Past exam of the mathematics course of the University of Cambridge / 2002 / iii / Paper 18 / 1

The displayed torus-only Weyl integration formula needs $\phi$ to be a class function, meaning $\phi (xg{x}^{-1})=\phi (g)$. This hypothesis is implicit in the usual formula but is not printed here. We prove the general version for a continuous function, then specialize:Here $dg$ and $dt$ are probability Haar measures; $d\mu$ is the invariant probability measure on the homogeneous space $G/T$; and $W=N_G(T)/T$ is the finite Weyl group.

We use the following standard maximal-torus facts, as permitted: every element of a connected compact Lie group lies in some maximal torus; all maximal tori are conjugate; two elements of a fixed $T$ are conjugate in $G$ exactly when they are in the same $W$-orbit; and the complexified Lie algebra decomposes into ${\mathfrak{t}}_{\mathbb{C}}$ and one-dimensional root spaces. Opposite roots of a root system give real two-dimensional planes in ${\mathfrak{t}}^{\perp }$. At an element $t$ for which no root character has value one, the identity component of its centralizer is $T$.

Choose a positive root system ${\Phi }^{+}$. Regard each root $\alpha$ as a character $\alpha :T\to U(1)$ through the Adjoint representation. A convenient globally defined denominator isThe usual Weyl denominator additionally has a unit-modulus factor $e^{\rho }(t)$, with $\rho$ half the sum of positive roots. Where that half-weight is not a global torus character, it may be interpreted on a covering torus; the squared modulus is nevertheless unambiguous. In either convention,

Average an inner product on $\mathfrak{g}$ over the Adjoint representation to make it invariant. It defines a bi-invariant Riemannian metric on $G$ and the quotient metric on $G/T$. Consider the conjugation mapAt $(T,t)$, identify the source tangent directions with $X\in {\mathfrak{t}}^{\perp }$ and $Y\in \mathfrak{t}$, and translate the target tangent vector to the identity by $t^{-1}$. Differentiating givesThe two summands are orthogonal. On a real root plane, $\mathrm{Ad}(t^{-1})$ is a rotation with complex eigenvalues $\alpha (t{)}^{-1},\alpha (t)$. Thus the absolute real Jacobian determinant on this plane is $|1-\alpha (t){|}^2$. The torus direction contributes one. Therefore the conjugation Jacobian for a compact Lie group isThis is also the Jacobian for the normalized measures: the Riemannian submersion has fibers isometric to $T$, so $\mathrm{vol}(G)=\mathrm{vol}(G/T)\mathrm{vol}(T)$; the probability-volume normalization factors cancel.

Let $T_{\mathrm{reg}}$ be the elements for which $J_q\ne 0$. The restriction of $q$ is a local diffeomorphism onto the regular elements of $G$. It is $|W|$-to-one. Indeed, fixing $t_0\in T_{\mathrm{reg}}$, any pair with $xt{x}^{-1}=t_0$ has $xT{x}^{-1}=T$, because conjugation identifies the identity components of the two centralizers. Thus $x\in N_G(T)$, and there is exactly one pair $(xT,x^{-1}{t}_{0}x)$ for each coset in $N_G(T)/T$. This argument does not require the full centralizer of $t_0$ to be connected.

The nonregular locus has measure zero. In $T$ it is a finite union of sets $\alpha (t)=1$ of smaller dimension; their conjugation images are images of smaller-dimensional manifolds under $q$, and hence have zero volume in $G$. The change-of-variables formula for the regular covering therefore givesFor a class function, the inner integral is $\phi (t)$, proving the required formula with its correct hypothesis.

Without conjugation invariance, the torus-only expression can be false. For $G=SU(2)$ with diagonal $T$, take $\phi (g)=|g_{12}{|}^2$. It vanishes on $T$, whereas its group integral is $1/2$: the two squared coordinates of a Haar-distributed unit column have equal means and sum to one. Thus the conjugacy average cannot simply be dropped.