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Lecture 27: the Weyl Groups and Weyl Integration Formula

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Lecture 27: the Weyl Groups and Weyl Integration Formula LECTURE 27: THE WEYL GROUPS AND WEYL INTEGRATION FORMULA 1. The Weyl Groups Let G be a compact connected Lie group, and T ⊂ G a maximal torus. The normalizer of T is N(T ) = fg 2 G j gT g−1 = T g: Note that N(T ) is a closed subgroup of G, thus also a compact Lie group. By definition T is a normal subgroup of N(T ). Definition 1.1. The quotient group W = N(T )=T is called the Weyl group of G. Obviously N(gT g−1) = gN(T )g−1. So the Weyl groups of G with respect to different maximal tori are isomorphic. Proposition 1.2. N(T )0 = T . Proof. We first prove that the automorphism group Aut(T ) of a torus T = Rk=Zk is isomorphic to GL(k; Z). In particular, it is discrete. To prove this, let ' : T ! T be an automorphism. Then d' : Rk ! Rk is an invertible linear map, and we have the following commutative diagram k −−−! k R exp T ? ? ?d' ?' y y k −−−! k R exp T It follows that d'(ker(exp)) ⊂ ker(exp). In other words, d'(Zk) ⊂ Zk. So as a k × k matrix, d' is actually an integer matrix, i.e. d' 2 GL(k; Z). Conversely, any matrix in GL(k; Z) defines an invertible map on Rk that preserves Zk, and thus gives an automorphism of T . It follows that any connected group of automorphisms must act trivially. Now N(T )0 is a connected Lie group, and the conjugation action of N(T )0 on T are auto- morphisms of T . So N(T )0 acts trivially on T , i.e. any h 2 N(T )0 commutes with all 0 0 elements in T . So N(T ) ⊂ ZG(T ) = T . On the other hand, by definition N(T ) ⊃ T . 0 So N(T ) = T . Corollary 1.3. The Weyl group is a finite group. Proof. W = N(T )=T is discrete by proposition 1.2. It is compact since N(T ) is. 1 2 LECTURE 27: THE WEYL GROUPS AND WEYL INTEGRATION FORMULA Since T is abelian, the conjugation action of T on T itself is trivial. It follows that the Weyl group acts on T by conjugation. Proposition 1.4. The conjugation action of W on T is effective. 0 Proof. This follows from the fact that ZG(T ) = T = (N(T )) since T is maximal. Proposition 1.5. Let G be a compact connected Lie group, and T a maximal torus. Then two elements t1; t2 2 T are conjugate in G if and only if they sit on the same orbit of the Weyl group action. −1 Proof. Obviously if w(t1) = wt1w = t2 for some w 2 W , then t1; t2 are conjugate −1 −1 −1 in G. Conversely if gt1g = t2. Then gT g ⊂ gZG(t1)g = ZG(t2). It follows that −1 0 0 both T and gT g are maximal tori in ZG(t2) . So there exists h 2 ZG(t2) such that hgT g−1h−1 = T . It follows that hg 2 N(T ). Moreover, −1 −1 −1 hg(t1) = hgt1g h = ht2h = t2: This completes the proof. Corollary 1.6. All class (i.e. conjugate invariant) functions on G are in one-to-one correspondence to W -invariant functions on T . Example. As an example, we will calculate the Weyl group of U(n). We first notice −1 that if gt1g = t2 for t1; t2 2 T , then t1 and t2 have the same eigenvalues. In other words, as diagonal matrices the entries of t2 are permutations of entries of t1. It follows that the Weyl group acts on a generic element t = diag(eit1 ; ··· ; eitn ) by permuting ti's. So W is a subgroup of the full symmetric group S(n). On the other hand, since 0 eiθ x 0 0 e−iθ y 0 = : eiµ 0 0 y e−iµ 0 0 x we see that any monomial matrix (matrices with a single nonzero entry in each row and column) in U(n) is in the normalizer of T . It follows that N(T )=T ⊃ Sn. So the Weyl group of U(n) is W (U(n)) = S(n). The Weyl groups for other classical groups: • The Weyl group of SU(n) is still S(n) • The Weyl group of SO(2l + 1) is G(l), the group of permutations ' of the set {−l; ··· ; −1; 1; ··· ; lg with '(−k) = −'(k) for all 1 ≤ k ≤ l. • The Weyl group of SO(2l) is the subgroup SG(l) of G(l) that consists of even permutations. • The Weyl group of Sp(n) is still G(n). LECTURE 27: THE WEYL GROUPS AND WEYL INTEGRATION FORMULA 3 2. The Weyl Integration Formula Suppose G is a compact Lie group, and T ⊂ G a maximal torus. We have known from lecture 16 that the quotient G=T is a homogeneous G-manifold with tangent space TeT (G=T ) = g=t := p: We will fix an adjoint invariant inner product on g, and identify p with the orthogonal complement of t in g, g = t ⊕ p: So in particular p ⊂ g. We cite the following lemma without proof, and leave more details in the appendix: Lemma 2.1. There exists a normalized density d(gT ) = dg=dt on the quotient G=T which is invariant under the left G-action. Now we are ready to state the main theorem: Theorem 2.2 (Weyl Integration Formula for Class Functions). Suppose G is compact, and f a class function on G. Denote by dg and dt the normalized Haar measures on G and T respectively. Then Z 1 Z f(g)dg = f(t) jdet([Adt−1 − Id]jp)j dt G jW j T Proof. Consider the map φ : G=T × T ! G; (gT; t) 7! gtg−1: We has to compute the Jacobian factor j det(dφ)j at an arbitrary point (gT; t). To simplify the computations, we fix g; t and consider : G=T × T ! G; (hT; s) 7! htsh−1t−1: We observe that −1 ~ = Rt−1 ◦ c(g ) ◦ φ ◦ (Lg × Lt); ~ where Lg is the \left multiplication by g" on G=T . So −1 ~ (d )(eT;e) = (dRt−1 )t ◦ (dc(g )gtg−1 ◦ (dφ)(gT;t) ◦ d(Lg × Lt)(eT;e): Since dg and d(gT ) are both G-invariant, the corresponding Jacobian factors must be 1, i.e. −1 ~ j det(dRt−1 )j = j det(dc(g ))j = j det(d(Lg × Lt))j = 1: It follows that j det(dφ)(gT;t)j = j det(d )(eT;e)j: It is easy to calculate d at (eT; e), which is given by (d )(eT;e)(X; S) = (Id − Adt)(X) + AdtS 4 LECTURE 27: THE WEYL GROUPS AND WEYL INTEGRATION FORMULA for X 2 b and S 2 t. It follows j det(dφ)(gT;t)j = j det([Adt−1 − Id]jp) det Adtj = j det([Adt−1 − Id]jp)j; where in the last step we used the fact that j det Adtj = 1, since the map g 7! j det Adgj is a Lie group homomorphism from the compact group G to R+, whose image set has to be f1g. Another fact we will use without proof is Fact: There exist dense open subsets T reg ⊂ T and Greg ⊂ G so that reg • det([Adt−1 − Id]jp) 6= 0 on T , so that φ is a locally a diffeomorphism from G=T × T reg to Greg • Moreover, φ(g1T; t1) = φ(g2T; t2) if and only if t1; t2 2 T conjugate in G, or equivalently, lie in the same W -orbit. So φ is a jW j-to-one covering map from G=T × T reg to Greg It follows that for any class function f, Z 1 Z f(g)dg = f(φ(gT; t))j det(dφ)(gT;t)jd(gT )dt G jW j G=T ×T 1 Z = f(t)j det([Adt−1 − Id]jp)dt: jW j T Note that for any continuous function f 2 C(G), the function Z f~(t) = f(gtg−1)dg G is a W -invariant function on T , which can be identified with a class function on G. Moreover, Z Z f(g)dg = f~(g)dg: G G So we have Corollary 2.3 (Weyl Integration Formula for Continuous Functions). For any contin- uous function f on G, Z Z Z 1 −1 f(g)dg = det([Adt−1 − Id]jp)( f(gtg )dg)dt: G jW j T G As an example, let's write down an explicit formula for G = U(n). Let T be the maximal torus consists of all diagonal matrices in U(n). In other words, any t 2 T has the form 0eit1 1 . t = @ .. A : eitn Let dt be the normalized Haar measure on T . LECTURE 27: THE WEYL GROUPS AND WEYL INTEGRATION FORMULA 5 Q itj itk 2 Proposition 2.4. In this setting, det([Adt−1 − Id]jp) = j<k je − e j . Proof. We may think of Adt−1 −Id as a linear transformation on the complexified vector space u(n) ⊗ C, which can be identified with gl(n; C) since • u(n) consists of n × n skew-Hermitian matrices. • A matrix A is skew-Hermitian if and only if iA is Hermitian. • Any matrix in gl(n; C) can be written uniquely as the sum of an Hermitian matrix and a skew-Hermitian matrix.
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