We prove that the radial part of the class one Whittaker function on a split semisimple Lie group can be obtained as an appropriate limit of the Heckman-Opdam hypergeometric function.
We present an explicit difference equation for the Heckman-Opdam hypergeometric function associated with root systems. Via a confluent hypergeometric limit, an analogous difference equation is obtained for the class-one Whittaker function diagonalizing the open quantum Toda chain.
We study multilevel matrix ensembles at general beta by identifying them with a class of processes defined via the branching rules for multivariate Bessel and Heckman-Opdam hypergeometric functions. For beta = 1, 2, we express the joint multilevel density of the eigenvalues of a generalized beta-Wishart matrix as a multivariate Bessel ensemble, generalizing a result of Dieker-Warren. In the null case, we prove the conjecture of Borodin-Gorin that the joint multilevel density of the beta-Jacobi ensemble is given by a principally specialized Heckman-Opdam measure.
The Heckman-Opdam hypergeometric functions of type BC extend classical Jacobi functions in one variable and include the spherical functions of non-compact Grassmann manifolds over the real, complex or quaternionic numbers. There are various limit transitions known for such hypergeometric functions. In the present paper, we use an explicit form of the Harish-Chandra integral representation as well as an interpolated variant, in order to obtain limit results for three continuous classes of hypergeometric functions of type BC which are distinguished by explicit, sharp and uniform error bounds. Th…
We study convolution algebras associated with Heckman-Opdam polynomials. For root systems of type BC we derive three continuous classes of positive convolution algebras (hypergroups) by interpolating the double coset convolution structures of compact Grassmannians U/K with fixed rank over the real, complex or quaternionic numbers. These convolution algebras are linked to explicit positive product formulas for Heckman-Opdam polynomials of type BC, which occur for certain discrete multiplicities as the spherical functions of U/K. These results complement those of a recent paper by the second aut…
We develop a theory of Jacobi polynomials for parabolic subgroups of finite reflection groups that specializes to the cases studied by Heckman and Opdam in which the whole group and the trivial group are considered. For the intermediate cases we combine results of Steinberg and Heckman and Opdam to obtain new examples of families of vector-valued orthogonal polynomials with properties similar to those of the usual Jacobi polynomials. Most notably we show that these polynomials, when suitably interpreted as vector-valued polynomials, are determined up to scaling as simultaneous eigenfunctions o…
In the first part of this paper, we study the heat equation and the heat kernel associated with the Heckman-Opdam Laplacian in the compact, Weyl-group invariant setting. In particular, this Laplacian gives rise to a Feller-Markov semigroup on a fundamental alcove of the affine Weyl group. The second part of the paper is devoted to the Segal-Bargmann transform in our context. A Hilbert space of holomorphic functions is defined such that the $L^2$-heat transform becomes a unitary isomorphism.
In this paper, we derive explicit product formulas and positive convolution structures for three continuous classes of Heckman-Opdam hypergeometric functions of type $BC$. For specific discrete series of multiplicities these hypergeometric functions occur as the spherical functions of non-compact Grassmann manifolds $G/K$ over one of the (skew) fields $\mathbb F= \mathbb R, \mathbb C, \mathbb H.$ We write the product formula of these spherical functions in an explicit form which allows analytic continuation with respect to the parameters. In each of the three cases, we obtain a series of hyper…
In this paper we present explicit product formulas for a continuous two-parameter family of Heckman-Opdam hypergeometric functions of type BC on Weyl chambers $C_q\subset \mathbb R^q$ of type $B$. These formulas are related to continuous one-parameter families of probability-preserving convolution structures on $C_q\times\mathbb R$. These convolutions on $C_q\times\mathbb R$ are constructed via product formulas for the spherical functions of the symmetric spaces $U(p,q)/ (U(p)\times SU(q))$ and associated double coset convolutions on $C_q\times\mathbb T$ with the torus $\mathbb T$. We shall ob…
We provide Harish-Chandra type formulas for the multivariate Bessel functions and Heckman-Opdam hypergeometric functions as representation-valued integrals over dressing orbits. Our expression is the quasi-classical limit of the realization of Macdonald polynomials as traces of intertwiners of quantum groups given by Etingof-Kirillov Jr. Integration over the Liouville tori of the Gelfand-Tsetlin integrable system and adjunction for higher Calogero-Moser Hamiltonians recovers and gives a new proof of the integral realization over Gelfand-Tsetlin polytopes which appeared in the recent work of Bo…
Paley-Wiener type theorems describe the image of a given space of functions, often compactly supported functions, under an integral transform, usually a Fourier transform on a group or homogeneous space. Several authors have studied Paley-Wiener type theorems for Euclidean spaces, Riemannian symmetric spaces of compact or non-compact type as well as affine Riemannian symmetric spaces. In this article we prove a Paley-Wiener theorem for homogeneous line bundles over a compact symmetric space $U/K$. The Paley-Wiener theorem characterizes f with sufficiently small support in terms of holomorphic …
We present an explicit product formula for the spherical functions of the compact Gelfand pairs $(G,K_1)= (SU(p+q), SU(p)\times SU(q))$ with $p\ge 2q$, which can be considered as the elementary spherical functions of one-dimensional $K$-type for the Hermitian symmetric spaces $G/K$ with $K= S(U(p)\times U(q))$. Due to results of Heckman, they can be expressed in terms of Heckman-Opdam Jacobi polynomials of type $BC_q$ with specific half-integer multiplicities. By analytic continuation with respect to the multiplicity parameters we obtain positive product formulas for the extensions of these sp…
We consider compact Grassmann manifolds $G/K$ over the real, complex or quaternionic numbers whose spherical functions are Heckman-Opdam polynomials of type $BC$. From an explicit integral representation of these polynomials we deduce a sharp Mehler-Heine formula, that is an approximation of the Heckman-Opdam polynomials in terms of Bessel functions, with a precise estimate on the error term. This result is used to derive a central limit theorem for random walks on the semi-lattice parametrizing the dual of $G/K$, which are constructed by successive decompositions of tensor powers of spherical…
For a connected semisimple real Lie group $G$ of non-compact type, Wallach introduced a class of $K$-types called small. We classify all small $K$-types for all simple Lie groups and prove except just one case that each elementary spherical function for each small $K$-type $(π,V)$ can be expressed as a product of hyperbolic cosines and a Heckman-Opdam hypergeometric function. As an application, the inversion formula for the spherical transform on $G\times_K V$ is obtained from Opdam's theory on hypergeometric Fourier transforms.
We express explicitly the Heckman-Opdam hypergeometric function for the root system of type A with a certain degenerate parameter in terms of the Lauricella hypergeometric function.
We introduce the symmetric (respectively, non-symmetric) $τ_{-\ell}-$hypergeometric functions associated with a root system of type $BC$ as joint eigenfunctions of a commutative algebra of differential (respectively, differential-reflection) operators. Under certain conditions on the real parameter $\ell$, we derive their properties (positivity, estimates, asymptotics and boundedness) by establishing the analogous properties for the Heckman-Opdam (symmetric and non-symmetric) hypergeometric functions corresponding to (not necessarily positive) multiplicity functions which are standard.
A series expansion for Heckman-Opdam hypergeometric functions $φ_λ$ is obtained for all $λ\in \mathfrak a^*_{\mathbb C}.$ As a consequence, estimates for $φ_λ$ away from the walls of a Weyl chamber are established. We also characterize the bounded hypergeometric functions and thus prove an analogue of the celebrated theorem of Helgason and Johnson on the bounded spherical functions on a Riemannian symmetric space of the noncompact type. The $L^p$-theory for the hypergeometric Fourier transform is developed for $0<p<2$. In particular, an inversion formula is proved when $1\leq p <2$.
Generally speaking, this thesis focuses on the interplay between the representations of Lie groups and probability theory. It subdivides into essentially three parts. In a first rather algebraic part, we construct a path model for geometric crystals in the sense of Berenstein and Kazhdan, for complex semi-simple Lie groups. We will mainly describe the algebraic structure, its natural morphisms and parameterizations. The theory of total positivity will play a particularly important role. Then, we anticipate on the probabilistic part by exhibiting a canonical measure on geometric crystals. It us…
Let $R$ be a root system of type BC in $\mathfrak a=\mathbb R^r$ of general positive multiplicity. We introduce certain canonical weight function on $\mathbb R^r$ which in the case of symmetric domains corresponds to the integral kernel of the Berezin transform. We compute its spherical transform and prove certain Bernstein-Sato type formula. This generalizes earlier work of Unterberger-Upmeier, van Dijk-Pevsner, Neretin and the author. Associated to the weight functions there are Heckman-Opdam orthogonal polynomials of Jacobi type on the compact torus, after a change of variables they form an…
The spherical functions of the noncompact Grassmann manifolds over the real or complex numbers or the quaternions with rank q and dimension parameter p can be seen as Heckman-Opdam hypergeometric functions of type BC, when the double coset space is identified with some Weyl chamber of type B. The associated double coset hypergroups may be embedded into a continuous family of commutative hypergroups with these hypergeometric functions as multiplicative functions with p in some continuous parameter range by a result of Rösler. Several limit theorems for random walks associated with these hypergr…
Let $F_{BC}(λ,k;t)$ be the Heckman-Opdam hypergeometric function of type BC with multiplicities $k=(k_1,k_2,k_3)$ and weighted half sum $ρ(k)$ of positive roots. We prove that $F_{BC}(λ+ρ(k),k;t)$ converges for $k_1+k_2\to\infty$ and $k_1/k_2\to \infty$ to a function of type A for $t\in\b R^n$ and $λ\in\b C^n$. This limit is obtained from a corresponding result for Jacobi polynomials of type BC, which is proven for a slightly more general limit behavior of the multiplicities, using an explicit representation of Jacobi polynomials in terms of Jack polynomials. Our limits include limit transitio…
The spherical functions of the noncompact Grassmann manifolds $G_{p,q}(\mathbb F)=G/K$ over the (skew-)fields $\mathbb F=\mathbb R, \mathbb C, \mathbb H$ with rank $q\ge1$ and dimension parameter $p>q$ can be described as Heckman-Opdam hypergeometric functions of type BC, where the double coset space $G//K$ is identified with the Weyl chamber $ C_q^B\subset \mathbb R^q$ of type B. The corresponding product formulas and Harish-Chandra integral representations were recently written down by M. Rösler and the author in an explicit way such that both formulas can be extended analytically to all rea…
In Part 1 we study the spherical functions on compact symmetric pairs of arbitrary rank under a suitable multiplicity freeness assumption and additional conditions on the branching rules. The spherical functions are taking values in the spaces of linear operators of a finite dimensional representation of the subgroup, so the spherical functions are matrix-valued. Under these assumptions these functions can be described in terms of matrix-valued orthogonal polynomials in several variables, where the number of variables is the rank of the compact symmetric pair. Moreover, these polynomials are u…