Abstract
The variance of a bounded linear operator on a Hilbert space at a unit vector is defined by . We show that two operators and have the same variance at all vectors if and only if there exist scalars with such that or is normal and . Further, if is normal, then the inequality holds for some constant and all unit vectors if and only if for a Lipschitz function on the spectrum of . Variants of these results for C-algebras are also proved. We also study the related, but more restrictive inequalities supposed to hold for all or for all and all positive integers . We consider the connection between such inequalities and the range inclusion , where and are the derivations on induced by and . If is subnormal, we study these conditions in particular in the case when is of the form for a function .
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