Definition of zonal polynomial
Let Y be an symmetric matrix with latent roots
and let
be a partition of k into not more than m parts, The zonal polynomial of Y corresponding to
, denoted by
is a symmetric, homogeneous polynomial of degree k in the latent roots
such that:
(i) The term of highest weight in is
, that is,
(1)
where is a constant.
(ii) is an eigenfunction of the differential operator
, given by
(2)
(iii) As varies over all partitions of k , the zonal polynomials have unit coefficients in the expansion of (tr Y ), that is,
(3)
Remark 1. By a symmetric, homogeneous polynomial of degree k in,we mean a polynomial which is unchanged by a permutation of the subscripts and such that every term in the polynomial has degree k.
Remark 2. By saying that is an eigenfunction of the differential operator
given by (2) we mean that
where is a constant which does not depend on
, (but which can depend on
) and which is called the eigenvalue of
corresponding to
.
(4)
The constant
(5)
About the lower weight terms:
Considering that a zonal polynomial is symmetric and homogeneous, there are must be a for any
,
(6)
It is noted that , if
is 0 or 1, the results of (6) is 0, if
is equal or larger than 2, the higher degree will be less than
, so it is a lower weight term.
From
(7)
we know that, for , one pair of
produces
ones for each of following pairs
.
Reference: Aspects of multivariate statistical theory