Notes on algebra, probability theory, and linear algebra
Let $K$ be a field.
An algebra over $K$ is a vector space $A$ over $K$ equipped with an internal multiplication
\(A\times A\to A, \qquad (x,y)\mapsto xy,\) that is bilinear.
Bilinear means:
\((\alpha x+\beta y)z=\alpha(xz)+\beta(yz),\) and
\(z(\alpha x+\beta y)=\alpha(zx)+\beta(zy).\) Depending on context, one may additionally require the multiplication to be associative, commutative, or to have an identity element.
An algebra over a field is a vector space whose elements can also multiply each other.
So:
| Structure | What you can do |
|---|---|
| Abelian group | add elements |
| Vector space | add elements and scale them |
| Algebra over $K$ | add, scale, and multiply elements internally |
The essential slogan is:
An algebra is a linear space with multiplication compatible with linearity.
If multiplication were arbitrary, it would not interact well with vector-space structure.
Bilinearity says multiplication respects linear combinations in each variable.
For example:
\((x+y)z=xz+yz,\) \(x(y+z)=xy+xz,\) \((\lambda x)y=\lambda(xy)=x(\lambda y).\) So multiplication can be computed by expanding across sums and pulling out scalars.
This is the vector-space analogue of distributivity in rings.
Many important vector spaces have a natural product.
For example:
In all these cases, the product is compatible with linear combinations.
An algebra over $K$ can be seen as an object that is both:
with compatibility between scalar multiplication and internal multiplication.
This is why algebras sit at the intersection of ring theory and linear algebra.
$K$ is an algebra over itself.
\(K[x]\) is an algebra over $K$.
It is a vector space with basis
\(1,x,x^2,x^3,\dots\) and it also has polynomial multiplication.
\(M_n(K)\) is an algebra over $K$.
It is usually non-commutative:
\(AB\neq BA\) in general.
This is one of the most important examples because it shows that algebras can be linear and non-commutative at the same time.
If $V$ is a vector space, then
\(\operatorname{End}(V)\) is the algebra of linear maps $V\to V$, with multiplication given by composition.
Functions $X\to K$ form an algebra under pointwise operations.
The word “algebra” does not always mean the multiplication is associative.
\((xy)z=x(yz).\) Examples: matrices, polynomials, functions.
\(xy=yx.\) Examples: polynomial rings, function algebras.
Examples include Lie algebras, where the product is a bracket
\([x,y]\) satisfying different laws such as antisymmetry and the Jacobi identity.
Algebras let us build expressions involving both linear combinations and products:
\(x^2+3xy-2y^2,\) \(xy-yx,\) \(x^3+ax+b.\) Thus algebras are natural environments for polynomial expressions in abstract objects.
Algebras over fields combine two previous lines:
So an algebra is:
a vector space whose vectors also multiply, with multiplication compatible with linear combinations.