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# The orthogonality and 𝑞KZB-heat equation for traces of 𝑈_𝑞(𝔤)-intertwiners

## 1. Introduction

This paper is motivated by the previous papers \[FTV1, FTV2, FV1, FV2, FV3, EV2\].

Let $`V_1,\mathrm{},V_n`$ be finite dimensional representations of $`U_q(sl_2)`$. In the papers \[FTV1, FTV2\], G. Felder, V.Tarasov, and the second author introduced the function $`u_{V_1,\mathrm{},V_n}(\lambda ,\mu ,\tau ,p,q,z_1,\mathrm{},z_n)`$ with values in $`\mathrm{End}((V_1\mathrm{}V_n)[0])`$, which is a q-deformation of a conformal block of the $`sl_2`$-Wess-Zumino-Witten conformal field theory on an elliptic curve with $`n`$ punctures. Namely, $`u`$ is defined by a q-deformed version of the explicit integral representation of conformal blocks on an elliptic curve. If $`n=1`$, and $`V_1=L_{2m}`$ is the representation with highest weight $`2m`$ (of dimension $`2m+1`$), then the function $`u`$ is independent of $`z_1`$ and scalar valued; it is denoted by $`u_m(\lambda ,\mu ,\tau ,p,q)`$.

It is shown in \[FTV1, FTV2\] that the function $`u`$ satisfies the qKZB difference equations, their dual version, and the symmetry with respect to the permutation $`(\lambda ,\tau )(\mu ,p)`$. Later G.Felder and the second author showed in \[FV2\] that for $`m=1`$ the function $`u_m`$ satisfies the orthogonality relation and the qKZB-heat equation. The latter is a q-deformation of the usual Knizhnik-Zamolodchikov-Bernard (KZB) heat equation for conformal blocks. However, for $`m>1`$ the qKZB-heat equation still remains a conjecture, and the higher rank case is yet to be worked out.

In order to understand the mysterious nature of the function $`u`$ and in particular to answer the above questions, we proposed in \[EV2\] to study the representation theoretic meaning of $`u`$. More specifically, since conformal blocks on an elliptic curve are known to be (weighted) traces of products of intertwining operators for affine algebras, we conjectured that the function $`u`$ is obtained by taking a similar trace for the quantum affine algebra, and checked this conjecture in the trigonometric limit.

More precisely, to every collection of finite dimensional representations $`V_1,\mathrm{},V_n`$ of the quantum group $`U_q(𝔤)`$, we attached the trace function $`F^{V_1,\mathrm{},V_n}(\lambda ,\mu )`$, which depends on two complex weights $`\lambda ,\mu `$ of $`𝔤`$ and the parameter $`q`$, and takes values in $`\mathrm{End}(V_1\mathrm{}V_n)[0]`$, the endomorphism algebra of the zero weight space of $`V`$. This function is by definition a suitably renormalized weighted trace in a Verma module of a product of intertwining operators. The main results of \[EV2\] are that the trace functions satisfy the Macdonald-Ruijsenaars and the qKZB equations, their dual versions, and the symmetry identity, and also that for $`𝔤=sl_2`$ and $`V=L_{2m}`$, the function $`F^V`$ (up to simple renormalizations) coincides with the limit of $`u_m`$ as $`p`$ and $`\tau `$ go to infinity.

In this paper we continue the study of the trace functions for $`U_q(𝔤)`$ (for $`n=1`$), and show that they satisfy the orthogonality relation and the qKZB-heat equation. We also define the integral transform with kernel $`F^V(\lambda ,\mu )`$. In the special case $`V=`$, this integral transform specializes to the usual Fourier transform, while for $`𝔤=sl_n`$, $`V=S^{kn}^n`$ its symmetrized version is the Cherednik’s difference Fourier transform for type $`A`$ \[Ch2\]. The orthogonality relation can be understood as the statement that the inverse to the integral transform with kernel $`F^V(\mu ,\lambda )`$ is the integral transform with the kernel $`F^V(\lambda ,\mu )Q_V(\mu \rho )`$ (where $`Q`$ is the contracted fusion operator, see \[EV2\]), which generalizes the standard “self-duality” property of the Fourier and Cherednik transforms. For $`𝔤=sl_2`$, these results are the trigonometric degenerations of the statements conjectured in \[FV2\], and proved in the case when $`V`$ is 3-dimensional.

We also establish the orthogonality relation and qKZB-heat equation for trace functions obtained by taking traces in finite dimensional representations (rather than Verma modules). In the case $`𝔤=sl_n`$ and $`V=S^{kn}^n`$, these functions are Macdonald polynomials of type $`A`$ \[M\], the orthogonality relation reduces to the Macdonald inner product identities, and the qKZB-heat equation coincides with the q-Macdonald-Mehta identity, proved by Cherednik \[Ch1\].

These results can be easily generalized to the case $`n>1`$, using the techniques of \[EV2\]. We will not discuss this generalization.

The structure of the paper is as follows. In Section 2 we recall the basics about quantum groups, the definition of trace functions from \[EV2\], and formulate our main results – the orthogonality and the q-KZB heat equation. We also reformulate the orthogonality relation as an inversion formula for a generalized Fourier transform, similarly to how it was done in \[FV2\] for the function $`u_m`$. Finally, we state the self-adjointness of Macdonald-Ruijsenaars operators, and the qKZB heat equation with integration over a real cycle. The rest of the paper is devoted to the proof of these statements. Namely, in Section 3 we recall from \[EV3\] the definition of the dynamical Weyl group and the dynamical Weyl group symmetry for trace functions; this fact is vital for the proof of the main results. In Section 4 we prove the orthogonality relation and the qKZB-heat equation for traces in finite dimensional modules, using the techniques of the paper \[EKi1\]; besides of their independent interest, these results are used in the proof of the main results of Section 2. In Section 5, we show that the integrals considered in Section 2 are independent on the Weyl chamber in which the cycle of integration is situated; this is an important technical ingredient in the proof. In Section 6 we prove the orthogonality relation. In Section 7 we prove the qKZB heat equation. In Section 8 we prove the properties of integral transforms. Finally, in Section 9 we prove the self-adjointness of Macdonald-Ruijsenaars operators, and the qKZB heat equation with integration over a real cycle.

We expect that the techniques of this paper can be extended to the case when a finite dimensional Lie algebra $`𝔤`$ is replaced with the affine Lie algebra $`\widehat{𝔤}`$, similarly to how the results of \[EV2\] were extended to the affine case in \[ESV\]. This would allow us to prove the orthogonality and qKZB-heat equation for trace functions of quantum affine algebras, and finally show (at least for $`m=1`$) that the function $`u_m`$ from \[FV2\] is the trace function for $`U_q(\widehat{sl_2})`$ (up to renormalizations). This is a subject of future research.

Acknowledgments. It is our joy to dedicate this paper to the 90-th birthday of Izrail Moiseevich Gelfand. He played a major role in the mathematical lives of both authors. He also pioneered the idea to study special functions by means of representation theory, of which this paper is an example.

The first author’s work was partially supported by the NSF grant DMS-9988796, and done in part for the Clay Mathematics Institute. The second author’s work was partially supported by the NSF grant DMS-9801582. The authors thank S. Tyurina for help in preparation of the paper.

## 2.  Trace functions for $`U_q(𝔤)`$

### 2.1. Lie algebras and quantum groups

Let $`𝔤`$ be a simple Lie algebra over $``$ with root space decomposition $`𝔤=𝔥(_{\alpha \mathrm{\Sigma }}𝔤_\alpha )`$ where $`\mathrm{\Sigma }𝔥^{}`$ is the set of roots.

Fix a system of simple roots $`\alpha _1,\mathrm{},\alpha _r`$. Let $`\mathrm{\Sigma }_\pm `$ be the set of positive (negative) roots. Let $`𝔫_\pm =_{\alpha \mathrm{\Sigma }_\pm }𝔤_\alpha `$. Then $`𝔤=𝔫_+𝔥𝔫_{}`$.

Let $`(,)`$ be an invariant bilinear form on $`𝔤`$. The form gives rise to a natural identification $`𝔥𝔥^{}`$, which we will sometimes use to make no distinction between $`𝔥`$ and $`𝔥^{}`$. This identification allows us to define a scalar product on $`𝔥^{}`$. We assume that the form is normalized so that $`(\alpha ,\alpha )=2`$ for short roots. We use the same notation $`(,)`$ for the pairing $`𝔥𝔥^{}`$.

We denote by $`𝔥_{}`$ (resp. $`𝔥_{}^{}{}_{}{}^{}`$ ) the real subspace of $`𝔥`$ (resp. $`𝔥^{}`$). The form $`(,)`$ is positive definite on $`𝔥_{}`$.

We use the notation:

$`Q=_{i=1}^r\alpha _i`$ \- the root lattice;

$`Q_+=_{i=1}^r_0\alpha _i`$;

$`Q^{}=_{i=1}^r\alpha _i^{}`$ \- the dual root lattice, where $`\alpha ^{}=2\alpha /(\alpha ,\alpha )`$;

$`P=\{\lambda 𝔥|(\lambda ,\alpha _i^{})\}`$ \- the weight lattice;

$`P_+=\{\lambda 𝔥|(\lambda ,\alpha _i^{})_0\}`$ \- the cone of dominant integral weights;

$`\omega _iP_+`$ \- fundamental weights: $`(\omega _i,\alpha _j^{})=\delta _{ij}`$;

$`\rho =\frac{1}{2}_{\alpha \mathrm{\Sigma }_+}\alpha =_{i=1}^r\omega _i`$;

Define a partial order on $`𝔥`$ putting $`\mu <\lambda `$ if $`\lambda \mu Q_+`$.

A vector $`\lambda `$ in $`𝔥_{}`$ or $`𝔥_{}^{}{}_{}{}^{}`$ will be called big if $`|(\lambda ,\alpha _i)|>>\mathrm{\hspace{0.17em}0}`$ for $`i=1,\mathrm{},r`$. More precisely, a statement holds for big $`\lambda `$ if there exists a constant $`K`$ (possibly depending on some previously fixed data) such that it holds for $`\lambda `$ satisfying the inequalities $`|(\lambda ,\alpha _i)|>K`$ for all $`i`$.

Let $`s_i:𝔥^{}𝔥^{}`$ denote the i-th simple reflection, defined by

$$s_i\lambda =\lambda (\alpha _i^{},\lambda )\alpha _i.$$

Let $`𝕎`$ be the Weyl group, generated by $`s_1,\mathrm{},s_r`$. For an element $`w𝕎`$, denote by $`l(w)`$ the length of the minimal (reduced) presentation of $`w`$ as a product of generators $`s_1,\mathrm{},s_r`$.

We will also consider the “dot” action of the Weyl group on $`𝔥^{}`$ defined by

$$wv=w(v+\rho )\rho .$$

Let $`(a_{ij})`$ be the Cartan matrix of $`𝔤`$. Let $`d_i`$ be the relatively prime positive integers such that $`(d_ia_{ij})`$ is a symmetric matrix. Let $`e_i,f_i,h_i`$ be the Chevalley generators of $`𝔤`$.

Let $`\kappa `$ be a purely imaginary number, Im $`\kappa <0`$, and $`q=e^{\frac{\pi i}{\kappa }}`$, $`0<q<1`$. For any operator $`A`$, we denote $`e^{\frac{\pi i}{\kappa }A}`$ by $`q^A`$.

Let $`U_q(𝔤)`$ be the Drinfeld-Jimbo quantum group corresponding to $`𝔤`$. Namely, $`U_q(𝔤)`$ is a Hopf algebra with generators $`E_i,F_i`$, $`i=1,\mathrm{},r`$, $`q^h`$, $`h𝔥`$, with relations:

$$q^{x+y}=q^xq^y\text{for}x,y𝔥,q^0=1,q^hE_jq^h=q^{\alpha _j(h)}E_i,q^hF_jq^h=q^{\alpha _j(h)}F_i,$$

$$E_iF_jF_jE_i=\delta _{ij}\frac{q^{d_ih_i}q^{d_ih_i}}{q^{d_i}q^{d_i}},$$

$$\underset{k=0}{\overset{1a_{ij}}{}}(1)^k\left[\begin{array}{c}1a_{ij}\\ k\end{array}\right]_{q_i}E_i^{1a_{ij}k}E_jE_i^k=0,ij,$$

$$\underset{k=0}{\overset{1a_{ij}}{}}(1)^k\left[\begin{array}{c}1a_{ij}\\ k\end{array}\right]_{q_i}F_i^{1a_{ij}k}F_jF_i^k=0,ij.$$

where $`q_i=q^{d_i}`$ and we used the notation

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

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

$$\mathrm{\Delta }(E_i)=E_iq^{d_ih_i}+1E_i,\mathrm{\Delta }(F_i)=F_i1+q^{d_ih_i}F_i,\mathrm{\Delta }(q^h)=q^hq^h,$$

$$S(E_i)=E_iq^{d_ih_i},S(F_i)=q^{d_ih_i}F_i,S(q^h)=q^h,$$

$$ϵ(E_i)=ϵ(F_i)=0,ϵ(q^h)=1.$$

### 2.2.  Intertwiners and trace functions

Let $`M_\mu `$ be the Verma module over $`U_q(𝔤)`$ with highest weight $`\mu `$ and highest weight vector $`x_\mu `$. Let $`V`$ be a finite dimensional representation of $`U_q(𝔤)`$, and $`vV`$ a vector of weight $`\mu _v`$. It is well known that for generic $`\mu `$ there exists a unique intertwining operator $`\mathrm{\Phi }_\mu ^v:M_\mu M_{\mu \mu _v}V`$ such that $`\mathrm{\Phi }_\mu ^vx_\mu =x_{\mu \mu _v}v+l.o.t.`$ (here l.o.t. denotes the lower order terms, i.e. the terms of smaller weight in the first component). It is useful to consider the “generating function” of such operators, $`\mathrm{\Phi }_\mu ^V\text{Hom}_{}(M_\mu ,_\mu M_\nu VV^{})`$, defined by

$$\mathrm{\Phi }_\mu ^V=\underset{vB}{}\mathrm{\Phi }_\mu ^vv^{},$$

where the summation is over a homogeneous basis $`B`$ of $`V`$, and $`v^{}`$ are elements of the dual basis.

For $`vV`$ consider

(1)
$$\mathrm{\Psi }^v(\lambda ,\mu )=\text{Tr}|_{M_\mu }(\mathrm{\Phi }_\mu ^vq^{2\lambda }),$$

a formal power series in $`V[0]q^{2(\lambda ,\mu )}[[q^{2(\lambda ,\alpha _1)},\mathrm{},q^{2(\lambda ,\alpha _r)}]]`$. This series converges (in a suitable region of values of parameters) to a function of the form $`q^{2(\lambda ,\mu )}f(\lambda ,\mu )`$, where $`f`$ is a rational function in $`q^{2(\lambda ,\alpha _i)}`$ and $`q^{2(\mu ,\alpha _i)}`$, which is a finite sum of products of functions of $`\lambda `$ and functions of $`\mu `$ (\[ESt\],\[EV2\]). This function is called the trace function.

The universal trace function with values in $`V[0]V^{}[0]`$ is the function

$`\mathrm{\Psi }^V(\lambda ,\mu )={\displaystyle \underset{vB}{}}\mathrm{\Psi }^v(\lambda ,\mu )v^{}.`$
We have $`\mathrm{\Psi }^V(\lambda ,\mu )=\text{Tr}(\mathrm{\Phi }_\mu ^Vq^{2\lambda })`$. We will consider the universal trace function as a function of $`\lambda ,\mu `$ with values in $`\text{End}(V[0])`$.

Example 1. Let $`𝔤=sl_2`$. In this case we represent weights by complex numbers, so that the unique fundamental weight corresponds to $`1`$. Let $`V=L_2`$ be the irreducible 3-dimensional representation. Then

$$\mathrm{\Psi }^V(\lambda ,\mu )=\frac{q^{\lambda \mu }}{1q^{2\lambda }}\left(1+(q^2q^2)\frac{q^{2\lambda }}{(1q^{2\mu })(1q^{2(\lambda 1)})}\right).$$

(Since $`V[0]`$ is 1-dimensional, we view $`\mathrm{\Psi }_V`$ as a scalar function).

Let $`V,W`$ be finite dimensional representations of $`U_q(𝔤)`$. The fusion matrix is the operator $`J_{WV}(\mu ):WVWV`$ defined by the formula

$$(\mathrm{\Phi }_{\mu \mu _v}^w1)\mathrm{\Phi }_\mu ^v=\mathrm{\Phi }_\mu ^{J_{WV}(\mu )(wv)},$$

see \[EV1\]. The exchange matrix $`R_{VW}(\lambda )`$ is defined by the formula

$$R_{VW}(\lambda ):=J_{VW}(\lambda )^1_{WV}^{21}J_{WV}^{21}(\lambda ),$$

where $`_{WV}`$ is the R-matrix acting on $`WV`$.

The universal fusion matrix $`J(\lambda )`$ takes values in a completion of $`U_q(𝔤)U_q(𝔤)`$ and gives $`J_{VW}(\lambda )`$ when evaluated in representations $`V`$, $`W`$. The universal exchange matrix is defined by the formula $`R(\lambda ):=J(\lambda )^1^{21}J^{21}(\lambda )`$, where $``$ is the universal R-matrix of $`U_q(𝔤)`$.

If $`J(\lambda )=_ia_ib_i`$ is the universal fusion matrix, set $`Q(\lambda )=_iS^1(b_i)a_i`$, where $`S`$ is the antipode. This sum defines an operator $`Q_V(\lambda ):VV`$ invertible for generic $`\lambda `$.

Let

$$\delta _q(\lambda )=\underset{\alpha >0}{}(q^{(\lambda ,\alpha )}q^{(\lambda ,\alpha )})$$

be the Weyl denominator.

Introduce the renormalized trace function

$$F^V(\lambda ,\mu )=\delta _q(\lambda )\mathrm{\Psi }^V(\lambda ,\mu \rho )Q_V^1(\mu \rho ).$$

Let $`V^{}`$ be the space dual to $`V`$ with the $`U_q(𝔤)`$ module structure defined by the antipode. We have the following symmetry property \[EV2\],

(2) $`F^V^{}(\lambda ,\mu )^{}=F^V(\mu ,\lambda )`$
where the values of both functions are regarded as linear operators on $`V[0]`$.

The following lemma describes the location of poles of $`F^V(\lambda ,\mu )`$.

###### Lemma 2.1.

The poles of the function $`F^V(\lambda ,\mu )`$ with respect to $`\lambda `$ are simple, and the divisor of poles is contained in the union of hyperplanes defined by $`[(\lambda ,\alpha )k(\alpha ,\alpha )/2]_q=0`$, where $`k=1,2,\mathrm{},N`$, with $`N=N(V),`$ and $`\alpha \mathrm{\Sigma }_+`$.

###### Proof.

The lemma follows from Proposition 6.3 in \[EV2\]. ∎

Example 2. Let $`𝔤=sl_2`$ and let $`V=L_2`$ be the 3-dimensional irreducible representation. Then

$$F^V(\lambda ,\mu )=q^{\lambda \mu }\frac{q^{2(\lambda +\mu )}q^{2\lambda 2}q^{2\mu 2}+1}{(1q^{2\lambda 2})(1q^{2\mu 2})}.$$

Notice that the renormalized trace function is symmetric in $`\lambda `$ and $`\mu `$.

More generally, let $`V=L_{2m}`$. Then according to \[EV2\], formula (7.20),

$`F^V(\lambda ,\mu )`$ $`=`$ $`q^{\lambda \mu }{\displaystyle \underset{j=1}{\overset{m}{}}}{\displaystyle \frac{q^{2\mu 2j}1}{q^{2\mu 2j+2}q^{2m}}}`$
$`\times `$ $`{\displaystyle \underset{l=0}{\overset{m}{}}}q^{2m+l(l1)/2}(qq^1)^l{\displaystyle \frac{[m+l]_q!}{[l]_q![ml]_q!}}{\displaystyle \frac{q^{2l\lambda }}{_{j=1}^l(1q^{2(\mu +j)})_{j=1}^l(1q^{2(\lambda j)})}},`$
This function is symmetric in $`\lambda `$ and $`\mu `$, although it is not obvious from the formula.

Example 3. Let $`𝔤=sl_n`$, $`V=S^{kn}^n`$. In this case, $`V[0]`$ is 1-dimensional, and $`F^V(\lambda ,\mu )`$ is the Macdonald function studied in \[ESt\] and \[Cha\].

### 2.3. Main results

For $`\xi 𝔥_{}^{}{}_{}{}^{}`$ consider the imaginary subspace $`C_\xi =\xi +i𝔥_{}^{}{}_{}{}^{}`$ in $`𝔥^{}`$. This subspace is invariant with respect to translations by $`\kappa Q^{}`$. The quotient $`C_\xi /\kappa Q^{}`$ is a torus. The theorems formulated below involve integration of functions over $`C_\xi `$ and over the torus $`C_\xi /\kappa Q^{}`$. The integration will be performed with respect to translation invariant measures. Abusing notation, we will denote translation invariant measures on $`C_\xi `$ and $`C_\xi /\kappa Q^{}`$ by the same symbol $`d\lambda `$. The normalization of these measures is as follows. The measure $`d\lambda `$ on $`C_\xi /\kappa Q^{}`$ is normalized by the condition

$$_{C_\xi /\kappa Q^{}}𝑑\lambda =\mathrm{\hspace{0.17em}1},$$

while the measure $`d\lambda `$ on $`C_\xi `$ is normalized so that

$$_{C_\xi }q^{(\lambda ,\lambda )}𝑑\lambda =1.$$

This agreement is convenient because it allows one to get rid of normalization constants. It will be kept throughout the paper. We warn the reader that with these normalizations, the direct image of the measure $`d\lambda `$ on $`C_\xi `$ is not equal to the measure $`d\lambda `$ on $`C_\xi /\kappa Q^{}`$, but is only proportional to it with some proportionality coefficient $`C`$, whose value is easy to compute but irrelevant to us.

We now state the main results of this paper. Notice that the function $`q^{2(\lambda ,\mu )}F^V(\lambda ,\mu )`$, considered as a function of $`\lambda `$ ( or as a function of $`\mu `$) and being restricted to $`C_\xi `$, is $`\kappa Q^{}`$ periodic.

###### Theorem 2.2.

(Orthogonality)

Let $`V`$ be a finite dimensional $`U_q(𝔤)`$ module. Assume that $`\mu ,\nu ,\xi 𝔥_{}^{}{}_{}{}^{}`$ are such that $`\mu \nu `$ belongs to the weight lattice $`P`$ and $`\xi `$ is big. Then

$`{\displaystyle _{C_\xi /\kappa Q^{}}}F^V(\mu ,\lambda )F^V(\lambda ,\nu )𝑑\lambda =\delta _{\mu ,\nu }Q_V^1(\mu \rho ).`$
###### Theorem 2.3.

(qKZB-heat Equation)

Let $`V`$ be a finite dimensional $`U_q(𝔤)`$ module. Assume that $`\mu ,\nu ,\xi `$ lie in $`𝔥_{}^{}{}_{}{}^{}`$, and $`\xi `$ is big. Then

$`{\displaystyle _{C_\xi }}F^V(\mu ,\lambda )F^V(\lambda ,\nu )q^{(\lambda ,\lambda )}d\lambda =q^{(\mu ,\mu )+(\nu ,\nu )}F^V(\mu ,\nu ).`$
Remark 1. If $`V`$ is the trivial representation, then $`F^V(\lambda ,\mu )=q^{2(\lambda ,\mu )}`$, and Theorems 2.2 and 2.3 are obvious.

Remark 2. For $`𝔤=sl_2`$ the trace functions are given explicitly in Example 2 of Section 2.2. Even in that case, Theorem 2.2 and especially Theorem 2.3 are rather nontrivial integral identities. More specifically, as seen from Example 2 above, the function $`F^V`$ for $`V=L_{2m}`$ is a sum of $`m+1`$ products. So the left hand side of formulas in Theorems 2.2 and 2.3 is a sum of $`(m+1)^2`$ integrals, while the right hand side is a single product (or zero) in Theorem 2.2, and a sum of $`m+1`$ products in Theorem 2.3. Moreover, a careful computation shows that each of the $`(m+1)^2`$ individual integrals on the left hand side of Theorem 2.3 is non-elementary, and an elementary answer on the right hand side is obtained only as a result of cancellation.

### 2.4. Integral transforms

For $`\xi ,\eta 𝔥_{}^{}{}_{}{}^{}`$ consider the imaginary subspace $`C_\xi =\xi +i𝔥_{}^{}{}_{}{}^{}`$ in $`𝔥^{}`$ and the real subspace $`D_\eta =i\eta +𝔥_{}^{}{}_{}{}^{}`$.

Let $`𝒮(C_\xi )`$ and $`𝒮(D_\eta )`$ be the Schwartz spaces of functions on $`C_\xi `$ and $`D_\eta `$ respectively. Introduce the spaces $`𝒮_\eta (C_\xi )=\{\varphi :C_\xi |q^{2i(\eta ,\lambda )}\varphi (\lambda )S(C_\xi )\},`$ $`𝒮_\xi (D_\eta )=\{\varphi :D_\eta |q^{2(\xi ,\mu )}\varphi (\mu )S(E_\eta )\}`$. Obviously, these spaces are canonically isomorphic to $`𝒮_\eta (C_\xi ),𝒮_\xi (D_\eta )`$. The modified Fourier transform $`f(\lambda )\widehat{f}(\mu ):=_{C_\xi }q^{2(\lambda ,\mu )}f(\lambda )𝑑\lambda `$ defines an isomorphism $`𝒮_\eta (C_\xi )𝒮_\xi (D_\eta )`$. The inverse transform $`g(\mu )g^{}(\lambda )`$ is given by the formula $`g^{}(\lambda )=_{D_\eta }q^{2(\lambda ,\mu )}g(\mu )𝑑\mu `$. This fixes uniquely a normalization of the Lebesgue measure $`d\mu `$ on $`D_\eta `$, which will be used from now on.

For a finite dimensional $`U_q(𝔤)`$ module $`V`$ consider the function $`F^V(\lambda ,\mu )`$. Consider two integral transformations

(3) $`K_{\text{Im}}^V:𝒮_\eta (C_\xi )V[0]`$ $``$ $`𝒮_\xi (D_\eta )V[0],`$
$`f(\lambda )`$ $``$ $`{\displaystyle _{C_\xi }}F^V(\mu ,\lambda )f(\lambda )𝑑\lambda ,`$
and

(4) $`K_{\text{Re}}^V:𝒮_\xi (D_\eta )V[0]`$ $``$ $`𝒮_\eta (C_\xi )V[0],`$
$`f(\lambda )`$ $``$ $`{\displaystyle _{D_\eta }}F^V(\lambda ,\mu )Q(\mu \rho )f(\mu )𝑑\mu `$
###### Theorem 2.4.

Assume that $`\xi 𝔥_{}`$ is big and $`\eta 𝔥_{}`$ is generic. Then the integral transforms are well defined, continuous in the Schwartz topology, and are inverse to each other,

$$K_{\text{Im}}^VK_{\text{Re}}^V=\text{Id},K_{\text{Re}}^VK_{\text{Im}}^V=\text{Id}.$$

The proof of Theorem 2.4 occupies Section 8.

### 2.5. Self-adjointness of the Macdonald-Ruijsenaars operators

One of the basic facts of Macdonald’s theory is that Macdonald’s operators are self-adjoint. It turns out that a similar statement holds for the Macdonald-Ruijsenaars operators introduced in \[EV2\].

Namely, consider the algebra $`𝔻`$ of scalar difference operators. This algebra is generated by meromorphic functions $`y(\lambda )`$ on $`𝔥^{}`$ and elements $`T_\beta `$ with defining relation

$`T_\beta y(\lambda )=y(\lambda +\beta )T_\beta .`$
The algebra $`𝔻`$ acts the space of functions on $`𝔥^{}`$: functions act by multiplication, and $`T_\beta f(\lambda )=f(\lambda +\beta )`$.

Let $`V`$ be a finite dimensional $`U_q(𝔤)`$-module, and consider the algebra $`𝔻_V=𝔻\mathrm{End}V[0].`$ Define an anti-homomorphism $`𝔻_V𝔻_V^{}`$ as follows: $`\varphi (\lambda )^{}=\varphi (\lambda )`$ for scalar functions, $`T_\beta ^{}=T_\beta `$, and $`AA^{}`$ for $`A\mathrm{End}V^{}[0].`$ It is obvious that for $`L𝔻_V`$, the operator $`L^{}`$ is the formal adjoint of $`L`$ with respect to the inner product $`f,g:=(f(\lambda ),g(\lambda ))𝑑\lambda `$. (We are not specifying the contour of integration since it is not important for computing the formal adjoint).

Let $`𝒟_{U,V}𝔻_V`$ be the Macdonald-Ruijsenaars operator corresponding to the representation $`U`$ of $`U_q(𝔤)`$ (see \[EV2\]). Namely, $`𝒟_{U,V}`$ is the difference operator acting on functions of $`\lambda `$ with values in $`V[0]`$, which is defined by the formula

$`(𝒟_{U,V}f)(\lambda )={\displaystyle \underset{\nu }{}}\mathrm{Tr}|_{U[\nu ]}(R_{UV}(\lambda \rho ))f(\lambda +\nu ).`$
According to \[EV2\], these operators commute for different $`U`$ (i.e, form a quantum integrable system), and the trace function $`F^V(\lambda ,\mu )`$ is their common eigenfunction.

###### Theorem 2.5.

One has $`𝒟_{U,V}^{}=𝒟_{U,V^{}}`$

### 2.6. qKZB-heat equation with integration over a real cycle.

###### Theorem 2.6.

One has

$`{\displaystyle _{D_\eta }}F^V(\lambda ,\mu )q^{(\mu ,\mu )}Q(\mu \rho )F^V(\mu ,\nu )𝑑\mu =q^{(\lambda ,\lambda )(\nu ,\nu )}F^V(\lambda ,\nu ).`$
The proof of this theorem is given in Section 9.

## 3. Trace Functions and the Dynamical Weyl Group

### 3.1. The dynamical Weyl group, \[TV, EV3, STV\]

Recall that a nonzero vector in a $`U_q(𝔤)`$-module is said to be singular if it is annihilated by $`E_i`$ for all $`i`$.

Let $`w=s_{i_1}\mathrm{}s_{i_l}`$ be a reduced decomposition of $`w𝕎`$. Set $`\alpha ^l=\alpha _{i_l}`$ and $`\alpha ^j=(s_{i_l}\mathrm{}s_{i_{j+1}})(\alpha _{i_j})`$ for $`j=1,\mathrm{},l1`$. For $`\mu 𝔥^{}`$ let $`n_j=2\frac{(\mu +\rho ,\alpha ^j)}{(\alpha ^j,\alpha ^j)}`$. For a dominant $`\mu P_+`$, the numbers $`n_j`$ are positive integers. Let $`d^j=d_{i_j}`$ (where $`d_i`$ are the symmetrizing numbers). It is known that the collection of pairs of integers $`(n_1,d^1),\mathrm{},(n_k,d^k)`$ and the product $`f_{\alpha _{i_1}}^{n_1}\mathrm{}f_{\alpha _{i_l}}^{n_l}`$ do not depend on the reduced decomposition.

Define a vector $`x_{w\mu }M_\mu `$ by

(5) $`x_{w\mu }={\displaystyle \frac{f_{\alpha _{i_1}}^{n_1}}{[n_1]_{q^{d^1}}!}}\mathrm{}{\displaystyle \frac{f_{\alpha _{i_l}}^{n_l}}{[n_l]_{q^{d^l}}!}}x_\mu .`$
This vector is singular. It does not depend on the reduced decomposition.

Let $`V`$ be a finite dimensional $`U_q(𝔤)`$ module, and $`w𝕎`$. According to \[TV, EV3, STV\] there exists a unique operator $`A_{w,V}(\mu )\text{End}(V)`$ which rationally depends on $`q^{2(\mu ,\alpha _i)}`$ and has the following properties.

Let $`\mu P_+`$ be a big vector. Let $`uV[\nu ]`$ for some $`\nu 𝔥^{}`$. Then

(6)
$$\mathrm{\Phi }_\mu ^ux_{w(\mu )}=x_{w(\mu \nu )}A_{w,V}(\mu )u+l.o.t.$$

The collection of operators $`\{A_{w,V}(\mu )\}_{w𝕎}`$ is called the dynamical Weyl group.

The operators of the dynamical Weyl group preserve the weight decomposition of $`V`$ and satisfy the cocycle condition. Namely, if $`w_1,w_2𝕎`$, $`l(w_1w_2)=l(w_1)+l(w_2)`$, then

(7) $`A_{w_1w_2,V}(\mu )=A_{w_1,V}(w_2\mu )A_{w_2,V}(\mu ).`$
Moreover, according to \[EV3\], on the subspace $`V[0]`$ this equation is satisfied without the assumption $`l(w_1w_2)=l(w_1)+l(w_2)`$.

Let $`𝒜_{w,V}(\lambda ):=A_{w,V}(\lambda \rho )`$. The trace function $`F^V(\lambda ,\mu )`$ has the following symmetry property with respect to the dynamical Weyl group \[EV3\],

(8) $`F^V(\lambda ,\mu )=𝒜_{w,V}(w^1\lambda )F^V(w^1\lambda ,w^1\mu )𝒜_{w,V^{}}(w^1\mu )^{}`$
for any $`w𝕎`$.

### 3.2. Intertwiners of finite dimensional modules

Let $`L_\mu `$ be an irreducible finite dimensional representation with of $`U_q(𝔤)`$ with highest weight $`\mu `$. The intertwining operator $`\mathrm{\Phi }_\mu ^v:M_\mu M_\mu V`$, descends to an operator $`\overline{\mathrm{\Phi }}_\mu ^v:L_\mu L_\mu V`$. We define the corresponding trace functions by

$$\mathrm{\Psi }_\mu ^v(\lambda )=\text{Tr}|_{L_\mu }(\overline{\mathrm{\Phi }}_\mu ^vq^{2\lambda }),\mathrm{\Psi }_\mu ^V(\lambda )=\underset{vB}{}\mathrm{\Psi }_\mu ^v(\lambda )v^{}$$

and the corresponding renormalized trace function as

$$F_\mu ^V(\lambda )=\delta _q(\lambda )\mathrm{\Psi }_{\mu \rho }^V(\lambda )Q_V^1(\mu \rho ).$$

If we regard universal trace functions as linear operators on $`V[0]`$, then we have the following generalized Weyl character formulas \[EV3\]. For a big dominant integral weight $`\mu `$, we have

$$\mathrm{\Psi }_\mu ^V(\lambda )=\underset{w𝕎}{}(1)^w\mathrm{\Psi }^V(\lambda ,w\mu )A_{w,V}(\mu ),$$

and for a big anti-dominant integral weight $`\mu `$ we have

(9) $`F_\mu ^V(\lambda )={\displaystyle \underset{w𝕎}{}}(1)^wF^V(\lambda ,w\mu )(𝒜_{w,V^{}}(\mu )^1)^{}.`$
Here $`(1)^w`$ denotes the sign of the element $`w`$. The terminology is motivated by the fact that for $`V=`$ these formulas reduce to the usual Weyl character formula.

## 4. Orthogonality and the qKZB-heat equation for finite dimensional modules

### 4.1. Statement of results

###### Theorem 4.1.

(Orthogonality)

Let $`\mu ,\nu `$ be big dominant integral weights. Let $`V`$ be a finite dimensional $`U_q(𝔤)`$ module, $`V^{}`$ the dual module. Let $`vV[0]`$ and $`v_{}V^{}[0]`$ be arbitrary vectors. Consider the intertwiners $`\overline{\mathrm{\Phi }}_\mu ^v:L_\mu L_\mu V`$, $`\overline{\mathrm{\Phi }}_\nu ^v_{}:L_\nu L_\nu V^{}`$ and the corresponding trace functions $`\mathrm{\Psi }_\mu ^v(\lambda ),\mathrm{\Psi }_\nu ^v_{}(\lambda )`$. Let $`\xi 𝔥_{}^{}{}_{}{}^{}`$ be a big vector. Then

$`{\displaystyle \frac{1}{|𝕎|}}{\displaystyle _{C_\xi /\kappa Q^{}}}\delta _q(\lambda )\delta _q(\lambda )(\mathrm{\Psi }_\mu ^v(\lambda ),\mathrm{\Psi }_\nu ^v_{}(\lambda ))𝑑\lambda =\delta _{\mu ,\nu }(Q_V(\mu )v,v_{}).`$
Here $`|𝕎|`$ is the number of elements in the Weyl group and $`(.,.)`$ is the pairing of vectors and covectors.

###### Theorem 4.2.

(qKZB-heat equation)

Under the assumptions of Theorem 4.1, one has

$`{\displaystyle \frac{1}{|𝕎|}}{\displaystyle _{C_\xi }}\delta _q(\lambda )\delta _q(\lambda )(\mathrm{\Psi }_\mu ^v(\lambda ),\mathrm{\Psi }_\nu ^v_{}(\lambda ))q^{(\lambda ,\lambda )}𝑑\lambda `$
$`=\delta _q(\mu \rho )q^{(\mu +\rho ,\mu +\rho )+(\nu +\rho ,\nu +\rho )}(Q_V(\mu )v,\mathrm{\Psi }_\nu ^v_{}(\mu \rho )).`$
### 4.2.  Proof of Theorem 4.1

The function $`\mathrm{\Psi }_\nu ^v_{}(\lambda )`$ is the trace in $`L_\nu `$ of the operator $`A:=\overline{\mathrm{\Phi }}_\nu ^v_{}q^{2\lambda }`$, acting from $`L_\nu `$ to $`L_\nu V^{}`$. Therefore, the same function can be computed as the trace of the dual operator $`A^{}`$. The operator $`A^{}`$ can be written as $`q^{2\lambda }(\overline{\mathrm{\Phi }}_\nu ^v_{})^{}`$.

To interpret $`(\overline{\mathrm{\Phi }}_\nu ^v_{})^{}`$ as an intertwiner, let us use the operation of left dual, $`W{}_{}{}^{}W`$, on representations of $`U_q(𝔤)`$. Namely, $`{}_{}{}^{}W`$ is the usual dual of $`W`$ as a vector space, with the action of $`U_q(𝔤)`$ defined by the formula $`\pi _{}_{}{}^{}W(a)=\pi _W(S^1(a))^{}`$ (as opposed to $`\pi _W(S(a))^{}`$ for the right dual $`W^{}`$). Also, the intertwining operator $`L_\nu YL_\nu `$ which sends the lowest weight vector $`x_\nu ^{}`$ to $`yx_\nu ^{}+\mathrm{}`$ for some $`yY`$ will be denoted by $`\stackrel{~}{\mathrm{\Phi }}_\nu ^y`$.

With these definition, we see that $`(\overline{\mathrm{\Phi }}_\nu ^v_{})^{}`$ is an intertwiner $`V{}_{}{}^{}L_{\nu }^{}{}_{}{}^{}L_{\nu }^{}`$, which can also be viewed (by swapping $`V`$) as an intertwiner $`{}_{}{}^{}L_{\nu }^{}{}_{}{}^{}V{}_{}{}^{}L_{\nu }^{}`$. Thus, $`(\overline{\mathrm{\Phi }}_\nu ^v_{})^{}=\stackrel{~}{\mathrm{\Phi }}_\nu ^{}^v_{}`$, where $`\nu ^{}`$ is the highest weight of $`{}_{}{}^{}L_{\nu }^{}`$. Thus, using the cyclic property of the trace, we find that $`\mathrm{\Psi }_\nu ^v_{}(\lambda )=\mathrm{Tr}(\stackrel{~}{\mathrm{\Phi }}_\nu ^{}^v_{}q^{2\lambda })`$.

This shows that the expression $`(\mathrm{\Psi }_\mu ^v(\lambda ),\mathrm{\Psi }_\nu ^v_{}(\lambda ))`$ can be represented in the form $`\mathrm{Tr}|_{L_\mu L_\nu ^{}}(X(q^{2\lambda }q^{2\lambda }))`$, where $`X\mathrm{End}(L_\mu L_\nu ^{})`$ is the composition of the tensor product $`\overline{\mathrm{\Phi }}_\mu ^v\stackrel{~}{\mathrm{\Phi }}_\nu ^v_{}`$ with the contraction $`V{}_{}{}^{}V`$.

Now observe that $`X`$ is an intertwining operator. Therefore, writing $`L_\mu L_\nu ^{}`$ as a direct sum $`_\beta H_{\mu \nu ^{}}^\beta L_\beta `$ (where $`H_{\mu \nu ^{}}^\beta `$ are the multiplicity spaces), we can represent $`X`$ in the form $`X=_\beta X_\beta 1_{L_\beta }`$, where $`X_\beta \mathrm{End}(H_{\mu \nu ^{}}^\beta )`$. Hence,

$$(\mathrm{\Psi }_\mu ^v(\lambda ),\mathrm{\Psi }_\nu ^v_{}(\lambda ))=\underset{\beta }{}\mathrm{Tr}(X_\beta )\chi _\beta (q^{2\lambda }),$$

where $`\chi _\beta `$ is the character of the representation $`L_\beta `$. Therefore, by the Weyl orthogonality formula for characters we get

$`{\displaystyle \frac{1}{|𝕎|}}{\displaystyle _{C_\xi /\kappa Q^{}}}\delta _q(\lambda )\delta _q(\lambda )(\mathrm{\Psi }_\mu ^v(\lambda ),\mathrm{\Psi }_\nu ^v_{}(\lambda ))𝑑\lambda =\delta _{\mu ,\nu }\mathrm{Tr}(X_0).`$
This immediately implies the theorem for $`\mu \nu `$ (as in this case $`H_{\mu \nu ^{}}^0=0`$ and hence $`\mathrm{Tr}(X_0)=0`$). Thus, it remains to settle the case $`\mu =\nu `$.

If $`\mu =\nu `$ then $`H_{\mu \nu ^{}}^0`$ is one dimensional, and $`X_0`$ is a number. So we need to compute this number.

To compute $`X_0`$, pick $`yL_\nu `$, $`f{}_{}{}^{}L_{\nu }^{}`$, and look at $`\mathrm{cont}(X(yf))`$, where we denote by $`\mathrm{cont}:L_\nu {}_{}{}^{}L_{\nu }^{}`$ the contraction operator. It is easy to see that $`\mathrm{cont}(X(yf))=X_0f(y)`$. On the other hand, it is easy to check from the definition of $`X`$ that $`\mathrm{cont}(X(yf))=af(y)`$, where $`a`$ is found from the equation

$$(1(,))(\overline{\mathrm{\Phi }}_\nu ^v_{}1)\overline{\mathrm{\Phi }}_\nu ^v=a1_{L_\nu }$$

Thus, $`X_0=a`$, and it can be found in terms of the fusion matrix. Namely, we find

$$(1(,))\overline{\mathrm{\Phi }}_\nu ^{J_{V^{},V}(\nu )(v_{}v)}=X_01_{L_\nu },$$

hence $`X_0`$ is the contraction of $`J_{V^{},V}(\nu )(v_{}v)`$, which equals $`(S(Q)(\nu )v,v_{})`$. However, as follows from Proposition 2.13 of \[EV2\], $`Q=S(Q)`$ on the zero weight subspace. This implies Theorem 4.1.

Remark. Let $`𝔤=sl_n`$, and $`V`$ be the q-deformation of the representation $`S^{kn}^n`$. In this case, $`V[0]`$ is one-dimensional (so $`\mathrm{\Psi }_\nu ^v`$ can be viewed as a scalar function and is independent of $`v`$ up to scaling), and the weights $`\nu `$ for which the operators $`\overline{\mathrm{\Phi }}_\nu ^v`$ exist are those of the form $`\mu +k\rho `$, where $`\mu `$ is a dominant integral weight. Moreover, as was shown in \[EKi2\], the function $`\mathrm{\Psi }_{k\rho }(\lambda )`$ is given by an explicit product formula, while $`\mathrm{\Psi }_{\mu +k\rho }(\lambda )/\mathrm{\Psi }_{k\rho }(\lambda )`$ is the Macdonald polynomial with highest weight $`\mu `$. Thus, using Proposition 41 from \[EV3\] (the determinant formula for $`Q`$), we obtain the Macdonald inner product identities for Macdonald’s polynomials of type $`A`$ (see e.g. \[EKi3\] for the formulation). Another (more complicated) representation theoretic proof of these identities was given in \[EKi3\].

### 4.3.  A remark on theta functions and the Kostant identity

Let $`f`$ be a smooth function on $`C_\xi `$, which is periodic with respect to the lattice $`\kappa Q^{}`$. The function $`f`$ can be decomposed into a Fourier series with respect to the basis $`q^{2(\lambda ,\beta )}`$, $`\beta P`$.

Let $`\gamma (\lambda )`$ denote the theta-function

$$\gamma (\lambda )=\underset{\beta P}{}q^{\beta ^2}q^{2(\lambda ,\beta )}.$$

The following lemma is standard.

###### Lemma 4.3.

We have

$$_{C_\xi }f(\lambda )q^{\lambda ^2}𝑑\lambda =_{C_\xi /\kappa Q^{}}f(\lambda )\gamma (\lambda )d\lambda .$$

###### Proof.

We have

$$_{C_\xi }f(\lambda )q^{\lambda ^2}𝑑\lambda =C_{C_\xi /\kappa Q^{}}f(\lambda )\underset{\chi \kappa Q^{}}{}q^{(\lambda +\chi )^2}d\lambda .$$

It follows form comparison of Fourier coefficients that

$$C\underset{\chi \kappa Q^{}}{}q^{(\lambda +\chi )^2}=\gamma (\lambda ).$$

Thus the lemma is proved. ∎

Recall that the quantum dimension, $`dim_qL_\nu `$, of the representation $`L_\nu `$, is the number $`\chi _\nu (q^{2\rho })`$. One has $`dim_qL_\nu =_{\alpha \mathrm{\Sigma }_+}[(\alpha ,\nu +\rho )]_q=\delta _q(\nu +\rho )/\delta _q(\rho )`$.

###### Theorem 4.4.

(Kostant, \[Kos\]) One has

$$\gamma (\lambda )=K\underset{\beta P_+}{}q^{(\beta ,\beta +2\rho )}\chi _\beta (q^{2\lambda })dim_q(L_\beta ),$$

where $`K=_{\alpha \mathrm{\Sigma }_+}(1q^{2(\alpha ,\rho )})`$.

### 4.4.  Proof of Theorem 4.2

The proof follows the ideas of \[EKi1\].

By Lemma 4.3, the statement of Theorem 4.2 is equivalent to the equality

$`{\displaystyle \frac{1}{|𝕎|}}{\displaystyle _{C_\xi /\kappa Q^{}}}\delta _q(\lambda )\delta _q(\lambda )(\mathrm{\Psi }_\mu ^v(\lambda ),\mathrm{\Psi }_\nu ^v_{}(\lambda ))\gamma (\lambda )𝑑\lambda `$
$`=\delta _q(\mu \rho )q^{(\mu +\rho ,\mu +\rho )+(\nu +\rho ,\nu +\rho )}(Q_V(\mu )v,\mathrm{\Psi }_\nu ^v_{}(\mu \rho )).`$
Using the argument and notation of the proof of Theorem 4.1, and also the Kostant identity, we can rewrite the left hand side of this equation in the form

$`LHS={\displaystyle \frac{K}{|𝕎|}}{\displaystyle _{C_\xi /\kappa Q^{}}}\delta _q(\lambda )\delta _q(\lambda ){\displaystyle \underset{\beta P_+}{}}\mathrm{Tr}(X_\beta )\chi _\beta (q^{2\lambda })\times `$
$`{\displaystyle \underset{\beta ^{}P_+}{}}q^{(\beta ^{},\beta ^{}+2\rho )}\chi _\beta ^{}(q^{2\lambda })dim_q(L_\beta ^{})d\lambda `$
Thus by the Weyl orthogonality theorem for characters, we have

$`LHS=K{\displaystyle \underset{\beta P_+}{}}\mathrm{Tr}(X_\beta )q^{(\beta ,\beta +2\rho )}dim_q(L_\beta ).`$
Indeed, the only nonzero contributions come from the case $`\beta ^{}=\beta ^{}`$, while the expressions $`(\beta ,\beta +2\rho )`$ and $`dim_q(L_\beta )`$ are invariant under the transformation $`\beta \beta ^{}`$.

Let $`u`$ be the Drinfeld element of $`U_q(𝔤)`$ \[Dr\]. Namely, $`u`$ is an element of a completion of $`U_q(𝔤)`$ defined by the formula $`u=S(b_i)a_i`$, where $`a_ib_i`$ is the universal R-matrix $``$ of $`U_q(𝔤)`$. Drinfeld showed that $`u`$ acts on $`L_\beta `$ as $`q^{(\beta ,\beta +2\rho )}q^{2\rho }`$, and that $`uS(u)^1=q^{4\rho }`$. Thus, $`S(u)^1`$ acts in $`L_\beta `$ by $`q^{(\beta ,\beta +2\rho )}q^{2\rho }`$, and hence $`q^{(\beta ,\beta +2\rho )}dim_qL_\beta =\mathrm{Tr}|_{L_\beta }(S(u)^1)`$. Therefore, we get

$`LHS=K{\displaystyle \underset{\beta P_+}{}}\mathrm{Tr}(X_\beta S(u)^1|_{L_\beta })=K\mathrm{Tr}(X\mathrm{\Delta }(S(u)^1)).`$
Now, as was also shown by Drinfeld \[Dr\], one has $`\mathrm{\Delta }(u)=(^{21})^1(uu)`$. Hence, $`\mathrm{\Delta }(S(u)^1)=^{21}(S(u)^1S(u)^1)`$ (we use that $`(SS)()=`$). Substituting this into the formula for the LHS, and remembering the definition of $`X`$, we get

$$LHS=K(,)\mathrm{Tr}|_{L_\mu {}_{}{}^{}L_{\nu }^{}}\left((\overline{\mathrm{\Phi }}_\mu ^v\stackrel{~}{\mathrm{\Phi }}_\nu ^v_{})^{21}(S(u)^1S(u)^1)\right)$$

(the trace takes values in $`V{}_{}{}^{}V`$, and $`(,)`$ denotes the contraction $`V{}_{}{}^{}V`$).

To compute this trace, let us look at the trace in one of the factors, i.e.

$`\mathrm{Tr}|_{{}_{}{}^{}L_{\nu }^{}}((1\stackrel{~}{\mathrm{\Phi }}_\nu ^{}^v_{})^{21}(1S(u)^1))=q^{(\nu ,\nu +2\rho )}T,`$
$`T:=\mathrm{Tr}|_{{}_{}{}^{}L_{\nu }^{}}((1\stackrel{~}{\mathrm{\Phi }}_\nu ^{}^v_{})^{21}(1q^{2\rho })).`$
It is easy to show that if $`Y,Z`$ are $`U_q(𝔤)`$ modules, $`dimZ<\mathrm{}`$, and $`\mathrm{\Phi }\mathrm{End}_{U_q(𝔤)}(YZ)`$, then $`\mathrm{Tr}|_Z(\mathrm{\Phi }(1q^{2\rho }))`$ is an intertwining operator $`YY`$. Therefore, $`T`$ is an intertwiner $`L_\mu L_\mu {}_{}{}^{}V`$, and the operator

$$B:=(1(,))(\overline{\mathrm{\Phi }}_\mu ^v1)T:L_\mu L_\mu $$

is a scalar.

Now, we have

$$K^1q^{(\mu ,\mu +2\rho )(\nu ,\nu +2\rho )}LHS=\mathrm{Tr}(Bq^{2\rho })=Bdim_q(L_\mu )=B\frac{\delta _q(\mu +\rho )}{\delta _q(\rho )}=B\frac{\delta _q(\mu \rho )}{\delta _q(\rho )},$$

and

$$K=q^{2\rho ^2}\delta _q(\rho ).$$

Therefore, after a simple calculation we find that the statement of Theorem 4.2 is equivalent to the identity

(10) $`B=(Q_V(\mu )v,\mathrm{\Psi }_\nu ^v_{}(\mu \rho )).`$
So it remains to prove formula (10).

To prove (10), let us apply the operator $`T`$ to the highest weight vector $`x_\mu `$ of $`L_\mu `$. We have $`(x_\mu y)=x_\mu q^\mu y`$. Therefore,

$`Tx_\mu =\mathrm{Tr}|_{{}_{}{}^{}L_{\nu }^{}}((1\stackrel{~}{\mathrm{\Phi }}_\nu ^{}^v_{})^{21}(1q^{\mu +2\rho }))x_\mu =`$
$`x_\mu \mathrm{Tr}|_{{}_{}{}^{}L_{\nu }^{}}(\stackrel{~}{\mathrm{\Phi }}_\nu ^{}^v_{}q^{2(\mu +\rho )})+l.o.t`$
It follows from the proof of Theorem 4.1 that

$$\mathrm{Tr}|_{{}_{}{}^{}L_{\nu }^{}}(\stackrel{~}{\mathrm{\Phi }}_\nu ^{}^v_{}q^{2(\mu +\rho )})=\mathrm{\Psi }_\nu ^v_{}(\mu \rho ).$$

Therefore,

$$Tx_\mu =x_\mu \mathrm{\Psi }_\nu ^v_{}(\mu \rho )+l.o.t.,$$

i.e., $`T=\overline{\mathrm{\Phi }}_\mu ^{\mathrm{\Psi }_\nu ^v_{}(\mu \rho )}`$. Thus, it follows form the definition of $`B`$ (as in the proof of Theorem 4.1) that

$$B=(Q_V(\mu )v,\mathrm{\Psi }_\nu ^v_{}(\mu \rho )).$$

Theorem 4.2 is proved.

Remark. As we mentioned, in the case $`𝔤=sl_n`$, $`V=S^{kn}^n`$, the functions $`\mathrm{\Psi }_\mu ^v`$ are, up to normalization, Macdonald polynomials (of type A). Theorem 4.2 in this case coincides with Cherednik’s q-deformation of the Macdonald-Mehta identity \[Ch1\], and the proof we gave is the same as given in \[EKi1\].

### 4.5. Reformulation of Theorems 4.1 and 4.2

Let us now reformulate Theorems 4.1 and 4.2 in terms of renormalized trace functions $`F_\mu ^V(\lambda )`$.

###### Theorem 4.5.

(Orthogonality)

Let $`\mu ,\nu `$ be big dominant integral weights. Let $`V`$ be a finite dimensional $`U_q(𝔤)`$ module, $`V^{}`$ the dual module. Consider the trace functions $`F_\mu ^V(\lambda ),F_\nu ^V^{}(\lambda )`$ as linear operators on the corresponding zero weight subspaces. Let $`\xi 𝔥_{}^{}{}_{}{}^{}`$ be a big vector. Then

$`{\displaystyle \frac{1}{|𝕎|}}{\displaystyle _{C_\xi /\kappa Q^{}}}F_\nu ^V^{}(\lambda )^{}F_\mu ^V(\lambda )𝑑\lambda =\delta _{\mu ,\nu }Q_V^1(\mu \rho ).`$
Here $`F_\nu ^V^{}(\lambda )^{}`$ denotes the operator on $`V`$ dual to the operator $`F_\nu ^V^{}(\lambda )`$ on $`V^{}`$.

###### Theorem 4.6.

(qKZB-heat equation)

Under the assumptions of Theorem 4.5, one has

$`{\displaystyle \frac{1}{|𝕎|}}{\displaystyle _{C_\xi }}F_\nu ^V^{}(\lambda )^{}F_\mu ^V(\lambda )q^{(\lambda ,\lambda )}𝑑\lambda =q^{(\mu ,\mu )+(\nu ,\nu )}F_\nu ^V^{}(\mu )^{}.`$
Corollary of Theorem 4.6. Under the conditions of Theorem 4.6 we have

$`F_\nu ^V^{}(\mu )^{}=F_\mu ^V(\nu ).`$
Indeed, let us interchange $`\mu `$ and $`\nu `$ in the formula of Theorem 4.6, change $`\lambda `$ to $`\lambda `$, and take the dual operators to the operators on the left and right hand sides of the formula. Then the left hand side will remain the same, while in the right hand side the operator $`F_\nu ^V^{}(\mu )^{}`$ will be replaced by $`F_\mu ^V(\nu )`$.

Remark. For $`𝔤=sl_n`$, $`V=S^{kn}^n`$, this corollary reduces to the Macdonald’s symmetry identity.

### 4.6. Proof of Theorem 4.5

From the definition of $`F_\mu ^V(\lambda )`$ we have

(11) $`\delta _q(\lambda )\mathrm{\Psi }_\mu ^v(\lambda )=F_{\mu \rho }^V(\lambda )Q_V(\mu )v.`$
Substituting this into Theorem 4.1 we get

$$\frac{1}{|𝕎|}_{C_\xi /\kappa Q^{}}(F_{\mu \rho }^V(\lambda )Q_V(\mu )v,F_{\nu \rho }^V^{}(\lambda )Q_V^{}(\nu )v_{})𝑑\lambda =\delta _{\mu \nu }(Q_V(\mu )v,v_{}).$$

The integrand can be written as

$$(Q_V^{}(\nu )^{}F_{\nu \rho }^V^{}(\lambda )^{}F_{\mu \rho }^V(\lambda )Q_V(\mu )v,v_{}).$$

By Proposition 2.13 in \[EV2\] we have $`Q_V^{}(\nu )^{}|_{V[0]}=Q_V(\nu )|_{V[0]}`$. Thus

$$\frac{1}{|𝕎|}_{C_\xi /\kappa Q^{}}(Q_V(\nu )F_{\nu \rho }^V^{}(\lambda )^{}F_{\mu \rho }^V(\lambda )Q_V(\mu )v,v_{})𝑑\lambda =\delta _{\mu \nu }(Q_V(\mu )v,v_{}).$$

That gives Theorem 4.5.

### 4.7. Proof of Theorem 4.6

Using (11) the formula of Theorem 4.2 can be written as

$`{\displaystyle \frac{1}{|𝕎|}}{\displaystyle _{C_\xi }}(Q_V^{}(\nu )^{}F_{\nu \rho }^V^{}(\lambda )^{}F_{\mu \rho }^V(\lambda )Q_V(\mu )v,v_{})q^{(\lambda ,\lambda )}𝑑\lambda =`$
$`q^{(\mu +\rho ,\mu +\rho )+(\nu +\rho ,\nu +\rho )}(Q_V^{}(\nu )^{}F_{\nu \rho }^V^{}(\mu \rho )^{}Q_V(\mu )v,v_{}).`$
That gives Theorem 4.6.

## 5. Independence of integrals on the choice of a Weyl chamber

### 5.1. Statement of the result

For $`\lambda 𝔥^{}`$ write $`\lambda =x+iy`$ with $`x,y𝔥_{}^{}{}_{}{}^{}`$. Let $`g(\lambda )`$ be a holomorphic function on $`𝔥^{}`$. We say that $`g(\lambda )`$ is rapidly decaying in the imaginary direction if for any positive $`s,r`$ there exists $`C_{s,r}>0`$ such that

$$|g(x+iy)|C_{s,r}(1+|y|)^s$$

as long as $`|x|r`$. An example of such a function is $`g(\lambda )=q^{(\lambda ,\lambda )}`$.

Let $`g(\lambda )`$ be a holomorphic function on $`𝔥^{}`$ which is invariant with respect to the standard Weyl group action and rapidly decaying in the imaginary direction. Let $`\xi 𝔥_{}^{}{}_{}{}^{}`$ be a big vector. Consider the integral

(12) $`I(\xi )={\displaystyle _{C_\xi }}g(\lambda )F^V^{}(\lambda ,\mu )^{}F^V(\lambda ,\nu )𝑑\lambda .`$
It is clear that the integral does not depend on the choice of the big vector $`\xi `$ as long as the vector $`\xi `$ belongs to the same Weyl chamber.

###### Theorem 5.1.

Under the above conditions the integral $`I(\xi )`$ does not depend on the choice of the Weyl chamber containing $`\xi `$.

Theorem 5.1 is proved in the next three subsections.

We will also need the following modification of Theorem 5.1.

Let $`g(\lambda )`$ be a holomorphic function on $`𝔥^{}/\kappa Q^{}`$ which is invariant with respect to the standard Weyl group action. Let $`\xi 𝔥_{}^{}{}_{}{}^{}`$ be a big vector. Consider the integral

(13) $`J(\xi )={\displaystyle _{C_\xi /\kappa Q^{}}}g(\lambda )F^V^{}(\lambda ,\mu )^{}F^V(\lambda ,\nu )𝑑\lambda .`$
As before, it is clear that the integral does not depend on the choice of the big vector $`\xi `$ as long as the vector $`\xi `$ belongs to the same Weyl chamber.

###### Theorem 5.2.

Under the above conditions the integral $`J(\xi )`$ does not depend on the choice of the Weyl chamber containing $`\xi `$.

The proof of Theorem 5.2 is completely parallel to the proof of Theorem 5.1 and is omitted.

### 5.2. The $`sl_2`$ case

First of all, let us prove Theorem 5.1 for $`𝔤=sl_2`$ and $`V=L_{2m}`$, the irreducible representation with highest weight $`2m`$ ($`m_+`$). In this case, the theorem reduces to the equality

$$_{\mathrm{Re}\lambda =a}g(\lambda )F(\lambda ,\mu )F(\lambda ,\nu )𝑑\lambda =_{\mathrm{Re}\lambda =a}g(\lambda )F(\lambda ,\mu )F(\lambda ,\nu )𝑑\lambda ,$$

for large enough $`a>0`$, which (due to rapid decay of $`g`$ in the imaginary direction) is equivalent to the statement that the sum of residues of the integrand in the strip $`|\mathrm{Re}(\lambda )|<a`$ is zero.

Remark. Here for brevity we write $`F`$ instead of $`F^V`$. We also do not distinguish between $`F`$ and $`F^{}`$, since $`V[0]`$ is 1-dimensional. By Lemma 2.1, the poles of $`F(\lambda ,\mu )`$ with respect to $`\lambda `$ are simple, and located at the points $`1,2,\mathrm{},m`$ and their translates by $`\kappa `$. Therefore, the poles of $`G(\lambda ):=F(\lambda ,\mu )F(\lambda ,\nu )`$ are simple as well and located at $`\pm k+\kappa `$, $`k=1,\mathrm{},m`$. Since the function $`G`$ is quasi-periodic with period $`\kappa `$ (i.e. it is multiplied by a constant under the shift by $`\kappa `$), the cancellation of residues (and hence the theorem) follows from

###### Proposition 5.3.

The residue of the function $`G(\lambda )`$ at $`\lambda =k`$ equals minus its residue at $`\lambda =k`$.

The rest of the subsection is the proof of this proposition.

Consider the function $`\stackrel{~}{\mathrm{\Psi }}(\lambda ,\mu ):=\mathrm{\Psi }(\lambda ,\mu )_{i=0}^{m1}(q^{mi}q^{m+i}).`$

Using formula (7.19) for $`Q(\mu )`$ in \[EV2\], we have

$`F(\lambda ,\mu )=(q^\lambda q^\lambda )\mathrm{\Psi }(\lambda ,\mu 1)Q^1(\mu 1)=`$
$`(q^\lambda q^\lambda )\stackrel{~}{\mathrm{\Psi }}(\lambda ,\mu 1)Q^1(\mu 1){\displaystyle \underset{i=0}{\overset{m1}{}}}{\displaystyle \frac{1}{q^{(\mu +1+i)}q^{\mu +1+i}}}=`$
$`(q^\lambda q^\lambda )\stackrel{~}{\mathrm{\Psi }}(\lambda ,\mu 1)q^{2m}{\displaystyle \underset{j=1}{\overset{m}{}}}{\displaystyle \frac{q^{2\mu 2j}1}{q^{2\mu 2j+2}q^{2m}}}{\displaystyle \underset{i=0}{\overset{m1}{}}}{\displaystyle \frac{1}{q^{(\mu +1+i)}q^{\mu +1+i}}}=`$
$`C(q)(q^\lambda q^\lambda )\stackrel{~}{\mathrm{\Psi }}(\lambda ,\mu 1){\displaystyle \underset{j=1}{\overset{m}{}}}{\displaystyle \frac{1}{q^{\mu j+1+m}q^{\mu +j1m}}}.`$
Changing $`\mu `$ to $`\mu `$ in this formula, we get

$`F(\lambda ,\mu )=C(q)(q^\lambda q^\lambda )\stackrel{~}{\mathrm{\Psi }}(\lambda ,\mu 1){\displaystyle \underset{j=1}{\overset{m}{}}}{\displaystyle \frac{1}{q^{\mu j+1+m}q^{\mu +j1m}}}`$
Now recall the following result.

###### Theorem 5.4.

\[ESt\] The function $`\stackrel{~}{\mathrm{\Psi }}`$ is holomorphic in $`\mu `$, and satisfies the quasi-invariance (or resonance) conditions

$$\stackrel{~}{\mathrm{\Psi }}(\lambda ,k)=\stackrel{~}{\mathrm{\Psi }}(\lambda ,k2),k=1,\mathrm{},m.$$

This result and the above formulas, after a short calculation, lead to the identity

$`Res_{\mu =k}F(\lambda ,\mu )=`$
$`F(\lambda ,k)\mathrm{ln}(q^2){\displaystyle \underset{j=1,jm+1k}{\overset{m}{}}}{\displaystyle \frac{1}{q^{kj+1+m}q^{k+j1m}}}{\displaystyle \underset{j=1}{\overset{m}{}}}(q^{kj+1+m}q^{(kj+1+m)}).`$
Now, by the symmetry of $`F`$, we have

$`F(\lambda ,\mu )F(\lambda ,\nu )=F(\mu ,\lambda )F(\nu ,\lambda ).`$
Therefore,

$`Res_{\lambda =k}(F(\lambda ,\mu )F(\lambda ,\nu ))=Res_{\lambda =k}(F(\nu ,\lambda ))F(\mu ,k)=`$
$`F(\nu ,k)\mathrm{ln}(q^2){\displaystyle \underset{j=1,jm+1k}{\overset{m}{}}}{\displaystyle \frac{1}{q^{kj+1+m}q^{k+j1m}}}{\displaystyle \underset{j=1}{\overset{m}{}}}(q^{kj+1+m}q^{(kj+1+m)})F(\mu ,k)=`$
$`F(\nu ,k)Res_{\lambda =k}(F(\mu ,\lambda ))=F(\nu ,k)Res_{\lambda =k}(F(\mu ,\lambda ))=Res_{\lambda =k}(F(\lambda ,\mu )F(\lambda ,\nu )).`$
Proposition 5.3 and Theorem 5.1 for $`sl_2`$ are proved.

### 5.3. Proof of Theorem 5.1 in the dominant case.

Theorem 5.1 claims that for any two big weights $`\xi ,\eta 𝔥_{}`$, one has $`I(\xi )=I(\eta )`$. In this subsection we will establish the following special case of Theorem 5.1: if $`\xi `$ is a big dominant weight, and $`s_j`$ a simple reflection, then $`I(\xi )=I(s_j\xi )`$. We will refer to this case as the dominant case.

Thus, let us take a big dominant $`\xi `$. So we have $`(\xi ,\alpha _j^{})=a>>0`$. We may assume, without loss of generality, that $`(\xi ,\alpha _j)<<(\xi ,\alpha )`$ for all $`\alpha \mathrm{\Sigma }_+,\alpha \alpha _j`$ (this situation may be achieved by moving $`\xi `$ within its Weyl chamber).

Let us decompose $`𝔥^{}`$ as $`\alpha _j(\alpha _j)^{}`$, and write $`\lambda 𝔥^{}`$ accordingly as a pair $`(\lambda _j,\lambda _j^{})`$, where $`\lambda _j:=(\lambda ,\alpha _j^{})`$. Then the cycle $`C_\xi `$ gets represented as a product $`L_+\times C_\xi ^{}`$, where $`L_+=(\xi ,\alpha _j^{})+i`$. Similarly, since $`s_j\lambda =(\lambda _j,\lambda _j^{})`$, we have $`C_{s_j\xi }=L_{}\times C_\xi ^{}`$, where $`L_{}=(\xi ,\alpha _j^{})+i`$. This means that the integral with respect to $`d\lambda `$ over either cycle is representable as an iterated integral. By Fubini’s theorem, we are free to choose in which order to compute the iterated integral. We will choose it so that we integrate first with respect to the scalar variable $`\lambda _j`$.

Thus, to show that the integral over $`C_\xi `$ is equal to the integral over $`C_{s_j\xi }`$, it is sufficient to move the contour of integration with respect to $`\lambda _j`$ from $`L_+`$ to $`L_{}`$ and show that the sum of residues at poles of the integrand that we pass on the way is zero. Then the equality is guaranteed by the residue theorem, given that the function $`g`$ is rapidly decaying.

So let us study the poles of the integrand.

###### Proposition 5.5.

Let $`\lambda =(\lambda _j,\lambda _j^{})`$. Fix $`\lambda _j^{}`$ and let Let $`G(\lambda _j):=F^V^{}(\lambda ,\mu )^{}F^V(\lambda ,\nu )`$. Then all the poles of $`G(z)`$ between the lines $`\mathrm{Re}(z)=a`$ and $`\mathrm{Re}(z)=a`$ are simple, and located at the points $`z=k+l\kappa `$, where $`l`$ is an integer, and $`k=\pm 1,\mathrm{},\pm N`$.

###### Proof.

The proposition follows from the fact that $`(\xi ,\alpha _j)<<(\xi ,\alpha )`$ for positive roots $`\alpha \alpha _j`$, and from Lemma 2.1. ∎

The function $`G`$ is $`\kappa `$-quasi-periodic. Therefore, to prove Theorem 5.1, it suffices to establish

###### Proposition 5.6.

The residue of the function $`G(z)`$ at $`z=k`$ equals minus its residue at $`z=k`$, k=1,…,m.

The rest of the subsection is occupied by the proof of this proposition.

Clearly, it suffices to assume that $`\mu ,\nu `$ are generic. Let us restrict the representations $`M_\mu `$, $`M_\nu `$ and $`V`$ to the Hopf subalgebra $`U_{q^{d_j}}(sl_2)`$ of $`U_q(𝔤)`$ generated by $`e_j,f_j`$ and $`q^{\pm h_j}`$. Then $`M_\mu ,M_\nu `$ will decompose in a direct sum of Verma modules over $`U_{q^{d_j}}(sl_2)`$, and $`V`$ will decompose into a direct sum of finite dimensional representations of $`U_{q^{d_j}}(sl_2)`$. Therefore, it is easy to see that the matrix elements of the expression $`F^V^{}(\lambda ,\mu )^{}F^V(\lambda ,\nu )`$ are (infinite) linear combinations of matrix elements of similar expressions for $`U_{q^{d_j}}(sl_2)`$, with coefficients independent of $`z`$ (i.e. dependent only on $`\lambda _i^{}`$). Hence, the statement in question reduces to the case $`𝔤=sl_2`$, where it was proved in the previous subsection. Proposition 5.6 and Theorem 5.1 in the dominant case are proved.

### 5.4. Proof of Theorem 5.1 in the general case.

Now we will prove Theorem 5.1 in general, using that it is true in the dominant case. This is done using the dynamical Weyl group. Namely, by formula (8), we have

(14) $`F^V^{}(\lambda ,\mu )^{}F^V(\lambda ,\nu )=`$
$`𝒜_{w,V}(w^1\mu )F^V^{}(w^1\lambda ,w^1\mu )^{}𝒜_{w,V^{}}(w^1\lambda )^{}𝒜_{w,V}(w^1\lambda )F^V(w^1\lambda ,w^1\nu )𝒜_{w,V^{}}(w^1\nu )^{}.`$
By Proposition 21 of \[EV3\], on $`V[0]`$ one has $`𝒜_{w,V^{}}(w^1\lambda )^{}=𝒜_{w^1,V}(\lambda )`$. Therefore, the product of two $`𝒜`$ operators in the middle is $`𝒜_{w^1,V}(\lambda )𝒜_{w,V}(w^1\lambda )`$, which is $`1`$ by the cocycle condition (7). Therefore, formula (14) can be rewritten in the form

(15) $`F^V^{}(\lambda ,\mu )^{}F^V(\lambda ,\nu )=`$
$`𝒜_{w,V}(w^1\mu )F^V^{}(w^1\lambda ,w^1\mu )^{}F^V(w^1\lambda ,w^1\nu )𝒜_{w,V^{}}(w^1\nu )^{}.`$
Now let $`\xi `$ be a big dominant weight, and $`s_j`$ a simple reflection. We have shown in the previous subsection that

$`{\displaystyle _{C_\xi }}g(\lambda )F^V^{}(\lambda ,\mu )^{}F^V(\lambda ,\nu )𝑑\lambda ={\displaystyle _{C_{s_j\xi }}}g(\lambda )F^V^{}(\lambda ,\mu )^{}F^V(\lambda ,\nu )𝑑\lambda ,`$
Therefore, using formula (15), we find, $`w𝕎`$

$`𝒜_{w,V}(w^1,\mu ){\displaystyle _{C_\xi }}g(\lambda )F^V^{}(w^1\lambda ,w^1\mu )^{}F^V(w^1\lambda ,w^1\nu )𝑑\lambda 𝒜_{w,V^{}}(w^1\nu )=`$
$`𝒜_{w,V}(w^1,\mu ){\displaystyle _{C_{s_j\xi }}}g(\lambda )F^V^{}(w^1\lambda ,w^1\mu )^{}F^V(w^1\lambda ,w^1\nu )𝑑\lambda 𝒜_{w,V^{}}(w^1\nu ).`$
Canceling the $`𝒜`$-operators and changing $`w^1\lambda `$ to $`\lambda `$, $`w^1\mu `$ to $`\mu `$, and $`w^1\nu `$ to $`\nu `$, we get

$`{\displaystyle _{C_{w\xi }}}g(\lambda )F^V^{}(\lambda ,\mu )^{}F^V(\lambda ,\nu )𝑑\lambda ={\displaystyle _{C_{ws_j\xi }}}g(\lambda )F^V^{}(\lambda ,\mu )^{}F^V(\lambda ,\nu )𝑑\lambda ,`$
which implies Theorem 5.1 in full generality, as any element of $`𝕎`$ can be written as a product of simple reflections.

## 6. Proof of Theorem 2.2

### 6.1. Reduction to big dominant integral $`\mu ,\nu `$

Let $`V`$ be a finite dimensional $`U_q(𝔤)`$ module. From now till the end of this section fix $`\beta P`$. Let $`\mu 𝔥^{}`$ be generic, and $`\nu =\mu \beta `$.

###### Lemma 6.1.

The integral

$`{\displaystyle _{C_\xi /\kappa Q^{}}}F^V(\mu ,\lambda )F^V(\lambda ,\nu )𝑑\lambda `$
(for big $`\xi `$) is a rational function of the variables $`q^{2(\mu ,\alpha _i)}`$.

###### Proof.

As explained in Section 2, the matrix elements of the function $`F(\lambda ,\mu )`$ are representable as finite sums $`_{j=1}^mq^{2(\lambda ,\mu )}f_j(\lambda )g_j(\mu )`$, where $`f_j(\nu )`$ and $`g_j(\nu )`$ are rational functions of the variables $`q^{2(\nu ,\alpha _i)}`$. This immediately implies the statement. ∎

###### Corollary 6.2.

Theorem 2.2 is true if it is true for all big anti-dominant integral $`\mu `$.

###### Proof.

The corollary follows from the fact that a rational function of $`q^{2(\mu ,\alpha _i)}`$ is determined by its values at big anti-dominant integral $`\mu `$. ∎

### 6.2. Proof of Theorem 2.2

We continue the proof of Theorem 2.2. As was shown in the previous subsection, we may assume that $`\mu `$ is big anti-dominant integral (then so is $`\nu `$, since $`\beta `$ is fixed and belongs to $`P`$).

Substituting the generalized Weyl character formula (9) into the left hand side of the formula of Theorem 4.5 we get

(16) $`LHS=`$
$`{\displaystyle \frac{1}{|𝕎|}}{\displaystyle \underset{w,y𝕎}{}}(1)^w(1)^y{\displaystyle _{C_\xi /\kappa Q^{}}}𝒜_{y,V}(\mu )^1F^V^{}(\lambda ,y\mu )^{}F^V(\lambda ,w\nu )(𝒜_{w,V^{}}(\nu )^1)^{}𝑑\lambda .`$
Using the symmetry (8) and the cocycle condition (7), we find

(17) $`𝒜_{y,V}(\mu )^1F^V^{}(\lambda ,y\mu )^{}F_\nu ^V(\lambda ,w\nu )(𝒜_{w,V^{}}(\nu )^1)^{}=`$
$`𝒜_{y,V}(\mu )^1F^V^{}(\lambda ,y\mu )^{}𝒜_{w,V}(w^1\lambda )F^V(w^1\lambda ,\nu )=`$
$`𝒜_{y,V}(\mu )^1[𝒜_{w,V^{}}(w^1\lambda )F^V^{}(w^1\lambda ,w^1y\mu )\times 𝒜_{w,V}(w^1y\mu )^{}]^{}𝒜_{w^1,V^{}}(\lambda )^{}F^V(w^1\lambda ,\nu )=`$
$`𝒜_{y,V}(\mu )^1𝒜_{w,V}(w^1y\mu )F^V^{}(w^1\lambda ,w^1y\mu )^{}F^V(w^1\lambda ,\nu )=`$
$`𝒜_{w^1y,V}(\mu )^1F^V^{}(w^1\lambda ,w^1y\mu )^{}F^V(w^1\lambda ,\nu ).`$
Now we will use Theorem 5.2. By this theorem and the last formula, equality (16) can be written as

(18) $`LHS={\displaystyle \underset{w𝕎}{}}(1)^w𝒜_{w,V}(\mu )^1{\displaystyle _{C_\xi /\kappa Q^{}}}F^V^{}(\lambda ,w\mu )^{}F^V(\lambda ,\nu )𝑑\lambda .`$
Now we have

###### Lemma 6.3.

If $`w𝕎`$ is not the identity element, then

$$_{C_\xi /\kappa Q^{}}F^V^{}(\lambda ,w\mu )^{}F^V(\lambda ,\nu )𝑑\lambda =0.$$

###### Proof.

It is easy to see that the integral tends to zero as $`\xi `$ tends to infinity inside the dominant Weyl chamber. At the same time the integral does not change its value under variation of $`\xi `$. Hence, the integral is zero if $`\xi `$ is in the dominant chamber. It follows from Theorem 5.2 that the same is true for all other Weyl chambers. The lemma is proved. ∎

By Lemma 6.3 and formula (18), the left hand side of the formula of Theorem 4.5 is given by the formula

$$LHS=_{C_\xi /\kappa Q^{}}F^V^{}(\lambda ,\mu )^{}F^V(\lambda ,\nu )𝑑\lambda .$$

Using the symmetry (2) we see that Theorem 4.5 implies Theorem 2.2. Thus Theorem 2.2 is proved.

## 7. Proof of Theorem 2.3

### 7.1. A polynomiality lemma

###### Lemma 7.1.

for generic $`\nu 𝔥^{}`$ and big anti-dominant integral $`\mu `$, the function $`F_\mu ^V^{}(\lambda )^{}F^V(\lambda ,\nu )`$ is a Laurent polynomial of $`q^{2(\lambda ,\alpha _i)}`$ multiplied by $`q^{2(\lambda ,\mu \nu )},`$

###### Proof.

It suffices to check that the same statement is true for the function

$$(\mathrm{\Psi }^v(\lambda ,\nu ),\mathrm{\Psi }_\mu ^v_{}(\lambda ))\delta _q(\lambda )\delta _q(\lambda )$$

for big dominant integral $`\mu `$. Arguing as in the proof of Theorem 4.1, we find that

$$(\mathrm{\Psi }^v(\lambda ,\nu ),\mathrm{\Psi }_\mu ^w^{}(\lambda ))=\mathrm{Tr}[(1(,)1)(\mathrm{\Phi }_\nu ^v\stackrel{~}{\mathrm{\Phi }}_\mu ^v_{})(q^{2\lambda }q^{2\lambda })],$$

where the trace is taken in the tensor product $`M_\nu {}_{}{}^{}L_{\mu }^{}`$. This tensor product decomposes as $`M_\nu {}_{}{}^{}L_{\mu }^{}=H_{\mu \nu ^{}}^\beta M_\beta `$. Since the operator $`X=(1(,)1)(\mathrm{\Phi }_\nu ^v\stackrel{~}{\mathrm{\Phi }}_\mu ^v_{})`$ is an intertwiner from $`M_\nu {}_{}{}^{}L_{\mu }^{}`$ to itself, as in the proof of Theorem 4.1 we find that $`(\mathrm{\Psi }^v(\lambda ,\nu ),\mathrm{\Psi }_\mu ^w^{}(\lambda ))`$, as a function of $`\lambda `$, is a finite linear combination of characters of Verma modules $`M_\beta `$. Hence $`\delta _q(\lambda )(\mathrm{\Psi }^v(\lambda ,\nu ),\mathrm{\Psi }_\mu ^w^{}(\lambda ))`$ is equal to $`q^{2(\lambda ,\mu \nu )}`$ times a Laurent polynomial. This implies the statement of the lemma. ∎

### 7.2. A modification of Theorem 2.3

###### Proposition 7.2.

For a big anti-dominant integral $`\mu `$, one has

(19) $`{\displaystyle \frac{1}{|𝕎|}}{\displaystyle _{C_\xi }}F_\mu ^V^{}(\lambda )^{}{\displaystyle \underset{wW}{}}(1)^wF^V(\lambda ,w\nu )(𝒜_{w,V^{}}(\nu )^1)^{}q^{(\lambda ,\lambda )}d\lambda =`$
$`q^{(\mu ,\mu )+(\nu ,\nu )}F_\mu ^V^{}(\nu )^{}.`$
###### Proof.

Let $`F_0^V(\lambda ,\nu ):=F^V(\lambda ,\nu )q^{2(\lambda ,\nu )}`$. We have

$`q^{(\nu ,\nu )}LHS={\displaystyle \frac{1}{|𝕎|}}{\displaystyle _{C_\xi }}F_\mu ^V^{}(\lambda )^{}{\displaystyle \underset{w𝕎}{}}(1)^wF_0^V(\lambda ,w\nu )(𝒜_{w,V^{}}(\nu )^1)^{}q^{(\lambda +w\nu ,\lambda +w\nu )}d\lambda =`$
$`{\displaystyle \frac{1}{|𝕎|}}{\displaystyle _{C_{\xi +\mathrm{Re}(w\nu )}}}{\displaystyle \underset{wW}{}}(1)^wF_\mu ^V^{}(\lambda +w\nu )^{}F_0^V(\lambda w\nu ,w\nu )(𝒜_{w,V^{}}(\nu )^1)^{}q^{(\lambda ,\lambda )}d\lambda .`$
By Lemma 7.1, the cycle of integration $`C_{\xi +\mathrm{Re}(w\nu )}`$ may be replaced with $`C_\xi `$, and furthermore the integral is a rational function of $`q^{2(\nu ,\alpha _i)}`$. Therefore, it suffices to check the proposition in the case when $`\nu `$ is big anti-dominant integral. But in this case, the result follows from Theorem 4.6 and the generalized Weyl character formula (9). ∎

###### Corollary 7.3.

For big anti-dominant integral $`\mu `$ and generic $`\nu `$

$`{\displaystyle \frac{1}{|𝕎|}}{\displaystyle \underset{w,y𝕎}{}}(1)^w(1)^y{\displaystyle _{C_\xi }}A_{y,\nu }(\mu )^1F^V^{}(\lambda ,y\mu )^{}F^V(\lambda ,w\nu )(A_{w,V^{}}(\nu )^1)^{}q^{(\lambda ,\lambda )}𝑑\lambda =`$
(20) $`q^{(\mu ,\mu )+(\nu ,\nu )}{\displaystyle \underset{zW}{}}(1)^zA_{z,V}(\mu )^1F^V^{}(\nu ,z\mu )^{}.`$
The corollary follows by applying the generalized Weyl character formula (9) to formula (19).

### 7.3. Proof of Theorem 2.3

Arguing as in the proof of Theorem 2.2 (using Theorem 5.1 and formula (17)), we can rewrite identity (20) in the form

(21) $`q^{(\mu ,\mu )(\nu ,\nu )}{\displaystyle \underset{z𝕎}{}}(1)^z{\displaystyle _{C_\xi }}A_{z,V}(\mu )^1F^V^{}(\lambda ,z\mu )^{}F^V(\lambda ,\nu )q^{(\lambda ,\lambda )}𝑑\lambda =`$
$`{\displaystyle \underset{z𝕎}{}}(1)^zA_{z,V}(\mu )^1F^V^{}(\nu ,z\mu )^{},`$
This identity has been established for big anti-dominant integral $`\mu `$. However, we will now use it to prove Theorem 2.3, which is equivalent to the statement that this identity holds for generic complex $`\mu `$ and, furthermore, term-by-term.

The proof is based on the following lemma. Let $`\mu 𝔥^{}`$ be a fixed weight, which does not belong to the pole divisor of $`F^V(\lambda ,\mu )`$.

###### Lemma 7.4.

The function

$`G(\mu ,\nu ):={\displaystyle _{C_\xi }}F^V^{}(\lambda ,\mu )^{}F^V(\lambda ,\nu )q^{(\lambda ,\lambda )(\mu ,\mu )(\nu ,\nu )+2(\mu ,\nu )}𝑑\lambda .`$
is holomorphic in $`\nu `$ for $`\mathrm{Re}\nu `$ big anti-dominant, and $`\kappa Q^{}`$-periodic in $`\nu `$; that is, $`G`$ is a holomorphic function of $`z_j:=q^{2(\nu ,\alpha _j)}`$ in the region $`0<|z_j|<q^{dN}`$, where $`N`$ is as in Lemma 2.1, and $`d`$ is the ratio of squared lengths of long and short roots. Furthermore, $`G`$ is meromorphic in the region $`|z_j|<q^{dN}`$, and its Laurent coefficients are rational functions of $`q^{2(\mu ,\alpha _i)}`$.

###### Proof.

By Theorem 5.1, we may assume that $`\xi `$ lies in the dominant chamber. By Lemma 2.1, the trace function $`F^V(\lambda ,\mu )`$ may be written as

(22) $`F^V(\lambda ,\mu )=q^{2(\lambda ,\mu )}{\displaystyle \frac{\stackrel{~}{F}^V(\lambda ,\mu )}{_{\alpha \mathrm{\Sigma }_+}_{k=1}^N(1q^{2(\lambda ,\alpha )k(\alpha ,\alpha )})}},`$
where $`\stackrel{~}{F}^V(\lambda ,\mu )`$ is a trigonometric polynomial in $`\lambda `$ whose coefficients are rational functions of $`q^{2(\mu ,\alpha _i)}.`$

Therefore, we have

$`G(\mu ,\nu )={\displaystyle _{C_\xi }}q^{(\lambda \mu +\nu ,\lambda \mu +\nu )}{\displaystyle \frac{H(\lambda ,\mu ,\nu )}{_{\alpha \mathrm{\Sigma }_+}_{k=1}^N(1q^{2(\alpha ,\lambda )k(\alpha ,\alpha )})(1q^{2(\alpha ,\lambda )+k(\alpha ,\alpha )})}}𝑑\lambda ,`$
where $`H`$ is a trigonometric polynomial in $`\lambda `$ whose coefficients are rational in $`q^{2(\mu ,\alpha _j)}`$ and $`q^{2(\nu ,\alpha _j)}`$

Now make a change of variable $`\eta =\lambda \mu +\nu `$. Then we get

$`G(\mu ,\nu )={\displaystyle _{C_{\xi \mathrm{Re}(\mu \nu )}}}q^{(\eta ,\eta )}{\displaystyle \frac{H(\eta +\mu \nu ,\mu ,\nu )}{_{\alpha \mathrm{\Sigma }_+}_{k=1}^N(1q^{2(\alpha ,\eta +\mu \nu )k(\alpha ,\alpha )})(1q^{2(\alpha ,\eta +\mu \nu )+k(\alpha ,\alpha )})}}𝑑\eta .`$
The fractions $`\frac{1}{1q^{2(\alpha ,\eta +\mu \nu )\pm k(\alpha ,\alpha )}}`$ in the integrand can be expanded into geometric series for $`\mathrm{Re}(\alpha _i,\eta +\mu \nu )>>0`$:

$$\frac{1}{1q^{2(\alpha ,\eta +\mu \nu )\pm k(\alpha ,\alpha )}}=\underset{m0}{}q^{m(2(\alpha ,\eta +\mu \nu )\pm k(\alpha ,\alpha ))}.$$

The inequalities $`\mathrm{Re}(\alpha _i,\eta +\mu \nu )>>0`$ are satisfied on the cycle of integration, as $`\xi `$ is a big dominant weight. Thus we can expand the integrand in a series and then integrate the series term-wise. This shows that we can expand $`G(\mu ,\nu )`$ in a Laurent series with respect to $`z_j=q^{2(\nu ,\alpha _j)}`$, which is convergent for small enough $`z_j`$, i.e. for big antidominant $`\mathrm{Re}\nu `$ (in fact, it is easy to see that $`|z_j|<q^{dN}`$ is sufficient for convergence). The coefficients of this series are integrals of trigonometric polynomials of $`\eta `$ with coefficients rational in $`q^{2(\mu ,\alpha _i)}`$ against the measure $`q^{(\eta .\eta )}d\eta `$. Thus they are rational functions in $`q^{2(\mu ,\alpha _i)}`$, and the lemma is proved. ∎

Now we can finish the proof of Theorem 2.3. Lemma 7.4 implies that both sides of identity (21) admit Laurent expansions with respect to the variables $`z_j=q^{2(\nu ,\alpha _j)}`$ for $`|z_j|<q^{dN}`$. Let $`\beta `$ be a fixed integral weight, and $`C_{\beta ,l}(\mu ),C_{\beta ,r}(\mu )`$ be the coefficients of $`q^{2(\nu ,\beta )}`$ in this expansion on the left, respectively right hand side of identity (21). Let also $`C_{\beta ,l}^1(\mu ),C_{\beta ,r}^1(\mu )`$ be the coefficients of the same term in the series on the left and right hand sides of (21) given exclusively by the terms with the Weyl group element $`z`$ equal to $`1`$. It is easy to see that if $`\mu `$ is a big anti-dominant integral weight, then $`C_{\beta ,l}(\mu )=C_{\beta ,l}^1(\mu )`$, $`C_{\beta ,r}(\mu )=C_{\beta ,r}^1(\mu )`$ (i.e., terms with $`z1`$ contribute only to very high terms of the expansion). On the other hand, since identity (21) is known to hold for big anti-dominant integral $`\mu `$, we have for such $`\mu `$: $`C_{\beta ,l}(\mu )=C_{\beta ,r}(\mu )`$. Therefore, we conclude that for big anti-dominant integral $`\mu `$, one has $`C_{\beta ,l}^1(\mu )=C_{\beta ,r}^1(\mu )`$. But by Lemma 7.4, both $`C_{\beta ,l}^1(\mu )`$ and $`C_{\beta ,r}^1(\mu )`$ are rational functions of $`q^{2(\mu ,\alpha _i)}`$. Therefore, the equality $`C_{\beta ,l}^1(\mu )=C_{\beta ,r}^1(\mu )`$ holds for generic $`\mu `$, and hence the terms on the left and right sides of (21) corresponding to $`z=1`$ are equal:

$`q^{(\mu ,\mu )(\nu ,\nu )}{\displaystyle _{C_\xi }}F^V^{}(\lambda ,\mu )^{}F^V(\lambda ,\nu )q^{(\lambda ,\lambda )}𝑑\lambda =F^V^{}(\nu ,\mu )^{}.`$
This implies Theorem 2.3, as $`F^V^{}(\nu ,\mu )^{}=F^V(\mu ,\nu )`$.

## 8. Integral Transforms

In this section we prove Theorem 2.4.

### 8.1. Proof that the integral transforms are well defined and continuous

For any vectors $`vV`$ and $`v_{}V^{}`$, we have

$$(F^V(\lambda ,\mu )v,v_{})=q^{2(\lambda ,\mu )}\underset{j}{}f_j(\lambda )g_j(\mu )$$

for suitable functions $`f_j(\lambda ),g_j(\lambda )`$. Each of these functions has the form

(23) $`{\displaystyle \frac{P(\lambda )}{_{\alpha \mathrm{\Sigma }_+}_{k=1}^N(1q^{2(\lambda ,\alpha )k(\alpha ,\alpha )})}},`$
where $`P(\lambda )`$ is a Laurent polynomial in variables $`q^{2(\alpha _i,\lambda )}`$, whose Newton polyhedron is contained in the Newton polyhedron of the denominator (this follows from \[ESt\], Proposition 2.2).

For any vectors $`vV`$ and $`v_{}V^{}`$, the function $`(Q(\lambda \rho )v,v_{})`$ also has such a form (again, from \[ESt\]).

###### Lemma 8.1.

Let a function $`f(\lambda )`$ be of the form (23). Let $`\xi 𝔥_{}^{}{}_{}{}^{}`$ be big. Then all derivatives of the restriction of the function $`f(\lambda )`$ to $`C_\xi `$ or $`D_\eta `$ are bounded from above.

###### Proof.

The statement about the restriction to $`C_\xi `$ is obvious, since in this case the function is periodic with respect to a lattice. So we need to prove only the statement about restriction to $`D_\eta `$. For this purpose, take $`\lambda =i\eta +y`$, $`y𝔥_{}`$. Then the binomial factor $`(1q^{2(\lambda ,\alpha )k(\alpha ,\alpha )})`$ from formula (23) satisfies the following lower bound:

$$|1q^{2(\lambda ,\alpha )k(\alpha ,\alpha )}|C(1+q^{2(y,\alpha )k(\alpha ,\alpha )})$$

for some $`C=C(\eta )>0`$ (This follows from the elementary estimate

$$|1ae^{i\theta }|(1+a)|\mathrm{sin}(\theta /2)|$$

if $`a>0`$). This lower bound implies the claim, since it implies that the denominator of (23) is bounded from below by a polynomial with the same Newton polyhedron and positive coefficients. ∎

Lemma 8.1 implies that the integral transforms of Theorem 2.4 are well defined and continuous. Indeed, let for example $`a𝒮_\eta (C_\xi )V[0]`$, $`a(\lambda )=a_m(\lambda )v_m`$, where $`v_m`$ is a basis of $`V[0]`$. Then the components of the vector function $`K_{\mathrm{Im}}^Va`$ are finite linear combinations of functions of the form

$`b(\mu )=g(\mu ){\displaystyle _{C_\xi }}q^{2(\lambda ,\mu )}f(\lambda )a(\lambda )𝑑\lambda `$
where $`f`$ and $`g`$ are of the form (23). By Lemma 8.1, the multiplication operators by $`f`$ and $`g`$ preserve the spaces of Schwartz functions and are continuous. So the fact that $`K_{\mathrm{Im}}^V`$ is well defined and continuous follows from the classical fact that the Fourier transform is a continuous isomorphism of the Schwartz space to itself. The same proof applies to $`K_{\mathrm{Re}}^V`$.

### 8.2. Proof that $`K_{\text{Im}}^VK_{\text{Re}}^V=\text{Id}`$.

###### Proposition 8.2.

We have

$$K_{\text{Im}}^VK_{\text{Re}}^V=\text{Id}.$$

###### Proof.

We will use the following standard lemma from Fourier analysis.

Let $`f,g`$ be smooth functions on $`^n\times ^n`$ such that $`f(x,y)=e^{i(x,y)}f_0(x,y)`$, $`g(x,y)=e^{i(x,y)}g_0(x,y)`$, and $`f_0,g_0`$ are periodic with respect to the lattice $`(2\pi )^n`$ in the first variable. Assume that for any $`y,z^n`$ such that $`yz(2\pi )^n`$, one has

$$_{(/2\pi )^n}f(x,y)g(x,z)𝑑x=\delta _{0,yz},$$

Define integral transforms $`K_1:C_0^{\mathrm{}}(^n)C^{\mathrm{}}(^n)`$, $`K_2:𝒮(^n)C^{\mathrm{}}(^n)`$ by

$$(K_1a)(x)=_^ng(x,z)a(z)𝑑z,(K_2b)(y)=_^nf(x,y)b(x)𝑑x$$

(here $`C_0^{\mathrm{}}`$ is the space of functions with compact support).

###### Lemma 8.3.

Under these conditions, $`K_1`$ takes values in $`𝒮(^n)`$, and $`K_2K_1=\mathrm{Id}`$ (for an appropriate normalization of $`dx`$ and $`dz`$).

The proof of the lemma is standard, using Fourier series expansions, and will be omitted.

Lemma 8.3 and Theorem 2.2 imply Proposition 8.2, since matrix elements of $`F^V(\lambda ,\mu )`$, $`\lambda C_\xi `$, $`\mu D_\eta `$, are of the same type as the functions $`f(x,y)`$, $`g(x,y)`$ considered above. ∎

### 8.3. Proof that $`K_{\text{Re}}^VK_{\text{Im}}^V=\text{Id}`$.

###### Lemma 8.4.

Let $`X,Y`$ be vector spaces and $`A:XY`$ and $`B:YX`$ linear operators. Assume that the operator $`A`$ is injective, and $`AB=\text{Id}`$. Then $`BA=\text{Id}`$.

###### Proof.

For every $`yY`$ we have $`A(BAyy)=0`$. Since $`A`$ is injective, we have $`BA=\text{Id}`$. ∎

Lemma 8.4 shows that in order to finish the proof of Theorem 2.4 it is enough to prove the following

###### Proposition 8.5.

Under the conditions of Theorem 2.4 the operator $`K_{\text{Im}}^V`$ is injective.

###### Proof.

First of all, using the dynamical Weyl group symmetry, we can reduce the problem to the case when $`\xi `$ is anti-dominant.

Suppose that $`a𝒮_\eta (C_\xi )`$, and $`K_{\text{Im}}^Va=_{C_\xi }F^V(\mu ,\lambda )a(\lambda )𝑑\lambda =0`$. As we know (see e.g. formula (22)), the function $`F^V`$ is representable in the form $`F^V(\mu ,\nu )=q^{2(\mu ,\nu )}\frac{\widehat{F}^V(\mu ,\nu )}{Z(\nu )}`$, where $`Z(\nu )`$ is a product of binomial terms, and $`\widehat{F}`$ is a trigonometric polynomial in $`\nu `$. This means,

(24) $`{\displaystyle _{C_\xi }}\widehat{q}^{2(\mu ,\lambda )}\widehat{F}^V(\mu ,\lambda )b(\lambda )=0,`$
where $`b(\lambda )=Z(\lambda )a(\lambda )𝒮_\eta (C_\xi )`$ (as $`Z`$ is periodic).

The function $`\widehat{F}^V(\mu ,\lambda )`$ can be written in the form

(25) $`\widehat{F}^V(\mu ,\lambda )=1+{\displaystyle \underset{\beta L}{}}E_\beta (\mu )q^{2(\beta ,\lambda )},`$
where $`LQ_+\{0\}`$ is a finite set, and $`E_\beta (\mu )`$ are bounded rational functions of $`q^{2(\mu ,\alpha _i)}`$ on $`D_\eta `$.

Using equation (25), equation (24) can be written in the form of a difference equation:

(26) $`\widehat{b}(\mu )={\displaystyle \underset{\beta L}{}}E_\beta (\mu )\widehat{b}(\mu +\beta ).`$
If $`\xi `$ is sufficiently big, $`\widehat{b}(\mu +\beta )`$, decays rapidly with $`\beta \mathrm{}`$ in $`Q_+`$ (since $`\widehat{b}S_\xi (D_\eta )`$). Thus, solving equation (24) recursively, and using that $`E_\beta (\mu )`$ are bounded, we find that for sufficiently big $`\xi `$, any solution $`\widehat{b}S_\xi (D_\eta )`$ of the difference equation (26) must be zero. The proposition is proved. ∎

## 9. Proofs of Theorems 2.5 and 2.6

### 9.1. Proof of Theorem 2.5

Recall that the trace functions are eigenfunctions of $`𝒟_{U,V}`$, namely

$`𝒟_{U,V}^{(\lambda )}F(\lambda ,\nu )=\chi _U(q^{2\nu })F(\lambda ,\nu ).`$
Now let $`\mu \nu P.`$ Then by Theorem 2.2,

$`{\displaystyle _{C_\xi /\kappa Q^{}}}F(\mu ,\lambda )[𝒟_{U,V}^{(\lambda )}(𝒟_{U,V^{}}^{(\lambda )})^{}]F(\lambda ,\nu )𝑑\lambda =`$
$`\chi _U(q^{2\nu }){\displaystyle _{C_\xi /\kappa Q^{}}}F(\mu ,\lambda )F(\lambda ,\nu )𝑑\lambda \chi _U(q^{2\mu }){\displaystyle _{C_\xi /\kappa Q^{}}}F(\mu ,\lambda )F(\lambda ,\nu )𝑑\lambda =`$
$`(\chi _U(q^{2\nu })\chi _U(q^{2\mu }))\delta _{\mu \nu }Q^1(\mu \rho )=0,`$
because either $`\delta _{\mu \nu }=0`$ or $`(\chi _U(q^{2\nu })\chi _U(q^{2\mu }))=0.`$

By Lemma 8.5 this implies that

$`(𝒟_{U,V}^{(\lambda )}(𝒟_{U,V}^{(\lambda )})^{})F(\lambda ,\nu )=0.`$
This means that

$`{\displaystyle _{C_\xi /\kappa Q^{}}}q^{2(\lambda ,\mu )}(𝒟_{U,V}^{(\lambda )}(𝒟_{U,V}^{(\lambda )})^{})F(\lambda ,\nu )=0.`$
By Lemma 8.5 this means that

$`(𝒟_{U,V}𝒟_{U,V}^{})q^{2(\lambda ,\nu )}=0,`$
which easily implies

$`𝒟_{U,V}=𝒟_{U,V}^{}.`$
The theorem is proved.

### 9.2. Proof of Theorem 2.6

By Theorem 2.3 we have

$`{\displaystyle _{C_\xi }}F^V(\mu ,\lambda )F^V(\lambda ,\nu )q^{(\lambda ,\lambda )}𝑑\lambda =q^{(\mu ,\mu )+(\nu ,\nu )}F^V(\mu ,\nu ).`$
This is equivalent to saying that for a fixed $`\nu `$, one has

$`K_{\mathrm{Im}}^V(q^{(\lambda ,\lambda )}F^V(\lambda ,\nu ))=q^{(\nu ,\nu )}(q^{(\mu ,\mu )}F^V(\mu ,\nu ))`$
Applying $`K_{\mathrm{Re}}`$ to both sides, and using Theorem 2.4, we obtain

$`q^{(\lambda ,\lambda )}F^V(\lambda ,\nu )={\displaystyle _{D_\eta }}F^V(\lambda ,\mu )Q(\mu \rho )q^{(\nu ,\nu )+(\mu ,\mu )}F^V(\mu ,\nu ),`$
as desired.


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# Occultation Searches for Kuiper Belt Objects

## 1. Introduction

The presence of minor bodies beyond the orbit of Neptune is now well established; current estimates suggest that there is a total of order $`10^5`$ Kuiper Belt Objects (KBOs) with sizes greater than 100 km (see Luu & Jewitt 2002 for a recent review). Extending KBO population statistics to lower sizes than currently known is essential to understanding the formation and evolution of these minor planets. Since a kilometer-sized KBO is expected to have a magnitude $`R`$ 30, it is unlikely that imaging surveys will be able to obtain reliable statistics of small-size objects in the Kuiper Belt.

The occultation of background stellar sources by foreground objects has been well utilized as a probe of foreground source properties (see Elliot & Olkin 1996 for a review). In fact, suggestions have already been made to detect KBOs via occultation observations (Bailey 1976; Brown & Webster 1997; Roques & Moncuquet 2000). On the observational side, the Taiwanese-American Occultation Survey (TAOS; Liang et al. 2002) plans to conduct an occultation search using an array of three to four robotic telescopes simultaneously monitoring the same 3 square degrees of sky.

In this Letter, we discuss statistics related to KBO occultations and physical properties of the KBO population that can be probed with a wide-field survey targeting the ecliptic area. For reasonable parameters that can be achieved with ground-based telescopes, we suggest that occultation observations are effective at finding small-size KBOs with radii between $``$ 0.1 and 10 km. At this low end of the KBO size distribution, one no longer expects the power-law size distribution observed for KBOs larger than 100 km to hold. The frequent collisions between small-size objects, especially at early times during the formation of the large bodies, lead to their destruction to dust such that a turnover radius is expected at some characteristic size scale (Kenyon 2002). For typical values corresponding to the Kuiper Belt, with a surface density, $`\mathrm{\Sigma }10^4`$ g cm-2, an angular velocity, $`\mathrm{\Omega }2\pi /250`$ year-1, a KBO density, $`\rho 1`$ g cm-3, and an age for the belt, $`\tau 4\times 10^9`$ years, an estimate for the turnover radius is $`R_c\tau \mathrm{\Sigma }\mathrm{\Omega }/\rho 0.1`$ km. We suggest that occultation surveys have the potential to either detect or constrain an expected turnover radius, which will, in return, help in the theoretical understanding of the formation and evolution of the Kuiper Belt.

The discussion is organized as follows. In the next Section, we will summarize important ingredients necessary for a calculation of statistics related to KBO occultations. In addition to the size distribution of KBOs, we improve previous estimates on the KBO occultation rate by paying particular attention to the size distribution of background stars projected at KBO distances. As we will discuss later, the occultation duration distribution is determined by both projected star sizes and KBO sizes. In § 3, we will present our results and conclude with a summary.

## 2. Calculational Ingredients

One can characterize an occultation of a background star by a foreground KBO with two parameters: the duration $`\mathrm{\Delta }T`$ of the occultation and the fractional flux decrease $`A`$ of the background star during the occultation. In terms of physical parameters, these two observables are given by

$$\mathrm{\Delta }T=\frac{2(R+R_{})}{v},\mathrm{and}A=\left(\frac{R}{R_{}}\right)^2,$$
(1)
respectively. Here, $`v`$ is the relative velocity of the KBO with respect to the observer while $`R`$ and $`R_{}`$ are respectively the radii of the KBO object and the background star; the latter is the projected stellar radius at the distance of the KBO. We have assumed no flux contribution from the KBO. In writing the duration of the event, we have taken into account the finite size of stellar sources beyond the point-source approximation (cf. Brown & Webster 1997); we shall see that this is important.

### 2.1. KBO distribution

We make use of the form for the differential size distribution of KBOs (suggested by Kenyon 2002) as a function of radius $`R`$ such that

$$\frac{dN_{\mathrm{kbo}}}{dR}=\{\begin{array}{cc}A_0\left(\frac{R}{R_c}\right)^{q_1}R>R_c\hfill & \\ A_0\left(\frac{R}{R_c}\right)^{q_2}RR_c,\hfill & \end{array}$$
(2)
where $`R_c`$ is the turnover radius, which is expected to be in the range 0.1 to 10 km. The power-law slope, $`q_1`$, has been estimated to be $``$ 4 when $`R>100`$ km (Trujillo et al. 2001) and we will set $`q_1=4`$ hereafter. For the present discussion, we treat $`q_2`$ and $`R_c`$ as parameters that can potentially be probed with occultation observations. The normalization constant $`A_0`$ is set by requiring that the total number of KBOs above 100 km agrees with the estimated number of classical and scattered KBOs, $`7\times 10^4`$, based on observations so far (Trujillo et al. 2001).

The differential distribution of KBOs with distance $`D`$, $`df/dD`$, is taken to scale as $`D^\gamma `$, with minimum and maximum distances 30 AU and 50 AU respectively (Brown & Webster 1997; Kenyon 2002). We set $`\gamma =2`$; our results are not strongly sensitive to the choice of $`\gamma `$. The KBOs are taken to be uniformly distributed in azimuth, with a Gaussian distribution $`P(i)`$ in inclination angle $`i`$ from the ecliptic. Following measurements by Trujillo et al. (2001), we take the standard deviation of this Gaussian to be $`15^{}`$.

### 2.2. Stellar distribution

Following standard approaches discussed in the literature, we construct a representative stellar angular radius distribution by first creating a population of single stars born at a constant rate over the past 10 Gyr, according to the initial mass function of Kroupa, Tout & Gilmore (1993). This was then evolved to the present day using the bse stellar evolution code (Hurley, Pols & Tout 2001), which provides absolute magnitudes and stellar radii as a function of time. Finally, the stars were distributed according to a simple exponential Galactic disk model, with disk scale radius 3.5 kpc and scale height 200 pc. Incorporating extinction corrections from Bahcall & Soneira (1980), we selected magnitude-limited samples to produce differential stellar angular size distributions, $`dN/d\mathrm{log}R_{}`$, for a given field, where $`R_{}`$ is the projected stellar radius at the distance of the Kuiper Belt.

The calculated angular size distribution (Fig. 1) rises towards small projected sizes, up to a cutoff related to the maximum distance to which stars are seen in a given sample. The position of the cutoff hence shifts to smaller sizes as the magnitude limit is increased. Beyond $`V12`$, where the finite extent of the Galaxy becomes important, decreasing the Galactic latitude $`|b|`$ of the field has the same effect. The peak at small angular sizes is composed of comparable numbers of A, F, and G main sequence stars. The distribution can be observationally obtained for a given field, based on colors and magnitudes (Van Belle 1999) and is not likely to be major source of uncertainty. We have however neglected the presence of unresolved binary companions to half of these stars (Duquennoy & Mayor 1991). Due to the neglect of light from unresolved companions, we may have overestimated the number of events above a given amplification limit. The neglect of the extra cross section presented by companions, however, underestimates the event rate. Since in most binaries one expects the primary to be considerably brighter than the secondary, it is likely that the resulting effect is small. We expect our predictions for the stellar size distribution to be accurate to within a factor of 2.

### 2.3. Relative Velocity

Relative to an Earth-based observer, the velocity of a KBO at distance $`D`$ and observational angle $`\varphi `$ is

$$v_{\mathrm{KBO}}(D,\varphi )v_{\mathrm{}}\left[\mathrm{cos}\varphi \sqrt{\frac{D_{\mathrm{}}}{D}}\right].$$
(3)
Here, $`v_{\mathrm{}}=30`$ km sec-1 and $`D_{\mathrm{}}=1`$ AU. As $`\varphi `$ is varied, $`v_{\mathrm{KBO}}(D,\varphi )`$ ranges from 0 at quadrature to $`30(1\sqrt{D_{\mathrm{}}/D})`$ km sec-1 at opposition. For a KBO at a distance of 40 AU, the maximum velocity is $``$ 25 km sec-1. Since we will concentrate on KBO occultation surveys that target areas around the ecliptic, where the KBO density is highest, we do not include the dependence of KBO relative velocity on inclination angle. For surveys that monitor specific fields over long periods, such as TAOS, note that $`\varphi `$ changes during the year. An alternative possibility is to monitor the night sky while keeping the position angle constant.

### 2.4. Diffraction

An additional consideration with respect to KBO occultations involves diffraction; the Fresnel scale, $`R_\mathrm{F}=\sqrt{\lambda D/2\pi }`$, at a distance of 40 AU, for $`\lambda =500`$ nm, is $``$ 0.7 km and is typical of both KBO and projected stellar sizes. The resulting effect due to diffraction can be described as an increase in the duration of the occultation with a corresponding decrease in the flux decrement. We therefore modify Eq. (1), by replacing $`(R+R_{})`$ with $`R_{\mathrm{diff}}`$, where $`R_{\mathrm{diff}}`$ is the effective occultation radius in the presence of diffraction fringes. We model this following Roques & Moncuquet (2002), and assuming that KBOs are regularly shaped objects. Note that finite background star sizes, especially when $`R_{}>R_\mathrm{F}`$, reduce effects due to diffraction such that a geometrical description is valid with $`R_{\mathrm{diff}}R+R_{}`$ for long duration events, at the level of 0.1 seconds or more. We will highlight the gain involved with diffraction, especially for surveys that can reach sensitivities to flux variations at the level of 1% or below.

## 3. Occultation statistics

With the distributions of $`R`$, $`R_{}`$, and $`v`$ established above, we can now write the expected number of KBO occultations during a total observing time $`T_{\mathrm{tot}}`$ as

$`N_{\mathrm{tot}}={\displaystyle 𝑑\varphi 𝑑iP(i)\frac{dD}{D^2}\frac{df}{dD}𝑑R_{}\frac{dN}{dR_{}}}`$ (4)
$`\times `$ $`{\displaystyle 𝑑R\frac{dN_{\mathrm{KBO}}}{dR}2R_{\mathrm{diff}}v_{\mathrm{KBO}}(D,\varphi )T_{\mathrm{tot}}}.`$
The integrals are taken such that one allows for a minimum fractional dimming, $`A_{\mathrm{min}}`$, and a minimum sampling interval in time, $`\mathrm{\Delta }T_{\mathrm{min}}`$, with which flux from stars down to some magnitude limit can be monitored. In a real survey, $`A_{\mathrm{min}}`$ will be a function of magnitude, and we consider an example of this later in the Section. Instead of discussing the total number of occultations, we consider the fractional distribution of occultations in terms of observables, mainly event duration, fractional flux variation, and KBO radius. These are calculated by introducing the necessary Dirac delta function before taking integrals in Eq. 4, such that, say, $`dN_{\mathrm{tot}}/d\delta T=𝑑\varphi \mathrm{}𝑑R𝑑N_{\mathrm{KB0}}/𝑑R2R_{\mathrm{diff}}vT_{\mathrm{tot}}\delta _D(\delta T2R_{\mathrm{diff}}/v)`$.

In Fig. 2, we show the expected number of KBO occultations as a function of duration, for a year-long survey of a given field, using our geometrical description for occultations, with no corrections due to diffraction. Most of the occultation events are of short duration, and are associated with the main sequence stars producing the peak at small angular size. For comparison, we also show the duration distribution towards quadrature. While durations increase by an order of magnitude or more, there is an equivalent reduction in the total number of events, which can be understood by noting that the duration scales as $`v^1`$ while the total number of occultations scales as $`v`$. For a long term survey of a given field, the distribution predicted towards opposition alone is similar to that obtained when one integrates over position angle throughout the year. This is due to the fact that, away from quadrature, which is highly localized, all other position angles lead to comparable velocities.

The predictions in Fig. 2 reveal that for surveys which are limited to large timing intervals, of order 0.1 sec or more, but fainter magnitudes, V $``$ 16, observations toward quadrature are desirable; this, however, requires monitoring of stars in a number of different fields, since the background sky shifts with respect to the direction of quadrature during a long period of observation. With small improvements in the minimum duration to which a survey is sensitive, one can obtain a significant increase in event rate by observing, say, one field throughout the year, instead of targeting the low-velocity quadrature region. The use of a single field also allows better control of systematics and a reduction of confusions, such as those due to intrinsic stellar variabilities.

The bottom plot of Fig. 2 shows the expected distribution of flux variations. This distribution has a power-law behavior when $`A<0.1`$ and flattens out as $`A`$ approaches one. Note that, in a strict sense, the maximum value of $`A`$ is one, when a KBO fully occults the background star. Here, for illustration purposes, we have allowed $`A`$ to vary beyond one in order to show the flattening of this distribution.

In Fig. 2, we also show variations in the expected number of observed occultations induced by variations in the cutoff radius $`R_c`$, and the slope $`q_2`$ below the cutoff radius. With sufficient sensitivity to flux variations and with a high sampling rate, one can also probe these two parameters; for example, the expected number of occultations with flux variations between 1% and 10% differs by two orders of magnitude when $`R_c`$ is varied between 0.1 km and 1 km.

In Fig. 3, we show the expected number of occultations as a function of KBO radius. For surveys with sampling intervals of 0.1 seconds and sensitivity to normalized flux decreases of 1% or better, one probes the size distribution down to a radius of 0.1 km. The cutoff corresponds to the KBO radius producing the smallest detectable flux decrease $`A_{\mathrm{min}}`$ for a star whose size leads to an occultation with $`\mathrm{\Delta }T=\mathrm{\Delta }T_{\mathrm{min}}`$. We also highlight the gain associated with diffraction here. With a detection threshold of order 1% in flux, and a time sampling interval of 0.01 sec, diffraction boosts the number of expected occultations by an order of magnitude. It is unlikely that occultation surveys with ground based small telescopes can achieve the high flux sensitivity to see effects related to diffraction, though targeted surveys of smaller stars with 8m-class telescopes may be used to exploit the gain associated with diffraction (Roques & Moncuquet 2000).

We now consider a real experiment: the planned TAOS survey (Liang et al. 2002). We take into account the presence of photon noise, which leads to a decrease in flux sensitivity when individual exposures are shorter. There is a tradeoff between sensitivity and sampling rate for a given experimental setup, which can be expressed as $`A_{\mathrm{min}}^2F\mathrm{\Delta }T_{\mathrm{min}}`$ = constant, where $`F`$ is stellar flux. In Fig. 3 bottom plot, we show the expected distribution of occultations as a function of the KBO radius. Here, we assume our fiducial KBO population ($`q_1=4,q_2=3`$ and $`R_c=0.1`$ km) and normalize the scaling relation with the expected TAOS values of $`\mathrm{\Delta }T_{\mathrm{min}}`$ = 0.2 sec, and $`A_{\mathrm{min}}`$ = 10% at 14th magnitude. As shown in the bottom plot of Fig. 3, with improvements to the sampling interval, and a corresponding decrease in the flux sensitivity, one lowers the minimum KBO radius probed. Following Fig 2, this is due to the rapid increase in the number of events with decreasing duration, when compared with the distribution in terms of flux variations, which is slowly varying when $`A`$ 10%. We see that for surveys like TAOS, sensitive to flux variations of order 10% at a magnitude of 14 and time intervals of a few tenths of a second, there is no significant gain in monitoring stars fainter than 14th magnitude, since a large fraction of the detectable occultations are associated with bright stars of large angular size, which have smaller mimimum detectable flux variations and larger occultation durations, so more detectable occultations. The additional data procesing involved with monitoring fainter stars could also be cumbersome, given the diminishing returns.

To summarize, occultation surveys are ideal for probing a turnover radius in the size distribution expected in certain theoretical models of formation and evolution of KBOs. To obtain adequate statistics, ground-based surveys with smaller telescopes should monitor bright stars ($`V14`$) on and around the ecliptic, in fields where the density of stars is also high. In the case of the planned TAOS survey (Liang et al. 2002), it may be advisable to optimize the survey by decreasing the minimum time interval with a corresponding decrease in sensitivity to flux variations. Beyond the TAOS survey, we encourage further occultation surveys to probe the low end of the size distribution since this is where theoretical models of KBOs can be tested in detail.

Acknowledgments: We thank R. Sari and P. Goldreich for useful discussions, C. Alcock for useful comments, and J. Hurley for providing the bse code. Partial support for this research was supported by DOE and the Sherman Fairchild Foundation.