AbstractIn this paper, we derive a new generalisation of the strong subadditivity of the entropy to the setting of general conditional expectations onto arbitrary finite-dimensional von Neumann algebras. This generalisation, referred to as approximate tensorization of the relative entropy, consists in a lower bound for the sum of relative entropies between a given density and its respective projections onto two intersecting von Neumann algebras in terms of the relative entropy between the same density and its projection onto an algebra in the intersection, up to multiplicative and additive constants. In particular, our inequality reduces to the so-called quasi-factorization of the entropy for commuting algebras, which is a key step in modern proofs of the logarithmic Sobolev inequality for classical lattice spin systems. We also provide estimates on the constants in terms of conditions of clustering of correlations in the setting of quantum lattice spin systems. Along the way, we show the equivalence between conditional expectations arising from Petz recovery maps and those of general Davies semigroups.
Modeling the Conditional Dependence between Discrete and Continuous Random Variables with Applications in Insurance