 Solution

For $G=U(n)$ take the diagonal maximal torusThe spectral theorem for unitary matrices says that every element is conjugate to an element of $T$. A diagonal element with pairwise distinct eigenvalues has centralizer exactly $T$. Its conjugates therefore determine its eigenvalues up to permutation, and the normalizer quotient is $W=N_G(T)/T\cong S_n$. The character lattice of a torus $T$ is ${\mathbb{Z}}^n$, with $e^{\lambda }(z)=z_1^{{\lambda }_1}\cdots z_n^{{\lambda }_n}$. Conjugation on the matrix unit $E_{ij}$ has weight $e_i-e_j$, so these are the roots. Choose $e_i-e_j$ positive for $i<j$; thenDominant integral weights are precisely the integer tuples ${\lambda }_1\ge \cdots \ge {\lambda }_n$. Negative entries are allowed: they correspond to determinant twists, so polynomial representations alone do not exhaust the irreducible representations of $U(n)$.

Normalize Haar measure on $G$ and $T$ to have mass one, and putThe Weyl integration formula for U(n) for a continuous class function isFor a general continuous function, replace $f(t)$ in the torus integral by ${\int }_{G/T}f(gt{g}^{-1})d(gT)$, using the normalized invariant quotient measure.

To prove the formula, consider the conjugation map $q:G/T\times T\to G$, $q(gT,t)=gt{g}^{-1}$. On regular torus elements its fibres have exactly $n!$ points: the possible orderings of the distinct eigenvalues. Equip the group with an invariant inner product on its Lie algebra and split $\mathfrak{u}(n)=\mathfrak{t}\oplus {\mathfrak{t}}^{\perp }$. After translating the derivative back to the identity, its torus directions contribute the identity, while its transverse directions contribute ${\mathrm{Ad}}_{t^{-1}}-I$. Each pair $i<j$ supplies a real two-dimensional off-diagonal plane. On that plane ${\mathrm{Ad}}_t$ is multiplication by $z_i/z_j$, regarded as a plane rotation, so the absolute real determinant of the transverse derivative isThe change-of-variables theorem, divided by the covering multiplicity, now gives the desired weighted integral up to the constant relating the normalized invariant measures. The nonregular locus has measure zero: repeated eigenvalues are the zero-set of the nonzero discriminant, and the torus coincidence sets likewise have measure zero. Thus its omission causes no change to the integral. To determine the normalization, expand $\Delta$ as a sum of $n!$ distinct torus characters. Fourier orthogonality gives ${\int }_T|\Delta {|}^{2}dt=n!$. Applying the formula to $f=1$ fixes the coefficient to $1/n!$. This proves both the class-function and conjugacy-averaged forms.

We can now derive the character formula from integration, rather than merely quote it. Use the basic highest-weight theorem: a finite-dimensional irreducible representation has a unique highest weight $\lambda$ with a one-dimensional highest-weight space; all its other weights are $\lambda$ minus a nonnegative sum of positive roots. Its character is Weyl invariant. Also, character orthogonality for compact groups gives ${\int }_G|{\chi }_{\lambda }{|}^2=1$. This orthogonality follows by averaging the representation on $\mathrm{End}(V_{\lambda })$: the integral projects onto intertwining operators, whose dimension is one by the Schur lemma.

Let $\delta =(n-1,n-2,\dots ,0)$ and, for a strictly decreasing integer tuple $\eta$, put $A_{\eta }(z)=\det (z_i^{{\eta }_j})$. The finite Laurent polynomial $\Delta {\chi }_{\lambda }$ is alternating. Every alternating Laurent polynomial is a linear combination of the $A_{\eta }$: collect its monomials by permutation orbits, and observe that an orbit with repeated exponents has zero coefficient by antisymmetry. Different $A_{\eta }$ are orthogonal on $T$ and each has squared norm $n!$.

The coefficient of $z^{\lambda +\delta }$ in $\Delta {\chi }_{\lambda }$ is exactly one. Indeed, a contribution from the term $z^{w\delta }$ would require a weight $\lambda +\delta -w\delta$ in $V_{\lambda }$. For $w\ne 1$, the vector $\delta -w\delta$ is a nonzero nonnegative combination of the positive simple roots, so that weight lies above $\lambda$ and is impossible. The identity permutation supplies the highest-weight coefficient one. ConsequentlyApply the integration formula to $|{\chi }_{\lambda }{|}^2$. Torus orthogonality givesAll the other coefficients vanish, provingThe quotient extends across repeated eigenvalues because its product with the denominator is the already defined continuous character. Equivalently, alternant divisibility makes it a Laurent polynomial invariant under permutations; multiply by a determinant power if negative exponents must first be removed.

Finally, $\delta -\rho =\frac{n-1}{2}(1,\dots ,1)$ is fixed by the Weyl group, so its common factor cancels in the quotient. Since $A_{\rho }=e^{\rho }{\prod }_{\alpha >0}(1-e^{-\alpha })$, the determinant expression is exactlyUsing $\delta$ in the derivation avoids treating a possibly half-integral $\rho$ as an actual character of the torus. At the identity, taking the leading Vandermonde term of the two determinants gives the accompanying dimension formula