Zonal polynomials on monomial symmetric functions

If \kappa =(k_1,k_2,\cdots,k_m), the monomial symmetric function of y_1,y_2,\cdots, y_m corresponding to
\kappa is defined as

M_\kappa(Y)=\sum ... \sum y_{i1}^{k_1}y_{i2}^{k_2}\cdots y_{im}^{k_m} =y_1^{k_1}y_{2}^{k_2}\cdots y_m^{k_m}+\textrm{symmetric terms}                (1)

Zonal polynomials can be expressed in terms of the monomial symmetric functions:

C_\kappa(Y)=\sum _{\lambda \le \kappa} c_{\kappa, \lambda } M_\lambda (Y))                                                          (2)

where the c_{\kappa, \lambda } are constants and the summation is over all partitions \lambda of k with \lambda \le \kappa (that is, \lambda is below or equal to \kappa in the lexicographical ordering).

Substituting this expression (2) in the partial differential equation

\Delta _Y C_\kappa (Y) =\left [ \rho_\kappa +k(m-1) \right ]C_\kappa (Y)                                                                (3)

and equating coefficients of like monomial symmetric functions on both sides leads to a recurrence relation for the coefficients, namely,

c_{\kappa, \lambda }=\sum _{\lambda <\mu \le \kappa}\frac{\left [ (l_i+t)-(l_j-t) \right ]}{\rho_\kappa -\rho_\lambda } c_{\kappa, \mu}                                                       (4)

where \lambda =(l_1,\cdots l_i,\cdots,l_j,\cdots, l_m) and \mu =(l_1,\cdots l_i+t,\cdots,l_j-t,\cdots, l_m). Such that, when the parts of the partition \mu are arranged in descending order, \mu is above \lambda and below or equal to \kappa in the lexicographical ordering.
The summation in (4) is over all such \mu , including possibly, nondescending ones, and any empty sum is taken to be zero.

The  partial differential operation on M_{\mu}(Y) 

 \Delta _Y M_\lambda (Y) =\left [ \rho_\lambda +k(m-1) \right ]M_\lambda (Y)+\textrm{lower weight terms}                            (5)

produces

(a)       \rho_\mu +k(m-1) \hspace{2em} M_\mu (Y)                        and

(b)      l_i-l_j+2t \hspace{4em} M_ \lambda(Y),                   

the     l_i-l_j+2t  is  (k_i-k_j) in \mu actually.

 eg. 

 \Delta _Y M_{(4)} (Y) =\left [ \rho_{(4)} +4(m-1) \right ]M_{(4) }(Y)+4M_{(3,1) }(Y)+4M_{(2,2) }(Y)

From c_{(k),(k)}=1, the other coefficients can be obtained according to the recurrence relation.

eg.

\large \begin{align*} c_{(4),(4)}&=1\\ c_{(4),(4)}&\rightarrow c_{(4),(3,1)}\\ c_{(4),(4)} , c_{(4),(3,1)}&\rightarrow c_{(4),(2,2)}\\ c_{(4),(3,1)}, c_{(4),(2,2)} &\rightarrow c_{(4),(2,1,1)}\\ c_{(4),(2,1,1)} &\rightarrow c_{(4),(1,1,1,1)}\end{align*}

To get the partion (2,1,1), the partion (3,1) include (3,1,0) and (3,0,1) ; To get the partion (1,1,1,1), the partion (2,1,1) include (2,1,1,0) ,(2,1,0,1),(2,0,1,1)(1,2,1,0)(1,2,0,1) and (1,1,2,0).

Corollarys:

1. Let the coefficients \large c_{\kappa,\lambda } be given by (4) and suppose that \large \kappa is a partition of k into p nonzero parts. If the partition \large \lambda of k has less than p nonzero parts and \large \lambda <\kappa then \large \large c_{\kappa,\lambda }=0.

2. If the \large m\times m symmetric matrix Y has rank r , so that  \large y_{r+1}=\cdots = y_{m} =0y, and if \large \kappa is a partition of k into more than r parts, then \large C_\kappa (Y)=0.

3. If Y is a positive definite matrix ( Y > 0) then \large C_\kappa (Y)>0

If the partition \large \kappa of k has l(\kappa ) nonzero parts, the value of the zonal polynomial at \large I , is given by (an alternative notations for the zonal polynomials):

\large Z_{\kappa}\left(\mathbf{I}\right)=|\kappa|!\,2^{2|\kappa|}\,{\left[m/2\right]_ {\kappa}} \frac{\prod\limits_{1\leq j<l\leq\ell(\kappa)}(2k_{j}-2k_{l}-j+l)}{ \prod\limits_{j=1}^{\ell(\kappa)}(2k_{j}+\ell(\kappa)-j)!}

where 

\large \left | \kappa \right |=k

\large {\left[a\right]_{\kappa}}=\frac{\Gamma_{m}\left(a+\kappa\right)}{\Gamma_{m} \left(a\right)}=\prod_{j=1}^{m}{\left(a-\tfrac{1}{2}(j-1)\right)_{k_{j}}}

.(DLMF: 35.4 Partitions and Zonal Polynomials)

A. G. Constantine. Some Non-Central Distribution Problems in Multivariate Analysis 

See Muirhead (1982, pp. 68–72) for the definition and properties of the Haar measure d⁢H. See Hua (1963, p. 30), Constantine (1963), James (1964), and Macdonald (1995, pp. 425–431) for further information.

Alternative notations for the zonal polynomials are Cκ⁡(T) (Muirhead (1982, pp. 227–239)), 𝒴κ⁡(T) (Takemura (1984, p. 22)), and Φκ⁡(T) (Faraut and Korányi (1994, pp. 228–236)).

Reference: Aspects of multivariate statistical theory

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