Theorem. Nested conditional expectations compose [fdip-008U]

Let \(A\) be a unital associative algebra and \(\omega \) a linear functional on \(A\). Let \(B\subset A\) be a unital subalgebra. A conditional expectation of \(\omega \) onto \(B\) is a linear map \(E:A\to B\) with \(E(1)=1\), \(E(b_1ab_2)=b_1E(a)b_2\) for \(b_1,b_2\in B\), and \(\omega (E(a))=\omega (a)\). When \(A\) carries the involution of an algebraic state, \(\omega \) is such a state, and \(E(a^*)=E(a)^*\), the same identities give \(\omega (c^*E(a^*a)c)=\omega ((ac)^*(ac))\) for \(c\in B\). No norm on \(A\) enters that identity.

Keep the Wick data of the ring-level moment theorem: \(2\) is a unit, \(Q\) is symmetric and invertible, and \(E_T\) denotes the substitution map of that note onto a retained set \(T\), defined whenever the eliminated block is invertible. For retained sets \(R\subset R'\), write \(U'\) for the complement of \(R'\) and \(V\) for the coordinates in \(R'\) but not in \(R\). Let \(S'\) be the Schur complement of \(Q\) after eliminating \(U'\), and assume that \(Q_{U'U'}\) and the block \((S')_{VV}\) are invertible.

Then \(E_R\) is a conditional expectation of \(\omega _Q\) onto \(A[x_R]\). The two maps compose, \[E_R\circ E_{R'}=E_R.\] On the four-cycle of the moment note, the conditional expectation of the displayed quartic lies in \(\mathbb Q[x_0,x_1]\), and the common value of the two Wick functionals is \(32/75\).

Let \(K\) be an invertible complex matrix, ordered as in the Grassmann Schur formula, with invertible eliminated block \(D\) and Schur complement \(S\). Let \(F\) be a polynomial in the retained paired generators. The normalized state \[\omega _K(F)=\frac {J_n(F e^{-\bar \psi K\psi })}{\det K}\] restricts by \[\omega _K(F)=\omega _S(F).\] Thus the retained state is the normalized Grassmann state of \(S\).

The block factorization used above is the same matrix identity recorded for the moment theorem. TauCeti's Matrix.PosDef.gaussianCondCov remains the real positive-definite covariance, not this tower over a ring. No Mathlib declaration was found for the Isserlis composition or for the normalized Grassmann restriction.

No norm-one projection theorem is proved here. Tomiyama's paper of 1957 has not been read. The identities above do not use a norm on the algebra. They also do not identify the Grassmann state with a state on the configuration Clifford algebra.