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# Twisted Traces of Quantum Intertwiners and Quantum Dynamical R-Matrices Corresponding to Generalized Belavin-Drinfeld Triples

## 1 Introduction

This paper is a continuation of \[ES1\] and \[EV2\].

In \[EV2\], A.Varchenko and the first author considered weighted traces of products of intertwining operators for quantum groups $`U_q(𝔤)`$, where $`𝔤`$ is a simple Lie algebra. They showed that the generating function $`F_{V_1,\mathrm{}V_N}(\lambda ,\mu )`$ of such traces (where $`\lambda ,\mu `$ are complex weights for $`𝔤`$) satisfies four commuting systems of difference equations – the Macdonald-Ruijsenaars (MR) system, the quantum Knizhnik-Zamolodchikov-Bernard (qKZB) system, the dual MR system, and the dual qKZB system. The first two systems are systems of difference equations with respect to $`\lambda `$, which involve Felder’s trigonometric dynamical R-matrix depending of $`\lambda `$. The second two systems are systems of difference equations respect to $`\mu `$, which are obtained from the first two by the transformation $`\lambda \mu ,V_iV_{Ni+1}^{}`$. Such a symmetry is explained by the fact that the function $`F_{V_1,\mathrm{}V_N}(\lambda ,\mu )`$ is invariant under this transformation.

If the quantum group $`U_q(𝔤)`$ is replaced with the Lie algebra $`𝔤`$, these results are replaced with their classical analogs (\[EV2\]). Namely, the MR and qKZB equations are replaced by the classical MR and KZB equations, which are differential equations involving Felder’s classical trigonometric dynamical r-matrix. The dual MR and KZB equations retain roughly the same form, but involve the rational quantum dynamical R-matrix rather than the trigonometric one. Thus, the symmetry between $`\lambda `$ and $`\mu `$ is destroyed.

In \[ES1\], we generalized the classical MR and KZB equations to the case when the trace is twisted using a ”generalized Belavin-Drinfeld triple”, i.e. a pair of subdiagrams $`\mathrm{\Gamma }_1,\mathrm{\Gamma }_2`$ of the Dynkin diagram of $`𝔤`$ together with an isomorphism $`T:\mathrm{\Gamma }_1\mathrm{\Gamma }_2`$ between them. It turned out that such twisted traces also satisfy differential equations which involve a dynamical r-matrix, namely the one attached to the triple $`(\mathrm{\Gamma }_1,\mathrm{\Gamma }_2,T)`$ by the second author in \[S\].

After \[ES1\] was finished, we wanted to generalize its results to the quantum case. It was clear to us that to express the result we would need an explicit quantization of classical dynamical r-matrices from \[S\]. Therefore, we hoped that attempts to quantize the results of \[ES1\] using the approach of \[EV2\] could help us obtain such a quantization (which was unknown even for the usual Belavin-Drinfeld classical r-matrices). This program did, in fact, succeed, and the quantization of dynamical r-matrices from \[S\] was recently obtained in \[ESS\].

In this paper, using the results of \[ESS\] and methods of \[EV2\], we generalize the difference equations from \[EV2\] to the twisted case; this also provides a quantum generalization of \[ES1\]. Namely, we deduce difference equations with respect to the weight $`\lambda `$ for the generating function of the twisted traces for $`U_q(𝔤)`$, - the twisted MR and qKZB equations. Not surprisingly, they involve the dynamical R-matrix constructed in \[ESS\]. In the case when $`T`$ is an automorphism of the whole Dynkin diagram of $`𝔤`$, we also deduce the twisted dual MR and qKZB equations, i.e. the difference equations with respect to the other weight $`\mu `$. These equations involve the usual (Felder’s) dynamical R-matrix, but differ from the equations of \[EV2\] by explicit occurrence of $`T`$. Thus, we see that for $`T1`$, there is no symmetry between $`\lambda `$ and $`\mu `$.

If $`T`$ is not an automorphism, we do not expect the existence of the dual equations. This is explained at the end of Section 2.

Replacing $`U_q(𝔤)`$ with $`𝔤`$, we obtain the classical limit of these results. The twisted MR and qKZB equations become their classical analogs from \[ES1\]. The dual equations retain their form, but the trigonometric R-matrices are replaced by their rational limits.

Finally, we adapt the construction of the quantum dynamical R-matrices from \[ESS\] to the case when $`𝔤`$ is an arbitrary symmetrizable Kac-Moody algebra. This yields quantizations of the classical dynamical r-matrices from \[ES1\] in the case of Kac-Moody algebras. Again, the generating functions for twisted traces of intertwiners for $`U_q(𝔤)`$ satisfy a set of difference equations involving these quantum dynamical R-matrices, and a set of dual difference equations if in addition $`T`$ is an automorphism of the Dynkin diagram.

In the next paper, we plan to generalize these results to the case of affine algebras, when traces take values in finite-dimensional representations. This involves dynamical R-matrices with spectral parameters. In particular, we plan to obtain a trace representation of solutions of the elliptic qKZ equation (with Belavin’s elliptic R-matrix), and compute its monodromy.

#### Remark.

The elliptic qKZ equation is important in statistical mechanics (see \[JM\]). For its classical version, the trace representation of solutions and monodromy are obtained in \[E1\]. The problem of quantizing the results of \[E1\] was suggested to the first author by his advisor I. Frenkel as a topic for his PhD thesis in 1992. After this the first author tried to quantize the results of \[E1\] (see \[E2\]) but obtained only partial results.

### 1.1 Notations

####

Let $`𝔤`$ be a simple complex Lie algebra with a fixed polarization $`𝔤=𝔫_{}𝔥𝔫_+`$. Let $`\mathrm{\Gamma }`$ (resp. $`\mathrm{\Delta }`$) be the Dynkin diagram (resp. the root system) of $`𝔤`$. Denote by $`(a_{ij})`$ the Cartan matrix of $`𝔤`$ and let $`d_i`$ be relatively prime positive integers such that $`(d_ia_{ij})`$ is a symmetric matrix. Let $`(,)`$ be the nondegenerate invariant symmetric form for which $`(\alpha ,\alpha )=2`$ if $`\alpha `$ is a short root. Let $`\{e_\alpha ,f_\alpha \}_{\alpha \mathrm{\Delta }}`$ be a Chevalley basis of $`𝔫_{}𝔫_+`$, normalized in such a way that $`(e_\alpha ,f_\alpha )=1`$ for all $`\alpha `$ and set $`h_\alpha =[e_\alpha ,f_\alpha ]`$. We also let $`\mathrm{\Omega }𝔤𝔤`$ and $`\mathrm{\Omega }_𝔥𝔥𝔥`$ be the inverse elements of the restriction of $`()`$ to $`𝔤`$ and $`𝔥`$ respectively.

####

Let $`q=e^{\frac{1}{2}\mathrm{}}`$ where $`\mathrm{}`$ is a formal variable. For any operator $`A`$ we set $`q^A=e^{\mathrm{}\frac{A}{2}}`$. Let $`U_q(𝔤)`$ be the Drinfeld-Jimbo quantized enveloping algebra of $`𝔤`$. It is a $`[[\mathrm{}]]`$-Hopf algebra with generators $`E_\alpha ,F_\alpha `$, $`\alpha \mathrm{\Gamma }`$ and $`q^h`$, $`h𝔥`$ subject to the following set of relations :

$$q^{x+y}=q^xq^y,x,y𝔥q^hE_{\alpha _j}q^h=q^{\alpha _j(h)}E_{\alpha _j},q^hF_{\alpha _j}q^h=q^{\alpha _j(h)}F_{\alpha _j}$$

$$E_{\alpha _i}F_{\alpha _j}F_{\alpha _j}E_{\alpha _i}=\delta _{ij}\frac{q^{d_ih_{\alpha _i}}q^{d_ih_{\alpha _i}}}{q^{d_i}q^{d_i}},$$

$$\underset{k=0}{\overset{1a_{ij}}{}}(1)^k\left[\begin{array}{c}1a_{ij}\\ k\end{array}\right]_{q^{d_i}}E_{\alpha _i}^{1a_{ij}k}E_{\alpha _j}E_{\alpha _i}^k=0,ij,$$

$$\underset{k=0}{\overset{1a_{ij}}{}}(1)^k\left[\begin{array}{c}1a_{ij}\\ k\end{array}\right]_{q^{d_i}}F_{\alpha _i}^{1a_{ij}k}F_{\alpha _j}F_{\alpha _i}^k=0,ij.$$

where as usual

$$\left[\begin{array}{c}n\\ k\end{array}\right]_q=\frac{[n]_q!}{[k]_q![nk]_q!},[n]_q!=[1]_q[2]_q\mathrm{}[n]_q,[n]_q=\frac{q^nq^n}{qq^1}$$

####

Comultiplication $`\mathrm{\Delta },`$ antipode $`S`$ and counit $`ϵ`$ in $`U_q(𝔤)`$ are given by

$$\mathrm{\Delta }(E_{\alpha _i})=E_{\alpha _i}q^{d_ih_{\alpha _i}}+1E_{\alpha _i},\mathrm{\Delta }(F_{\alpha _i})=F_{\alpha _i}1+q^{d_ih_{\alpha _i}}F_{\alpha _i},\mathrm{\Delta }(q^h)=q^hq^h$$

$$S(E_{\alpha _i})=E_{\alpha _i}q^{d_ih_{\alpha _i}},S(F_{\alpha _i})=q^{d_ih_{\alpha _i}}F_i,S(q^h)=q^h$$

$$ϵ(E_{\alpha _i})=ϵ(F_{\alpha _i})=0,ϵ(q^h)=1.$$

####

Let $`U_q(𝔫_\pm )`$ be the subalgebra generated by $`(E_\alpha )_{\alpha \mathrm{\Gamma }}`$ and $`(F_\alpha )_{\alpha \mathrm{\Gamma }}`$ respectively. It is known that $`U_q(𝔤)`$ is quasitriangular, with R-matrix $`q^{\mathrm{\Omega }_𝔥}U_q(𝔫_+)\widehat{}U_q(𝔫_{})`$. Here $`\widehat{}`$ denotes the completion with respect to the principal grading of $`U_q(𝔫_\pm )`$.

### 1.2 Generalized Belavin-Drinfeld triples and classical dynamical r-matrices

####

Let $`𝔩𝔥`$ be a subalgebra on which $`(,)`$ is nondegenerate. Let $`(x_i)_{iI}`$ be an orthonormal basis of $`𝔩`$ and let $`(x^i)_{iI}`$ be the dual basis of $`𝔩^{}`$. The classical dynamical Yang-Baxter equation with respect to $`𝔩`$ is the following equation :

$$\begin{array}{cc}\hfill \underset{i}{}& \left(x_i^{(1)}\frac{r^{23}(\lambda )}{x^i}x_i^{(2)}\frac{r^{13}(\lambda )}{x^i}+x_i^{(3)}\frac{r^{12}(\lambda )}{x^i}\right)\hfill \\ & +[r^{12}(\lambda ),r^{13}(\lambda )]+[r^{12}(\lambda ),r^{23}(\lambda )]+[r^{13}(\lambda ),r^{23}(\lambda )]=0\hfill \end{array}$$
(1.1)
where $`r(\lambda ):𝔩^{}(𝔤𝔤)^𝔩`$ is a meromorphic function. Solutions of (1.1) relevant to the theory of Poisson-Lie groupoids (see \[EV1\], \[ES2\], \[Xu\]) are those satisfying the generalized unitarity condition, i.e $`r(\lambda )+r^{21}(\lambda )=\mathrm{\Xi }`$ is constant and $`\mathrm{\Xi }`$ belongs to $`(S^2𝔤)^𝔤`$. In \[S\] the second author classified all such solutions $`r(\lambda )`$ which are non skewsymmetric (that is, $`\mathrm{\Xi }0`$). Up to isomorphism and gauge transformations, they are labeled by the following combinatorial data called generalized Belavin-Drinfeld triples.

#### Definition.

A generalized Belavin-Drinfeld triple is a triple $`(\mathrm{\Gamma }_1,\mathrm{\Gamma }_2,T)`$ where $`\mathrm{\Gamma }_1,\mathrm{\Gamma }_2\mathrm{\Gamma }`$ and $`T:\mathrm{\Gamma }_1\stackrel{}{}\mathrm{\Gamma }_2`$ is an orthogonal isomorphism.

####

Let $`(\mathrm{\Gamma }_1,\mathrm{\Gamma }_2,T)`$ be a generalized Belavin-Drinfeld triple. Set

$$𝔩=\left(\underset{\alpha }{}(\alpha T(\alpha ))\right)^{}𝔥.$$

Note that $`𝔩`$ is spanned by real elements so that the restriction of $`(,)`$ to $`𝔩`$ is nondegenerate. Let $`𝔥_0𝔥`$ be the orthogonal complement to $`𝔩`$ in $`𝔥`$ and let $`\mathrm{\Omega }_{𝔥_0}𝔥_0𝔥_0`$ be the element inverse to the form $`(,)`$. The following lemmas are proved in \[ES1\].

###### Lemma 1.1.

There exists a unique Lie algebra homomorphism $`B:𝔟_{}𝔟_{}`$ (resp. $`B^1:𝔟_+𝔟_+`$) such that $`B(f_\alpha )=f_{T(\alpha )}`$, $`B(h_\alpha )=h_{T(\alpha )}`$ if $`\alpha \mathrm{\Gamma }_1`$, $`B(f_\alpha )=0`$ if $`\alpha \mathrm{\Gamma }_1`$ (resp. $`B^1(e_\alpha )=e_{T^1(\alpha )}`$, $`B^1(h_\alpha )=h_{T^1(\alpha )}`$ if $`\alpha \mathrm{\Gamma }_2`$, $`B^1(e_\alpha )=0`$ if $`\alpha \mathrm{\Gamma }_2`$), and $`B^{\pm 1}(h)=h`$ if $`h𝔩`$. Moreover the restriction of $`B`$ to $`𝔥`$ is an orthogonal operator.

#### Remark.

We use the symbol $`B^1`$ for notational convenience only. The operators $`B`$ and $`B^1`$ are only inverse to each other when restricted to $`𝔥`$.

###### Lemma 1.2 (Cayley transform).

For any $`x𝔥_0`$, there exists a unique element $`C_T(x)𝔥_0`$ such that for all $`\alpha \mathrm{\Gamma }_1`$ one has $`(\alpha T\alpha ,C_T(x))=(\alpha +T\alpha ,x)`$. The linear operator $`C_T:𝔥_0𝔥_0`$ is skew-symmetric.

The classical dynamical r-matrix associated to $`(\mathrm{\Gamma }_1,\mathrm{\Gamma }_2,T)`$ is

$$r_T(\lambda )=r_0^{21}+\underset{\alpha ,l1}{}e^{l(\alpha ,\lambda )}e_\alpha B^lf_\alpha +\frac{1}{2}(C_T1)\mathrm{\Omega }_{𝔥_0}$$
(1.2)
where $`r_0=\frac{1}{2}\mathrm{\Omega }_𝔥+_\alpha e_\alpha f_\alpha `$ is the standard classical r-matrix.

### 1.3 Quantum dynamical R-matrices

####

In our joint work with Travis Schedler \[ESS\] we obtain an explicit quantization of the r-matrices $`r_T(\lambda )`$. Namely, we construct a trigonometric function $`\stackrel{~}{R}_T(\lambda ):𝔩^{}U_q(𝔤)U_q(𝔤)`$ (tensor product in the category of topologically free $`[[\mathrm{}]]`$-modules) such that $`\stackrel{~}{R}_T(\lambda )1\mathrm{}r_T(\lambda )\mathrm{mod}(\mathrm{}^2)`$ which satisfies the quantum dynamical Yang-Baxter equation

$$\begin{array}{cc}\hfill \stackrel{~}{R}_T^{12}(\lambda \frac{1}{2}\mathrm{}h^{(3)})\stackrel{~}{R}_T^{13}(\lambda & +\frac{1}{2}\mathrm{}h^{(2)})\stackrel{~}{R}_T^{23}(\lambda \frac{1}{2}\mathrm{}h^{(1)})\hfill \\ & =\stackrel{~}{R}_T^{23}(\lambda +\frac{1}{2}\mathrm{}h^{(1)})\stackrel{~}{R}_T^{13}(\lambda \frac{1}{2}\mathrm{}h^{(2)})\stackrel{~}{R}_T^{12}(\lambda +\frac{1}{2}\mathrm{}h^{(3)}).\hfill \end{array}$$
(1.3)
In the above equation we used the usual notation for shifts in the dynamical variable: for instance, if $`S(\lambda )`$ is any meromorphic function $`𝔩^{}U_q(𝔤)^2`$ we set $`S(\lambda \frac{1}{2}\mathrm{}h^{(3)})=S(\lambda )\frac{1}{2}\mathrm{}_i\frac{S}{y^i}y_i^{(3)}+\mathrm{}`$ (the Taylor expansion), where $`y_1,\mathrm{},y_r`$ is a basis of $`𝔩`$ and $`y^1,\mathrm{}y^r`$ is the dual basis of $`𝔩^{}`$.

####

The construction is based on the following result. Let $`I_\pm U_q(𝔟_\pm )`$ be the kernels of the projections $`U_q(𝔟_\pm )U_q(𝔥)`$. Also set $`Z=\frac{1}{2}((1C_T)1)\mathrm{\Omega }_{𝔥_0}`$. The maps $`B:U_q(𝔟_{})U_q(𝔟_{})`$ and $`B^1:U_q(𝔟_+)U_q(𝔟_+)`$ are defined in the same fashion as in the classical case (see Lemma 1.1).

####

To simplify notations we will write $`q_i^A`$ for $`(q^A)_i`$ for any operator $`A`$ (the operator $`q^A`$ acting on the $`i`$-th component of a tensor product).

###### Theorem 1.1 (\[ESS\]).

There exists a unique trigonometric rational function $`𝒥_T:𝔩^{}(U_q(𝔟_{})U_q(𝔟_+))^𝔩`$ such that

1. $`𝒥_Tq^ZI^{}I^+`$,
2. $`𝒥_T(\lambda )`$ satisfies the modified ABRR equation :

$$^{21}q_1^{2\lambda }B_1(𝒥_T(\lambda ))=𝒥_T(\lambda )q_1^{2\lambda }q^{\mathrm{\Omega }_𝔩}.$$
(1.4)

Moreover $`𝒥_T(\lambda )`$ satisfies the shifted 2-cocycle condition :

$$𝒥_T(\lambda )^{12,3}(\lambda )𝒥_T^{12}(\lambda +\frac{1}{2}h^{(3)})=𝒥_T^{1,23}(\lambda )𝒥_T^{23}(\lambda \frac{1}{2}h^{(1)}).$$
(1.5)
The quantum dynamical R-matrix $`\stackrel{~}{R}_T(\lambda )`$ is obtained by twisting $``$ by $`𝒥_T(\lambda )`$ :

$$_T(\lambda )=𝒥_T^1(\lambda )^{21}𝒥_T^{21}(\lambda ),$$

$$\stackrel{~}{R}_T(\lambda )=_T^{21}(\frac{\lambda }{\mathrm{}}).$$

Note that the polarization we use here is the opposite to the polarization used in \[ESS\], where the twist $`𝒥_T(\lambda )`$ was an element of $`U_q(𝔟^+)U_q(𝔟^{})`$.

####

One aim of this paper is to provide a representation-theoretic interpretation of the quantum dynamical R-matrix $`_T(\lambda )`$. This is done in terms of twisted traces of quantum intertwiners and of the systems of difference equations satisfied by them.

## 2 Twisted traces of quantum intertwiners

### 2.1 Definition

####

Let $`M_\mu `$ be the Verma module over $`U_q(𝔤)`$ with highest weight $`\mu 𝔥^{}`$ and let $`v_\mu `$ be a highest weight vector. We will also consider the graded dual Verma module $`M_\mu ^{}`$ and let $`v_\mu ^{}`$ be its lowest weight vector satisfying $`v_\mu ^{},v_\mu =1`$. Let $`V`$ be a finite-dimensional $`U_q(𝔤)`$-module and let $`V=_\nu V[\nu ]`$ be its weight space decomposition. The following result is well-known (see e.g \[ES2\]) :

###### Lemma 2.1.

Suppose that $`M_\mu ^{}`$ is irreducible. Then the map

$`Hom_{U_q(𝔤)}(M_\mu ,M_\lambda V)`$ $`V[\mu \lambda ]`$
$`\mathrm{\Phi }`$ $`v_\lambda ^{},\mathrm{\Phi }v_\mu `$
is an isomorphism.

Conversely, for every weight $`\nu `$ and every homogeneous vector $`vV[\nu ]`$ we will denote by $`\mathrm{\Phi }_\mu ^v:M_\mu M_{\mu \nu }V`$ the unique intertwiner satisfying $`v_{\mu \nu }^{},\mathrm{\Phi }_\mu ^vv_\mu =v`$. It will be convenient to consider all the operators $`\mathrm{\Phi }_\mu ^v`$ simultaneously by setting

$$\mathrm{\Phi }_\mu ^V=\underset{v}{}\mathrm{\Phi }_\mu ^vv^{}Hom_{}(M_\mu ,\underset{\nu }{}M_{\mu \nu }VV^{}),$$

where $``$ is a homogeneous basis of $`V`$.

####

Let $`(\mathrm{\Gamma }_1,\mathrm{\Gamma }_2,T)`$ be a generalized Belavin-Drinfeld triple. Let $`𝔩,𝔥_0,C_T,\mathrm{}`$ have the same meanings as in Section 1. Finally, let $`\mu ,\mu ^{}`$ be weights satisfying the following relation :

$$(\mu ,\alpha )=(\mu ^{},T(\alpha ))\mathrm{for}\mathrm{all}\alpha \mathrm{\Gamma }_1.$$
(2.1)
We define a linear map $`B:M_\mu M_\mu ^{}`$ by $`uv_\mu B(u)v_\mu ^{}`$ for all $`uU_q(𝔫_{})`$.

####

Now consider finite-dimensional $`U_q(𝔤)`$-modules $`V_1\mathrm{},V_N`$ and let $`v_1V_1[\mu _1],`$ $`\mathrm{},v_NV_N[\mu _N]`$ be homogeneous vectors such that $`\overline{\mu }:=_i\mu _i𝔩^{}`$. The set of pairs of weights $`(\mu ,\mu ^{})`$ satisfying (2.1) and such that $`\mu ^{}\mu =\overline{\mu }`$ is an $`𝔩^{}`$-torsor $`\stackrel{~}{𝔩}^{}`$. For any such pair $`(\mu ,\mu ^{})`$ and for $`\lambda 𝔩^{}`$, we define the following formal power series in $`(V_1\mathrm{}V_N)^𝔩q^{2(\lambda ,\mu )}[[q^{2(\lambda ,\alpha _1)},\mathrm{},q^{2(\lambda ,\alpha _r)}]]`$ by analogy with \[EV2\]:

$$\mathrm{\Psi }_{v_1,\mathrm{},v_N}^T(\lambda ,\mu )=\mathrm{Tr}_{|M_\mu }(\mathrm{\Phi }_{\mu ^{}_{i=2}^N\mu _i}^{v_1}\mathrm{}\mathrm{\Phi }_\mu ^{}^{v_N}Be^\lambda )$$

and

$$\mathrm{\Psi }_{V_1,\mathrm{},V_N}^T(\lambda ,\mu )=\underset{v_i_i}{}\mathrm{\Psi }_{v_1,\mathrm{},v_N}^T(\lambda ,\mu )v_N^{}\mathrm{}v_1^{},$$

where $`_i`$ is a homogeneous basis of $`V_i`$. It is clear that $`\mathrm{\Psi }_{V_1,\mathrm{},V_N}^T(\lambda ,\mu )`$ takes values in $`(V_1\mathrm{}V_N)^𝔩(V_N^{}\mathrm{}V_1^{})^𝔩`$.

### 2.2 The main results

####

Our main result is that the functions $`\mathrm{\Psi }_{V_1,\mathrm{},V_N}^T(\lambda ,\mu )`$ satisfy some interesting difference equations. These difference equations are more conveniently expressed after some renormalizations. Set

$$J_T(\lambda )=𝒥_T(\lambda \rho +\frac{1}{2}(h^{(1)}+h^{(2)})),𝕁_T(\lambda )=𝒥_T(\lambda +\frac{1}{2}(h^{(1)}+h^{(2)})).$$

Put $`_T(\lambda )=m_{21}(1S^1)(𝕁_T(\lambda ))=m_{21}(1S^1)(J_T(\lambda ))`$. We will denote simply by $`(\lambda )`$ the element corresponding to the trivial triple $`(\mathrm{\Gamma },\mathrm{\Gamma },Id)`$. Also set $`R_T(\lambda )=J_T^1(\lambda )^{21}J_T^{21}(\lambda )`$ and $`_T(\lambda )=𝕁_T^1(\lambda )^{21}𝕁_T^{21}(\lambda )`$. Define

$$𝕁_T^{1\mathrm{}N}(\lambda )=𝕁_T^{1,2\mathrm{}N}(\lambda )\mathrm{}𝕁_T^{N1,N}(\lambda ).$$

Finally, let

$$\delta _q^T(\lambda )=\left(\mathrm{Tr}_{|M_\rho }(Bq^{2\lambda })\right)^1$$

be the twisted Weyl denominator. The explicit expression for $`\delta _q^T(\lambda )`$ is as follows. Let $`\mathrm{\Gamma }_3`$ be the subset of $`\mathrm{\Gamma }_1\mathrm{\Gamma }_2`$ consisting of roots which return to their original position after applying $`T`$ several times, and let $`\mathrm{\Gamma }_3`$ be the set of positive roots which are linear combinations of roots from $`\mathrm{\Gamma }_3`$. For each $`\alpha \mathrm{\Gamma }_3`$ let $`N_\alpha `$ be the order of the action of $`B`$ on $`\alpha `$. Consider the Lie algebra $`𝔤`$ and define $`\theta _\alpha `$ by $`B^{N_\alpha }u_\alpha =\theta _\alpha u_\alpha `$ for any $`u_\alpha 𝔤[\alpha ]`$. Then (see \[ES1\])

$$\delta _q^T(\lambda )=q^{2(\rho ,\lambda )}\underset{\overline{\alpha }\mathrm{\Gamma }_3/B}{}(1\theta _\alpha q^{2N_\alpha (\alpha ,\lambda )}).$$

Define the renormalized trace function by

$$F_{V_1,\mathrm{},V_N}^T(\lambda ,\mu )=[^1(\mu +h^{(1\mathrm{}N)})^{(N)}\mathrm{}^1(\mu +h^{(1)})^{(1)}]\phi _{V_1,\mathrm{},V_N}^T(\lambda ,\mu \rho )$$

where

$$\phi _{V_1,\mathrm{},V_N}^T(\lambda ,\mu )=𝕁_T^{1\mathrm{},N}(\lambda )^1\mathrm{\Psi }_{V_1,\mathrm{},V_N}^T(\lambda ,\mu )\delta _q^T(\lambda ).$$

####

Let $`W`$ be a finite-dimensional $`U_q(𝔤)`$-module. Consider the following difference operator acting on functions $`𝔩^{}(V_1\mathrm{}V_N)^𝔩`$ :

$$𝒟_W^T=\underset{\nu }{}\mathrm{Tr}_{|W[\nu ]}\left((_T)^{WV_1}(\lambda +h^{(2\mathrm{}N)})\mathrm{}(_T)^{WV_N}(\lambda )\right)𝕋_\nu $$
(2.2)
where $`𝕋_\nu f(\lambda )=f(\lambda +\nu )`$. In the above, we only consider the trace of the “diagonal block” of $`(_T)^{WV_1}(\lambda +h^{(2\mathrm{}N)})\mathrm{}(_T)^{WV_N}(\lambda )`$, i.e the part that preserves $`W[\nu ]`$.

###### Theorem 2.1 (Twisted Macdonald-Ruijsenaars equations).

$$𝒟_W^TF_{V_1,\mathrm{},V_N}^T(\lambda ,\mu )=\chi _W(q^{2\mu })F_{V_1,\mathrm{},V_N}^T(\lambda ,\mu ),$$
(2.3)
where $`\chi _W(x)=\mathrm{dim}W[\nu ]x^\nu `$ is the character of $`W`$ and where $`𝒟_W^T`$ acts on the variable $`\lambda `$.

This theorem is proved in Section 3.

####

For each $`j\{1,\mathrm{},N\}`$ consider the two following operators :

$`D_j^T`$ $`=q_j^{2\mu C_𝔥}q_{j,1}^{2\mathrm{\Omega }_𝔥}\mathrm{}q_{j,j1}^{2\mathrm{\Omega }_𝔥},`$ (2.4)
$`K_j^T`$ $`=_T^{j+1,j}(\lambda +h^{(j+2,\mathrm{},N)})^1\mathrm{}_T^{Nj}(\lambda )^1\mathrm{\Gamma }_j_T^{j1}(\lambda +h^{(2\mathrm{},j1)}+h^{(j+1\mathrm{},N)})\times `$
$`\times \mathrm{}_T^{j,j1}(\lambda +h^{(j+1\mathrm{},N)})`$ (2.5)
where $`C_𝔥=m_{12}(\mathrm{\Omega }_𝔥)U(𝔥)`$ is the quadratic Casimir element for $`𝔥`$, and where $`\mathrm{\Gamma }_jf(\lambda )=f(\lambda +h^{(j)})`$.

###### Theorem 2.2 (Twisted qKZB equations).

The function $`F_{V_1,\mathrm{},V_N}^T(\lambda ,\mu )`$ satisfies the following difference equation for all $`j=1,\mathrm{},N`$ :

$$F_{V_1,\mathrm{},V_N}^T(\lambda ,\mu )=(D_j^TK_j^T)F_{V_1,\mathrm{},V_N}^T(\lambda ,\mu ).$$
(2.6)
This theorem is proved in Section 4.

####

Now suppose that $`(\mathrm{\Gamma }_1,\mathrm{\Gamma }_2,T)`$ is a complete triple, i.e $`\mathrm{\Gamma }_1=\mathrm{\Gamma }_2=\mathrm{\Gamma }`$ and $`T`$ is an automorphism. In this case, the functions $`F_V^T(\lambda ,\mu )`$ satisfy in addition some dual difference equations, with respect to the variable $`\mu `$.

####

In a complete triple the maps $`B:U_q(𝔟_{})U_q(𝔟_{})`$ and $`B^1:U_q(𝔟_+)U_q(𝔟_+)`$ come from an automorphism $`B:U_q(𝔤)U_q(𝔤)`$. Let $`d`$ be the order of $`B`$ and let $`B\mathrm{Aut}(U_q(𝔤))`$ be the subgroup generated by $`B`$.

####

Let $`W`$ be any finite-dimensional $`U_q(𝔤)`$-module. We denote by $`W^B`$ the twist of $`W`$ by $`B`$: as a vector space $`W=W^B`$ and the $`U_q(𝔤)`$-action is given by $`uw=B^1(g)w`$. Now suppose that $`WW^B`$ as $`U_q(𝔤)`$-modules and let us fix an intertwiner in $`\mathrm{Hom}_{U_q(𝔤)}(W,W^B)\mathrm{Aut}_{}(W)`$ of order $`d`$. This endows $`W`$ with the structure of a module over $`BU_q(𝔤)`$.

####

Consider the following difference operator acting on functions with values in $`(V_N^{}\mathrm{}V_1^{})^𝔩`$ :

$$𝒟_W^{,T}=\underset{\nu }{}\mathrm{Tr}_{|W[\nu ]}\left(^{WV_N^{}}(\mu +h^{(1\mathrm{}N1)})\mathrm{}^{WV_1^{}}(\mu )B_W\right)𝕋_\nu ^{}$$
(2.7)
where $`𝕋_\nu ^{}f(\mu )=f(\mu +\nu )`$.

###### Theorem 2.3 (Dual twisted Macdonald-Ruijsenaars equations).

$$𝒟_W^{,T}F_{V_1,\mathrm{},V_N}^T(\lambda ,\mu )=\mathrm{Tr}_{|W^{𝔥_0}}(q^{2\lambda }B)F_{V_1,\mathrm{},V_N}^T(\lambda ,\mu ).$$
(2.8)
#### Remark.

Any $`B`$-invariant finite-dimensional $`U_q(𝔤)`$ module is a direct sum of modules $`\overline{V}_{\nu _0}:=_{\nu B\nu _0}V_\nu `$ where $`V_\nu `$ is the irreducible highest weight module of highest weight $`\nu `$ and where $`\nu _0`$ is dominant integral. It is easy to see that both sides of (2.8) identically vanish when $`W=\overline{V}_{\nu _0}`$ and $`\nu _0𝔩^{}`$ (i.e when $`B(\nu _0)\nu _0`$).

####

The twisted character $`\mathrm{Tr}_{|W^{𝔥_0}}(q^{2\lambda }B)`$ can be expressed explicitly when $`W=V_\nu `$ with $`\nu 𝔩^{}`$. Consider the quotient Dynkin diagram $`\overline{\mathrm{\Gamma }}=\{\overline{\alpha }=_{\alpha \overline{\alpha }}\alpha |\overline{\alpha }\mathrm{\Gamma }/T\}`$ which forms a set of simple roots in $`𝔩^{}`$ with respect to the restriction of $`(,)`$ to $`𝔩^{}`$. Namely, if $`\mathrm{\Gamma }=\{\alpha _1,\mathrm{},\alpha _n\}`$ is of type $`A_n`$ and if $`T`$ is the “flip” $`T:\alpha _i\alpha _{n+1i}`$ then $`\mathrm{\Gamma }/T`$ is $`B_k`$ where $`n=2k1`$ or $`n=2k`$; if $`\mathrm{\Gamma }=D_4`$ and $`T`$ is the rotation of order three around the trivalent root then $`\mathrm{\Gamma }/T=G_2`$; if $`\mathrm{\Gamma }=D_k`$ and $`T`$ is the symmetry of order two around the trivalent root then $`\overline{\mathrm{\Gamma }}=C_{k1}`$; and if $`\mathrm{\Gamma }=E_6`$ and $`T`$ is the symmetry around the trivalent root then $`\mathrm{\Gamma }/T=F_4`$. Let $`\overline{\mathrm{\Delta }}`$ be the root system of $`\overline{\mathrm{\Gamma }}`$. Let $`\overline{𝔤}`$ be the simple complex Lie algebra associated to $`\overline{\mathrm{\Gamma }}`$. Note that any weight $`\nu 𝔩^{}`$ is naturally a weight for $`\overline{\mathrm{\Gamma }}`$. However, the scalar product on $`𝔩^{}`$ is not the usual one corresponding to the root system $`\overline{\mathrm{\Delta }}`$. For instance we have $`(\overline{\alpha },\overline{\alpha })=2N_\alpha `$ if $`N_\alpha `$ is the number of elements in the $`T`$-orbit $`\overline{\alpha }`$ and if any two elements of that orbit are orthogonal. For $`\lambda =_\alpha c_{\overline{\alpha }}\overline{\alpha }𝔩^{}`$ set $`\overline{\lambda }=_{\overline{\alpha }}\frac{2N_\alpha }{(\overline{\alpha },\overline{\alpha })}c_{\overline{\alpha }}\overline{\alpha }`$.

###### Proposition 2.1.

For any $`\nu 𝔩^{}`$ we have

$$\mathrm{Tr}_{|W^{𝔥_0}}(q^{2\lambda }B)=\chi _{\overline{V}_\nu }(q^{2\overline{\lambda }})$$

where $`\overline{V}_\nu `$ is the irreducible $`\overline{𝔤}`$-module of highest weight $`\nu `$.

Theorem 2.3 and Proposition 2.1 are proved in Section 5.

####

Now, define for each $`j\{1,\mathrm{},N\}`$ the following operators

$$\begin{array}{cc}\hfill D_j^{,T}& =q_j^{2\lambda C_𝔩}q_{j,j+1}^{\mathrm{\Omega }_𝔩}\mathrm{}q_{j,N}^{\mathrm{\Omega }_𝔩},\hfill \\ \hfill K_j^{,T}& =_{j1,j}(\mu +h^{(1\mathrm{}j2)})^1\mathrm{}_{1,j}(\mu )^1\mathrm{\Gamma }_{B^1(j)}^{}\times \hfill \\ \hfill _{j,N}(\mu & +h^{(j+1\mathrm{}N1)}+h^{(1\mathrm{}j1)})\mathrm{}_{j,j+1}(\mu +h^{(1\mathrm{}j1)}),\hfill \end{array}$$
(2.9)
where $`C_𝔩=m_{12}(\mathrm{\Omega }_𝔩)U(𝔩)`$ and where $`\mathrm{\Gamma }_{B^1(j)}^{}f(\mu )=f(\mu +B^1(h^{(j)}))`$.

###### Theorem 2.4 (Dual twisted qKZB equations).

The functions $`F_{V_1,\mathrm{},V_N}^T(\lambda ,\mu )`$ satisfy the following difference equation for each $`j=1\mathrm{},N`$ :

$$B_{V_j}B_{V_j^{}}^{}F_{V_1,\mathrm{},V_j,\mathrm{},V_N}^T(\lambda ,\mu )=(D_j^{,T}K_j^{,T})F_{V_1,\mathrm{},V_j^B,\mathrm{},V_N}^T(\lambda ,\mu ).$$
(2.10)
This theorem is proved in Section 6.

#### Remark 1.

For $`T=Id`$, Theorems 2.1-2.4 appear in \[EV2\].

#### Remark 2.

We do not expect the dual equations to exist for non-complete triples. This can be explained in the following way. Suppose that $`𝔤`$ is an affine Lie algebra and that $`T=Id`$, so that $`r_T(\lambda ,z)`$ is the Felder elliptic dynamical r-matrix. In that case it is known that the the dual trigonometric qKZB equations without spectral parameter can be interpreted as monodromy of the flat connection on the torus defined by the classical (elliptic) KZB equations (see \[Ki\]). One can show that this is true for any elliptic dynamical r-matrix. On the other hand, it was proved in \[ES1\] Proposition 4.2 that the classical dynamical r-matrix with spectral parameter $`r_T(\lambda ,z)`$ associated to an affine Lie algebra and a triple $`(\mathrm{\Gamma }_1,\mathrm{\Gamma }_2,T)`$ is elliptic only when $`T`$ is an automorphism; for general triples, it is partially elliptic and partially trigonometric (for instance, it is purely trigonometric when $`T`$ is nilpotent). This shows that the monodromy of these KZB equations should be defined only for complete triples, and hence the existence of the dual equations should be expected only for them.

#### Remark 3.

The above theorems are also valid for the specialized quantum group $`U_q(𝔤)`$, which is obtained from the formal quantum group when we take $`\mathrm{}^{}\{i\}`$ to be a complex number. In that case, it is more convenient to consider the twist $`𝒥_T(\lambda )`$ as an endomorphism of the functor

$$F:Rep(U_q(𝔤))\times Rep(U_q(𝔤))Vec$$

which assigns to any two finite-dimensional $`U_q(𝔤)`$-modules $`V`$ and $`W`$ the vector space $`VW`$. Here $`Rep(U_q(𝔤))`$ is the category of finite-dimensional $`U_q(𝔤)`$-modules and $`Vec`$ is the category of finite-dimensional $``$-vector spaces. For instance, equation (1.5) means that for every three representations $`U,V,W`$ and vectors $`uU`$, $`vV`$ and $`wW`$ with respective weights $`\lambda _u,\lambda _v`$ and $`\lambda _w`$ we have

$$𝒥_T(\lambda )^{12,3}(\lambda )𝒥_T^{12}(\lambda +\frac{1}{2}\lambda _w)(uvw)=𝒥_T^{1,23}(\lambda )𝒥_T^{23}(\lambda \frac{1}{2}\lambda _u)(uvw).$$

## 3 The twisted Macdonald-Ruijsenaars equations

####

The proof of Theorem 2.1 is an extension of the proof of Theorem 1.1 of \[EV2\] to the case of an arbitrary generalized Belavin-Drinfeld triple. From now on we fix such a triple $`(\mathrm{\Gamma }_1,\mathrm{\Gamma }_2,T)`$. We first note that the notion of radial part generalizes straightforwardly to the twisted setting :

###### Proposition 3.1.

Let $`V`$ be a finite-dimensional $`U_q(𝔤)`$-module. For any $`XU_q(𝔤)`$ there exists a unique difference operator $`𝒟_X^T`$ (with respect to the variable $`\lambda `$) acting on formal power series in $`V^𝔩q^{2(\lambda ,\mu )}[[q^{2(\lambda ,\alpha _1)},\mathrm{},,q^{2(\lambda ,\alpha _r)}]]`$, $`\lambda 𝔩^{}`$ such that we have

$$\mathrm{Tr}_{|M_\mu }(\mathrm{\Phi }_\mu ^{}^VXq^{2\lambda }B)=𝒟_X^T\mathrm{Tr}_{|M_\mu }(\mathrm{\Phi }_\mu ^{}^Vq^{2\lambda }B).$$

The operator $`𝒟_X^T`$ is called the twisted radial part of $`X`$.

####

For any finite-dimensional $`U_q(𝔤)`$-module $`W`$ set

$$C_W=\mathrm{Tr}_{|W}(1\pi _W)(^{21}(1q^{2\rho })).$$

It is well-known (see \[D\], \[R\]) that the map $`WC_W`$ defines a homomorphism from the Grothendieck ring of the category of finite-dimensional $`U_q(𝔤)`$-modules to the center of $`U_q(𝔤)`$. Set $`_W^T=𝒟_{C_W}^T`$.

###### Proposition 3.2.

We have

1. $`_W^T_V^T=_V^T_W^T`$ for all $`V,W`$,
2. $`_W^T\mathrm{\Psi }_V^T(\lambda ,\mu )=\chi _W(q^{2(\mu +\rho )})\mathrm{\Psi }_V^T(\lambda ,\mu )`$ where $`\chi _W(x)=_\nu \mathrm{dim}W[\nu ]x^\nu `$ is the character of $`W`$.

Proof. See \[EK\], \[EV2\].

####

Let us now proceed to explicitly compute the operator $`_W`$.

####

Let $`V`$ be a finite-dimensional $`U_q(𝔤)`$-module. Introduce the following function with values in $`VV^{}U_q(𝔤)`$, with components labeled as $`1,1`$ and $`2`$ respectively :

$$Z_V(\lambda ,\mu )=\mathrm{Tr}_{|M_\mu }(\mathrm{\Phi }_\mu ^{}^V^{20}B_0q_0^{2\lambda }).$$

###### Lemma 3.1.

We have

$$Z_V(\lambda ,\mu )=𝒥_T^{12}(\lambda )\mathrm{\Psi }_V^T(\lambda +\frac{1}{2}h^{(2)},\mu ).$$
(3.1)
Proof. First we note that, by pulling the R-matrix around the trace and using the intertwining property together with the fact that $`B_1^1=B_2`$ we obtain

$$\begin{array}{cc}\hfill Z_V(\lambda ,\mu )& =^{21}q_1^{2\lambda }\mathrm{Tr}_{|M_\mu }(\mathrm{\Phi }_\mu ^{}^V(B_2^1^{20})B_0q_0^{2\lambda })\hfill \\ & =^{21}q_1^{2\lambda }B_2^1\left(\mathrm{Tr}_{|M_\mu }(\mathrm{\Phi }_\mu ^{}^V^{20}B_0q_0^{2\lambda })\right)\hfill \\ & =^{21}q_1^{2\lambda }B_2^1Z_V(\lambda ,\mu )\hfill \end{array}$$

On the other hand, using the defining equation for $`𝒥_T(\lambda )`$, the relation $`B_2^1𝒥_T(\lambda )=B_1𝒥_T(\lambda )`$ and the $`𝔩`$-invariance of $`\mathrm{\Psi }_V^T(\lambda ,\mu )`$ we have

$$\begin{array}{cc}\hfill ^{21}q_1^{2\lambda }B_2^1\left(𝒥_T^{12}(\lambda )\mathrm{\Psi }_V^T(\lambda +\frac{1}{2}h^{(2)},\mu )\right)=& ^{21}q_1^{2\lambda }\left(B_1𝒥_T^{12}(\lambda )\right)\mathrm{\Psi }_V^T(\lambda +\frac{1}{2}h^{(2)},\mu )\hfill \\ \hfill =& 𝒥_T^{12}(\lambda )q_1^{2\lambda }q_{12}^{\mathrm{\Omega }_𝔩}\mathrm{\Psi }_V^T(\lambda +\frac{1}{2}h^{(2)},\mu )\hfill \\ \hfill =& 𝒥_T^{12}(\lambda )\mathrm{\Psi }_V^T(\lambda +\frac{1}{2}h^{(2)},\mu )\hfill \end{array}$$

The lemma now follows from the fact both sides of (3.1) satisfy the relation $`Y=^{21}q_1^{2\lambda }B_2^1Y`$ and are of the form $`Y=q^Z\mathrm{\Psi }_V^T(\lambda +\frac{1}{2}h^{(2)},\mu )+l.o.t`$, where $`l.o.t`$ stands for terms of strictly positive degree in component $`2`$.$`\mathrm{}`$

####

Consider the following function with values in $`VV^{}U_q(𝔤)U_q(𝔤)`$ (with components labeled as $`1,1,2`$ and $`3`$ respectively) :

$$X_V(\lambda ,\mu )=\mathrm{Tr}_{|M_\mu }(\mathrm{\Phi }_\mu ^{}^V^{20}q_0^{2\lambda }B_0(^{03})^1).$$

###### Lemma 3.2.

We have

$$X_V(\lambda ,\mu )=𝒥_T^{3,12}(\lambda )𝒥_T^{12}(\lambda \frac{1}{2}h^{(3)})\mathrm{\Psi }_V^T(\lambda +\frac{1}{2}(h^{(2)}h^{(3)}),\mu )𝒥_T^{32}(\lambda )^1$$
(3.2)
Proof. Moving $`^{03}`$ around the trace, using the quantum Yang-Baxter equation for $``$ and the $`B`$-invariance property of $``$ again, we get

$$\begin{array}{cc}\hfill X_V(\lambda ,\mu )& =^{13}\mathrm{Tr}_{|M_\mu }(\mathrm{\Phi }_\mu ^{}^V(^{03})^1^{20}q_0^{2\lambda }B_0)\hfill \\ & =^{13}^{23}\mathrm{Tr}_{|M_\mu }(\mathrm{\Phi }_\mu ^{}^V^{20}(^{03})^1q_0^{2\lambda }B_0)(^{23})^1\hfill \\ & =^{13}^{23}q_3^{2\lambda }\mathrm{Tr}_{|M_\mu }(\mathrm{\Phi }_\mu ^{}^V^{20}q_0^{2\lambda }(^{03})^1B_0)q_3^{2\lambda }(^{23})^1\hfill \\ & =^{13}^{23}q_3^{2\lambda }B_3\left(\mathrm{Tr}_{|M_\mu }(\mathrm{\Phi }_\mu ^{}^V^{20}q_0^{2\lambda }B_0(^{03})^1)\right)q_3^{2\lambda }(^{23})^1\hfill \\ & =^{13}^{23}q_3^{2\lambda }B_3\left(X_V(\lambda ,\mu )\right)q_3^{2\lambda }(^{23})^1.\hfill \end{array}$$

On the other hand, using the modified ABRR equation (1.4) we have

$$\begin{array}{cc}\hfill ^{13}& ^{23}q_3^{2\lambda }B_3\left(𝒥_T^{3,12}(\lambda )\right)𝒥_T^{12}(\lambda \frac{1}{2}h^{(3)})\mathrm{\Psi }_V^T(\lambda +\frac{1}{2}(h^{(2)}h^{(3)}),\mu )\times \hfill \\ & \times B_3(𝒥_T^{32}(\lambda )^1)q_3^{2\lambda }(^{23})^1\hfill \\ & =\mathrm{\Delta }_1\left(^{13}q_3^{2\lambda }B_3(𝒥_T^{31}(\lambda ))\right)𝒥_T^{12}(\lambda \frac{1}{2}h^{(3)})\mathrm{\Psi }_V^T(\lambda +\frac{1}{2}(h^{(2)}h^{(3)}),\mu )\times \hfill \\ & \times q_3^{2\lambda }q_{23}^{\mathrm{\Omega }_𝔩}𝒥_T^{32}(\lambda )^1\hfill \\ & =\mathrm{\Delta }_1\left(𝒥_T^{31}(\lambda )q_3^{2\lambda }q_{31}^{\mathrm{\Omega }_𝔩}\right)𝒥_T^{12}(\lambda \frac{1}{2}h^{(3)})\mathrm{\Psi }_V^T(\lambda +\frac{1}{2}(h^{(2)}h^{(3)}),\mu )\times \hfill \\ & \times q_3^{2\lambda }q_{23}^{\mathrm{\Omega }_𝔩}𝒥_T^{32}(\lambda )^1\hfill \\ & =𝒥_T^{3,12}q_3^{2\lambda }q_{31}^{\mathrm{\Omega }_𝔩}q_{32}^{\mathrm{\Omega }_𝔩}𝒥_T^{12}(\lambda \frac{1}{2}h^{(3)})\mathrm{\Psi }_V^T(\lambda +\frac{1}{2}(h^{(2)}h^{(3)}),\mu )q_3^{2\lambda }q_{23}^{\mathrm{\Omega }_𝔩}𝒥_T^{32}(\lambda )^1\hfill \\ & =𝒥_T^{3,12}𝒥_T^{12}(\lambda \frac{1}{2}h^{(3)})\mathrm{\Psi }_V^T(\lambda +\frac{1}{2}(h^{(2)}h^{(3)}),\mu )𝒥_T^{32}(\lambda )^1\hfill \end{array}$$

Now set $`X(\lambda )=(𝒥_T^{3,12})^1X_V(\lambda )𝒥_T^{32}(\lambda )`$. By the above and by Lemma 3.1, both $`X(\lambda )`$ and $`Z_V(\lambda \frac{1}{2}h^{(3)})`$ satisfy the equation

$$q_3^{2\lambda }q_{31}^{\mathrm{\Omega }_𝔩}q_{32}^{\mathrm{\Omega }_𝔩}Y=Yq_3^{2\lambda }q_{23}^{\mathrm{\Omega }_𝔩}$$

and are both of the form $`Y=𝒥_T^{12}(\lambda \frac{1}{2}h^{(3)})\mathrm{\Psi }_V^T(\lambda +\frac{1}{2}(h^{(2)}h^{(3)}))+l.o.t`$. Hence $`X(\lambda )=Z_V(\lambda \frac{1}{2}h^{(3)})`$ and the lemma is proved.$`\mathrm{}`$

###### Corollary 3.1.

We have

$$\begin{array}{cc}\hfill \mathrm{Tr}_{|M_\mu }& (\mathrm{\Phi }_\mu ^V^{20}(^{03})^1q^{2\lambda }B_0)\hfill \\ \hfill =& B_3\left(q_3^{2\lambda }𝒥_T^{3,12}(\lambda )𝒥_T^{12}(\lambda \frac{1}{2}h^{(3)})\mathrm{\Psi }_V(\lambda +\frac{1}{2}(h^{(2)}h^{(3)}),\mu )𝒥_T^{32}(\lambda )^1q_3^{2\lambda }\right)\hfill \end{array}$$

####

Now let $`W`$ be any finite-dimensional $`U_q(𝔤)`$-module. By Corollary 3.1, we get

$$\begin{array}{cc}\hfill _W^T\mathrm{\Psi }_V^T(\lambda ,\mu )& =\mathrm{Tr}_{|M_\mu }(\mathrm{\Phi }_\mu ^{}^VC_Wq_0^{2\lambda }B_0)\hfill \\ & =\mathrm{Tr}_{|M_\mu }(\mathrm{Tr}_{|W}(^{W0}^{0W}q_W^{2\rho })\mathrm{\Phi }_\mu ^{}^Vq_0^{2\lambda }B_0)\hfill \\ & =\mathrm{Tr}_{|W}\mathrm{Tr}_{|M_\mu }\left(m_{23}(^{20}S_3(^{03})^1q_3^{2\rho })\mathrm{\Phi }_\mu ^{}^Vq_0^{2\lambda }B_0\right)\hfill \\ & =\mathrm{Tr}_{|W}\left\{m_{23}\left(S_3\mathrm{Tr}_{|M_\mu }(^{20}(^{03})^1\mathrm{\Phi }_\mu ^Vq_0^{2\lambda }B_0)\right)q_2^{2\rho }\right\}\hfill \\ & =\mathrm{Tr}_{|W}\{\underset{ijk}{}[d_k^{(1)}(\lambda )c_iq^{2\lambda }d_k^{(2)}(\lambda )d_i(\lambda +\frac{1}{2}h^{(2)})]\times \hfill \\ & \times \mathrm{\Psi }_V^T(\lambda +h^{(W)})\left(d_j^{}(\lambda )q^{2\lambda }S(B(c_j^{}))S(B(c_k))q^{2\rho }\right)_W\}\hfill \end{array}$$
(3.3)
where $`m:U_q(𝔤)U_q(𝔤)U_q(𝔤)`$ is the multiplication map, $`𝒥_T(\lambda )=_ic_id_i(\lambda )`$, $`𝒥_T^1(\lambda )=_ic_i^{}d_i^{}(\lambda )`$ and where we used Sweedler’s notation for coproducts : $`\mathrm{\Delta }(x)=x^{(1)}x^{(2)}`$.

####

Let us set $`=_ia_ib_i`$, $`^1=_ia_i^{}b_i^{}`$.

###### Lemma 3.3.

We have

$$\underset{j}{}d_j^{}(\lambda )q^{2\lambda }S(B(c_j^{}))=q^{C_𝔩}P(\lambda )S(u)q^{2\lambda }$$
(3.4)
where $`u=_iS(b_i)a_i`$ is the Drinfeld element and $`P(\lambda )=_jd_j^{}(\lambda )S^1(c_j^{})`$.

Proof. This is obtained by applying $`m_{21}(S1)`$ to the relation $`(B_1𝒥_T(\lambda ))^1q_1^{2\lambda }=q^{\mathrm{\Omega }_𝔩}q_1^{2\lambda }𝒥_T^1(\lambda )^{21}`$, which itself follows from (1.4) and the $`B`$-invariance of $`𝒥_T(\lambda )`$.$`\mathrm{}`$

####

Substituting (3.4) in (3.3) yields

$$\begin{array}{cc}\hfill _W^T\mathrm{\Psi }_V^T(\lambda ,\mu )& =\underset{ijk,\nu }{}d_k^{(1)}(\lambda )c_i\mathrm{Tr}_{|W[\nu ]}\{q^{C_𝔩}P(\lambda )q^{2\lambda }S^1(B(c_k))q^{2\lambda }d_k^{(2)}(\lambda )\times \hfill \\ & \times d_i(\lambda +\frac{1}{2}\nu )S(u)q^{2\rho }\}\mathrm{\Psi }_V^T(\lambda +\nu ).\hfill \end{array}$$
(3.5)
###### Lemma 3.4.

We have

$$\begin{array}{cc}\hfill \underset{k}{}& d_k^{(1)}(\lambda )q^{2\lambda }S^1(B(c_k))q^{2\lambda }d_k^{(2)}(\lambda )\hfill \\ & =\underset{jk}{}(a_j^{})^{(1)}d_k^{(1)}(\lambda )q^{\mathrm{\Omega }_𝔩+1C_𝔩}\{S^1(c_k)S^1(b_j^{})(a_j^{})^{(2)}d_k^{(2)}(\lambda )\}_2\hfill \end{array}$$
(3.6)
Proof. From the modified ABRR relation we get

$$q_1^{2\lambda }B_1(𝒥_T(\lambda ))q_1^{2\lambda }=(^{21})^1𝒥_T(\lambda )q^{\mathrm{\Omega }_𝔩}.$$

Applying $`1\mathrm{\Delta }`$ yields

$$q_1^{2\lambda }B_1(𝒥_T^{1,23}(\lambda ))q_1^{2\lambda }=(^{23,1})^1𝒥_T^{1,23}(\lambda )q_{12}^{\mathrm{\Omega }_𝔩}q_{13}^{\mathrm{\Omega }_𝔩},$$

which can be written as

$$\begin{array}{cc}\hfill \underset{k}{}q_1^{2\lambda }B(c_k)q_1^{2\lambda }& d_k^{(1)}(\lambda )d_k^{(2)}(\lambda )\hfill \\ & =\underset{ik}{}(b_i^{}(a_i^{})^{(1)}(a_i^{})^{(2)})\times (c_kd_k^{(1)}(\lambda )d_k^{(2)}(\lambda ))q_{12}^{\mathrm{\Omega }_𝔩}q_{13}^{\mathrm{\Omega }_𝔩}.\hfill \end{array}$$

Equation (3.6) is now obtained by applying $`m_{13}(S^111)`$. $`\mathrm{}`$

####

We introduce the following notation. For any linear operator $`H(\lambda )\mathrm{End}(V_1\mathrm{}V_N)`$ we set

$$H(\lambda +\widehat{h}^{(i)})(v_1\mathrm{}v_N)=\underset{\nu }{}H_\nu (\lambda +\nu )(v_1\mathrm{}v_N)$$

where $`H_\nu (\lambda ):V_1\mathrm{}V_i\mathrm{}V_NV_1\mathrm{}V_i[\nu ]\mathrm{}V_N`$ is the block of $`H(\lambda )`$ with image $`V_i[\nu ]`$ in the $`i`$-th component. In other words, we replace $`\widehat{h}^{(i)}`$ by the weight in the $`i`$-th component after the action of $`H`$.

###### Lemma 3.5.

The following identities hold :

1. $`_j(a_j^{})^{(1)}S^1(b_j^{})(a_j^{})^{(2)}=a_kub_k,`$
2. $`^{23}𝒥_T^{1,23}(\lambda )=𝒥_T^{1,32}(\lambda )^{23},`$
3. $`S(c_i)d_i^{(1)}(\lambda )d_i^{(2)}(\lambda )=S(_T)(\lambda \frac{1}{2}h^{(2)})_1𝒥_T^1(\lambda +\frac{1}{2}\widehat{h}^{(1)}).`$

Proof. Equalities i) and iii) are proved in the same fashion as in \[EV2\]. Equality ii) follows from the relation $`\mathrm{\Delta }=\mathrm{\Delta }^{op}`$.$`\mathrm{}`$

###### Corollary 3.2.

We have

$$\begin{array}{cc}\hfill d_k^{(1)}& (\lambda )q^{2\lambda }S^1(B(c_k))q^{2\lambda }d_k^{(2)}(\lambda )\hfill \\ & =q^{\mathrm{\Omega }_𝔩1C_𝔩}u_2^1S(_T)_2(\lambda \frac{1}{2}h^{(1)})(𝒥_T^{21})^1(\lambda +\frac{1}{2}\widehat{h}^{(2)}).\hfill \end{array}$$

Proof. Use i),ii) and iii) successively, as in \[EV2\], (2.32).$`\mathrm{}`$

####

By Corollary 3.2 and using the relation $`B_1𝒥_T(\lambda )=B_2^1𝒥_T(\lambda )`$, we can rewrite (3.5) as follows :

$$\begin{array}{cc}& _W^T\mathrm{\Psi }_V^T(\lambda ,\mu )\hfill \\ & =\underset{\nu }{}\mathrm{Tr}_{|W[\nu ]}\{P_2(\lambda )q^{\mathrm{\Omega }_𝔩1C_𝔩}u_2^1S(_T)_2(\lambda \frac{1}{2}h^{(1)})(𝒥_T^{21})^1(\lambda +\frac{1}{2}\widehat{h}^{(2)})\hfill \\ & \times (c_i)_1d_i(\lambda +\frac{1}{2}\nu )_2S(u)_2q_2^{2\rho }q_2^{m_{12}\mathrm{\Omega }_𝔩}\}\mathrm{\Psi }_V^T(\lambda +\nu ,\mu )\hfill \\ & =\underset{\nu }{}\mathrm{Tr}_{|W[\nu ]}\left(\stackrel{~}{G}(\lambda )(_T)^{WV}(\lambda )\right)\mathrm{\Psi }_V(\lambda +\nu ,\mu )\hfill \end{array}$$
(3.7)
where $`\stackrel{~}{G}(\lambda )=q^{2\rho }P(\lambda )S(_T)(\lambda )`$. We now proceed to compute $`\stackrel{~}{G}(\lambda )`$.

###### Proposition 3.3.

We have $`\stackrel{~}{G}(\lambda )=\frac{\delta _q^T(\lambda +h)}{\delta _q^T(\lambda )}`$.

Proof. The following lemma is proved as in \[EV2\] :

###### Lemma 3.6.

We have $`P(\lambda )=_T^1(\lambda +h)`$, i.e $`\stackrel{~}{G}(\lambda )=G(\lambda +h)`$ where $`G(\lambda )=q^{2\rho }_T^1(\lambda )S(_T)(\lambda h)`$.

A direct (though lengthy) computation shows that

$$\mathrm{\Delta }(G(\lambda ))=𝕁_T(\lambda )\left(G(\lambda +h^{(2)})G(\lambda )\right)𝕁_T^1(\lambda )$$
(3.8)
(see \[M\] for a detailed proof of this in the nondynamical case; the dynamical case is analogous). In particular, replacing $`\lambda `$ by $`\frac{\lambda }{\mathrm{}}`$, we have

$$\begin{array}{cc}\hfill 𝕁_T(\frac{\lambda }{\mathrm{}})(G(\frac{\lambda +\mathrm{}h^{(2)}}{\mathrm{}})G(\frac{\lambda }{\mathrm{}}))& 𝕁_T^1(\frac{\lambda }{\mathrm{}})\hfill \\ & =𝕁_T^{21}(\frac{\lambda }{\mathrm{}})(G(\frac{\lambda }{\mathrm{}})G(\frac{\lambda +\mathrm{}h^{(1)}}{\mathrm{}}))(𝕁_T^{21})^1(\frac{\lambda }{\mathrm{}})\hfill \end{array}$$

which can be rewritten as

$$_T^{21}(\frac{\lambda }{\mathrm{}})(G(\frac{\lambda +\mathrm{}h^{(2)}}{\mathrm{}})G(\frac{\lambda }{\mathrm{}}))=(G(\frac{\lambda }{\mathrm{}})G(\frac{\lambda +\mathrm{}h^{(1)}}{\mathrm{}}))_T^{21}(\frac{\lambda }{\mathrm{}})$$
(3.9)
Let us now expand $`_T(\frac{\lambda }{\mathrm{}})`$ and $`G(\frac{\lambda }{\mathrm{}})`$ around $`\mathrm{}=0`$ :

$$_T(\frac{\lambda }{\mathrm{}})=1+\mathrm{}r(\lambda )+𝒪(\mathrm{}^2),G(\frac{\lambda }{\mathrm{}})=1+\mathrm{}g_1(\lambda )+𝒪(\mathrm{}^2)$$

where $`g_1(\lambda )=(G(\lambda /\mathrm{})1)/\mathrm{}U_q(𝔤)/\mathrm{}U_q(𝔤)U(𝔤)`$. Note that by (3.8) we have $`\mathrm{\Delta }_0(g_1(\lambda ))=g_1(\lambda )1+1g_1(\lambda )`$ (where $`\mathrm{\Delta }_0`$ is the usual coproduct on $`U𝔤`$), which implies that $`g_1(\lambda )𝔤`$. But since $`G(\lambda )`$ is of $`𝔩`$-weight zero, $`g_1(\lambda )𝔥`$. Now, by (3.9), we have

$$\underset{i}{}x_i\frac{g_1(\lambda )}{x_i}=[r(\lambda ),g_1(\lambda )1+1g_1(\lambda )],$$

where $`(x_i)`$ is a basis of $`𝔩`$. In particular, $`[r(\lambda ),g_1(\lambda )1+1g_1(\lambda )]\mathrm{\Lambda }^2𝔥`$. But this implies that $`[r(\lambda ),g_1(\lambda )1+1g_1(\lambda )]=0`$. Thus $`g_1:𝔩^{}𝔩`$ is a closed 1-form on $`𝔩^{}`$ and there exists functions $`f_1(\lambda )`$ and $`g_2(\lambda )=\frac{1}{\mathrm{}^2}(G(\frac{\lambda }{\mathrm{}})\frac{f_1(\frac{\lambda }{\mathrm{}})}{f_1(\frac{\lambda \mathrm{}h}{\mathrm{}})})U_q(𝔤)/\mathrm{}U_q(𝔤)U(𝔤)`$. By the same argument, $`𝔤_2(\lambda )`$ is a closed 1-form. Continuing in this process, we finally obtain a function $`f`$ defined on $`𝔩^{}`$ such that $`G(\lambda )=\frac{f(\lambda )}{f(\lambda h)}`$. It remains to determine $`f(\lambda )`$ explicitly. For this, apply (3.7) and Proposition 3.2 2. to the case of the trivial representation $`V=`$. Then $`\mathrm{\Psi }_V^T(\lambda ,\mu )=\frac{q^{2(\mu +\rho ,\lambda )}}{\delta _q^T(\lambda )}`$ and $`_{VW}=1`$. We get

$$\underset{\nu }{}(\frac{f(\lambda +\nu )}{f(\lambda )})_{|W[\nu ]}\mathrm{dim}W[\nu ]\frac{q^{2(\mu +\rho ,\lambda +\nu )}}{\delta _q^T(\lambda +\nu )}=\chi _W(q^{2(\mu +\rho )})\frac{q^{2(\mu +\rho ,\lambda )}}{\delta _q^T(\lambda )}.$$

As in \[EV2\], Corollary 2.16 we conclude that one can take $`f(\lambda )=\delta _q^T(\lambda )`$.

####

Theorem 2.1 now follows from (3.7), Proposition 3.2 ii), Proposition 3.3 and from the following easily checked fusion identity :

$$𝕁_T^{1\mathrm{}N}(\lambda )^1\left(_T^{0,1\mathrm{}N}\right)𝕁_T^{1\mathrm{}N}(\lambda +h^{(0)})=(_T^{01}(\lambda +h^{(2\mathrm{}N)}))\mathrm{}(_T^{0N}(\lambda )).$$
(3.10)
## 4 The twisted qKZB equations

####

We will first prove that the twisted qKZB equations hold for two finite-dimensional $`U_q(𝔤)`$-modules $`V`$ and $`W`$. As in the preceding section, we start with several preliminary lemmas.

####

Consider the following function with values in $`WVV^{}W^{}U_q(𝔤)`$, with components labeled as $`1,2,2,1`$ and $`3`$ respectively :

$$Z_{WV}(\lambda ,\mu )=\mathrm{Tr}_{|M_\mu }(\mathrm{\Phi }_{\mu ^{}+h^{(2)}}^W^{30}\mathrm{\Phi }_\mu ^{}^Vq_0^{2\lambda }B_0).$$

###### Lemma 4.1.

We have

$$Z_{WV}(\lambda ,\mu )=(^{32})^1𝒥_T^{12,3}(\lambda )\mathrm{\Psi }_{WV}^T(\lambda +\frac{1}{2}h^{(3)},\mu ).$$
(4.1)
Proof. Moving the R-matrix around the trace and using the cyclicity property, we get

$$\begin{array}{cc}\hfill Z_{WV}(\lambda ,\mu )& =^{31}\mathrm{Tr}_{|M_\mu }(\mathrm{\Phi }_{\mu ^{}+h^{(2)}}^W\mathrm{\Phi }_\mu ^{}^Vq_0^{2\lambda }B_0^{30})\hfill \\ & =^{31}q_{12}^{2\lambda }B_3^1\mathrm{Tr}_{|M_\mu }(\mathrm{\Phi }_{\mu ^{}+h^{(2)}}^W^{30}\mathrm{\Phi }_\mu ^{}^Vq_0^{2\lambda }B_0)\hfill \\ & =^{31}q_{12}^{2\lambda }(B_3^1^{32})B_3^1Z_{WV}(\lambda ,\mu ).\hfill \end{array}$$

On the other hand,

$$\begin{array}{cc}\hfill ^{31}q_{12}^{2\lambda }(B_3^1^{32})B_3^1[(^{32})^1𝒥_T^{12,3}& (\lambda )\mathrm{\Psi }_{WV}^T(\lambda +\frac{1}{2}h^{(3)},\mu )]\hfill \\ & =^{31}q_{12}^{2\lambda }B_{12}𝒥_T^{12,3}(\lambda )\mathrm{\Psi }_{WV}^T(\lambda +\frac{1}{2}h^{(3)},\mu ).\hfill \end{array}$$

From the modified ABRR equation it follows that

$$^{3,12}q_{12}^{2\lambda }B_{12}(𝒥_T^{12,3}(\lambda ))=𝒥_T^{12,3}(\lambda )q_{13}^{\mathrm{\Omega }_𝔩}q_{23}^{\mathrm{\Omega }_𝔩}q_{12}^{2\lambda }.$$

Using the coproduct formula $`^{3,12}=^{32}^{31}`$ and the $`𝔩`$-invariance of $`Z_{VW}(\lambda ,\mu )`$, we see that

$$\begin{array}{cc}\hfill ^{31}q_{12}^{2\lambda }(B_3^1^{32})B_3^1[(^{32})^1𝒥_T^{12,3}(\lambda )& \mathrm{\Psi }_{WV}^T(\lambda +\frac{1}{2}h^{(3)},\mu )]\hfill \\ & =(^{32})^1𝒥_T^{12,3}(\lambda )\mathrm{\Psi }_{WV}^T(\lambda +\frac{1}{2}h^{(3)},\mu ).\hfill \end{array}$$

Thus both sides of (4.1) satisfy the equation $`X=^{31}q_{12}^{2\lambda }B_3^1X`$ and are of the form $`X=q_{32}^{\mathrm{\Omega }_𝔥}q_{12,3}^Z\mathrm{\Psi }_{VW}^T(\lambda +\frac{1}{2}h^{(3)},\mu )+l.o.t`$. But it is easy to see that such an $`X`$ is unique and the lemma follows.$`\mathrm{}`$

####

Now set

$$\stackrel{~}{Z}_{WV}(\lambda ,\mu )=m_{32}S_3(Z_{WV}(\lambda ,\mu ))=\mathrm{Tr}_{|M_\mu }(\mathrm{\Phi }_{\mu ^{}+h^2}^W(^{20})^1\mathrm{\Phi }_\mu ^Vq_0^{2\lambda }B_0).$$

###### Lemma 4.2.

We have

$$\stackrel{~}{Z}_{WV}(\lambda ,\mu )=S(u)_2^1_T(\lambda \frac{1}{2}h^{(1)})_2𝒥_T^1(\lambda \frac{1}{2}\widehat{h}^{(2)})\mathrm{\Psi }_{WV}^T(\lambda \frac{1}{2}\widehat{h}^{(2)},\mu ).$$
(4.2)
Proof. From (4.1) it follows that

$$\begin{array}{cc}\hfill \stackrel{~}{Z}_{VW}(\lambda ,\mu )& =m_{32}S_3\left[(^{32})^1𝒥_T^{12,3}(\lambda )\mathrm{\Psi }_{WV}^T(\lambda +\frac{1}{2}h^{(3)})\right]\hfill \\ & =\underset{ij}{}c_j^{(1)}S(d_j(\lambda ))S(a_i^{})b_i^{}c_j^{(2)}\mathrm{\Psi }_{WV}^T(\lambda \frac{1}{2}\widehat{h}^{(2)},\mu ).\hfill \end{array}$$

To conclude the proof of the lemma we use the following relations : $`_iS(a_i^{})b_i^{}=S(u^1)`$, $`S(u^1)x=S^2(x)S(u^1)`$ for all $`xU_q(𝔤)`$ and

$$\underset{j}{}c_j^{(1)}S^1(d_j(\lambda ))c_j^{(2)}=_T(\lambda \frac{1}{2}h^{(1)})_2𝒥_T^1(\lambda \frac{1}{2}\widehat{h}^{(2)}).$$

This last equation is obtained by applying $`m_{32}(11S^1)`$ to the cocycle identity (1.5).$`\mathrm{}`$

####

Consider the following function with values in $`VV^{}U_q(𝔤)`$ :

$$Y_V(\lambda ,\mu )=\mathrm{Tr}_{|M_\mu }(\mathrm{\Phi }_\mu ^{}^V(^{02})^1q_0^{2\lambda }B_0).$$

###### Lemma 4.3.

We have

$$Y_V(\lambda ,\mu )=q_1^{2\lambda }𝒥_T^{21}(\lambda )\mathrm{\Psi }_V^T(\lambda \frac{1}{2}h^{(2)},\mu ).$$
(4.3)
Proof. A computation similar to the one in Lemma 4.1 shows that both $`Y_V(\lambda ,\mu )`$ and $`q_1^{2\lambda }𝒥_T^{21}(\lambda )\mathrm{\Psi }_V^T(\lambda \frac{1}{2}h^{(2)},\mu )`$ satisfy the equation

$$X=(^{12})^1q_1^{2\lambda }B_2^1X$$

and are of the form $`X=q_1^{2\lambda }q_{12}^Z\mathrm{\Psi }_V^T(\lambda \frac{1}{2}h^{(2)},\mu )+l.o.t`$. It is easy to see that such an $`X`$ is unique.$`\mathrm{}`$

####

We will also need the following two-representations analogue of $`Y_V(\lambda ,\mu )`$ :

$$Y_{WV}(\lambda ,\mu )=\mathrm{Tr}_{|M_\mu }(\mathrm{\Phi }_{\mu ^{}+h^{(2)}}^W\mathrm{\Phi }_\mu ^{}^V(^{03})^1q_0^{2\lambda }B_0).$$

###### Lemma 4.4.

We have

$$Y_{WV}(\lambda ,\mu )=(^{12,3})^1𝒥_T^{3,12}(\lambda )\mathrm{\Psi }_{WV}^T(\lambda \frac{1}{2}h^{(3)},\mu ).$$
(4.4)
Proof. One checks that both sides of (4.4) are solutions of the equation

$$X=(^{12,3})^1q_{12}^{2\lambda }B_3^1X$$

of the form $`X=q_{12}^{\mathrm{\Omega }_𝔥}q_{13}^{\mathrm{\Omega }_𝔥}q_{31}^Zq_{32}^Z\mathrm{\Psi }_{WV}^T(\lambda \frac{1}{2}h^{(3)})+l.o.t`$.$`\mathrm{}`$

####

Finally, we introduce a function :

$$\stackrel{~}{Y}_{WV}(\lambda ,\mu )=m_{32}(q_2^{2\rho }S_3(Y_{WV}(\lambda ,\mu )))=\mathrm{Tr}_{|M_\mu }(\mathrm{\Phi }_{\mu ^{}+h^{(2)}}^Wm_{32}(q_2^{2\rho }\mathrm{\Phi }_\mu ^{}^V^{03})q_0^{2\lambda }B_0).$$

###### Lemma 4.5.

We have

$$\stackrel{~}{Y}_{WV}(\lambda ,\mu )=(q^{2\rho }u^1S(_T)(\lambda \frac{1}{2}h))_2(^{21}𝒥_T^1\mathrm{\Psi }_{WV}^T)(\lambda +\frac{1}{2}\widehat{h}^{(2)},\mu ).$$
(4.5)
Proof. By (4.4) we have

$$\stackrel{~}{Y}_{WV}(\lambda ,\mu )=\left(\underset{ij}{}(a_i^{})^{(1)}d_j^{(1)}(\lambda )S(c_j)S(b_i^{})q^{2\rho }(a_i^{})^{(2)}d_j^{(2)}(\lambda )\right)\mathrm{\Psi }_{WV}^T(\lambda +\frac{1}{2}\widehat{h}^{(2)},\mu ).$$

Now we use the following relations: $`q^{2\rho }x=S^2(x)q^{2\rho }`$ for any $`xU_q(𝔤)`$,

$$\underset{i}{}(a_i^{})^{(1)}S^1(b_i^{})(a_i^{})^{(2)}=\underset{i}{}a_i^{}S^1(b_i^{})u^1$$
(4.6)
and $`(1S)^1=`$. We get

$$\stackrel{~}{Y}_{WV}(\lambda ,\mu )=(q^{2\rho }u^1)_2\left(\underset{ij}{}a_id_j^{(1)}(\lambda )S(c_j)b_id_j^{(2)}(\lambda )\right)\mathrm{\Psi }_{WV}^T(\lambda +\frac{1}{2}\widehat{h}^{(2)},\mu ).$$

Using the identity $`^{12}𝒥_T^{3,12}(\lambda )=𝒥_T^{3,21}(\lambda )^{12}`$ and

$$\underset{i}{}S(c_i)d_i^{(1)}(\lambda )d_i^{(2)}(\lambda )=S(_T)(\lambda \frac{1}{2}h^{(2)})_1𝒥_T^1(\lambda \frac{1}{2}\widehat{h}^{(1)})$$

which is obtained by applying $`m_{12}(S11)`$ to (1.5), we can further simplify $`\stackrel{~}{Y}_{WV}(\lambda ,\mu )`$ :

$$\begin{array}{cc}& \stackrel{~}{Y}_{WV}(\lambda ,\mu )\hfill \\ & =(q^{2\rho }u^1)_2S(_T)(\lambda \frac{1}{2}h^{(1)})_2(𝒥_T^{21})^1(\lambda +\frac{1}{2}\widehat{h}^{(2)})^{12}\mathrm{\Psi }_{WV}^T(\lambda +\frac{1}{2}\widehat{h}^{(2)})\hfill \\ & =(q^{2\rho }u^1)_2S(_T)(\lambda \frac{1}{2}h^{(1)})_2_T^{21}(\lambda +\frac{1}{2}\widehat{h}^{(2)})𝒥_T^1(\lambda +\frac{1}{2}\widehat{h}^{(2)})\mathrm{\Psi }_{WV}^T(\lambda +\frac{1}{2}\widehat{h}^{(2)},\mu ).\hfill \end{array}$$

which proves the Lemma. $`\mathrm{}`$

####

We need one last technical result :

###### Lemma 4.6.

We have

$$m_{21}(q_1^{2\rho }\mathrm{\Phi }_\mu ^{}^V^{02})=q_1^{2(\mu ^{}+\rho )_ix_i^2}(^{10})^1\mathrm{\Phi }_\mu ^{}^V$$
(4.7)
where $`(x_i)_i`$ is an orthonormal basis of $`𝔥`$.

Proof. Let $`Z=u^1q^{2\rho }`$. This is a ribbon element of $`U_q(𝔤)`$ (see \[D\]). Thus

$$\mathrm{\Phi }_\mu ^{}^VZ=\mathrm{\Delta }(Z)\mathrm{\Phi }_\mu ^{}^V=^{21}(ZZ)\mathrm{\Phi }_\mu ^{}^V.$$

But by (4.6) we have

$$\begin{array}{cc}\hfill m_{21}(q_1^{2\rho }\mathrm{\Phi }_\mu ^{}^V^{02})=& m_{21}(q_1^{2\rho }^{02}^{12})\mathrm{\Phi }_\mu ^{}^V\hfill \\ \hfill =& ^{01}m_{21}(q_1^{2\rho }q_1^{2\rho })q_1^{2\rho }\mathrm{\Phi }_\mu ^{}^V\hfill \\ \hfill =& (1Z)\mathrm{\Phi }_\mu ^{}^V.\hfill \end{array}$$

On the other hand, it is easy to see that $`Z_{|M_\nu }=q^{(2\rho +\nu ,\nu )}`$. The Lemma now follows by a direct computation.$`\mathrm{}`$

####

We are now in position to prove Theorem 2.2. From (4.7), we have

$$\begin{array}{cc}\hfill (q^{2(\mu ^{}+\rho )_ix_i^2})_2\mathrm{Tr}_{|M_\mu }(\mathrm{\Phi }_{\mu ^{}+h^2}^W(& ^{20})^1\mathrm{\Phi }_\mu ^{}^Vq_0^{2\lambda }B_0)\hfill \\ & =\mathrm{Tr}_{|M_\mu }(\mathrm{\Phi }_{\mu ^{}+h^2}^Wm_{32}(q_2^{2\rho }\mathrm{\Phi }_\mu ^{}^V^{03})q_0^{2\lambda }B_0).\hfill \end{array}$$

In other words,

$$(q^{2(\mu ^{}+\rho )_ix_i^2})_2\stackrel{~}{Z}_{WV}(\lambda ,\mu )=\stackrel{~}{Y}_{WV}(\lambda ,\mu ).$$

Using (4.2), (4.5), the relation $`uS(u^1)=q^{4\rho }`$, Proposition 3.3 and the definition of $`\phi _{WV}^T(\lambda )`$ we finally obtain

$$(q^{2(\mu ^{}+\rho )_ix_i^2})_2\phi _{WV}^T(\lambda h^{(2)},\mu )=_T^{21}(\lambda )\phi _{WV}^T(\lambda ,\mu ).$$
(4.8)
From this we derive the qKZB equation with N representations in the following way. We start with the easily checked fusion identities

$`𝕁_T^{23}(\lambda )^1_T^{1,23}(\lambda )𝕁_T^{23}(\lambda +h^{(1)})`$ $`=_T^{12}(\lambda +h^{(3)})_T^{13}(\lambda ),`$ (4.9)
$`𝕁_T^{12}(\lambda +h^{(3)})^1_T^{12,3}(\lambda )𝕁_T^{12}(\lambda )`$ $`=_T^{23}(\lambda )_T^{13}(\lambda +h^{(2)}).`$ (4.10)
Now, from (4.8) with $`W=V_1\mathrm{}V_j`$ and $`V=V_{j+1}\mathrm{}V_N`$ we get

$$\begin{array}{cc}\hfill (& q^{2(\mu +\rho )+{\scriptscriptstyle x_i^2}})_{j+1\mathrm{},N}(q^{2{\scriptscriptstyle x_ix_i}})_{j+1,\mathrm{},N,1,\mathrm{},j}𝕁_T^{1\mathrm{},j}(\lambda )𝕁_T^{j+1\mathrm{}N}(\lambda h^{(j+1\mathrm{}N)})\hfill \\ & \times \phi _{V_1,\mathrm{}V_N}^T(\lambda h^{(j+1\mathrm{}N)},\mu )\hfill \\ & =_T^{j+1\mathrm{}N,1\mathrm{}j}(\lambda )𝕁_T^{1\mathrm{}j}(\lambda +h^{(j+1\mathrm{}N)})𝕁_T^{j+1\mathrm{}N}(\lambda )\phi _{V_1,\mathrm{}V_N}^T(\lambda ,\mu ).\hfill \end{array}$$
(4.11)
By (4.9) this implies that

$$\begin{array}{cc}\hfill (& q^{2(\mu +\rho )+{\scriptscriptstyle x_i^2}})_{j+1\mathrm{}N}(q^{2{\scriptscriptstyle x_ix_i}})_{j+1,\mathrm{}N,1,\mathrm{}j}𝕁_T^{1\mathrm{}j1}(\lambda +h^{(j)})𝕁_T^{j+1\mathrm{}N}(\lambda h^{(j+1\mathrm{}N)})\hfill \\ & \times \phi _{V_1,\mathrm{},V_N}^T(\lambda h^{(j+1\mathrm{}N)},\mu )\hfill \\ & =_T^{j+1\mathrm{}N,1\mathrm{}j1}(\lambda +h^{(j)})_T^{j+1\mathrm{}N,j}(\lambda )𝕁_T^{1\mathrm{}j1}(\lambda +h^{(j\mathrm{}N)})𝕁_T^{j+1\mathrm{}N}(\lambda )\phi _{V_1,\mathrm{},V_N}^T(\lambda ,\mu ).\hfill \end{array}$$
(4.12)
On the other hand, by (4.9) with $`W=V_1\mathrm{}V_{j1}`$ and $`V=V_j\mathrm{}V_N`$ and using (4.10) we also have

$$\begin{array}{cc}\hfill (& q^{2(\mu +\rho )+{\scriptscriptstyle x_i^2}})_{j\mathrm{}N}(q^{2{\scriptscriptstyle x_ix_i}})_{j,\mathrm{}N,1,\mathrm{}j1}𝕁_T^{1\mathrm{}j1}(\lambda )𝕁_T^{j+1\mathrm{}N}(\lambda +h^{(1\mathrm{}j1)})\hfill \\ & \times \phi _{V_1,\mathrm{},V_N}^T(\lambda h^{(j\mathrm{}N)},\mu )\hfill \\ & =_T^{j+1\mathrm{}N,1\mathrm{}j1}(\lambda )_T^{j,1\mathrm{}j1}(\lambda +h^{(j+1\mathrm{}N)})𝕁_T^{1\mathrm{}j1}(\lambda +h^{(j\mathrm{}N)})𝕁_T^{j+1\mathrm{}N}(\lambda )\hfill \\ & \times \phi _{V_1,\mathrm{},V_N}^T(\lambda ,\mu ).\hfill \end{array}$$
(4.13)
Applying the operator $`\mathrm{\Gamma }_j`$ to both sides of (4.13) we get

$$\begin{array}{cc}\hfill (& q^{2(\mu +\rho )+{\scriptscriptstyle x_i^2}})_{j\mathrm{}N}(q^{2{\scriptscriptstyle x_ix_i}})_{j,\mathrm{}N,1,\mathrm{}j1}𝕁_T^{1\mathrm{}j1}(\lambda +h^{(j)})𝕁_T^{j+1\mathrm{}N}(\lambda +h^{(1\mathrm{}j)})\hfill \\ & \times \phi _{V_1,\mathrm{},V_N}^T(\lambda h^{(j+1\mathrm{}N)},\mu )\hfill \\ & =_T^{j+1\mathrm{}N,1\mathrm{}j1}(\lambda +h^{(j)})\mathrm{\Gamma }_j_T^{j,1\mathrm{}j1}(\lambda +h^{(j+1\mathrm{}N)})𝕁_T^{1\mathrm{}j1}(\lambda +h^{(j\mathrm{}N)})𝕁_T^{j+1\mathrm{}N}(\lambda )\hfill \\ & \times \phi _{V_1,\mathrm{},V_N}^T(\lambda ,\mu ).\hfill \end{array}$$
(4.14)
Comparing (4.12) with (4.14) and using the $`𝔩`$-invariance of $``$ we obtain

$$\begin{array}{cc}\hfill (& q^{2(\mu +\rho )+{\scriptscriptstyle x_i^2}})_j(q^{2{\scriptscriptstyle x_ix_i}})_{j,1\mathrm{}j1}𝕁_T^{1\mathrm{}j1}(\lambda +h^{(j\mathrm{}N)})_T^{j+1\mathrm{}N,j}(\lambda )𝕁_T^{j+1\mathrm{}N}(\lambda )\hfill \\ & \times \phi _{V_1,\mathrm{},V_N}^T(\lambda ,\mu )\hfill \\ & =𝕁_T^{j+1\mathrm{}N}(\lambda +h^{(j)})\mathrm{\Gamma }_j_T^{j,1\mathrm{}j1}(\lambda +h^{(j+1\mathrm{}N)})𝕁_T^{1,\mathrm{}j1}(\lambda +h^{(j\mathrm{}N)})\phi _{V_1,\mathrm{},V_N}^T(\lambda ,\mu ),\hfill \end{array}$$
(4.15)
which can be rewritten as

$$\begin{array}{cc}\hfill (& q^{2(\mu +\rho )+{\scriptscriptstyle x_i^2}})_j(q^{2{\scriptscriptstyle x_ix_i}})_{j,1\mathrm{}j1}𝕁_T^{j+1\mathrm{}N}(\lambda +h^{(j)})^1_T^{j+1\mathrm{}N,j}(\lambda )𝕁_T^{j+1\mathrm{}N}(\lambda )\hfill \\ & \times \phi _{V_1,\mathrm{},V_N}^T(\lambda ,\mu )\hfill \\ & =\mathrm{\Gamma }_j𝕁_T^{1\mathrm{}j1}(\lambda +h^{(j+1\mathrm{}N)})^1_T^{j,1\mathrm{}j1}(\lambda +h^{(j+1\mathrm{}N)})𝕁_T^{1,\mathrm{}j1}(\lambda +h^{(j\mathrm{}N)})\hfill \\ & \times \phi _{V_1,\mathrm{},V_N}^T(\lambda ,\mu ).\hfill \end{array}$$
(4.16)
Finally, taking into account identities (4.9) and (4.10), we obtain

$$\begin{array}{cc}& (q^{2(\mu +\rho )+{\scriptscriptstyle x_i^2}})_j(q^{2{\scriptscriptstyle x_ix_i}})_{j,1\mathrm{}j1}_T^{Nj}(\lambda )\mathrm{}_T^{j+1,j}(\lambda +h^{(j+2\mathrm{}N)})\phi _{V_1,\mathrm{},V_N}^T(\lambda ,\mu )\hfill \\ & =\mathrm{\Gamma }_j_T^{j1}(\lambda +h^{(2\mathrm{}j1)}+h^{(j+1\mathrm{}N)})\mathrm{}_T^{jj1}(\lambda +h^{(j+1\mathrm{}N)})\phi _{V_1,\mathrm{},V_N}^T(\lambda ,\mu ).\hfill \end{array}$$
(4.17)
The proof of Theorem 2.2 is now obtained by replacing $`\mu `$ by $`\mu \rho `$ and by rewriting (4.17) in terms of $`F_{V_1,\mathrm{},V_N}^T(\lambda ,\mu )`$.

## 5 The twisted dual Macdonald-Ruijsenaars equation

####

In this section we let $`(\mathrm{\Gamma }_1,\mathrm{\Gamma }_2,T)`$ be a complete generalized Belavin-Drinfeld triple. Let $`W`$ be a finite-dimensional $`U_q(𝔤)`$-module such that $`WW^B`$ and let us consider $`W`$ as a $`BU_q(𝔤)`$-module as in Section 2.

####

For generic values of $`\mu `$, the tensor product $`M_\mu W`$ decomposes as a direct sum of Verma modules, and

$`\eta _\nu :W[\nu ]M_{\mu +\nu }`$ $`M_\mu W`$
$`wy`$ $`\mathrm{\Phi }_{\mu +\nu }^w(y)`$
is an isomorphism onto the isotypic component corresponding to $`M_{\mu +\nu }`$. The following lemma is straightforward :

###### Lemma 5.1.

We have $`(BB)\eta _\nu =\eta _{B(\nu )}(BB)`$.

Now let $`V`$ be any finite-dimensional $`U_q(𝔤)`$-module and consider the composition

$$P_{VV^{},W}^{VW}\mathrm{\Phi }_{B(\mu )}^V(BB)\eta _\nu :W[\nu ]M_{\mu +\nu }M_{B(\mu )+h^{(V)}}WVV^{}.$$

By \[EV2\], Proposition 3.1, we have

$$P_{VV^{},W}^{VW}\mathrm{\Phi }_{B(\mu )}^V\eta _\nu =R^{WV}(B(\mu +\nu ))^{t_2}\mathrm{\Phi }_{B(\mu +\nu )}^V.$$

It follows from Lemma 5.1 that

$$P_{VV^{},W}^{VW}\mathrm{\Phi }_{B(\mu )}^V(BB)\eta _\nu =\eta _{h^{(W)}}R^{WV}(B(\mu +\nu ))^{t_2}\mathrm{\Phi }_{B(\mu +\nu )}^V(BB)$$
(5.1)
where $`R(\lambda )=R_{Id}(\lambda )`$ is the quantum dynamical R-matrix corresponding to the trivial triple $`(\mathrm{\Gamma },\mathrm{\Gamma },Id)`$ and where $`t_2`$ means transposition in the second component (so that $`R^{WV}(B(\mu +\nu ))^{t_2}`$ acts on $`WV^{}`$). Now let us multiply both sides of (5.1) by $`q_{M_\mu W}^{2\lambda }`$ and sum over all values of $`\nu `$. This yields

$$P_{VV^{},W}^{VW}\mathrm{\Phi }_{B(\mu )}^V(BB)q_{M_\mu W}^{2\lambda }=\eta R^{WV}(B(\mu +h^{(W)}))(BB)q^{2\lambda }\eta ^1$$
(5.2)
where $`\eta =_\nu \eta _\nu :_\nu W[\nu ]M_{\mu +\nu }\stackrel{}{}M_\mu W`$. Let us take the trace in the Verma modules and in $`W`$. Using the fact that $`q^{\mathrm{\Omega }_𝔥}U_q(𝔫_+)U_q(𝔫_{})`$ and that $`\nu B(\nu )`$ is never a linear combination of negative roots, we obtain

$$\mathrm{Tr}_{|W}(q^{2\lambda +h^{(V)}}B)\phi _V^T(\lambda ,\mu )=\underset{\nu }{}\mathrm{Tr}_{|W[\nu ]}(R^{WV}(B(\mu +\nu ))^{t_2}B)\phi _V^T(\lambda ,\mu +\nu ).$$

It is clear that

$$\mathrm{Tr}_{|W}(q^{2\lambda +h^{(V)}}B)=\underset{\nu ,B(\nu )=\nu }{}\mathrm{Tr}_{|W[\nu ]}(q^{2\lambda +h^{(V)}}B)=\mathrm{Tr}_{|W^{𝔥_0}}(q^{2\lambda }B).$$

Hence from (5.2) we get

$$\mathrm{Tr}_{|(W^{})^{𝔥_0}}(q^{2\lambda }B^{})\phi _V^T(\lambda ,\mu )=\underset{\nu }{}\mathrm{Tr}_{|W^{}[\nu ]}(B_W^{}^{}R^{WV}(B(\mu +\nu ))^{t_1t_2})\phi _V^T(\lambda ,\mu +\nu ),$$

which can be rewritten in terms of $`F_V^T(\lambda ,\mu )`$ as

$$\begin{array}{cc}& \mathrm{Tr}_{|(W^{})^{𝔥_0}}(q^{2\lambda }B)F_V^T(\lambda ,\mu )\hfill \\ & =\underset{\nu 𝔩^{}}{}\mathrm{Tr}_{|W^{}[\nu ]}\left(_{|V^{}}^1(B(\mu ))B_W^{}^{}^{WV}(B(\mu +\nu ))^{t_1t_2}_{|V^{}}(B(\mu +\nu ))\right)F_V^T(\lambda ,\mu +\nu ).\hfill \end{array}$$
(5.3)
Finally, using the formula

$$_{WV}(\lambda )^{t_1t_2}=((\lambda )(\lambda h^{(1)}))_{W^{}V^{}}(\lambda h^{(1)}h^{(2)})(^1(\lambda h^{(2)})^1(\lambda ))$$
(5.4)
(see \[EV2\], (3.12)) and using the fact that $``$ is of weight zero, we simplify (5.3) to

$$\begin{array}{cc}\hfill \mathrm{Tr}& {}_{|(W^{})^{𝔥_0}}{}^{}(q^{2\lambda })F_V^T(\lambda ,\mu )\hfill \\ & =\underset{\nu }{}\mathrm{Tr}_{|W^{}[\nu ]}(B_W^{}^{}_W^{}(B(\mu +\nu ))_{W^{}V^{}}(B(\mu +\nu )\nu h^{(2)})\times \hfill \\ & \times _W^{}^1(B(\mu +\nu )h^{(2)}))F^T_V(\lambda ,\mu +\nu )\hfill \\ & =\underset{\nu }{}\mathrm{Tr}_{|W^{}[\nu ]}\left(_W^{}(B(\mu +\nu ))_{W^{}V^{}}(\mu )B_W^{}^{}_W^{}^1(B(\mu +\nu ))\right)F_V^T(\lambda ,\mu +\nu )\hfill \\ & =\underset{\nu }{}\mathrm{Tr}_{|W^{}[\nu ]}\left(_{W^{}V^{}}(\mu )B_W^{}^{}\right)F_V^T(\lambda ,\mu +\nu ).\hfill \end{array}$$
(5.5)
The twisted dual Macdonald-Ruijsenaars equations for an arbitrary number of modules $`V_1,\mathrm{}V_N`$ can now be deduced from (5.5) and from the fusion identity (3.10). Theorem 2.3 is proved.

####

Proof of Proposition 2.1. Let $`𝐖`$ and $`\overline{𝐖}`$ be the Weyl groups of $`\mathrm{\Gamma }`$ and $`\overline{\mathrm{\Gamma }}`$ respectively. By the Bernstein-Gelfand-Gelfand resolution, we have

$$\mathrm{Tr}_{|V_\nu }(q^{2\lambda }B)=\underset{w𝐖}{}(1)^{l(w)}\mathrm{Tr}_{|M_{w(\nu +\rho )\rho }}(q^{2\lambda }B).$$

Denote by $`s_\alpha `$ the simple reflection corresponding to the simple root $`\alpha \mathrm{\Gamma }`$. The group generated by $`B`$ acts on $`𝐖`$ by $`B(s_\alpha )=s_{T\alpha }`$. It follows from the facts that $`𝐖`$ acts simply transitively on the sets of simple roots and that $`\nu `$ is dominant that $`B(w(\nu +\rho )\rho )=w(\nu +\rho )\rho `$ if and only if $`B(w)=w`$. Moreover, $`𝐖^B`$ is naturally isomorphic to $`\overline{𝐖}`$. Hence,

$$\begin{array}{cc}\hfill \underset{wW}{}(1)^{l(w)}\mathrm{Tr}_{|M_{w(\nu +\rho )\rho }}(q^{2\lambda }B)& =\underset{wW^B}{}(1)^{l(w)}\mathrm{Tr}_{|M_{w(\nu +\rho )\rho }}(q^{2\lambda }B)\hfill \\ & =\underset{w\overline{W}}{}(1)^{l(w)}\frac{q^{2(\lambda ,w(\nu +\rho )\rho )}}{_{\overline{\alpha }\overline{\mathrm{\Delta }}^+}(1\theta _\alpha q^{2(\overline{\alpha },\lambda )})}\hfill \end{array}$$
(5.6)
Let $`\omega _\alpha `$ be the fundamental weight corresponding to $`\alpha \mathrm{\Gamma }`$. It is easy to check that $`\{\overline{\omega }_{\overline{\alpha }}=\frac{(\overline{\alpha },\overline{\alpha })}{2N_\alpha }_{\alpha \overline{\alpha }}\omega _\alpha ,\overline{\alpha }\overline{\mathrm{\Gamma }}\}`$ is the set of fundamental weights of $`\overline{\mathrm{\Gamma }}`$. Thus $`(2\lambda ,w(\nu +\rho )\rho )=(2\overline{\lambda },w(\nu +\overline{\rho })\overline{\rho })`$ where $`\overline{\rho }=_{\overline{\alpha }}\overline{\omega }_{\overline{\alpha }}`$. Hence, by the Weyl character formula for $`\overline{𝔤}`$ we have

$$\mathrm{Tr}_{|V_\nu }(q^{2\lambda }B)=\chi _{\overline{V}_\nu }(q^{2\overline{\lambda }})\frac{\overline{\delta }_q(\overline{\lambda })}{\delta _q^T(\lambda )}$$

where

$$\overline{\delta }_q(\overline{\lambda })=q^{2(\rho ,\overline{\lambda })}\underset{\overline{\alpha }\overline{\mathrm{\Delta }}^+}{}(1q^{2(\overline{\alpha },\overline{\lambda })})$$

is the (usual) Weyl denominator for $`\overline{\mathrm{\Gamma }}`$. Setting $`\nu =0`$ we see that in fact $`\overline{\delta }_q(\overline{\lambda })=\delta _q^T(\lambda )`$ . The Proposition follows.$`\mathrm{}`$

## 6 The twisted dual qKZB equations

####

In this section we prove Theorem 2.4. As in the preceding section, let $`T`$ be an automorphism of $`\mathrm{\Gamma }`$ and let $`V_1,\mathrm{}V_N`$ be finite-dimensional $`U_q(𝔤)`$-modules. We will extensively use the following two identities which are proved in \[EV3\] :

$$\mathrm{\Phi }_{\mu +h^{(V^{})}}^W\mathrm{\Phi }_\mu ^V=^1R_{21}^{}(\mu )\mathrm{\Phi }_{\mu +h^{(W^{})}}^V\mathrm{\Phi }_\mu ^W=_{21}R^{}(\mu )^1\mathrm{\Phi }_{\mu +h^{(W^{})}}^V\mathrm{\Phi }_\mu ^W$$
(6.1)
for any two modules $`V,W`$.

####

Consider

$$\mathrm{\Psi }_{V_1,\mathrm{},V_N}^T(\lambda ,\mu )=\mathrm{Tr}_{|M_\mu }\left(\mathrm{\Phi }_{B(\mu )+h^{(2\mathrm{}N)}}^{V_1}\mathrm{}\mathrm{\Phi }_{B(\mu )}^{V_N}q^{2\lambda }B\right)$$

and move the $`j`$th intertwiner to the right using (6.1). We get

$$\begin{array}{cc}\hfill \mathrm{\Psi }& {}_{V_1,\mathrm{},V_N}{}^{T}(\lambda ,\mu )\hfill \\ & =_{j+1,j}\mathrm{}_{N,j}q_j^{2\lambda }R_{j,j+1}^{}(B(\mu )+h^{(j+2\mathrm{}N)})^1\mathrm{}R_{j,N}^{}(B(\mu ))^1\times \hfill \\ & \times \mathrm{Tr}_{|M_\mu }\left(\mathrm{\Phi }_{B(\mu )+h^{(2\mathrm{}N)}}^{V_1}\mathrm{}\mathrm{\Phi }_{B(\mu )+h^{(j)}}^{V_N}q^{2\lambda }\mathrm{\Phi }_{B(\mu )}^{V_j}B\right).\hfill \end{array}$$
(6.2)
Now, we have

$$\begin{array}{cc}\hfill \mathrm{Tr}_{|M_\mu }(& \mathrm{\Phi }_{B(\mu )+h^{(2\mathrm{}N)}}^{V_1}\mathrm{}\mathrm{\Phi }_{B(\mu )+h^{(j)}}^{V_N}q^{2\lambda }\mathrm{\Phi }_{B(\mu )}^{V_j}B)\hfill \\ & =B_{V_j^{}}B_{V_j^{^{}}}^{}\mathrm{Tr}_{M_{\mu +h^{(j)}}}\left(\mathrm{\Phi }_{B(\mu +h^{(j)})+_{i=1,ij}^Nh^{()i}}^{V_j^{}}\mathrm{}\mathrm{\Phi }_{B(\mu +h^{(j)})}^{V_N}q^{2\lambda }B\right)\hfill \\ & =B_{V_j^{}}B_{V_j^{^{}}}^{}\mathrm{\Gamma }_j^{}\mathrm{Tr}_{M_\mu }\left(\mathrm{\Phi }_{B(\mu )+_{i=1,ij}^Nh^{(i)}}^{V_j^{}}\mathrm{}\mathrm{\Phi }_{B(\mu )}^{V_N}q^{2\lambda }B\right)\hfill \end{array}$$
(6.3)
where we note $`V_j^{}=V_j^{B^1}`$ for simplicity. Finally, we move $`\mathrm{\Phi }^{V_j^{}}`$ to the right back to its original position, thereby completing a cycle. By (6.1) we obtain

$$\begin{array}{cc}\hfill \mathrm{Tr}_{|M_\mu }& \left(\mathrm{\Phi }_{B(\mu )+_{i=1,ij}^Nh^{(i)}}^{V_j^{}}\mathrm{}\mathrm{\Phi }_{B(\mu )}^{V_N}q^{2\lambda }B\right)\hfill \\ \hfill =& _{j,1}^1\mathrm{}_{j,j1}^1R_{1,j}^{}\left(B(\mu )+\underset{i=2,ij}{\overset{N}{}}h^{(i)}\right)\mathrm{}R_{j1,j}^{}\left(B(\mu )+\underset{i=j+1}{\overset{N}{}}h^{(i)}\right)\hfill \\ & \times \mathrm{\Psi }_{V_1,\mathrm{}V_j^{},\mathrm{}V_N}^T(\lambda ,\mu ).\hfill \end{array}$$
(6.4)
Combining (6.2), (6.3) and (6.4) yields the following relation

$$\begin{array}{cc}\hfill \mathrm{\Psi }& {}_{V_1,\mathrm{},V_N}{}^{T}(\lambda ,\mu )\hfill \\ \hfill =& \left[_{j+1,j}\mathrm{}_{N,j}q_j^{2\lambda }(B_j_{j,1}^1)\mathrm{}(B_j_{j,j1}^1)\right]\times \hfill \\ & \times [R_{j,j+1}^{}(B(\mu )+\underset{i=j+2}{\overset{N}{}}h^{(i)})^1\mathrm{}R_{j,N}^{}\left(B(\mu )\right)^1\mathrm{\Gamma }_{B^1(j)}^{}\times \hfill \\ & \times B_j^{}R_{1,j}^{}(B(\mu )+\underset{i=2,ij}{\overset{N}{}}h^{(i)})\mathrm{}B_j^{}R_{j1,j}^{}(B(\mu )+\underset{i=j+1}{\overset{N}{}}h^{(i)})]\times \hfill \\ & \times B_{V_j^{}}B_{V_j^{^{}}}^{}\mathrm{\Psi }_{V_1,\mathrm{},V_j^{},\mathrm{}V_N}^T(\lambda ,\mu ).\hfill \end{array}$$
(6.5)
Let us replace $`\mu `$ by $`\mu \rho `$ and let us rewrite this equation in terms of $`F^T(\lambda ,\mu )`$. We get

$$\begin{array}{cc}\hfill F& {}_{V_1,\mathrm{},V_N}{}^{T}(\lambda ,\mu )\hfill \\ \hfill =& \left[𝕁_T^{1\mathrm{}N}(\lambda )^1_{j+1,j}\mathrm{}_{N,j}q_j^{2\lambda }(B_j_{j,1}^1)\mathrm{}(B_j_{j,j1}^1)(B_j𝕁_T^{1\mathrm{}N}(\lambda ))\right]\times \hfill \\ & \times [\{_N^1(B(\mu ))\mathrm{}_1^1(B(\mu )\underset{i=2}{\overset{N}{}}h^{(i)})\}_{j,j+1}^{}(B(\mu )\underset{i=j+2}{\overset{N}{}}h^{(i)})^1\times \mathrm{}\hfill \\ & \times _{j,N}^{}(B(\mu ))^1\mathrm{\Gamma }_{B^1(j)}^1B_j^{}_{1,j}^{}(B(\mu )\underset{i=2,ij}{\overset{N}{}}h^{(i)})\mathrm{}B_j^{}_{j1,j}^{}(B(\mu )\underset{i=j+1}{\overset{N}{}}h^{(i)})\times \hfill \\ & \times B_j\{_N(B(\mu ))\mathrm{}_1(B(\mu )\underset{i=2,ij}{\overset{N}{}}h^{(i)}B^1(h^{(j)}))\}]\times \hfill \\ & \times B_{V_j^{}}B_{V_j^{^{}}}^{}F_{V_1,\mathrm{},V_j^{},\mathrm{},V_N}^T(\lambda ,\mu ).\hfill \end{array}$$
(6.6)
Inverting, we obtain

$$\begin{array}{cc}\hfill B& {}_{V_j^{}}{}^{}B_{V_j^{^{}}}^{}F_{V_1,\mathrm{},V_j^{},\mathrm{},V_N}^T(\lambda ,\mu )\hfill \\ \hfill =& \left[(B_j𝕁_T^{1\mathrm{}N}(\lambda ))^1(B_j_{j,1\mathrm{}j1})q_j^{2\lambda }_{j+1\mathrm{}N,j}^1𝕁_T^{1\mathrm{}N}(\lambda )\right]\times \hfill \\ & \times B_j\{_N^1(B(\mu ))\mathrm{}_1^1(B(\mu )\underset{i=2,ij}{\overset{N}{}}h^{(i)}B^1(h^{(j)}))\}\times \hfill \\ & \times B_j^{}_{j1,j}^1(B(\mu )\underset{i=j+1}{\overset{N}{}}h^{(i)})\mathrm{}\times B_j^{}_{1,j}^1(B(\mu )\underset{i=2,ij}{\overset{N}{}}h^{(i)})\times \hfill \\ & \times \mathrm{\Gamma }_{B^1(j)}^{}_{j,N}^{}(B(\mu ))\mathrm{}_{j,j+1}^{}(B(\mu )\underset{i=j+2}{\overset{N}{}}h^{(i)})\times \hfill \\ & \times \left\{_N(B(\mu ))\mathrm{}_1\left(B(\mu )\underset{i=2}{\overset{N}{}}h^{(i)}\right)\right\}\times F_{V_1,\mathrm{},V_N}^T(\lambda ,\mu ).\hfill \end{array}$$
(6.7)
Using (5.4) and using the fact that $`\mu =B(\mu )h^{(i)}`$ it is easy to check that

$$\begin{array}{cc}\hfill K_j^{,T}& =\hfill \\ & B_j\{_N^1(B(\mu ))\mathrm{}_1^1(B(\mu )\underset{i=2,ij}{\overset{N}{}}h^{(i)}B^1(h^{(j)}))\}\times \hfill \\ & \times B_j^{}_{j1,j}^1(B(\mu )\underset{i=j+1}{\overset{N}{}}h^{(i)})\times \mathrm{}\times B_j^{}_{1,j}^1(B(\mu )\underset{i=2,ij}{\overset{N}{}}h^{(i)})\times \hfill \\ & \mathrm{\Gamma }_{B^1(j)}^{}_{j,N}^{}(B(\mu ))\mathrm{}_{j,j+1}^{}(B(\mu )\underset{i=j+2}{\overset{N}{}}h^{(i)})\times \hfill \\ & \times \left\{_N(B(\mu ))\mathrm{}_1\left(B(\mu )\underset{i=2}{\overset{N}{}}h^{(i)}\right)\right\}.\hfill \end{array}$$

Finally, we have

$$D_j^{,T}=(B_j𝕁_T^{1\mathrm{}N}(\lambda ))^1(B_j_{j,1\mathrm{}j1})q_j^{2\lambda }_{j+1\mathrm{}N,j}^1𝕁_T^{1\mathrm{}N}(\lambda )$$
(6.8)
when applied to $`(V_1\mathrm{}V_N)^𝔩`$. The proof of this last equality is similar to the proof of \[EV2\] (4.10): it is enough to check (6.8) for $`N=3`$, for which it follows from the modified ABRR equation (1.4). This concludes the proof of Theorem 2.4.

## 7 The classical limits

####

Let us now examine the classical limits of Theorems 2.1-4, that is, the behavior of (a suitable renormalization of) the functions $`F_{V_1,\mathrm{},V_N}^T(\lambda ,\mu )`$ when $`\mathrm{}0`$. In that limit, the quantum group $`U_q(𝔤)`$ becomes the usual enveloping algebra $`U(𝔤)`$. We will denote by $`\mathrm{\Phi },_T^c,_T^c,𝕁_T^c,\mathrm{}`$ the classical limits of the operators constructed in Section 2.1, obtained when we replace $`U_q(𝔤)`$ by $`U(𝔤)`$.

####

Let $`V_1,\mathrm{}V_N`$ be finite-dimensional $`U_q(𝔤)`$-modules and let $`V_1^c,\mathrm{}V_N^c`$ be the corresponding $`U(𝔤)`$ modules. Let us fix a generalized Belavin-Drinfeld triple $`(\mathrm{\Gamma }_1,\mathrm{\Gamma }_2,T)`$ and set

$$\mathrm{\Psi }_{V_1,\mathrm{},V_N}^{T,c}=\mathrm{Tr}_{|M_\mu ^c}\left(\mathrm{\Phi }_{\mu ^{}+_{i=2}^Nh^{(i)}}^{V_1^c}\mathrm{}\mathrm{\Phi }_\mu ^{}^{V_N^c}Be^\lambda \right).$$

Also set $`\delta ^T(\lambda )=(\mathrm{Tr}_{|M_\rho ^c}(Be^\lambda ))^1`$. We define the classical limit of the function $`F_{V_1,\mathrm{},V_N}^T(\lambda ,\mu )`$ as

$$F_{V_1,\mathrm{},V_N}^{T,c}(\lambda ,\mu ):=\underset{\mathrm{}0}{\mathrm{lim}}F_{V_1,\mathrm{},V_N}^T(\frac{\lambda }{\mathrm{}},\mu ).$$

The following result is clear from the definitions.

###### Lemma 7.1.

We have

$$\begin{array}{cc}& F_{V_1,\mathrm{},V_N}^{T,c}(\lambda ,\mu )\hfill \\ & =\delta ^T(\lambda )[_N^c(\mu +h^{(1\mathrm{}N)})^1\mathrm{}_1^c(\mu +h^{(1)})^1]\mathrm{\Psi }_{V_1,\mathrm{},V_N}^{T,c}(\lambda ,\mu \rho ).\hfill \end{array}$$

####

The classical analogue of Proposition 3.1 is as follows.

###### Proposition 7.1.

Let $`V`$ be any finite-dimensional $`U(𝔤)`$-module and let $`XU(𝔤)`$.

1. There exists a unique differential operator $`d_X^T`$ acting on functions $`𝔩^{}V^𝔩`$ such that

$$\mathrm{Tr}_{|M_\mu }(\mathrm{\Phi }_\mu ^{}^VXBe^\lambda )=d_X^T\mathrm{Tr}_{|M_\mu }(\mathrm{\Phi }_\mu ^{}^VBe^\lambda ).$$
2. If $`X,Y`$ belong to the center of $`U(𝔤)`$ then $`d_X^Td_Y^T=d_Y^Td_X^T`$.

Unfortunately, there is no convenient classical analogue of the Drinfeld-Reshetikhin construction of central elements in $`U_q(𝔤)`$, and therefore no convenient explicit computation of the operator $`d_X^T`$ in general. However, this can be done when $`X=m_{12}(\mathrm{\Omega })`$ is the quadratic Casimir, which yields the following classical analogue of Theorem 2.1 (which is proved directly in \[ES1\], Theorem 3.2).

###### Theorem 7.1 (\[ES1\]).

The function $`F_{V_1,\mathrm{},V_N}^{T,c}(\lambda ,\mu )`$ satisfies the following second order differential equation :

$$\left(\underset{iI_1}{}\frac{^2}{x_i^2}\underset{l,n=1}{\overset{r}{}}S_T(\lambda )_{|V_lV_n}\right)F_{V_1,\mathrm{}V_N}^{T,c}(\lambda ,\mu )=(\mu ,\mu )F_{V_1,\mathrm{},V_N}^{T,c}(\lambda ,\mu )$$
(7.1)
where $`(x_i)_{iI_1}`$ (resp. $`(x_i)_{iI_2}`$) is an orthonormal basis of $`𝔩`$ (resp. of $`𝔥_0`$) and where

$$\begin{array}{c}\hfill S_T(\lambda )=\underset{\alpha }{}\underset{k=0}{\overset{\mathrm{}}{}}\underset{v=1}{\overset{\mathrm{}}{}}e^{(s+v)(\alpha ,\lambda )}(B^sf_\alpha B^ve_\alpha +B^ve_\alpha B^sf_\alpha )\\ \hfill \underset{iI_2}{}\frac{1C_T}{2}x_i\frac{1C_T}{2}x_i.\end{array}$$

Theorem 7.1 can also be deduced from Theorem 2.1 by expanding powers of $`\mathrm{}`$.

####

The classical limit of Theorem 2.2 are the twisted (trigonometric) KZB equations.

###### Theorem 7.2 (\[ES1\]).

The function $`F_{V_1,\mathrm{},V_N}^{T,c}(\lambda ,\mu )`$ satisfies the following system of differential equations, for $`j=1,\mathrm{}N`$:

$$\begin{array}{cc}\hfill (\underset{iI_1}{}x_{i|V_j}\frac{}{x_i}+& \underset{l>j}{}r_T(\lambda )_{|V_jV_l}\underset{l<j}{}r_T(\lambda )_{|V_lV_j})F^{T,c}_{V_1,\mathrm{},V_N}(\lambda ,\mu )\hfill \\ & =\left((\mu +\frac{1}{2}_𝔥)_{|V_j^{}}+\underset{l=1}{\overset{j1}{}}(\mathrm{\Omega }_𝔥)_{|V_i^{}V_j^{}}\right)F_{V_1,\mathrm{},V_N}^{T,c}(\lambda ,\mu ).\hfill \end{array}$$
(7.2)
This theorem is proved in \[ES1\] but can also be deduced from Theorem 2.2 by expanding in powers of $`\mathrm{}`$.

####

Finally, when $`T`$ is an automorphism of the Dynkin diagram $`\mathrm{\Gamma }`$ we consider classical limits of the dual Macdonald-Ruijsenaars and dual qKZB equations. Let $`W`$ be a $`B`$-invariant finite-dimensional $`𝔤`$-module and let $`𝒟_W^{,T,c}`$ denote the difference operator given by formula (2.7) when $`U_q(𝔤)`$ is replaced by $`U(𝔤)`$.

###### Theorem 7.3.

We have

$$𝒟_W^{,T,c}F_{V_1,\mathrm{},V_N}^{T,c}=\mathrm{Tr}_{|W^{𝔥_0}}(e^\lambda B)F_{V_1,\mathrm{},V_N}^{T,c}.$$

Similarly, let $`K_j^{,T,c}`$ be the classical limit of $`K_j^{,T}`$, i.e the difference operator given by formula (2.9) when $`q=1`$ (and hence $`(\mu )`$ is just the classical exchange matrix evaluated at $`\mu \rho `$, see \[EV3\]).

###### Theorem 7.4.

For $`j=1,\mathrm{}N`$ we have

$$B_{V_j}B_{V_j^{}}^{}F_{V_1,\mathrm{},V_N}^{T,c}=(e^\lambda )_{|V_j}K_j^{,T,c}F_{V_1,\mathrm{},V_j^B,\mathrm{},V_N}^{T,c}.$$

## 8 Extension to Kac-Moody algebras

####

In this section we briefly explain how to adapt the construction of \[ESS\] to Kac-Moody algebras and how to generalize Theorems 2.1-2.4 to this setting.

####

Let $`A=(a_{ij})`$ be a symmetrizable generalized Cartan matrix of size $`n`$ and rank $`l`$. Let $`(𝔥,\mathrm{\Gamma },\stackrel{ˇ}{\mathrm{\Gamma }})`$ be a realization of $`A`$, i.e $`𝔥`$ is a complex vector space of dimension $`2nl`$, $`\mathrm{\Gamma }=\{\alpha _1,\mathrm{}\alpha _n\}𝔥^{}`$ and $`\stackrel{ˇ}{\mathrm{\Gamma }}=\{h_1,\mathrm{}h_n\}𝔥`$ are linearly independent sets and $`\alpha _j,h_i=a_{ij}`$. Let $`𝔤=𝔫_{}𝔥𝔫_+`$ be the Kac-Moody algebra associated to $`A`$, i.e $`𝔤`$ is generated by elements $`e_i`$, $`f_i`$, $`i=1,\mathrm{}n`$ and $`𝔥`$ with relations

$$[e_i,f_j]=\delta _{ij}h_i,[𝔥,𝔥]=0,[h,e_i]=\alpha _i,he_i,[h,f_i]=\alpha _i,hf_i,$$

together with the Serre relations (see \[K\]). Let $`(,)`$ be a nondegenerate invariant bilinear form on $`𝔤`$. Let $`\mathrm{\Omega }_𝔥`$ be the inverse element to the restriction $`(,)`$ to $`𝔥`$. For every root $`\alpha 𝔥^{}`$ we set $`\alpha ^{}=(1\alpha )\mathrm{\Omega }_𝔥`$.

####

Let $`U_q(𝔤)`$ be the quantum Kac-Moody algebra. It is defined by the same relations as in Section 1, where now $`(a_{ij})`$ is the generalized Cartan matrix $`A`$.

#### Construction of the twist.

Let $`(\mathrm{\Gamma }_1,\mathrm{\Gamma }_2,T)`$ be a generalized Belavin-Drinfeld triple. As before we set $`𝔩=\left(_{\alpha \mathrm{\Gamma }_1}(\alpha T\alpha )\right)^{}`$ and $`𝔥_0=𝔩^{}𝔥`$. We will say that $`(\mathrm{\Gamma }_1,\mathrm{\Gamma }_2,T)`$ is nondegenerate if the restriction of $`(,)`$ to $`𝔩`$ is, and we make this assumption from now on. Let $`𝔥_1𝔥`$ (resp. $`𝔥_2𝔥`$) be the subspace spanned by simple roots $`\alpha \mathrm{\Gamma }_1`$ (resp. $`\alpha \mathrm{\Gamma }_2`$).

####

In \[ESS\] we obtained an explicit construction of a twist $`𝒥_T(\lambda )`$ for simple complex Lie algebras. An important observation there was that $`𝔥=𝔥_1+𝔩`$, which makes it is possible to extend $`B`$ to an orthogonal automorphism of $`𝔥`$, and to define maps $`B^{\pm 1}:U_q(𝔟_{})U_q(𝔟_{})`$. However, in general we only have $`𝔥_1+𝔩𝔥`$ but $`𝔥_1+𝔩𝔥`$, and thus it is necessary to modify the construction in \[ESS\], which is done below.
The following lemma is obvious.

###### Lemma 8.1.

There exist unique algebra morphism $`B:U_q(𝔫_{}𝔥_1)U_q(𝔫_{}𝔥_2)`$ and $`B:U_q(𝔫_+𝔥_2)U_q(𝔫_{}𝔥_1)`$ such that $`B(F_\alpha )=F_{T\alpha }`$, $`B(h_\alpha )=h_{T\alpha }`$ if $`\alpha \mathrm{\Gamma }_1`$, $`B(F_\alpha )=0`$ if $`\alpha \mathrm{\Gamma }\mathrm{\Gamma }_1`$, and $`B^1(E_\alpha )=E_{T^1\alpha }`$, $`B^1(h_\alpha )=h_{T^1\alpha }`$ if $`\alpha \mathrm{\Gamma }_2`$, $`B^1(E_\alpha )=0`$ if $`\alpha \mathrm{\Gamma }\mathrm{\Gamma }_2`$.

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Let $`\alpha ,\beta \mathrm{\Gamma }`$. Write $`\alpha \beta `$ if there exists $`l0`$ such that $`T^l(\alpha )=\beta `$. We extend this relation to $`^+\mathrm{\Gamma }`$ by setting $`\alpha \beta `$ if there exists $`\alpha _1,\mathrm{}\alpha _r,\beta _1,\mathrm{}\beta _r\mathrm{\Gamma }`$ such that $`\alpha _i\beta _i`$ for $`i=1,\mathrm{}r`$ and $`\alpha =_i\alpha _i,\beta =_i\beta _i`$. It is easy to see that this relation is transitive, i.e if $`\alpha \beta `$ and $`\beta \gamma `$ then $`\alpha \gamma `$. Set

$$^+\mathrm{\Gamma }_\alpha =\{\sigma ^+\mathrm{\Gamma },\sigma \alpha \},^+\mathrm{\Gamma }_\alpha =\{\sigma ^+\mathrm{\Gamma },\alpha \sigma \}.$$

Now let us consider the space

$$I_T=\underset{\beta \alpha }{}\left(U_q(𝔫_{})[\alpha ]q^{(^+\mathrm{\Gamma }_\alpha )^{}}U_q(𝔫_+)[\beta ]q^{(^+\mathrm{\Gamma }_\beta )^{}}\right)U_q(𝔟_{})U_q(𝔟_+).$$

###### Lemma 8.2.

The space $`I_T`$ is stable under the actions of $`B1`$, $`1B^1`$ and $`Ad(q^{\mathrm{\Omega }_𝔥})`$.

Proof. Note that the actions of $`(B1)`$ and $`(1B^1)`$ are well-defined on $`I_T`$ as $`B(U_q(𝔫_{})[\alpha ])=0`$ if $`\alpha ^+\mathrm{\Gamma }_1`$ and $`B^1(U_q(𝔫_+)[\beta ])=0`$ if $`\beta ^+\mathrm{\Gamma }_2`$. It is clear that $`(B1)I_TI_T`$ and $`(1B^1)I_TI_T`$. The last claim in the Lemma follows easily from the formula

$$Ad(q^{\mathrm{\Omega }_𝔥})(u_\alpha v_\beta )=u_\alpha q^\beta ^{}q^\alpha ^{}v_\beta $$

if $`u_\alpha U_q(𝔫_{})[\alpha ]`$ and $`v_\beta U_q(𝔫_+)[\beta ]`$.$`\mathrm{}`$

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Note that the Cayley transform $`C_T:𝔥_0𝔥_0`$ is still well-defined in the Kac-Moody setting. Set $`Z=\frac{1}{2}((1C_T)1)\mathrm{\Omega }_{𝔥_0}`$. Let $`\overline{I}_T`$ be the completion of $`I_T`$ with respect to the principal gradings in $`U_q(𝔟_\pm )`$ and let $`\overline{I}_T^{}`$ be the subspace consisting of elements of strictly negative degree in the first component and strictly positive degree in the second component.

###### Theorem 8.1.

There exists a unique element $`𝒥_T^0(\lambda ):𝔩^{}(1+\overline{I}_T^{})^𝔩`$ such that

$$^{21}q_1^{2\lambda }B_1𝒥_T^0(\lambda )=𝒥_T^0(\lambda )q_1^{2\lambda }q^{\mathrm{\Omega }_𝔥}.$$
(8.1)
Moreover $`𝒥_T(\lambda ):=𝒥_T^0(\lambda )q^Z`$ satisfies the 2-cocycle relation

$$𝒥_T^{12,3}(\lambda )𝒥_T^{12}(\lambda +\frac{1}{2}h^{(3)})=𝒥_T^{1,23}(\lambda )𝒥_T^{23}(\lambda \frac{1}{2}h^{(1)}).$$

Proof. The first statement is proved exactly as in \[ESS\]. We write $`𝒥_T^0(\lambda )=1+_{ji}𝒥_T^{0,i}(\lambda )`$ where $`𝒥_T^{0,i}(\lambda )`$ has degree $`i`$ in the first component. Then (8.1) is equivalent to a system of equations labelled by $`j1`$

$$Ad(q^{\mathrm{\Omega }_𝔥}q_1^{2\lambda })B_1𝒥_T^{0,j}(\lambda )=𝒥_T^{0,j}(\lambda )+\mathrm{}$$

where $`\mathrm{}`$ stands for terms involving $`𝒥_T^{0,i}(\lambda )`$ with $`i<j`$. But the operator $`Ad(q^{\mathrm{\Omega }_𝔥}q_1^{2\lambda })B_11`$ is invertible on $`I_T^𝔩`$ for generic $`\lambda `$ and $`𝒥_T^{0,j}(\lambda )`$ can be computed recursively.
The second claim is proved as \[ESS\], Section 4. We consider the three components versions of (8.1)

$$^{21}^{31}q_1^{2\lambda }B_1X_T^0(\lambda )=X_T^0(\lambda )q_{12}^{\mathrm{\Omega }_𝔥}q_{13}^{\mathrm{\Omega }_𝔥},$$
(8.2)
$$^{32}^{21}q_3^{2\lambda }B_3^1X_T^0(\lambda )=X_T^0(\lambda )q_{12}^{\mathrm{\Omega }_𝔥}q_{13}^{\mathrm{\Omega }_𝔥},$$
(8.3)
acting on (a suitable completion of) the space

$$\underset{\alpha ,\beta ,\gamma }{}\left(U_q(𝔫_{})[\alpha ]q^{(^+\mathrm{\Gamma }_\alpha )^{}}U_q(𝔤)[\beta ]U_q(𝔫_+)[\gamma ]q^{(^+\mathrm{\Gamma }_\gamma )^{}}\right)$$

where the sum runs over all triples $`(\alpha ,\beta ,\gamma )`$ such that $`\beta `$ can be written as $`\beta =\beta ^+\beta ^{}`$ where $`\beta ^++\gamma \beta ^{}+\alpha `$. It is not difficult to show that $`(𝒥_T^0(\lambda ))^{1,23}\mathrm{Ad}q_{1,23}^Z(𝒥_T^0(\lambda +\frac{1}{2}h^{(1)}))^{23}`$ and $`(𝒥_T^0(\lambda ))^{12,3}\mathrm{Ad}q_{12,3}^Z(𝒥_T^0(\lambda +\frac{1}{2}h^{(3)}))^{12}`$ are two solutions of (8.2) and (8.3) with the same degree zero terms (in component $`1`$ or in component $`3`$). This implies that they are equal (see \[ESS\], Lemma 4.3).$`\mathrm{}`$

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Now let $`V_1,\mathrm{},V_N`$ be $`U_q(𝔤)`$-modules from the category $`𝒪`$. Define the renormalized twisted traces functions $`F_{V_1,\mathrm{},V_N}^T(\lambda ,\mu )`$ in the same way as in Section 2. Note that all the operators $`𝒥_T(\lambda )`$, $`_T(\lambda )`$, $`_T(\lambda )`$,… are well-defined on any module from the category $`𝒪`$ when considered as formal powers series in $`q^{2(\lambda ,\mu )}[[q^{(\lambda ,\alpha _i)},q^{(\mu ,\alpha _i)}]]`$, $`\alpha _i\mathrm{\Gamma }`$. Operators $`𝒟_W`$ for affine algebras $`𝔤`$ are defined in some particular situation in \[E3\].

###### Theorem 8.2.

The function $`F_{V_1,\mathrm{},V_N}^T(\lambda ,\mu )`$ satisfies the following difference equation for all $`j=1,\mathrm{},N`$ :

$$F_{V_1,\mathrm{},V_N}^T(\lambda ,\mu )=(D_j^TK_j^T)F_{V_1,\mathrm{},V_N}^T(\lambda ,\mu )$$
(8.4)
where $`D_j^T`$ and $`K_j^T`$ are defined by (2.4) and (2.5).

###### Theorem 8.3.

Let $`T`$ be an automorphism of $`\mathrm{\Gamma }`$. The functions $`F_{V_1,\mathrm{},V_N}^T(\lambda ,\mu )`$ satisfy the following difference equation for each $`j=1\mathrm{},N`$ :

$$B_{V_j}B_{V_j^{}}^{}F_{V_1,\mathrm{},V_j,\mathrm{},V_N}^T(\lambda ,\mu )=(D_j^{,T}K_j^{,T})F_{V_1,\mathrm{},V_j^B,\mathrm{},V_N}^T(\lambda ,\mu ),$$
(8.5)
where $`D_j^{,T}`$ and $`K_j^{,T}`$ are defined by (2.9).

The above two theorems are proved in the same way as Theorems 2.2 and 2.4 respectively.

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Similarly, let $`W`$ be an integrable highest weight $`U_q(𝔤)`$-module (resp. a $`B`$-invariant integrable highest weight $`U_q(𝔤)`$-module) and let $`V_1,\mathrm{},V_N`$ be $`U_q(𝔤)`$-modules from the category $`𝒪`$.

###### Theorem 8.4.

$$𝒟_W^TF_{V_1,\mathrm{},V_N}^T(\lambda ,\mu )=\chi _W(q^{2\mu })F_{V_1,\mathrm{},V_N}^T(\lambda ,\mu ),$$
(8.6)
where $`𝒟_W^T`$ is defined by (2.2).

###### Theorem 8.5.

Let $`T`$ be an automorphism of $`\mathrm{\Gamma }`$. Then

$$𝒟_W^{,T}F_{V_1,\mathrm{},V_N}^T(\lambda ,\mu )=\mathrm{Tr}_{|W^{𝔥_0}}(q^{2\lambda }B)F_{V_1,\mathrm{},V_N}^T(\lambda ,\mu ),$$
(8.7)
where $`𝒟_W^{,T}`$ is defined by (2.7).

The proof of the above two theorems is the same as in the finite-dimensional case.

#### Remark.

The integrability condition on the module $`W`$ is not essential.

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The classical limits of Theorems 8.2-8.5 are analogous to the the corresponding classical limits of Theorems 2.1-2.4 in Section 7.

Acknowledgments

The first author was partially supported by the NSF grant DMS-9700477. The work of both authors was partly done when they were employed by the Clay Mathematics Institute as CMI Prize Fellows. O.S. would like to thank the MIT mathematics department for its hospitality.

Pavel Etingof, MIT Mathematics Dept., 77 Massachusetts Ave., CAMBRIDGE 02139 MA., USA
etingof@math.mit.edu
Olivier Schiffmann, MIT Mathematics Dept., 77 Massachusetts Ave., CAMBRIDGE 02139 MA., USA
schiffma@math.mit.edu.