak n_\tau, ax=xaax=xa, so πτ(a)=ρτ(a)\pi_\tau(a)=\rho_\tau(a). By Theorem 3.1, πτ(A)′=ρτ(A)=πτ(A)\pi_\tau(A)'=\rho_\tau(A)=\pi_\tau(A).

(2) By Zorn's lemma choose a maximal family (ek)k∈K(e_k)_{k\in K} of mutually orthogonal nonzero projections of finite trace. Its sum is 11: otherwise the remainder would majorize a nonzero projection of finite trace (semifiniteness). The algebra Ak=AekA_k=Ae_k, acting on ekHe_kH, is a commutative von Neumann algebra with unit eke_k, and τk=τ∣Ak\tau_k=\tau|_{A_k} is a faithful normal finite trace on it.

Fix kk. By the Gelfand–Naimark theorem there is an isometric ∗*-isomorphism Γk:Ak→C(Ωk)\Gamma_k:A_k\to C(\Omega_k) onto the continuous functions on a compact Hausdorff space. By the Riesz–Markov theorem there is a finite positive Baire measure μk\mu_k on Ωk\Omega_k with τk(a)=∫Γk(a) dμk\tau_k(a)=\int\Gamma_k(a)\,d\mu_k. The continuous functions are dense in L2(Ωk,μk)L^2(\Omega_k,\mu_k): given g∈L2g\in L^2, the truncations g1{∣g∣≤n}g1_{\{|g|\le n\}} converge to gg in L2L^2; if ∣g∣≤n|g|\le n, choose continuous fm→gf_m\to g in L1L^1 and replace fmf_m by f~m=fmmin⁡(1,n/∣fm∣)\tilde f_m=f_m\min(1,n/|f_m|), which is continuous with ∣f~m−g∣≤∣fm−g∣|\tilde f_m-g|\le|f_m-g| (the map z↦zmin⁡(1,n/∣z∣)z\mapsto z\min(1,n/|z|) is a 1-Lipschitz retraction onto the disc of radius nn, which contains the values of gg); then ∥f~m−g∥22≤2n∥f~m−g∥1→0\|\tilde f_m-g\|_2^2\le2n\|\tilde f_m-g\|_1\to0.

Since τk\tau_k is finite, nτk=Ak\mathfrak n_{\tau_k}=A_k, and ∥a∥22=τk(a∗a)=∫∣Γk(a)∣2 dμk\|a\|_2^2=\tau_k(a^*a)=\int|\Gamma_k(a)|^2\,d\mu_k. So a↦Γk(a)a\mapsto\Gamma_k(a) extends to a unitary UkU_k of L2(Ak,τk)L^2(A_k,\tau_k) onto L2(Ωk,μk)L^2(\Omega_k,\mu_k), and Ukπτk(a)Uk∗U_k\pi_{\tau_k}(a)U_k^* is multiplication by Γk(a)\Gamma_k(a), because both agree on the dense set of continuous functions. By part (1) applied to (Ak,τk)(A_k,\tau_k), the set R={MΓk(a):a∈Ak}\mathcal R=\{M_{\Gamma_k(a)}:a\in A_k\} of these multiplication operators is maximal abelian. It lies in the commutative set of all multiplications MgM_g, g∈L∞(Ωk,μk)g\in L^\infty(\Omega_k,\mu_k); a commutative set containing a maximal abelian algebra equals it. So every MgM_g equals some MΓk(a)M_{\Gamma_k(a)}, and then g=Γk(a)g=\Gamma_k(a) almost everywhere (apply both to the vector 11). Hence Φk(a)=Γk(a)\Phi_k(a)=\Gamma_k(a) (as a class in L∞L^\infty) is a ∗*-homomorphism of AkA_k onto L∞(Ωk,μk)L^\infty(\Omega_k,\mu_k). It is injective: if Γk(a)=0\Gamma_k(a)=0 almost everywhere, then τk(a∗a)=0\tau_k(a^*a)=0 and a=0a=0. And τk(a)=∫Φk(a) dμk\tau_k(a)=\int\Phi_k(a)\,d\mu_k.

Finally a↦(aek)ka\mapsto(ae_k)_k is a ∗*-isomorphism of AA onto the bounded families (ak)(a_k) with ak∈Aka_k\in A_k: a bounded family has the strong sum ∑kak∈A\sum_ka_k\in A. Put Φ(a)=(Φk(aek))k∈L∞(X,μ)\Phi(a)=(\Phi_k(ae_k))_k\in L^\infty(X,\mu). For a∈A+a\in A_+, the partial sums of ∑ka1/2eka1/2\sum_ka^{1/2}e_ka^{1/2} increase to aa, so normality gives τ(a)=∑kτk(aek)=∫XΦ(a) dμ\tau(a)=\sum_k\tau_k(ae_k)=\int_X\Phi(a)\,d\mu. The statements about XX are clear from the definition of the disjoint union. □\square

So the commutation theorem is the noncommutative form of the statement that L∞L^\infty is maximal abelian on L2L^2.

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\tau on MM the following are equivalent:

If τ\tau is normal and semifinite, one can take φi(x)=τ(eixei)\varphi_i(x)=\tau(e_ixe_i) for mutually orthogonal projections eie_i of finite trace with ∑iei=1\sum_ie_i=1.

Proof. (a)⇒\Rightarrow(b). Let zz be the central projection of the semifinite part of τ\tau (background). As in (b) of Theorem 6.3, there are mutually orthogonal projections ei≤ze_i\le z of finite trace with ∑iei=z\sum_ie_i=z. For x∈M+x\in M_+, normality and the trace identity for eix1/2e_ix^{1/2} give τ(xz)=τ(x1/2zx1/2)=∑iτ(x1/2eix1/2)=∑iτ(eixei). \tau(xz)=\tau(x^{1/2}zx^{1/2})=\sum_i\tau(x^{1/2}e_ix^{1/2})=\sum_i\tau(e_ixe_i). Since ei∈mτe_i\in\mathfrak m_\tau, φi(x)=τ(eixei)=τ(xei)=ωei(x)\varphi_i(x)=\tau(e_ixe_i)=\tau(xe_i)=\omega_{e_i}(x) defines a normal positive functional (background on the trace norm). If 1−z≠01-z\ne0, use Zorn's lemma to choose normal states ωj\omega_j whose supports sjs_j are mutually orthogonal and lie below 1−z1-z, with the family maximal for these properties. Their supports add up to 1−z1-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+x\in M_+, ωj(x)=0\omega_j(x)=0 for all jj exactly when sjxsj=0s_jxs_j=0 for all jj, that is, when x1/2(1−z)=0x^{1/2}(1-z)=0. So the family consisting of countably many copies of each ωj\omega_j has sum ∞\infty at xx when x(1−z)≠0x(1-z)\ne0, and 00 otherwise; that is exactly τ(x(1−z))\tau(x(1-z)). Together, the two families consist of normal positive functionals whose sum at xx is τ(xz)+τ(x(1−z))=τ(x)\tau(xz)+\tau(x(1-z))=\tau(x).

(b)⇒\Rightarrow(c): each finite partial sum is σ\sigma-weakly continuous, and a supremum of continuous functions is lower semicontinuous.

(c)⇒\Rightarrow(a): if xi↑xx_i\uparrow x, then xi→xx_i\to x σ\sigma-weakly, so τ(x)≤lim inf⁡iτ(xi)=sup⁡iτ(xi)≤τ(x)\tau(x)\le\liminf_i\tau(x_i)=\sup_i\tau(x_i)\le\tau(x). □\square

A finite trace that is not normal, such as a limit along a free ultrafilter on ℓ∞(N)\ell^\infty(\mathbb N), is therefore not σ\sigma-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\tau be a faithful semifinite normal trace and τ′\tau' a semifinite normal trace on MM. Then τ0=τ+τ′\tau_0=\tau+\tau' is a faithful semifinite normal trace, and there is a unique central element aa with 0≤a≤10\le a\le1 such that τ(x)=τ0(ax),τ′(x)=τ0((1−a)x)(x∈M+).(7.1) \tau(x)=\tau_0(ax),\qquad \tau'(x)=\tau_0((1-a)x)\qquad(x\in M_+). \tag{7.1} Moreover s(a)=1s(a)=1 and s(1−a)=s(τ′)s(1-a)=s(\tau').

Proof. τ0\tau_0 is normal and semifinite (background on sums), and faithful because τ\tau is. Note that nτ0=nτ∩nτ′\mathfrak n_{\tau_0}=\mathfrak n_\tau\cap\mathfrak n_{\tau'}. For x,y∈nτ0x,y\in\mathfrak n_{\tau_0}, the Cauchy–Schwarz inequality for the positive form (x,y)↦τ(y∗x)(x,y)\mapsto\tau(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. |\tau(y^*x)|^2\le\tau(x^*x)\tau(y^*y)\le\tau_0(x^*x)\tau_0(y^*y)=\|x\|_{2,\tau_0}^2\|y\|_{2,\tau_0}^2 . So there is a unique operator AA on L2(M,τ0)L^2(M,\tau_0) with ⟨Ax,y⟩2=τ(y∗x)\langle Ax,y\rangle_2=\tau(y^*x) for x,y∈nτ0x,y\in\mathfrak n_{\tau_0}, and 0≤A≤10\le A\le1. Let u∈Mu\in M be unitary. For x,y∈nτ0x,y\in\mathfrak n_{\tau_0}, ⟨Aπτ0(u)x,y⟩2=τ(y∗ux)=τ((u∗y)∗x)=⟨Ax,u∗y⟩2=⟨πτ0(u)Ax,y⟩2, \langle A\pi_{\tau_0}(u)x,y\rangle_2=\tau(y^*ux)=\tau((u^*y)^*x)=\langle Ax,u^*y\rangle_2=\langle\pi_{\tau_0}(u)Ax,y\rangle_2 , and, using (0.1) with y∗x∈mτy^*x\in\mathfrak m_\tau, ⟨Aρτ0(u)x,y⟩2=τ(y∗xu)=τ(uy∗x)=τ((yu∗)∗x)=⟨Ax,ρτ0(u∗)y⟩2=⟨ρτ0(u)Ax,y⟩2. \langle A\rho_{\tau_0}(u)x,y\rangle_2=\tau(y^*xu)=\tau(uy^*x)=\tau((yu^*)^*x)=\langle Ax,\rho_{\tau_0}(u^*)y\rangle_2=\langle\rho_{\tau_0}(u)Ax,y\rangle_2 . Every element of MM is a combination of unitaries, so AA commutes with πτ0(M)\pi_{\tau_0}(M) and with ρτ0(M)\rho_{\tau_0}(M). By Theorem 3.1, A∈ρτ0(M)∩πτ0(M)A\in\rho_{\tau_0}(M)\cap\pi_{\tau_0}(M), the center of πτ0(M)\pi_{\tau_0}(M), which is πτ0(Z)\pi_{\tau_0}(Z). So A=πτ0(a)A=\pi_{\tau_0}(a) for a central aa, with 0≤a≤10\le a\le1 because πτ0\pi_{\tau_0} is an order isomorphism onto its image. Then τ(y∗x)=τ0(y∗ax)\tau(y^*x)=\tau_0(y^*ax) for x,y∈nτ0x,y\in\mathfrak n_{\tau_0}, and for x∈Fτ0x\in F_{\tau_0}, taking x1/2x^{1/2} for both vectors, τ(x)=τ0(ax)\tau(x)=\tau_0(ax). For general x∈M+x\in M_+, let ei∈Fτ0e_i\in F_{\tau_0} be projections increasing to 11; then xi=x1/2eix1/2∈Fτ0x_i=x^{1/2}e_ix^{1/2}\in F_{\tau_0} increase to xx, and normality of τ\tau and of τ0(a ⋅ )\tau_0(a\,\cdot\,) gives τ(x)=τ0(ax)\tau(x)=\tau_0(ax). For x∈Fτ0x\in F_{\tau_0}, τ′(x)=τ0(x)−τ(x)=τ0((1−a)x)\tau'(x)=\tau_0(x)-\tau(x)=\tau_0((1-a)x), and the same limit argument extends this to M+M_+.

If q=1−s(a)q=1-s(a), then τ(q)=τ0(aq)=0\tau(q)=\tau_0(aq)=0, so q=0q=0. A central projection qq has τ′(q)=τ0((1−a)q)=0\tau'(q)=\tau_0((1-a)q)=0 exactly when (1−a)q=0(1-a)q=0, because τ0\tau_0 is faithful. The largest such qq is 1−s(1−a)1-s(1-a), and it is also 1−s(τ′)1-s(\tau') (background on supports). So s(1−a)=s(τ′)s(1-a)=s(\tau').

Uniqueness: if a′a' also satisfies (7.1), put b=a−a′b=a-a' and q=1(0,∞)(b)q=1_{(0,\infty)}(b). For projections e∈Fτ0e\in F_{\tau_0}, τ0(bq e)=τ(qe)−τ(qe)=0\tau_0(bq\,e)=\tau(qe)-\tau(qe)=0, where bq e=(bq)1/2e(bq)1/2≥0bq\,e=(bq)^{1/2}e(bq)^{1/2}\ge0. By faithfulness e(bq)1/2=0e(bq)^{1/2}=0 for all such ee, whose supremum is 11; so bq=0bq=0. In the same way b(1−q)=0b(1-q)=0, and a=a′a=a'. □\square

Example 7.3 (Semifiniteness of τ′\tau' is needed). On M=CM=\mathbb C let τ(t)=t\tau(t)=t and τ′(t)=∞\tau'(t)=\infty for t>0t>0, τ′(0)=0\tau'(0)=0. Then τ′\tau' is a faithful normal trace that is not semifinite, and τ+τ′=τ′\tau+\tau'=\tau'. No a∈[0,1]a\in[0,1] satisfies τ(1)=τ′(a)\tau(1)=\tau'(a): the right side is 00 or ∞\infty.

Corollary 7.4 (Factors). On a semifinite factor, any two semifinite normal traces are proportional: if τ≠0\tau\ne0, then τ′=cτ\tau'=c\tau for some c∈[0,∞)c\in[0,\infty).

Proof. The support of a nonzero normal trace is a nonzero central projection, hence 11, so τ\tau is faithful. By Theorem 7.2, a=λ1a=\lambda1 with 0<λ≤10<\lambda\le1, and τ′=(1−λ)τ0=λ−1(1−λ)τ\tau'=(1-\lambda)\tau_0=\lambda^{-1}(1-\lambda)\tau. □\square

For B(H)B(H) this recovers that the semifinite normal traces are the multiples cTr⁡c\operatorname{Tr} with c<∞c<\infty; the multiple ∞⋅Tr⁡\infty\cdot\operatorname{Tr} is normal but not semifinite.

Example 7.5 (A computation). Let M=ℓ∞(N)M=\ell^\infty(\mathbb N) with N={0,1,2,… }\mathbb N=\{0,1,2,\dots\}, τ(f)=∑nf(n)\tau(f)=\sum_nf(n) and τ′(f)=∑nnf(n)\tau'(f)=\sum_nnf(n). Then τ0(f)=∑n(1+n)f(n)\tau_0(f)=\sum_n(1+n)f(n) and a(n)=1/(1+n)a(n)=1/(1+n). Here s(a)=1s(a)=1, while 1−a1-a vanishes at 00: its support is the indicator of {1,2,… }\{1,2,\dots\}, which is s(τ′)s(\tau').

9. Conditional expectations that preserve a trace

Theorem 9.1 (Trace-preserving conditional expectation). Let τ\tau be a faithful semifinite normal trace on MM and N⊆MN\subseteq M a von Neumann subalgebra with the same unit. The following are equivalent:

When they hold, EE is unique and faithful, E(axb)=aE(x)bE(axb)=aE(x)b for a,b∈Na,b\in N, and E(x)E(x) is the unique element of NN with τ(E(x) y)=τ(xy)(y∈mτ∩N).(9.1) \tau(E(x)\,y)=\tau(xy)\qquad(y\in\mathfrak m_\tau\cap N). \tag{9.1} We call EE the conditional expectation of MM onto NN with respect to τ\tau.

Proof. (a)⇒\Rightarrow(b). The restriction τN\tau_N is a faithful semifinite normal trace on NN. Its definition ideal is mτ∩N\mathfrak m_\tau\cap N: the inclusion ⊆\subseteq is clear, and if x∈mτ∩Nx\in\mathfrak m_\tau\cap N, then ∣x∣∈Fτ∩N|x|\in F_\tau\cap N and x=u∣x∣x=u|x| with u∈Nu\in N, so xx lies in the definition ideal of τN\tau_N. For such xx, ∣x∣|x| is the same in NN and in MM, so the two trace norms agree. Hence the inclusion extends to an isometry j:L1(N,τN)→L1(M,τ)j:L^1(N,\tau_N)\to L^1(M,\tau). Let EE be its transpose under the dualities of Theorem 1.1: for x∈Mx\in M, E(x)∈NE(x)\in N is the element with τN(E(x)y)=τ(xy)\tau_N(E(x)y)=\tau(xy) for y∈L1(N,τN)y\in L^1(N,\tau_N), in particular (9.1). Then EE is linear, ∥E(x)∥≤∥x∥\|E(x)\|\le\|x\|, E(b)=bE(b)=b for b∈Nb\in N, and EE is continuous for the σ\sigma-weak topologies, because transposes are weak∗^* continuous and Theorem 1.1 identifies the topologies. By Tomiyama's theorem EE is positive and NN-bimodular, and a positive σ\sigma-weakly continuous map is normal. For x∈M+x\in M_+, let ei∈Fτ∩Ne_i\in F_\tau\cap N be projections increasing to 11 (semifiniteness of τN\tau_N). Using (0.1) and (9.1), τ(x)=sup⁡iτ(x1/2eix1/2)=sup⁡iτ(xei)=sup⁡iτ(E(x)ei)=sup⁡iτ(E(x)1/2eiE(x)1/2)=τ(E(x)). \tau(x)=\sup_i\tau(x^{1/2}e_ix^{1/2})=\sup_i\tau(xe_i)=\sup_i\tau(E(x)e_i)=\sup_i\tau(E(x)^{1/2}e_iE(x)^{1/2})=\tau(E(x)). If E(x∗x)=0E(x^*x)=0, then τ(x∗x)=0\tau(x^*x)=0 and x=0x=0: EE is faithful.

(b)⇒\Rightarrow(a). Let ei∈Fτe_i\in F_\tau be projections increasing to 11. Then E(ei)∈N+E(e_i)\in N_+, τ(E(ei))=τ(ei)<∞\tau(E(e_i))=\tau(e_i)<\infty, and E(ei)E(e_i) increases to E(1)=1E(1)=1 by normality. For b∈Nb\in N, the elements E(ei)bE(ei)E(e_i)bE(e_i) lie in the definition ideal of τN\tau_N and converge σ\sigma-weakly to bb. So that ideal is σ\sigma-weakly dense, and τN\tau_N is semifinite.

Uniqueness. Let E′E' be a normal projection of norm one onto NN with τ∘E′=τ\tau\circ E'=\tau. By Tomiyama's theorem it is positive and NN-bimodular. For x∈M+x\in M_+ and y∈Fτ∩Ny\in F_\tau\cap N, τ(E′(x)y)=τ(y1/2E′(x)y1/2)=τ(E′(y1/2xy1/2))=τ(y1/2xy1/2)=τ(xy). \tau(E'(x)y)=\tau(y^{1/2}E'(x)y^{1/2})=\tau(E'(y^{1/2}xy^{1/2}))=\tau(y^{1/2}xy^{1/2})=\tau(xy). By linearity E′(x)E'(x) satisfies (9.1) for all x∈Mx\in M, and an element of NN is determined by its pairing with the dense subspace mτ∩N\mathfrak m_\tau\cap N of L1(N,τN)L^1(N,\tau_N) (Theorem 1.1 for NN). So E′=EE'=E. □\square

Example 9.2. (a) Diagonals. In B(ℓ2)B(\ell^2) with the usual trace, let NN be the diagonal operators. The trace is semifinite on NN, and E(x)E(x) is the diagonal of xx: both sides of (9.1) equal ∑nxnnyn\sum_nx_{nn}y_n for a finitely supported diagonal yy.

(b) Scalars. For N=C1⊆B(ℓ2)N=\mathbb C1\subseteq B(\ell^2), Tr⁡(λ1)=∞\operatorname{Tr}(\lambda1)=\infty for λ>0\lambda>0, so the restriction is not semifinite, and there is no trace-preserving normal projection of norm one onto C1\mathbb C1. Directly: such a map would be x↦φ(x)1x\mapsto\varphi(x)1 with a normal state φ\varphi, and Tr⁡(x)=∞⋅φ(x)\operatorname{Tr}(x)=\infty\cdot\varphi(x) would fail for a rank-one xx (the left side is finite and nonzero, the right side is 00 or ∞\infty).

(c) Partial traces. Let τ0\tau_0 be a faithful semifinite normal trace on N0N_0, let M=N0⊗ˉB(K)M=N_0\bar\otimes B(K) with the amplified trace τ(x)=∑iτ0(xii)\tau(x)=\sum_i\tau_0(x_{ii}), and N=N0⊗1N=N_0\otimes1. Then τ(y⊗1)=(dim⁡K) τ0(y)\tau(y\otimes1)=(\dim K)\,\tau_0(y), so the restriction is semifinite exactly when dim⁡K=n<∞\dim K=n<\infty. In that case E(x)=(1n∑ixii)⊗1E(x)=\bigl(\tfrac1n\sum_ix_{ii}\bigr)\otimes1, the normalized partial trace.

(d) The center. If τ\tau is a faithful normal finite trace, the conditional expectation onto the center ZZ is the center-valued trace TT: for y∈Zy\in Z, τ(T(x)y)=τ(T(xy))=τ(xy)\tau(T(x)y)=\tau(T(xy))=\tau(xy), because every finite trace factors through the center-valued trace (background), so T(x)T(x) satisfies (9.1).

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