title: Weyl integration formula
text: # Weyl integration formula
  
  In mathematics, the Weyl integration formula, introduced by Hermann Weyl, is an integration formula for a compact connected Lie group G in terms of a maximal torus T. Precisely, it says there exists a real-valued continuous function u on T such that for every class function f on G:
  
      $\int _{G}f(g)\,dg=\int _{T}f(t)u(t)\,dt.$
  
  Moreover, $u$ is explicitly given as: $u=|\delta |^{2}/\#W$ where $W=N_{G}(T)/T$ is the Weyl group determined by T and
  
      $\delta (t)=\prod _{\alpha >0}\left(e^{\alpha (t)/2}-e^{-\alpha (t)/2}\right),$
  
  the product running over the positive roots of G relative to T. More generally, if $f$ is only a continuous function, then
  
      $\int _{G}f(g)\,dg=\int _{T}\left(\int _{G}f(gtg^{-1})\,dg\right)u(t)\,dt.$
  
  The formula can be used to derive the Weyl character formula. (The theory of Verma modules, on the other hand, gives a purely algebraic derivation of the Weyl character formula.)
  
  ## Derivation
  
  Consider the map
  
      $q:G/T\times T\to G,\,(gT,t)\mapsto gtg^{-1}$.
  
  The Weyl group W acts on T by conjugation and on $G/T$ from the left by: for $nT\in W$,
  
      $nT(gT)=gn^{-1}T.$
  
  Let $G/T\times _{W}T$ be the quotient space by this W-action. Then, since the W-action on $G/T$ is free, the quotient map
  
      $p:G/T\times T\to G/T\times _{W}T$
  
  is a smooth covering with fiber W when it is restricted to regular points. Now, $q$ is $p$ followed by $G/T\times _{W}T\to G$ and the latter is a homeomorphism on regular points and so has degree one. Hence, the degree of $q$ is $\#W$ and, by the change of variable formula, we get:
  
      $\#W\int _{G}f\,dg=\int _{G/T\times T}q^{*}(f\,dg).$
  
  Here, $q^{*}(f\,dg)|_{(gT,t)}=f(t)q^{*}(dg)|_{(gT,t)}$ since $f$ is a class function. We next compute $q^{*}(dg)|_{(gT,t)}$. We identify a tangent space to $G/T\times T$ as ${\mathfrak {g}}/{\mathfrak {t}}\oplus {\mathfrak {t}}$ where ${\mathfrak {g}},{\mathfrak {t}}$ are the Lie algebras of $G,T$. For each $v\in T$,
  
      $q(gv,t)=gvtv^{-1}g^{-1}$
  
  and thus, on ${\mathfrak {g}}/{\mathfrak {t}}$, we have:
  
      $d(gT\mapsto q(gT,t))({\dot {v}})=gtg^{-1}(gt^{-1}{\dot {v}}tg^{-1}-g{\dot {v}}g^{-1})=(\operatorname {Ad} (g)\circ (\operatorname {Ad} (t^{-1})-I))({\dot {v}}).$
  
  Similarly we see, on ${\mathfrak {t}}$, $d(t\mapsto q(gT,t))=\operatorname {Ad} (g)$. Now, we can view G as a connected subgroup of an orthogonal group (as it is compact connected) and thus $\det(\operatorname {Ad} (g))=1$. Hence,
  
      $q^{*}(dg)=\det(\operatorname {Ad} _{{\mathfrak {g}}/{\mathfrak {t}}}(t^{-1})-I_{{\mathfrak {g}}/{\mathfrak {t}}})\,dg.$
  
  To compute the determinant, we recall that ${\mathfrak {g}}_{\mathbb {C} }={\mathfrak {t}}_{\mathbb {C} }\oplus \oplus _{\alpha }{\mathfrak {g}}_{\alpha }$ where ${\mathfrak {g}}_{\alpha }=\{x\in {\mathfrak {g}}_{\mathbb {C} }\mid \operatorname {Ad} (t)x=e^{\alpha (t)}x,t\in T\}$ and each ${\mathfrak {g}}_{\alpha }$ has dimension one. Hence, considering the eigenvalues of $\operatorname {Ad} _{{\mathfrak {g}}/{\mathfrak {t}}}(t^{-1})$, we get:
  
      $\det(\operatorname {Ad} _{{\mathfrak {g}}/{\mathfrak {t}}}(t^{-1})-I_{{\mathfrak {g}}/{\mathfrak {t}}})=\prod _{\alpha >0}(e^{-\alpha (t)}-1)(e^{\alpha (t)}-1)=\delta (t){\overline {\delta (t)}},$
  
  as each root $\alpha$ has pure imaginary value.
  
  ## Weyl character formula
  
  The Weyl character formula is a consequence of the Weyl integral formula as follows. We first note that $W$ can be identified with a subgroup of $\operatorname {GL} ({\mathfrak {t}}_{\mathbb {C} }^{*})$; in particular, it acts on the set of roots, linear functionals on ${\mathfrak {t}}_{\mathbb {C} }$. Let
  
      $A_{\mu }=\sum _{w\in W}(-1)^{l(w)}e^{w(\mu )}$
  
  where $l(w)$ is the length of w. Let $\Lambda$ be the weight lattice of G relative to T. The Weyl character formula then says that: for each irreducible character $\chi$ of $G$, there exists a $\mu \in \Lambda$ such that
  
      $\chi |T\cdot \delta =A_{\mu }$.
  
  To see this, we first note
  
  * $\|\chi \|^{2}=\int _{G}|\chi |^{2}dg=1.$
  * $\chi |T\cdot \delta \in \mathbb {Z} [\Lambda ].$
  
  The property (1) is precisely (a part of) the orthogonality relations on irreducible characters.
  
  