Integral Identities Involving Zonal Polynomials

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Integral Identities Involving Zonal Polynomials
G M Kaufman
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1) Proof : Define for Re A = and a, P > 7 - 1, -tr A U I, cc-y l3(A, a, P) = B;^a, P) / I, J ''= u>o li"^!
Th en as j^FQ(a+p5 -U) = | I+U | " ^"^"^ ^, 'For another way of deriving first and second moments of iB(I, cc, P) see Martin [7].
- 19 Ib(a, a, P) = B;\a, P) J e-'^ 4 y |y|a-7 iFo(a+P; -y) dy u > q and this equals (5. 1) by virtue of definition H(2, l).
Expression (5. 1) for the characteristic function of y is not in a form con- venient for computing moments of U. Theorem 1, however, gives
... us an easy way of finding them. Since the characteristic function , -tr AU, «1^ ~k" 1, ^^^ = =) = k?0 kl ^^'^"^ 4 y) = k?0 ^ kT ^^^K^'^ y^^ ' K matching coefficients of appropriate powers of elements of A in the two expan- sions will give the moments.
Write (5. 1) as an iterated Laplace transform 1 U > (5. 2) rm(«)VP) J o^o(-4 y) e-^^ ^ i |yr^ / -tr Z, ia+3-7 J / e = |zj dU dZ z > q Then by definition H(2ol), (5. 2) is " z > q A generic term in the expansion of (5. 3) in zonal polynomials is -^^^ ^ C (-AZ_-b e-'^'^^= |z|^''dZ_ k: ?„, (?) J K Z > and by Theorem 1, provided p > k - y - l, this term is 20 5^(P.


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