The traditional mathematical axiomatization of probability, due to Kolmogorov, begins with a probability space and constructs random variables as certain functions . But start doing any probability and it becomes clear that the space is de-emphasized as much as possible; the real focus of probability theory is on the algebra of random variables. It would be nice to have an approach to probability theory that reflects this.
Moreover, in the traditional approach, random variables necessarily commute. However, in quantum mechanics, the random variables are self-adjoint operators on a Hilbert space , and these do not commute in general. For the purposes of doing quantum probability, it is therefore also natural to look for an approach to probability theory that begins with an algebra, not necessarily commutative, which encompasses both the classical and quantum cases.
Happily, noncommutative probability provides such an approach. Terence Tao’s notes on free probability develop a version of noncommutative probability approach geared towards applications to random matrices, but today I would like to take a more leisurely and somewhat scattered route geared towards getting a general feel for what this formalism is capable of talking about.
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Banach algebras abstract the properties of closed algebras of operators on Banach spaces. Many basic properties of such operators have elegant proofs in the framework of Banach algebras, and Banach algebras also naturally appear in areas of mathematics like harmonic analysis, where one writes down Banach algebras generalizing the group algebra to study topological groups.
Today we will develop some of the basic theory of Banach algebras, our goal being to discuss the Gelfand representation of a commutative Banach algebra and the fact that, for commutative C*-algebras, this representation is an isometric isomorphism. This implies in particular a spectral theorem for self-adjoint operators on a Hilbert space.
This material can be found in many sources; I am working from Dales, Aiena, Eschmeier, Laursen and Willis’ Introduction to Banach Algebras, Operators, and Harmonic Analysis.
Below all vector spaces are over , all algebras are unital, and all algebra homomorphisms preserve units unless otherwise stated. In the context of Banach algebras, the last two assumptions are not standard, but in practice non-unital Banach algebras are studied by adjoining units first, so we do not lose much generality.
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