Orthogonal polynomials

Arun Ram
Department of Mathematics and Statistics
University of Melbourne
Parkville, VIC 3010 Australia
aram@unimelb.edu.au

Last update: 11 August 2012

Abstract.
This is a typed version of I.G. Macdonald's lecture notes from lectures at the University of California San Diego from January to March of 1991.

Introduction

Notation etc. as in the previous chapter. If f = ∑λ∈P fλeλ ∈ A, let f— = ∑λ∈P fλe-λ ( f—(x) = f(x)—, x∈V ) and let [f]1 denote the constant term f0 of f (the coefficient of e0=1). I am going to define various scalar products on AW ⟨f,g⟩1 = 1|W| [fg—]1 (OP 1)

Let λ,μ∈P+. Then ⟨mλ,mμ⟩1 = 0 if λ≠μ, and ⟨mλ,mλ⟩1 = |Wλ|-1.

Proof.
We have mλ = ∑ν∈Wλeν and the number of terms in this sum is |Wλ| = |W| |Wλ| . Hence ⟨mλ,mμ⟩ = 1|W| ∑ ν∈Wλ π∈Wμ [eν⋅e-π]1 = 1|W| Card(Wλ∩Wμ). If λ≠μ this is 0, and if λ=μ it is 1|W| Card(Wλ) = 1|Wλ|.

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⟨f,g⟩0 = 1|W| [fg—dd—]1 = ⟨fd,gd⟩1 (OP 2) where as before d = eρ ∏α∈R+ (1-e-α) = ∑w∈W ε(w) ewρ is the Weyl denominator.

Let λ,μ∈P+. Then ⟨χλ,χμ⟩0 = δλμ.

Proof.
Since χλ = d-1 θ(eλ+ρ) = d-1 ∑w∈W ε(w) ew(λ+ρ) , we have ⟨χλ,χμ⟩0 = 1|W| ∑v,w∈W ε(v) ε(w) [ ev(λ+ρ) ⋅ e-w(μ+ρ) ]1 which is zero if λ≠μ, because the orbits W(λ+ρ),   W(μ+ρ) do not intersect. If λ=μ we have v(λ+ρ) = w(λ+ρ)  ⇔  v=w (because λ+ρ∈C). Hence we get 1|W| ∑w∈W1 = 1.

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Let t be a real number, 0≤t≤1, and let Δ = Δ(t) = ∏α∈R 1-eα 1-teα . As explained earlier, we may regard Δ as a continuous function on the torus T=V/Q∨. For f,g∈A we define ⟨f,g⟩t = 1|W| [fg—Δ]1 = ⟨fΔ,g⟩1 = ⟨fΔ+,gΔ+⟩1 = 1|W| ∫Tfg—Δ positive definite, symmetric. Notice that when t=1 we have Δ=1, and when t=0 we have Δ = ∏α∈R (1-eα) = dd— so that when t=1,0 we get the two previous scalar products.

Let λ,μ∈P+. Then ⟨Pλ,Pμ⟩t = 0 if λ≠μ, and ⟨Pλ,Pλ⟩t = Wλ(t)-1.

Proof.
Recall that P˜λ = ∑w∈W w eλ ∏α∈R+ 1-te-α 1-e-α (λ∈P+). Since Δ is W-invariant it follows that P˜λΔ = ∑w∈W w eλ ∏α∈R+ 1-eα 1-teα in which eλ ∏α∈R+ 1-eα 1-teα = eλ ∏α∈R+ 1+∑r≥1 (tr-tr-1) erα a product of convergent series, since 0≤t<1. Hence we can multiply them all together and get say eλ ∏α∈R+ 1-eα 1-teα = ∑ν∈Q+ aνeλ+ν with coefficients aν ∈ ℤ[t], and in particular a0=1. Hence we have P˜λΔ = ∑ν∈Q+aν ∑w∈W ew(λ+ν). If λ+ν = w1π, where π∈P+ and w1∈W, then π≥w1π = λ+ν≥λ with equality if and only if ν=0. Hence P˜λΔ = |Wλ| mλ + higher terms. (*) Now let μ∈P+. We cannot have μ>λ and λ>μ, hence (since the scalar product is symmetric) we may assume μ≯λ. We have Pμ = mμ+ lower terms. (**) If μ≠λ, the series (*) and (**) have just one term in common, namely mλ, and hence ⟨P˜λ,Pλ⟩t = ⟨P˜λΔ,Pλ⟩1 = |Wλ| ⟨mλ,mλ⟩1 = 1 by Proposition 1.1 so that ⟨Pλ,Pλ⟩t = Wλ(t)-1.

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(So (Pλ), (P˜λ) are dual bases.)

Proof of (4.18).
Since χλ = ∑μ Kλμ(t)Pμ we have Kλμ(t) = ⟨χλ,P˜μ⟩t. Now Δ = ∏α∈R 1-eα 1-teα = dd—Π where Π = ∏α∈R (1-teα)-1. Hence Kλμ(t) = 1|W| [χ—λP˜μΔ]1 = 1|W| [χ—λP˜μdd—Π]1 = ⟨χλ,P˜μΠ⟩0 (†) But now P˜μΠ = ∑w∈W w eμ ∏α∈R+ 1-te-α 1-e-α ⋅ ∏α∈R 1 1-teα = d-1 ∑w∈W ε(w)w eμ+ρ ∏α∈R+ (1-teα)-1 = ∏α∈R+ (1-tRα)-1 χμ. From (†) it follows that Kλμ(t) = coefficient of χλ in ∏α∈R+ (1-tRα)-1 χμ (††) which proves (4.18)(ii). Now ∏α∈R+ (1-tRα)-1 = ∏α∈R+ ∑mα=0∞ tmα Rαmα = ∑ξ∈Q+ F(ξ;t) Rξ and if ξ∈Q+ χμ+ξ = d-1θ( eμ+ξ+ρ ). If μ+ξ+ρ is singular, then χμ+ξ = 0; if nonsingular, then μ+ξ+ρ = w(λ+ρ) for a unique w∈W and λ∈P+: and then ξ = w(λ+ρ)-(μ+ρ) and χμ+ξ = ε(w) = ε(w)χλ. So from (††) we have Kλμ(t) = ∑w∈W ε(w) F( w(λ+ρ)-(μ+ρ) ; t ).

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In fact the Kλμ(t) are polynomials in t with positive coefficients (Lusztig: he shows that they are Kazhdan-Lusztig polynomials for the affine Weyl group). Elementary proof?

t=1: Kλμ = ∑w∈W ε(w) F( w(λ+ρ)-(μ+ρ) ; 1 ) is Kostant's formula for weight multiplicities. χμχν = ∑λ cμνλχλ cμνλ ≥ 0.

Now let q,t be independent indeterminants [or real variables, 0≤q<1, t≥0] and let Δ = Δ(q,t) = ∏α∈R (eα;q)∞ (teα;q)∞ . In particular, if t=qk where k∈ℕ then Δ = ∏α∈R (eα;q)k ∈ AW. We now define a new scalar product on A: if f,g∈A then ⟨f,g⟩q,t = 1|W| [fg—Δ]1 ( = 1|W| ∫T fg—Δ ) = ⟨fΔ+,gΔ+⟩1 . Once again, this is symmetric and positive definite. Notice that when q=0 we have Δ(0,t) = ∏α∈R 1-eα 1-teα = Δ(t) so that ⟨f,g⟩0,t = ⟨f,g⟩t . Also if t=q (i.e., k=1) we have Δ(q,q) = ∏α∈R (1-eα) = dd— so that ⟨f,g⟩q,q = ⟨f,g⟩0. Finally if t=1 (i.e., k=0) we have Δ(q,1) = 1 and hence ⟨f,g⟩q,1 = ⟨f,q⟩1 : both independent of q.

For each λ∈P+ there exists Pλ = Pλ(q,t) ∈ AW such that

  1. Pλ = mλ+∑ μ∈P+ μ<λ uλμ(q,t)mμ ( uλμ ∈ ℚ(q,t) ).
  2. ⟨Pλ,Pμ⟩q,t = 0 if λ≠μ.

This will be a consequence of the following proposition:

There exists a linear operator E:AW→AW satisfying the following three conditions:

  1. ⟨Ef,g⟩q,t = ⟨f,Eg⟩q,t for all f,g∈AW (E is self adjoint),
  2. Emλ = cλmλ +   lower terms (E is triangular relative to the orbit-sums mλ),
  3. λ≠μ  ⇒  cλ≠cμ (E has distinct eigenvalues).

Proof.
Let us first show that Proposition 1.6 implies Proposition 1.5, and then address the problem of constructing a suitable E for each root system R. For each λ∈P+ define Eλ = ∏ μ<λ μ∈P+ E-cμ cλ-cμ and then let Pλ = Eλmλ . Then the Pλ so defined have the desired properties. Indeed, it is clear from the definition and (b) above that Pλ satisfies Proposition 1.5 (i).

Let Mλ be the (finite-dimensional) subspace of AW spanned by the mμ such that μ≤λ (and μ∈P+). Then Mλ is stable under E, and the minimal (characteristic polynomial of E|Mλ is ∏μ≤λ (X-cμ) since the cμ are all distinct. Hence ∏μ≤λ (E-cμ) = 0 on Mλ, i.e. (E-cλ)Eλ = 0 on Mλ, and therefore EPλ = EEλmλ = cλEλmλ = cλPλ (so the Pλ are the eigenvectors of E). Hence cλ ⟨Pλ,Pμ⟩ = ⟨EPλ,Pμ⟩ = ⟨Pλ,EPμ⟩ by (a) = cμ ⟨Pλ,Pμ⟩. Since cλ≠cμ if λ≠μ, it follows that ⟨Pλ,Pμ⟩q,t = 0.

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So it remains to construct a linear operator E on AW for each reduced irreducible root system R, satisfying the conditions (a), (b), (c) of Proposition 1.6. In fact we need two constructions, according as f>1 or f=1.

Minuscule weights (of R∨)

Assume R reduced, irreducible. Let π∈P∨ = P(R∨) . π is a minuscule weight of R∨ if ⟨π,α⟩ = 0   or   1, all   α∈R+. Clearly 0 is always a minuscule weight.

Let (ω1,...,ωr) be the basis of V dual to (α1,...,αr): ⟨αi,ωj⟩ = δij. Then ω1,...,ωr is a basis of the lattice P∨ (=Q*) . Also let φ = ∑i=1r miαi be the highest root of R, and let I = {i∈[1,r] | mi=1} . (It might be empty.)

The minuscule weights of R∨ are 0 and ωi   (i∈I).

Proof.
Suppose π = ∑1r niωi is a minuscule weight. Then ni = ⟨π,αi⟩ = 0 or 1 for each i, and ∑1r mini = ⟨π,φ⟩ = 0   or   1. If this is zero, then all the ni are 0, and π=0. If it is 1, then for some i we have mini=1 (whence mi=ni=1) and mjnj=0 for j≠i (whence nj=0, since mj>0). So π=ωi and mi=1, i.e. i∈I.

Conversely, if π=ωi and α = ∑pjαj ∈ R+, we have 0≤pj≤mj for all j, because α≤φ; hence ⟨π,α⟩ = ⟨ωi,α⟩ = pi = 0  or  1 (since mi=1).

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The minuscule weights have other nice properties:

  1. They are coset representatives of Q∨ in P∨, hence there are f of them (i.e. f-1 nonzero minuscule weights).
  2. Let λ∈P+. Then λ is a minuscule weight (for R, not R∨) if and only if χλ = mλ (i.e. the weights form a single W-orbit).
  3. They are the minimal elements of P+ with respect to: λ≥μ  ⇔  λ-μ∈Q+.

Examples. R An Bn Cn Dn E6 E7 E8 F4 G2 f n+1 2 2 4 3 2 1 1 1 So there are nonzero weights except in types E8,F4,G2.
An: all fundamental weights are minuscule and property (2) above translate into the fact that sλ=mλ  ⇔  λ=(1r), some r≥0.

PICTURE OF DYNKIN DIAGRAMS

First construction

Suppose f>1 (i.e. that R is not of type E8, F4 or G2) and let π be a nonzero minuscule weight of R∨, so that ⟨π,α⟩ = 0 or 1, all α∈R+. (OP 3) Define Tπ:A→A by Tπeλ = q⟨λ,π⟩eλ (λ∈P) extended by linearity. Clearly Tπ (eλ+μ) = Tπ(eλ) ⋅ Tπ(eμ) so that Tπ is an automorphism of the ℝ-algebra A. Moreover, Tπ is self-adjoint for the scalar product ⟨f,g⟩1 = 1|W| [fg—]1. For if f = ∑fλeλ ,  g = ∑gμeμ then ⟨Tπf,g⟩1 = 1|W| [(Tπf)g—]1 = 1|W| ∑λ,μ q⟨λ,μ⟩ fλgμ eλ-μ 1 = 1|W| ∑λ q⟨λ,π⟩ fλgλ which is symmetrical in f and g, hence equal to ⟨Tπg,f⟩1 = ⟨f,Tπg⟩1.

If we interpret eλ as a function on V by the rule — different from the previous one — eλ(x) = q⟨λ,x⟩ (x∈V) then (Tπeλ)(x) = q⟨λ,π⟩ ⋅ q⟨λ,x⟩ = q⟨λ,x+π⟩ = eλ(x+π) and hence by linearity (Tπf) (x) = f(x+π) for all f∈A, i.e. Tπ is a translation operator.

From above we have Tπeα = { qeα, if ⟨π,α⟩ = 1, eα if ⟨π,α⟩ = 0, } and hence Tπ (eα;q)∞ (eα;q)∞ = { 1 1-eα , if ⟨π,α⟩ = 1, 1, if ⟨π,α⟩ = 0. } (OP 4) Now let Δ+ = ∏α∈R+ (eα;q)∞ (teα;q)∞ ( ∈A if t=qk, k∈ℕ ) (so that Δ=Δ+,Δ—+) and let Φπ = TπΔ+ Δ+ = ∏α∈R+ Tπ(eα;q)∞ (eα;q)∞ ( Tπ(teα;q)∞ (teα;q)∞ ) = ∏ α∈R+ ⟨π,α⟩=1 1-teα 1-eα by (OP 4) above or equivalently Φπ = ∏α∈R+ 1-t⟨π,α⟩eα 1-eα . (OP 5) We now define, for f∈A, Eπf = ∑w∈W w(ΦπTπf) = ∑w∈W w( Tπ(Δ+f) Δ+ ) (conjugate Tπ by Δ+ and then sum over the Weyl group). We shall show that Eπ maps AW into AW and satisfies conditions (a) and (b) (self adjointness and triangularity) of Proposition 1.6, but not always (c) (distinct eigenvalues)).

Let us first verify that Eπ is self-adjoint. Since Δ = Δ+⋅Δ+— and Δ=wΔ   (w∈W) we have Δ = wΔ+ ⋅ wΔ+— and hence (f,g∈AW) ⟨Eπf,g⟩q,t = |W|-1 [ (Eπf) Δg— ]1 = |W|-1 ∑w∈W [ w(Tπ(Δ+f)) w(Δ+g)— ]1 (wg=g) = [ Tπ(Δ+f) ⋅ Δ+g— ]1 = |W| ⟨ Tπ(Δ+f), Δ+g ⟩1. Since ⟨Tπu,v⟩1 = ⟨u,Tπv⟩1 as we saw earlier, it follows that ⟨Eπf,g⟩q,t = ⟨f,Eπg⟩q,t .

Next we have to compute Eπeμ   (μ∈P). We have from (OP 5) Φπ = ∏α∈R+ 1-t⟨π,α⟩eα 1-eα = t⟨π,2ρ⟩ ∏α∈R+ 1-t-⟨π,α⟩e-α 1-e-α = t⟨π,2ρ⟩ d ∑X⊆R+ (-1)|X| t-⟨π,σx⟩ eρ-σX where as before σX = ∑α∈Xα for X⊆R+. Hence Eπeμ = ∑w∈W w( Φπ ⋅ q⟨π,μ⟩ eμ ) = q⟨π,μ⟩ t⟨π,2ρ⟩ ∑w∈W w d-1 ∑X⊆R+ (-1)|X| t-⟨π,σX⟩ eμ+ρ-σX = q⟨π,μ⟩ t⟨π,2ρ⟩ ∑X&sunseteq;R+ (-1)|X| t-⟨π,σX⟩ χμ-σX which shows that Eπ maps A into AW.

Now let λ∈P+, then Eπ(mλ) = ∑μ∈wλ Eπeμ = t⟨π,2ρ⟩ ∑X⊆R+ (-1)|X| t-⟨π,σX⟩ ∑μ∈wλ q⟨π,μ⟩ χμ-σX. Consider χμ-σX: if μ+ρ-σX is singular (i.e. not regular) then χμ-σX = 0. If μ+ρ-σX is regular, then there exists w∈W and ν∈P+ such that w(μ+ρ-σX) = ν+ρ, and χμ-σX = ε(w) χν. Now w(ρ-σX) = ρ-σY for some Y⊆R+, hence ν = w(μ+ρ-σX)-ρ = (wμ+ρ-σY) - ρ = wμ-σY ≤ wμ ≤ λ and it follows that Eπmλ is a linear combination of the χν,   ν∈P+,   ν≤λ, and hence also a linear combination of the mν   (ν∈P+, ν≤λ).

Moreover in the above calculations we shall have ν=λ if and only if wμ=λ and σY=0, i.e. w(ρ-σX) = ρ, or σX = ρ-w-1ρ which by (4.11) forces X = R(w-1) and hence |X| = l(w). So the coefficient of Xλ (or equivalently of mλ) in Eπmλ is cλ = t⟨π,2ρ⟩ ∑w∈W (-1)l(w) t-⟨π,ρ-w-1ρ⟩ q⟨π,w-1λ⟩ ε(w) = t⟨π,ρ⟩ ∑w∈W q⟨wπ,λ⟩ t⟨wπ,ρ⟩ = t⟨π,ρ⟩ ∑w∈W q⟨wπ,λ+kρ⟩ (t=qk) [ = t⟨π,ρ⟩ m˜π (λ+kρ) ]. It remains to examine whether Eπ satisfies condition (c) of Proposition 1.6, i.e. whether the cλ,   λ∈P+, are all distinct. In fact this is true in all cases except Dn   (n≥4) (and E8, F4, G2 where there is no nonzero minuscule weight). With π as above let pr(x) = ∑w∈W ⟨x,wπ⟩r (x∈V). Clearly the pr, r≥1, are W-invariant polynomial functions on V, i.e. pr∈ℐ in the notation of Chapter III. (Also p1=0.)

Suppose that R is not of type Dn (n≥4) E8, F4 or G2, and that if R is of type An the minuscule weight π is the fundamental weight corresponding to an end node of the Dynkin diagram. Then the pr (r≥2) generate the ℝ-algebra ℐ.

This is easily checked for R of type A,B or C. For E6 and E7 we refer to M.L. Mehta (Communications in Algebra 16 (1988) 1083-1098).

Suppose now (Dn, n≥4 excluded) λ,μ∈P+ are such that cλ=cμ, i.e. ∑w∈W q⟨λ+kρ,wπ⟩ = ∑w∈W q⟨μ+kρ,wπ⟩ (all q,k). Operate on both sides with (qddq)r and then set q=1. We obtain pr(λ+kρ) = pr(μ+kρ) (r≥1). Hence by Proposition 3.2 f(λ+kρ) = f(μ+kρ) for all f∈ℐ, from which we can conclude that λ=μ, thanks to the following general lemma:

Let W be a finite group of automorphisms of V, and let ℐ = S(V)W be the ℝ-algebra of W-invariant polynomial functions on V. Suppose x,y∈V are such that f(x)=f(y) for all f∈ℐ. Then x,y are in the same W-orbit in V (i.e. ℐ separates the W-orbits in V.)

Proof.
Let x1,...,xn be distinct points of V and let c1,...,cn∈ℝ. Then I claim that there exists g∈S(V) such that g(xi) = ci &nsbp; (1≤i≤n).

To prove this it is enough to construct gi∈S(V)   (1≤i≤n) such that gi(xj) = δij, for we can then take g = ∑cigi.

For each ordered pair (i,j) with 1≤i,j≤n and i≠j we can find uij∈S(V) such that uij(xi) = 1 and uij(xj) = 0 (we may take uij linear, nonhomogeneous). Then gi = ∏k≠i uik does the trick.

Now let (x1,...,xn) and (y1,...,ym) be distinct W-orbits in V. From above there exists g∈S(V) such that g(xi) = 1   (1≤i≤n),   g(yj) = 0   (1≤j≤m). Let f = 1|W| ∑w∈Wwg. Then f∈ℐ and f takes the value 1 (resp. 0) at each xi (resp. yj). So ℐ separates the W-orbits in V, which is equivalent to the result stated.

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What about Dn? Here there are 3 minuscule weights, hence 3 operators Eπ. It turns out that no one of them has distinct eigenvalues, but that a suitable linear combination E of all three does. We omit the details. So we have constructed for each R with f>1 an operator E satisfying the three conditions of Proposition 1.6.

Second construction

This time we take π= highest root of R∨, so that (2.4) ⟨π,α⟩ = { 0 or 1, if α∈R+, α≠π∨, 2, if α=π∨. } As before, let Φπ = TπΔ+ Δ+ and define now (f∈A) Eπf = ∑w∈W ( Φπ(Tπf-f) ). Then it turns out, as a result of calculations analogous to those we have already done, that Eπ has the 3 desired properties in the cases (E8,F4,G2) not covered by the previous construction. So the existence of the Pλ(q,t) claimed by Proposition 1.5 is established in all cases.

What about ⟨Pλ,Pλ⟩q,t? Here I can only conjecture

  1. (C2q) Let λ∈P+. Then (t=qk) ⟨Pλ,Pλ⟩q,t = ∏α∈R+ ∏i=1k-1 1-q ⟨λ+kρ,α∨⟩+i ⟨λ+kρ,α∨⟩-i . True if R of type A.

Consider the special case λ=0 of (C2q). Since P0=1 we have ⟨P0,P0⟩q,t = 1|W| [Δ]1 and hence (C2q) would give 1|W| [Δ]1 = ∏α∈R+ ∏i=1k-1 = 1-q ⟨kρ,α∨⟩+i ⟨kρ,α∨⟩-i . (OP 6) I claim that (OP 6) is equivalent to (C1q). Let Δ′ = ∏α∈R+ ∏i=0k-1 ( 1-qieα ) ( 1-qi+1e-α ) then Δ′Δ = ∏α∈R+ ∏i=0k-1 1-qi+1e-α 1-e-α (t=qk) and therefore (since Δ is W-invariant) Δ-1 ∑w∈W wΔ′ = ∑w∈W w( 1-te-α 1-e-α ) = W(t) by (4.12) i.e. W(t)Δ = ∑w∈W wΔ′ and therefore W(t)[Δ]1 = |W|[Δ′]1 (because Δ′, wΔ′ have the same constant term). It follows from (OP 6) that [Δ′]1 = W(t) |W| [Δ]1 = ∏α∈R+ 1-q kht(α∨)+k 1-q kht(α∨) [Δ]1 by (4.13) = ∏α∈R+ ∏i=0k-1 1-q kht(α∨)+i+1 1-q kht(α∨)-i . Consider then the polynomial ∑α∈R+ ∑i=0k-1 ( qkht(α∨)+i+1 - qkht(α∨)-i ) = ∑α∈R+ qkht(α∨) ( qk+qk-1+⋯+q-1-q-1-⋯-q1-k ) = ∑α∈R+ qkht(α∨) (qk-1) ( 1+q-1+⋯+q1-k ) . Now since ∏α∈R+ 1-tht(α∨)+1 1-tht(α∨) = W(t) = ∏i=1r 1-tdi 1-t it follows that ∑α∈R+ ( tht(α∨)+1 - tht(α∨) ) = ∑i=1r tdi-t i.e. that ∑α∈R+ qkht(α∨) (qk-1) = ∑i=1r ( qkdi-qk ). Hence (OP 6) becomes ∑i=1r (qkdi-qk) ( 1+q-1+⋯+q1-k ) = ∑i=1r { ( qkdi + qkdi-1 +⋯+ qkdi-k+1 ) - ( q+q2+⋯+qk ) } and therefore ∏α∈R+ ∏i=0k-1 1-q kht(α∨)+i+1 1-q kht(α∨)-i = ∏i=1r (1-qkdi)⋯(1-qkdi-k+1) (1-q)⋯(1-qk) = ∏i=1r [ kdi k ]. So (C2q) (λ=0)= (C1q). (Tip of the iceberg!)

Consider |Pλ|2 as k→∞ (i.e. t→0). We have Δ(q,0) = ∏α∈R (eα;q)∞ . (continuous function on T=V/Q∨) ∏i=1k-1 ( 1-q ⟨λ+kρ,α∨⟩+i ) = ( q⟨λ,α∨⟩+1 t⟨ρ,α∨⟩ ; q )∞ ( q⟨λ,α∨⟩+1 t⟨ρ,α∨⟩+1 ; q )∞ →1 ∏i=1k-1 ( 1-q ⟨λ+kρ,α∨⟩-i ) = ( q⟨λ,α∨⟩+1 t⟨ρ,α∨⟩-1 ; q )∞ ( q⟨λ,α∨⟩+1 t⟨ρ,α∨⟩ ; q )∞ →1 → { 1, if α≠αi, ( q⟨λ,α∨⟩+1 ; q )∞, if α=αi. } Hence ⟨Pλ,Pλ⟩2 → ∏i=1r ( q⟨λ,αi∨⟩+1 ; q ) ∞-1 = ∏i=1r ( qni+1 ; q )∞-1 if λ = ∑1r niπi (ni≥0). True when λ=0. (From the denominator formula for affine root systems.)

The limiting case q→1

As q→1 we have (t=qk) Δ(q,t) = ∏α∈R (eα;q)k → Δ(k) = ∏α∈R (1-eα)k as kernel for the scalar product. So we have Pλ(k) = limq→1 Pλ (q,qk). When R is of type A these are Jack's symmetric functions (suitably normalized) with parameter α=1k. When q→1, (C2q) is in fact true: (Heckman, Opdam) |Pλ|(k)2 = ⟨Pλ,Pλ⟩(k) = ∏α∈R+ ∏i=1k-1 ⟨λ+kρ,α∨⟩+i ⟨λ+kρ,α∨⟩-i (λ∈P+, k∈ℕ). (OP 7) Proof is now elementary — depends on their notion of shift operators which enables one to compute the quotient |Pλ|k2 |Pλ+ρ|k-12 and hence prove (OP 7) (for k a positive integer) by induction on k (when k=1,   Pλ(k) = χλ and |χλ|2=1.)

Exercises

D contains no cycles (hence is a tree if R is irreducible).

Proof.
Suppose D contains a cycle of length m≥3. Then with a suitable numbering of the simple roots αi we have ⟨αi,αi+1⟩ < 0 (1≤i≤m-1) and ⟨αm,α1⟩ < 0. Let θi= angle between αi and αi+1   (αm+1=α1). Then θi is >π2, hence ≥2π3 and therefore cosθi ≤ -12   (1≤i≤m). Equivalently, if ei = αi |αi| , we have ⟨ei,ei+1⟩ ≤ -12 (1≤i≤m) and ⟨ei,ei⟩ = 1,  ⟨ei,ej⟩ ≤ 0 if |i-j| ≥ 2. Consider the vector v = e1+⋯+em : we have |v|2 = ∑i,j=1m ⟨ei,ej⟩ = m+2∑i<j ⟨ei,ej⟩ ≤ m+2 ∑i=1m ⟨ei,ei+1⟩ (em+1,e1) ≤ m+2m-12 = 0. So |v|2=0 and hence v=0, impossible as the ci are linearly independent.

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Let R be an irreducible root system; α,β∈R. If |α| = |β| then β=wα for some w∈W.

Proof.
Since R is irreducible, V is an irreducible W-module (2.1). Hence Wα spans V, hence there exists w∈W such that ⟨wα,β⟩ ≠ 0. Replace α by wα, we may assume ⟨α,β⟩ ≠ 0. If α=β we are done; if α≠β we have ⟨α∨,β⟩ = ⟨α,β∨⟩ = ±1 by (1.2)(i) ( ⟨α∨,β⟩ ⟨α,β∨⟩ = 1,2 or 3 ). Replacing α by -α=sαα if necessary, we may assume that ⟨α∨,β⟩ = ⟨α,β∨⟩ = +1. Then we have sβ(α) = α-β,   sαsβ(α) = sα(α-β) = -α-(β-α) = -β,   sβsαsβ(α) = β.

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Can use this, together with (1.21a), to find the orders of the Weyl groups of the exceptional root systems. (Use φ∈C—.)

E6: 72 roots, forming a single orbit. The extended Dynkin diagram shows that the highest root φ is orthogonal to all αi except α6, hence |Wφ| = |W(A5)| = 6! So |W(E6)| = 72⋅6! = 27⋅34⋅5.

PICTURE

E7: 126 roots, forming a single orbit. Here |Wφ| = |W(D6)| = 25⋅6! So |W(E7)| = 25⋅6!⋅126 = 210⋅34⋅5⋅7 = 7!⋅4!⋅4!.

PICTURE

E8: 240 roots, |Wφ| = |W(E7)|. So |W(E8)| = 240⋅|W(E7)| = 8!⋅6!⋅4! = 214⋅35⋅52⋅7.

F4: 24 long roots, |Wφ| = |W(C3)| implies |W(F4)| = 24⋅|W(C3)| = 24⋅8⋅3! = 1152 = 27⋅32.

Let α∈R (reduced), say α = ∑i=1r piαi. The support of α is the subgraph S=Supp(α) of D (= Dynkin diagram of R) obtained by deleting the vertices αi of D for which mi=0.

  1. Show that Supp(α) is connected, for each α∈R.
  2. Let I⊆[1,r] be such that DI is connected (DI: delete verticies outside I). Show that ∑i∈I αi ∈ R.

Proof.
  1. May assume that α∈R+ (because clearly Supp(-α)=Supp(α)). Induction on ht(α) = ∑pi. If ht(α)=1 then α=αi and S consists of one point. So assume ht(α)>1, then S has at least two elements. We have α = ∑i∈S piαi say (pi>0) and hence ∑pi ⟨αi,α⟩ = ⟨α,α⟩ > 0 so that ⟨αi,α⟩>0 for some i∈S and hence (1.4) β=α-αi∈R: indeed β∈R+, because the coefficients of β in terms of the αi are ≥0.
    1. If pi≥2 then Supp(β)=Supp(α)=S, and ht(β) < ht(α), hence by the inductive hypothesis S is connected.
    2. If pi=1 then β-αi∉R, hence the αi-string through β is β, β+αi (=α), ..., β+pαi say, where p≥1. By (1.5) p = ⟨β,αi∨⟩, hence ⟨β,αi⟩ > 0 and since β = ∑ j∈S j≠i pjαj it follows that ⟨αj,αi⟩ > 0 for some j∈S, j≠i. Now Supp(β)=S-{i} is connected, by the induction hypothesis; and i is joined to some j∈S. Hence S is connected.
  2. Induction on |I|. OK if |I|=1, so assume |I|≥2. Since D contains no cycles, neither does DI, i.e. DI is a tree. Let αi be an end vertex of DI, J=I-{i}. Then DJ is connected, hence αJ∈R, and ⟨αi,αj⟩ < 0 for some j∈J, so that ⟨αi,αJ⟩ = ∑k∈J ⟨αi,αk⟩ < 0 and therefore (1.4) αI = αi+αJ∈R.

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R of type An, then all positive roots are as in (ii). For the other root systems this is not so.

(Parabolic subgroups of W). Let I be a subset of [1,r]. Let BI = {αi | i∈I} VI = subspace of V spanned by BI RI = R∩VI WI = subgroup of W generated by si,i∈I. Then

  1. RI is a root system in VI with basis BI and Weyl group WI, if I≠0.
  2. WI≠WJ if I≠J.
  3. The subgroup of W generated by WI and WJ is WI∪J.
  4. WI∩WJ = WI∩J.
Thus the WI form a lattice of 2r subgroups of W (parabolic subgroups).

Proof of (i).
(i) Check the axioms: RI clearly satisfies (R1), also (R2) because if α,β∈RI then sα(β) = β-⟨α∨,β⟩α ∈ R∩VI   (because α,β∈VI) = RI. BI is a basis of VI, hence every α∈RI is a linear combination of the αi, i∈I. The coefficients must be integers all of the same sign, hence BI is a basis of RI. Hence WI is the Weyl group of RI.

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Claim. Let (πi) be the basis of V dual to the basis (αi), so that ⟨αi,πj⟩ = δij. If w∈W then w∈WI ⇔ wπj = πj all   j∉I.

Proof of claim.
⇒) Let j∉I. If i∈I then siπj=πj (because αi⊥πj). Since WI is generated by the si (i∈I) it follows that wπj=πj for all w∈WI.

⇐) Let x = ∑j∉I πj. If w fixes πj for all j∉I then w fixes x, hence (1.21a) w is a product of reflections sα fixing x. So suppose α∈R+, say α = ∑i=1rmiαi. If sα fixes x, then ⟨α,x⟩ = 0, but ⟨α,x⟩ = ∑j∉I mj, hence mj=0 for each j∉I, so that α∈R∩VI=RI and sα∈WI. Hence w∈WI.

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Now do (ii)-(iv):

Proof of (ii)-(iv).
(ii) If I≠J we may assume there exists j∈J, j∉I. We have sj∈WJ but sj∉WI. (Otherwise sj would fix πj, hence ⟨αj,πj⟩=0.) So WI≠WJ.

(iv) Suppose w∈WI∩WJ, then w fixes πj whenever j∉I or j∉J hence whenever j∉I∩J. Hence w∈WI∩J.

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Descriptions of the exceptional root systems

Let R be a reduced irreducible root system with basis α1,...,αr, φ the highest root or R,  α0 = -φ. Let D— be the extended Dynkin diagram of R, with vertices corresponding to αi   (0≤i≤r) and labels mi, where ∑i=0r miα = 0 (m0=1). (OP 8) If we remove the vertex αi of D— we get a (usually disconnected) diagram Di of a root system Ri in V with basis Bi = {αj | 0≤j≤r, j≠i}, and Weyl group Wi, say. (In particular R0=R.) Since Wi⊆W and Bi⊆R it follows that Ri = WiBi ⊆ R. From (OP 8) we have miαi = -∑j≠imjαj ∈ Ri. (OP 9) Consider the root lattices Q=Q(R) ,   Qi=Q(Ri). Since Ri⊆R we have Qi⊆Q, and Q/Qi is a finite group. Let α—j   (1≤j≤r) be the image of αj in Q/Qi. Then α—j = 0 if j≠i, and (OP 9) shows that miα—i=0. Moreover if mα—i = 0   (m∈ℤ) then mαi ∈ Q(Ri) , hence mαi is a linear combination of the αj, j≠i. But (OP 8) is the only linear dependence relation among the αj   (0≤j≤r), hence m is a multiple of mi. It follows that Q/Qi is a cyclic group of order mi, generated by α—i.

Assume now that |α|2=2 for each α∈R, so that α∨=α and hence R∨=R. (R is simply laced.) Then the dual lattices of Q, Qi are P=P(R) and Pi=P(Ri); we have Pi⊇P, and Pi/P is cyclic of order mi (4.1), (4.2). So we have the tower of lattices Pi P Q Qi mi f mi and hence if fi=f(Ri) is the index of connection of Ri we have fi = fmi2, i.e. mi2 = fi f .

Examples:

  1. R of type E8: the extended Dynkin diagram is PICTURE So R8=A8 ,  f8=8+1=9:   f=1 and hence the root lattice Q of E8 lies between the root lattice Q8 = Q(A8) and the weight lattice P8=P(A8): P8⊃3P = Q⊃3Q8. This underlies the construction of E8 that I gave earlier: Q(A8)⊆ℝ9.
  2. R of type E8: R7=D8 ,   f7=f(D8)=4, P7⊃2P = Q⊃2Q7 (Bourbaki's description of  E8).
  3. R of type E8: R4=A4×A4 ,   f4=5×5 P4>5P = Q>5Q4. Exercise: Figure out the roots of E8 in this representation.
  4. R of type E6: PICTURE Here R3=A2×A2×A2,   f3=33=27,   f=|P/Q|=3: P3⊃3P⊃3Q⊃3Q3 So we have 3 pairwise orthogonal copies of A2 sitting inside E6: A2 we can think of as the sixth roots of unity in ℂ. So we may work in ℂ3(≃ℝ6) and take (e1,e2,e3 basis of ℂ3 as ℂ-vector space) α1=e1, α2=ωe1, α4=ωe2, α5=e2, α6=ωe3, α0=e3, where ω = exp2πi3.
    What about α3? We must have 3α3 = -( α1+2α2+2α4+α5+2α6+α0 ) = -(1+2ω) (e1+e2+e3) so that α3 = θ(e1+e2+e3) where θ = -13 (1+2ω) (see figure) PICTURE In this representation the roots of E6 are ±ζei where ζ3=1, ±θ( ζ1e1 + ζ2e2 + ζ3e3 ) where ζ1,ζ2,ζ3 are cube roots of unity. For these are certainly roots, and there are 2⋅3⋅3+2⋅33 = 18+54 = 72 of them. So they are all the roots of E6.

    Exercise: Figure out the action of the Weyl group in this description.
  5. R of the type E7: PICTURE Here R7=A7,   f7=7+1=8: P7>2P>2Q>2Q7 Q7 is easily described; it is the lattice of all (n1,...,n8) ∈ ℤ8 such that ∑ni=0.
    Exercise: Figure out the roots of E7 in this representation ei-ej, 56 of these, 12 ∑±ei with 4 minus signs, 70 of these. What are the roots of E7 in this description?
    Take αi = ei-ei+1   (1≤i≤6),   α0 = e7-e8, then α7 = -12 ( α1+2α2+3α3+4α4+3α5+2α6+α0 ) = -12 ( e1+⋯+e4-e5-⋯-e8 ). So certainly all of the vectors ±(ei-ej)   (1≤i<j≤8) and 12 ∑i=18 ±ei are roots. There are 2(82)+(84) = 56+70 = 126 of these vectors, hence they are the lot.
  6. Again take R=E7: R6=D6×A1. So we may take αi=ei-ei+1   (1≤i≤5), α7 = e5+e6, α0 = f7 = e72, and then α6 = -12 ( α1+2α2+3α3+4α4+3α5+2α7+α0 ) = -12 ( e1+⋯+e6+f7 ). So certainly the following vectors are roots: ±ei±ej (1≤i<j≤6) 4( 6 2 ) =60 of these ±f7 2 of these 12 ∑i=16±ei ±12f7 25⋅2=64 of these 126 total So these are all roots.

Orders of the Weyl groups of E6, E7, E8

Recall (Exercise): R irreducible, α,β∈R,   |α|=|β|. Then α,β are in the same W-orbit. Apply this when R = E6,E7,E8. The roots form a single W-orbit. Consider in particular the highest root φ=-α0. Since φ∈C—, the stabilizer Wφ is generated by the si such that αi⊥φ. So we can read off Wφ from the extended Dynkin diagram, and we have Card(R) = |W/Wφ|, hence |W| = |Wφ|Card(R). E6: Card(R) = 72,   Wφ = W(A5), hence |W| = 72⋅6! = 27⋅34⋅5. E7: Card(R) = 126,   Wφ = W(D6), hence |W| = 126⋅25⋅6! = 210⋅34⋅5⋅7 = 7!⋅4!⋅4!. E8: Card(R) = 240,   Wφ = W(E7), hence |W| = 240⋅210⋅34⋅5⋅7 = 214⋅35⋅52⋅7 = 8!⋅6!⋅4!. F4: 24 long roots, Wφ=W(C3), hence |W| = 24⋅23⋅3! = 1152 = 27⋅32.

The Weyl groups of E6, E7, E8

  1. For E6 we have |P/Q| = f = 3, hence P>Q>3P. Since |P/3P| = 36 it follows that Q/3P has order 35, hence is a 5-dimensional vector space over the field 𝔽3 of 3 elements. If the scalar product is normalized so that |α|2 = 2 for all α∈R, it induces a nonsingular scalar product on Q/3P. So W acts on Q/3P as a group of orthogonal transformations, i.e. W<O5(𝔽3). In fact W has index 2 in this group (but it is not SO5(𝔽3), but another subgroup of index 2). Now in general for a Chevalley group G=G(𝔽q) we have |G/B| = W(q) |B| = (q-1)rqN (r the rank, N the number of positive roots). So |G| = qN(q-1)rW(q) = qN ∏i=1r (qdi-1). If G = SO5(𝔽3) then q=3, R is of type B2, so that N=4, d1=2, d2=4. |W| = |SO5(𝔽3)| = 34(33-1)(34-1) = 34⋅8⋅80 = 27⋅34⋅5.
  2. For E7 we have |P/Q| = f = 2, hence P>Q>2P. Since |P/2P| = 27 it follows that Q/2P has order 26, hence is a 6 dimensional space over 𝔽2. Normalize the scalar product so that |α|2 = 2 for all α∈R, then it induces a nonsingular alternating bilinear form on Q/2P; W acts and we have an isomorphism W/(±1) →˜ Sp6(𝔽2). For Sp6, the root system is C3, so that here q=2, N=9, d1=2, d2=4, d3=6. |Sp6(𝔽2)| = 29 (22-1) (24-1) (26-1) = 29⋅3⋅15⋅63 = 29⋅34⋅5⋅7 (=12|W|).
  3. Again for E7, Q/2Q is a vector space of dimension 7 over 𝔽2. Normalize the scalar product so that |α|2=1 this time, for all α∈R. Then we have a nondegenerate quadratic form on Q/2Q, and W acts as a group of orthogonal transformations: we have an isomorphism W/(±1) →˜ O7(𝔽2).
  4. Repeat Exercise 3 for E8. Again we find W/(±1) →˜ O8(𝔽2) (check the orders). For O8 the root system is D4, so that q=2, the d's are (2,4,4,6) and N=12: |SO8(𝔽2)| = 212 (22-1) (24-1)2 (26-1) = 212⋅3⋅152⋅63 = 212⋅35⋅52⋅7

Arun: The next section appears to be out of order/without context. Have typed and left to be fixed/moved. ∏i=1r 1-tdi 1-t = ∏α∈R+ 1-tht(α)+1 1-tht(α) . Let hi= number of roots of height i (h1=r). Then ∏1r 1-tdi 1-t = ∏i≥1 ( 1-ti+1 1-ti )hi = 1 (1-t)r ∏j≥1 ( 1-ti+1 ) hi-hi+1. So Π(1-tdi) = Π( 1-tj+1 ) hj-hj+1. Hence hj-hj+1= number of degrees di equal to j+1 so hj ≥ hj+1 i.e. η=(h1,h2,...) is a partition and η′ = ( d1-1,d2-1,...,dr-1 ).

Can now check (3) directly case by case. Probably as quick, if not quicker, than a uniform proof c(αi) = βi = -∑Ujiγj = -∑UjiLkj-1αk γj = ∑Lkj-1α + k L-1U.

References

I.G. Macdonald
Issac Newton Institute for the Mathematical Sciences
20 Clarkson Road
Cambridge CB3 OEH U.K.

Version: March 12, 2012

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