Variance of operators and derivations

Abstract

The variance of a bounded linear operator $a$ on a Hilbert space $H$ at a unit vector $h$ is defined by $D_h(a)=\|ah\|^2-|<ah,h>|^2$. We show that two operators $a$ and $b$ have the same variance at all vectors $h\in H$ if and only if there exist scalars $\sigma,\lambda$ with $|\sigma|=1$ such that $b=\sigma a+\lambda1$ or $a$ is normal and $b=\sigma a^*+\lambda1$. Further, if $a$ is normal, then the inequality $D_h(b)\leq\kappa D_h(a)$ holds for some constant $\kappa$ and all unit vectors $h$ if and only if $b=f(a)$ for a Lipschitz function $f$ on the spectrum of $a$. Variants of these results for C$^*$-algebras are also proved. We also study the related, but more restrictive inequalities $\|bx-xb\|\leq \|ax-xa\|$ supposed to hold for all $x\in B(H)$ or for all $x\in B(H^n)$ and all positive integers $n$. We consider the connection between such inequalities and the range inclusion $d_b(B(H))\subseteq d_a(B(H))$, where $d_a$ and $d_b$ are the derivations on $B(H)$ induced by $a$ and $b$. If $a$ is subnormal, we study these conditions in particular in the case when $b$ is of the form $b=f(a)$ for a function $f$.