Selberg integral

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Short description: Mathematical function

In mathematics, the Selberg integral is a generalization of Euler beta function to n dimensions introduced by Atle Selberg.[1][2]

Selberg's integral formula

When [math]\displaystyle{ Re(\alpha) \gt 0, Re(\beta) \gt 0, Re(\gamma) \gt -\min \left(\frac 1n , \frac{Re(\alpha)}{n-1}, \frac{Re(\beta)}{n-1}\right) }[/math], we have

[math]\displaystyle{ \begin{align} S_{n} (\alpha, \beta, \gamma) & = \int_0^1 \cdots \int_0^1 \prod_{i=1}^n t_i^{\alpha-1}(1-t_i)^{\beta-1} \prod_{1 \le i \lt j \le n} |t_i - t_j |^{2 \gamma}\,dt_1 \cdots dt_n \\ & = \prod_{j = 0}^{n-1} \frac {\Gamma(\alpha + j \gamma) \Gamma(\beta + j \gamma) \Gamma (1 + (j+1)\gamma)} {\Gamma(\alpha + \beta + (n+j-1)\gamma) \Gamma(1+\gamma)} \end{align} }[/math]

Selberg's formula implies Dixon's identity for well poised hypergeometric series, and some special cases of Dyson's conjecture. This is a corollary of Aomoto.

Aomoto's integral formula

Aomoto proved a slightly more general integral formula.[3] With the same conditions as Selberg's formula,

[math]\displaystyle{ \int_0^1 \cdots \int_0^1 \left(\prod_{i=1}^k t_i\right)\prod_{i=1}^n t_i^{\alpha-1}(1-t_i)^{\beta-1} \prod_{1 \le i \lt j \le n} |t_i - t_j |^{2 \gamma}\,dt_1 \cdots dt_n }[/math]
[math]\displaystyle{ = S_n(\alpha,\beta,\gamma) \prod_{j=1}^k\frac{\alpha+(n-j)\gamma}{\alpha+\beta+(2n-j-1)\gamma}. }[/math]

A proof is found in Chapter 8 of (Andrews Askey).[4]

Mehta's integral

When [math]\displaystyle{ Re(\gamma) \gt -1/n }[/math],

[math]\displaystyle{ \frac{1}{(2\pi)^{n/2}}\int_{-\infty}^{\infty} \cdots \int_{-\infty}^{\infty} \prod_{i=1}^n e^{-t_i^2/2} \prod_{1 \le i \lt j \le n} |t_i - t_j |^{2 \gamma}\,dt_1 \cdots dt_n = \prod_{j=1}^n\frac{\Gamma(1+j\gamma)}{\Gamma(1+\gamma)}. }[/math]

It is a corollary of Selberg, by setting [math]\displaystyle{ \alpha = \beta }[/math], and change of variables with [math]\displaystyle{ t_i = \frac{1+t'_i/\sqrt{2\alpha}}{2} }[/math], then taking [math]\displaystyle{ \alpha \to \infty }[/math].

This was conjectured by (Mehta Dyson), who were unaware of Selberg's earlier work.[5]

It is the partition function for a gas of point charges moving on a line that are attracted to the origin.[6]

Macdonald's integral

(Macdonald 1982) conjectured the following extension of Mehta's integral to all finite root systems, Mehta's original case corresponding to the An−1 root system.[7]

[math]\displaystyle{ \frac{1}{(2\pi)^{n/2}}\int\cdots\int \left|\prod_r\frac{2(x,r)}{(r,r)}\right|^{\gamma}e^{-(x_1^2+\cdots+x_n^2)/2}dx_1\cdots dx_n =\prod_{j=1}^n\frac{\Gamma(1+d_j\gamma)}{\Gamma(1+\gamma)} }[/math]

The product is over the roots r of the roots system and the numbers dj are the degrees of the generators of the ring of invariants of the reflection group. (Opdam 1989) gave a uniform proof for all crystallographic reflection groups.[8] Several years later he proved it in full generality, making use of computer-aided calculations by Garvan.[9]

References

  1. Selberg, Atle (1944). "Remarks on a multiple integral". Norsk Mat. Tidsskr. 26: 71–78. https://cds.cern.ch/record/411367. 
  2. Forrester, Peter J.; Warnaar, S. Ole (2008). "The importance of the Selberg integral". Bull. Amer. Math. Soc. 45 (4): 489–534. doi:10.1090/S0273-0979-08-01221-4. 
  3. Aomoto, K (1987). "On the complex Selberg integral". The Quarterly Journal of Mathematics 38 (4): 385–399. doi:10.1093/qmath/38.4.385. https://academic.oup.com/qjmath/article-abstract/38/4/385/1530985. 
  4. Andrews, George; Askey, Richard; Roy, Ranjan (1999). "The Selberg integral and its applications". Special functions. Encyclopedia of Mathematics and its Applications. 71. Cambridge University Press. ISBN 978-0-521-62321-6. 
  5. Mehta, Madan Lal; Dyson, Freeman J. (1963). "Statistical theory of the energy levels of complex systems. V". Journal of Mathematical Physics 4 (5): 713–719. doi:10.1063/1.1704009. Bibcode1963JMP.....4..713M. https://pubs.aip.org/aip/jmp/article-abstract/4/5/713/230167/Statistical-Theory-of-the-Energy-Levels-of-Complex. 
  6. Mehta, Madan Lal (2004). Random matrices. Pure and Applied Mathematics (Amsterdam). 142 (3rd ed.). Elsevier/Academic Press, Amsterdam. ISBN 978-0-12-088409-4. 
  7. Macdonald, I. G. (1982). "Some conjectures for root systems". SIAM Journal on Mathematical Analysis 13 (6): 988–1007. doi:10.1137/0513070. ISSN 0036-1410. 
  8. Opdam, E.M. (1989). "Some applications of hypergeometric shift operators". Invent. Math. 98 (1): 275–282. doi:10.1007/BF01388841. Bibcode1989InMat..98....1O. http://dare.uva.nl/personal/pure/en/publications/some-applications-of-hypergeometric-shift-operators(4d1bc98d-e707-47eb-aaec-164e5488d0bc).html. 
  9. Opdam, E.M. (1993). "Dunkl operators, Bessel functions and the discriminant of a finite Coxeter group". Compositio Mathematica 85 (3): 333–373. http://www.numdam.org/item?id=CM_1993__85_3_333_0.