44.4 Noncommutative $L^{p}$ Spaces

Definition 44.4.1 (Extension of Trace).label Let $(M, \tau)$ be a tracial von Neumann algebra in standard form. For each positive element $x \in \td M_{+}$, let $E(x, \cdot): \cb_{[0, \infty)}\to M$ be its resolution of the identity, then $\tau$ extends to $\td M_{+}$ as follows:

\[\tau: \td M_{+}\to [0, \infty] \quad \int_{[0, \infty)}\lambda E(x, d\lambda)_{\wh 1_M, \wh 1_M}\]

Lemma 44.4.2.label Let $(M, \tau)$ be a tracial von Neumann algebra in standard form and $x \in \td M_{+}$, then for any non-decreasing sequence $\seq{p_n}\subset \text{Proj}(M)$ with $p_{n}H \subset D(x)$ and $\tau(p_{n}) \upto 1$ as $n \to \infty$,

\[\tau(x) = \limv{n}\dpn{x p_n\wh 1_M, p_n\wh 1_M}{L^2(M, \tau)}= \limv{n}\normn{x^{1/2}p_n \wh 1_M}_{L^2(M, \tau)}^{2}\]

Proof. Since $\tau$ is faithful and normal, $\tau(p_{n}) \upto 1$ and Theorem 43.3.1 imply that $p_{n} \upto 1_{M}$ in the strong operator topology.

($\le$): Let $E: \cb_{[0, \infty)}\to M$ be the resolution of the identity for $x$. For each $\alpha > 0$,

\begin{align*}\liminf_{n \to \infty}\normn{x^{1/2}p_n \wh 1_M}_{L^2(M, \tau)}^{2}&= \liminf_{n \to \infty}\int_{[0, \infty)}\lambda E_{p_n \wh 1_M, p_n \wh 1_M}(d\lambda) \\&\ge \liminf_{n \to \infty}\dpn{(x \wedge \alpha)p_n \wh 1_M, p_n \wh 1_M}{L^2(M, \tau)}\\&= \dpn{(x \wedge \alpha)\wh 1_M, \wh 1_M}{L^2(M, \tau)}\\&= \int_{[0, \infty)}(\lambda \wedge \alpha) E_{\wh 1_M, \wh 1_M}(d\lambda)\end{align*}

By the Monotone Convergence Theorem,

\begin{align*}\liminf_{n \to \infty}\normn{x^{1/2}p_n \wh 1_M}_{L^2(M, \tau)}^{2}&\ge \sup_{\alpha > 0}\int_{[0, \infty)}(\lambda \wedge \alpha) E_{\wh 1_M, \wh 1_M}(d\lambda) \\&\ge \int_{[0, \infty)}\lambda E_{\wh 1_M, \wh 1_M}(d\lambda) = \tau(x)\end{align*}

($\ge$): Assume without loss of generality that $\tau(x) < \infty$. In which case, $\int_{[0, \infty)}|\lambda^{1/2}|^{2} E_{\wh 1_M, \wh 1_M}(d\lambda) < \infty$, and $\wh 1_{M} \in D(x^{1/2})$. Let $J: L^{2}(M, \tau) \to L^{2}(M, \tau)$ be the canonical conjugation operator, then for each $p \in \text{Proj}(M)$ with $pH \subset D(x)$, $JpJ\hat 1_{M} = Jp \hat 1_{M} = p \hat 1_{M}$. By Theorem 44.2.8, $JpJ \in M'$, so

\begin{align*}\normn{x^{1/2}p \wh 1_M}_{L^2(M, \tau)}^{2}&= \dpn{x^{1/2}JpJ \wh 1_M, x^{1/2} JpJ \wh 1_M}{L^2(M, \tau)}\\&= \dpn{JpJx^{1/2} \wh 1_M, JpJx^{1/2} \wh 1_M}{L^2(M, \tau)}\\&= \normn{JpJx^{1/2} \wh 1_M}_{L^2(M, \tau)}^{2} \le \normn{x^{1/2} \wh 1_M}_{L^2(M, \tau)}^{2} = \tau(x)\end{align*}

and $\limsup_{n \to \infty}\normn{x^{1/2}p_n \wh 1_M}_{L^2(M, \tau)}^{2} \le \tau(x)$.$\square$

Lemma 44.4.3.label Let $(M, \tau)$ be a tracial von Neumann algebra in standard form, then

  1. (1)

    For each $x, y \in \td M_{+}$, $\tau(x + y) = \tau(x) + \tau(y)$.

  2. (2)

    For each $x \in \td M_{+}$ and $\mu \ge 0$, $\tau(\mu x) = \mu\tau(x)$.

  3. (3)

    For each $x \in \td M_{+}$, $\tau(x^{*}x) = \tau(xx^{*})$.

Proof. (1): By Lemma 44.3.4, there exist non-decreasing sequences $\seq{p_n}, \seq{q_n}\subset \text{Proj}(M)$ such that:

  1. (i)

    $p_{n}L^{2}(M, \tau) \subset D(x)$ and $q_{n}L^{2}(M, \tau) \subset D(y)$ for all $n \in \natp$

  2. (ii)

    $\tau(p_{n}) \upto 1$ and $\tau(q_{n}) \upto 1$ as $n \to \infty$.

For each $n \in \natp$, let $r_{n} = p_{n} \wedge q_{n}$, then $r_{n}L^{2}(M, \tau) \subset D(x) \cap D(y) \subset D(x + y)$. Moreover, $\seq{r_n}\subset \text{Proj}(M)$ is non-decreasing, with $\tau(r_{n}) \upto 1$ as $n \to \infty$. As such, by Lemma 44.4.2,

\begin{align*}\tau(x + y)&= \limv{n}\dpn{(x+y) r_n\wh 1_M, r_n\wh 1_M}{L^2(M, \tau)}\\&= \limv{n}\dpn{x r_n\wh 1_M, r_n\wh 1_M}{L^2(M, \tau)}+ \limv{n}\dpn{y r_n\wh 1_M, r_n\wh 1_M}{L^2(M, \tau)}\\&= \tau(x) + \tau(y)\end{align*}

(3): Let $x = u|x|$ be the polar decomposition of $x$, and $E: \cb_{[0, \infty)}\to B(L^{2}(M, \tau))$ be the resolution of the identity for $|x|^{2}$. By Proposition 44.3.2, $u \in U(M)$ and $E(B) \in M$ for all $B \in \cb_{[0, \infty)}$. For each $n \in \natp$, let $p_{n} = E([0, n])$, then by Lemma 44.4.2,

\begin{align*}\tau(|x|^{2})&= \limv{n}\dpn{|x|^2p_n\wh 1_M, p_n\wh 1_M}{L^2(M, \tau)}= \limv{n}\tau(p_{n}|x|^{2}p_{n}) \\&= \limv{n}\tau(u^{*}u \cdot p_{n}|x|p_{n} \cdot |x|p_{n}) = \limv{n}\tau(up_{n}|x|^{2}p_{n} u^{*})\end{align*}

For each $n \in \natp$, let $q_{n} = up_{n}u^{*} \in M$ be the projection onto $up_{n}L^{2}(M, \tau)$. Then, $\tau(q_{n}) = \tau(up_{n}u^{*}) = \tau(p_{n} u^{*}u) = \tau(p_{n})$, so $\tau(q_{n}) \upto 1$ as $n \to \infty$. Therefore Lemma 44.4.2 implies that

\begin{align*}\tau(|x|^{2})&= \limv{n}\tau(q_{n}u|x|^{2}u^{*}q_{n}) = \limv{n}\dpn{u|x|^2u^*q_n\wh 1_M, q_n\wh 1_M}{L^2(M, \tau)}\\ \tau(x^{*}x)&= \tau(u|x|^{2}u^{*}) = \tau(xx^{*})\end{align*}

$\square$

Definition 44.4.4 ($p$-Integrable).label Let $(M, \tau)$ be a tracial von Neumann algebra in standard form, $x \in \td M$, and $E: \cb_{[0, \infty)}\to M$ be the resolution of the identity for $|x|$, and $p \in [1, \infty)$, then $x$ is $p$-integrable if

\[\norm{x}_{L^p(M, \tau)}^{p} = \int_{[0, \infty)}\lambda^{p} \tau(E(d\lambda)) = \int_{[0, \infty)}\lambda^{p} dE_{\hat 1_M, \hat 1_M}< \infty\]

The space $L^{p}(M, \tau) = \bracsn{x \in \td M|\ \norm{x}_{L^p(M, \tau)}}$ equipped with the $p$-norm $\norm{\cdot}_{L^p(M, \tau)}$ is the noncommutative $L^{p}$ space associated with $(M, \tau)$.

The above definition needs to be reconciled with the existing one for $L^{2}(M, \tau)$.

Theorem 44.4.5.label Let $(M, \tau)$ be a tracial von Neumann algebra in standard form, $L^{2}(M, \tau)$ denote the Hilbert space associated with its standard form, and $\mathcal{L}^{2}(M, \tau)$ be the space of square integrable operators, then the mapping

\[L^{2}(M, \tau) \to \mathcal{L}^{2}(M, \tau) \quad \xi \mapsto L_{\xi}\]

is an isometric isomorphism.

Proof, [Theorem 7.3.2, AP]. (Well-Defined): Let $\xi \in L^{2}(M, \tau)$ and $u \in U(M') = U(R(M))$. By Theorem 44.2.8, there exists $v \in U(M)$ such that $u = R_{v}$. In which case, for each $x \in M$,

\[R_{v} L_{\xi} R_{v}^{*} \wh x = R_{u} L_{\xi} \wh{xu^*}= R_{u} R_{xu^*}\xi = R_{xu^*u}\xi = R_{x}\xi = L_{\xi} \wh x\]

so $L_{\xi}^{0}$ is affiliated with $M$. By Lemma 44.3.7, $L_{\xi}$ is also affiliated with $M$.

(Isometric): Let $\xi \in L^{2}(M, \tau)$ and $E: \cb_{[0, \infty)}\to M$ be the resolution of the identity for $|L_{\xi}|$. By Definition 43.8.12, $D(|L_{\xi}|) = D(L_{\xi})$. In particular, $\wh 1_{M} \in D(L_{\xi})$, so

\begin{align*}\norm{L_\xi}_{\mathcal{L}^2(M, \tau)}&= \int_{[0, \infty)}\lambda^{2} E_{\wh 1_M, \wh 1_M}(d\lambda) = \normn{|L_\xi|\wh 1_M}_{L^2(M, \tau)}^{2} \\&= \normn{L_\xi \wh 1_M}_{L^2(M, \tau)}^{2} = \norm{\xi}_{L^2(M, \tau)}^{2}\end{align*}

(Surjective): Let $T \in \mathcal{L}^{2}(M, \tau)$ and $\xi = T \wh 1_{M}$, then for each $x \in M$,

\[L_{\xi} \wh x = R_{x} T \wh 1 = TR_{x} \wh 1_{M} = T \wh x\]

so $L_{\xi} \subset T$. By Proposition 44.3.3, $L_{\xi} = T$.$\square$

With that settled, there is another $L^{p}$ space to identify.

Definition 44.4.6 (Essentially Bounded).label Let $(M, \tau)$ be a tracial von Neumann algebra in standard form, $x \in \td M$, and $E: \cb_{[0, \infty)}\to M$ be the resolution of the identity for $|x|$, then the following are equivalent:

  1. (1)

    $x \in M$.

  2. (2)

    $\text{Id}\in L^{\infty}([0, \infty), \cb_{[0, \infty)}, E_{\wh 1_M, \wh 1_M}; \complex)$.

If the above holds, then $\norm{x}_{M} = \norm{\text{Id}}_{L^\infty([0, \infty), \cb_{[0, \infty)}, E_{\wh 1_M, \wh 1_M}; \complex)}$. As such, $\norm{x}_{L^\infty(M, \tau)}:= \norm{x}_{M}$ corresponds to the essential supremum of $x$, and $L^{\infty}(M, \tau) := M$ is the $L^{\infty}$ space associated with $(M, \tau)$.

Proof. (2) $\Rightarrow$ (1): Let $\alpha = \norm{\text{Id}}_{L^\infty([0, \infty), \cb_{[0, \infty)}, E_{\wh 1_M, \wh 1_M}; \complex)}$, then $\tau(E((\alpha, \infty])) = 0$, and as $\tau$ is faithful, $E((\alpha, \infty]) = 0$. As such, $x = (\text{Id}\cdot \one_{[0, \alpha]})(x)$, so $x \in M$ with $\norm{x}_{M} \le \alpha$.$\square$

Definition 44.4.7 (Simple).label Let $(M, \tau)$ be a tracial von Neumann algebra and $x \in M$, then $x$ is simple if there exists $\seq{\lambda_j}\subset \complex$ and mutually orthogonal projections $\seqf{p_j}\subset \text{Proj}(M)$ such that $x = \sum_{j = 1}^{n} \lambda_{j} p_{j}$.

Lemma 44.4.8.label Let $(M, \tau)$ be a tracial von Neumann algebra and $p \in [0, \infty]$, then:

  1. (1)

    Positive simple elements of $M$ are dense in $L^{p}(M, \tau)_{+}$.

  2. (2)

    Simple self-adjoint elements of $M$ are dense in $L^{p}(M, \tau)_{sa}$.

  3. (3)

    $M$ is dense in $L^{p}(M, \tau)$.

Proof. (1): For each $z \in \td M_{+}$, let $E(z, \cdot): \cb_{[0, \infty)}\to M$ be the resolution of the identity for $z$.

Let $x \in L^{p}(M, \tau)_{+}$. For every $n \in \natp$, let $p_{n} = E(x, [0, n])$, then $E(xp_{n}, d\lambda) = E(x, \one_{[0, n]}d\lambda)$ and $E(x(1 - p_{n}), d\lambda) = E(x, \one_{(n, \infty)}d\lambda)$. By the Dominated Convergence Theorem,

\begin{align*}\limv{n}\norm{x(1 - p_n)}_{L^p(M, \tau)}^{p}&= \limv{n}\int_{[0, \infty)}\lambda^{p} E(x(1 - p_{n}), d\lambda) \\&= \limv{n}\int_{(n, \infty)}\lambda^{p} E(x, d\lambda) = 0\end{align*}

As $\seq{xp_n}\subset M_{+}$, $M_{+}$ is dense in $L^{p}(M, \tau)_{+}$. By Theorem 43.7.2, positive simple elements of $M$ are dense in $L^{p}(M, \tau)_{+}$.

(2): By (1) applied to $0 \vee x$ and $-(0 \wedge x)$.$\square$

Theorem 44.4.9 (Noncommutative Hölder’s Inequailty).label Let $(M, \tau)$ be a tracial von Neumann algebra in standard form, $p, q \in [1, \infty]$ be Hölder conjugates, $x \in L^{p}(M, \tau)$ and $y \in L^{q}(M, \tau)$, then $xy \in L^{1}(M, \tau)$ with $\norm{xy}_{L^1(M, \tau)}\le \norm{x}_{L^p(M, \tau)}\norm{y}_{L^q(M, \tau)}$.

Proof. Assume without loss of generality that $p, q \in (1, \infty)$.

(Simple): Suppose that $x$ and $y$ are simple and positive. Write $x = \sum_{j = 1}^{m} \lambda_{j} p_{j}$ and $y = \sum_{k = 1}^{n} \mu_{k} q_{k}$, where $\bracsn{p_j}_{1}^{m}, \bracsn{q_k}_{1}^{n} \subset \text{Proj}(M)$ are families of mutually orthogonal projections in $M$, with $1_{M} = \sum_{j = 1}^{m} p_{j} = \sum_{k = 1}^{n} q_{k}$.

Let $u, v \in M$ with $\norm{u}_{M}, \norm{v}_{M} \le 1$, then by the classical Hölder’s Inequality,

\begin{align*}|\tau(uxvy)|&\le \sum_{j = 1}^{m} \sum_{k = 1}^{n} |\lambda_{j} \mu_{k} \tau(up_{j}vq_{k})| \\&= \sum_{j = 1}^{m} \sum_{k = 1}^{n} |\lambda_{j} \mu_{k}|\tau(p_{j}u^{*}up_{j})^{1/2}\tau(q_{k}v^{*}vq_{k})^{1/2}\\&= \sum_{j = 1}^{m} \sum_{k=1}^{n} |\lambda_{j} \mu_{k}|\tau(p_{j})\tau(q_{k}) \le \braks{\sum_{j = 1}^m |\lambda_j|^p}^{1/p}\braks{\sum_{k = 1}^n |\mu_k|^q}^{1/q}\\&\le \norm{x}_{L^p(M, \tau)}\norm{y}_{L^q(M, \tau)}\end{align*}

(Bounded): By Theorem 43.7.2, there exists positive simple operators $\seq{x_n}, \seq{y_n}\subset M$ such that $x_{n} \to x$ and $y_{n} \to y$ in $M$ as $n \to \infty$. By Definition 44.4.6, $\norm{z}_{L^p(M, \tau)}\le \norm{z}_{M}$ for all $z \in M$.

Let $u, v \in M$ with $\norm{u}_{M}, \norm{v}_{M} \le 1$, then by the simple case,

\begin{align*}|\tau(uxvy)|&= \limv{n}|\tau(ux_{n}vy_{n})| \le \limv{n}\norm{x_n}_{L^p(M, \tau)}\norm{y_n}_{L^q(M, \tau)}\\&\le \norm{x}_{L^p(M, \tau)}\norm{y}_{L^q(M, \tau)}\end{align*}

(Arbitrary): Supopse that $x \in L^{p}(M, \tau)$ and $y \in L^{q}(M, \tau)$ are arbitrary. Since $\norm{x}_{L^p(M, \tau)}= \norm{|x|}_{L^p(M, \tau)}$ and $\norm{y}_{L^q(M, \tau)}= \norm{|y|}_{L^q(M, \tau)}$, assume without loss of generality that $x$ and $y$ are positive.

By Lemma 44.3.4, there exists non-decreasing sequences $\seq{p_n}, \seq{q_n}\subset \text{Proj}(M)$ such that:

  1. (i)

    $p_{n}L^{2}(M, \tau) \subset D(x)$ and $q_{n}L^{2}(M, \tau) \subset D(y)$ for all $n \in \nat$.

  2. (ii)

    $xp_{n}, yq_{n} \in M$ for all $n \in \nat$.

  3. (iii)

    $\tau(p_{n}), \tau(q_{n}) \upto 1$ as $n \to \infty$.

By Lemma 44.3.6, there exists a non-decreasing sequence $\seq{r_n}\subset \text{Proj}(M)$ such that:

  1. (iv)

    $r_{n} L^{2}(M, \tau) \subset D(xy) \subset D(|xy|)$ and $yr_{n}L^{2}(M, \tau) \subset p_{n}L^{2}(M, \tau)$ for all $n \in \natp$.

  2. (v)

    $r_{n} \le p_{n} \wedge q_{n}$ for all $n \in \natp$.

  3. (vi)

    $\tau(r_{n}) \upto 1$ as $n \to \infty$.

Let $xy = u|xy|$ be the polar decomposition of $xy$, then by Lemma 44.4.2 and the bounded case,

\begin{align*}\norm{xy}_{L^1(M, \tau)}&= \limv{n}\dpn{|xy| r_n \wh 1_M, r_n \wh 1_M}{L^1(M, \tau)}= \limv{n}\tau(r_{n} |xy|r_{n}) \\&= \limv{n}\tau(r_{n} u^{*}xyr_{n}) = \limv{n}\tau(r_{n} u^{*} \cdot xp_{n} \cdot yr_{n}) \\&\le \limsup_{n \to \infty}\norm{xp_n}_{L^p(M, \tau)}\norm{yq_n}_{L^q(M, \tau)}\le \norm{x}_{L^p(M, \tau)}\norm{y}_{L^q(M, \tau)}\end{align*}

$\square$

Let $(M, \tau)$ be a tracial von Neumann algebra and $p, q \in [1, \infty]$ be Hölder conjugates, then:
  1. (1)

    $\tau$ admits a unique continuous extension to $L^{1}(M, \tau)$.

  2. (2)

    For any $x \in L^{p}(M, \tau)$ and $y \in L^{q}(M, \tau)$, $\tau(xy) = \tau(yx)$.


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