Law of large numbers for non-linear traces of the Choquet type on finite factors
Masaru Nagisa, Yasuo Watatani
TL;DR
The paper extends non-linear probability into the non-commutative realm by formulating Choquet-type traces $\varphi_{\alpha}$ on II$_1$ factors and analyzing their law of large numbers. It provides a spectral-analytic representation using generalized eigenvalues and develops three extensions (symmetric, anti-symmetric, and translatable) to handle self-adjoint operators, highlighting unitary invariance, monotonicity, and triangle inequalities (under concavity). The authors establish limsup/liminf bounds for sums of operator sequences and introduce independence concepts with respect to $\varphi_{\alpha}$, applying models based on coin-tosses and Powers' binary shifts to obtain both non-commutative LLN-type results and a uniform-norm LLN in special cases. Collectively, the work advances non-linear, non-commutative probability theory on matrix algebras and type $II_1$ factors, providing a framework for understanding accumulation points of non-additive traces. $\,$
Abstract
We introduced non-linear traces of the Choquet type and the Sugeno type on semi-finite factors M in [36] as a non-commutative analog of the Choquet integral and Sugeno integral for non-additive measures. We need a weighted dimension function on the projections of M, which is an analog of a monotone measure. In this paper, we study the law of large numbers for non-linear traces of the Choquet type on finite factors M. Since averages do not converge in general, we study the range of their accumulation points, that is, we estimate their limit supremum and limit infimum. We examine the trials of sequences consisting of self-adjoint operators, which appear in coin toss or Powers' binary shifts. We have also found some unexpected examples of Powers' binary shifts which satisfy what we call the uniform norm law of large numbers. This is an attempt at non-linear and non-commutative probability theory on matrix algebras and factors of type II_1.
