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Lecture 2 Groups and Homogeneous Spaces

Group theory and representation theory are themselves two enormous and interesting subjects. However, they are auxiliary in our presentation and we are forced to restrict our consideration to a brief overview.

Besides introduction to that areas presented in [254, 333] we recommend additionally the books [159, 321]. The representation theory intensively uses tools of functional analysis and on the other hand inspires its future development. We use the book [164] for references on functional analysis here and recommend it as a nice reading too.

2.1 Groups and Transformations

We start from the definition of the central object, which formalises the universal notion of symmetries [159]*§ 2.1.

Definition 1 A transformation group G is a non-void set of mappings of a certain set X into itself with the following properties:
  1. The identical map is included in G.
  2. If g1G and g2G then g1g2G.
  3. If gG then g−1 exists and belongs to G.
Exercise 2 List all transformation groups on a set of three elements.
Exercise 3 Verify that the following sets are transformation groups:
  1. The group of permutations of n elements.
  2. The group of rotations of the unit circle T.
  3. The groups of shifts of the real line and the plane 2.
  4. The group of one-to-one linear maps of an n-dimensional vector space over a field F onto itself.
  5. The group of linear-fractional (Möbius) transformations:


    ab
            cd


    : z ↦ 
    az+b
    cz+d
    , (1)
    of the extended complex plane such that adbc≠ 0.

It is worth (and often done) to push abstraction one level higher and to keep the group alone without the underlying space:

Definition 4 An abstract group (or simply group) is a non-void set G on which there is a law of group multiplication (i.e. mapping G × GG) with the properties:
  1. Associativity: g1(g2g3)=(g1g2)g3.
  2. The existence of the identity: eG such that eg=ge=g for all gG.
  3. The existence of the inverse: for every gG there exists g−1G such that g g−1=g−1g=e.
Exercise 5 Check that
  1. any transformation group is an abstract group; and
  2. any abstract group is isomorphic to a transformation group. Hint: Use the action of the abstract group on itself by left (or rightthe right shift) shifts from Exercise  .

If we forget the nature of the elements of a transformation group G as transformations of a set X then we need to supply a separate “multiplication table” for elements of G. By the previous Exercise both concepts are mathematically equivalent. However, an advantage of a transition to abstract groups is that the same abstract group can act by transformations of apparently different sets.

Exercise 6 Check that the following transformation groups (cf. Example 3) have the same law of multiplication, i.e. are equivalent as abstract groups:
  1. The group of isometric mapping of an equilateral triangle onto itself.
  2. The group of all permutations of a set of three elements.
  3. The group of invertible matrices of order 2 with coefficients in the field of integers modulo 2.
  4. The group of linear fractional transformations of the extended complex plane generated by the mappings zz−1 and z↦ 1−z.
Hint: Recall that linear fractional transformations are represented by matrices (1). Furthermore, a linear fractional transformation is completely defined by the images of any three different points (say, 0, 1 and ), see Exercise 2. What are images of 0, 1 and under the maps specified in 4?
Exercise* 7 Expand the list in the above exercise.

It is much simpler to study groups with the following additional property.

Definition 8 A group G is commutative (or abelian) if, for all g1, g2G, we have g1g2=g2g1.

However, most of the interesting and important groups are non-commutative.

Exercise 9 Which groups among those listed in Exercises 2 and 3 are commutative?

Groups may have some additional analytical structures, e.g. they can be a topological space with a corresponding notion of limit and respective continuity. We also assume that our topological groups are always locally compact [159]*§ 2.4, that is there exists a compact neighbourhood of every point. It is common to assume that the topological and group structures are in agreement:

Definition 10 If, for a group G, group multiplication and inversion are continuous mappings, then G is continuous group.
Exercise 11
  1. Describe topologies which make groups from Exercises 2 and 3 continuous.
  2. Show that a continuous group is locally compact if there exists a compact neighbourhood of its identity.

An even better structure can be found among Lie groups [159]*§ 6, e.g. groups with a differentiable law of multiplication. In the investigation of such groups, we could employ the whole arsenal of analytical tools. Hereafter, most of the groups studied will be Lie groups.

Exercise 12 Check that the following are non-commutative Lie (and, thus, continuous) groups:
  1. The ax+b group (or the affine group) [321]*Ch. 7 of the real line: the set of elements (a,b), a∈ ℝ+, b∈ ℝ with the group law:
           (a, b) * (a′, b′) = (aa′, ab′+b).
    The identity is (1,0) and (a,b)−1=(a−1,−b/a).
  2. The Heisenberg group1 [138] [321]*Ch. 1: a set of triples of real numbers (s,x,y) with the group multiplication:
    (s,x,y)*(s′,x′,y′)=(s+s′+
    1
    2
    (xyxy′),x+x′,y+y′). (2)
    The identity is (0,0,0) and (s,x,y)−1=(−s,−x,−y).
  3. The SL2(ℝ) group [140, 240]: a set of 2× 2 matrices (
    ab
           cd
    ) with real entries a, b, c, d∈ℝ and the determinant det=adbc equal to 1 and the group law coinciding with matrix multiplication:
           


    ab
             cd




    ab′ 
             cd′ 


    =


    aa′+bcab′+bd′ 
             ca′+dccb′+dd′ 


    .
    The identity is the unit matrix and
           


    ab
             cd


    −1


     
      =


    db
             −ca


    .

The above three groups are behind many important results of real and complex analysis [138, 140, 185, 240] and we meet them many times later.

2.2 Subgroups and Homogeneous Spaces

A study of any mathematical object is facilitated by a decomposition into smaller or simpler blocks. In the case of groups, we need the following:

Definition 13 A subgroup of a group G is subset HG such that the restriction of multiplication from G to H makes H a group itself.
Exercise 14 Show that the ax+b group is a subgroup of SL2(ℝ).
Hint: Consider matrices 1/√a(
ab
    01 
).

While abstract groups are a suitable language for investigation of their general properties, we meet groups in applications as transformation groups acting on a set X. We will describe the connections between those two viewpoints. It can be approached either by having a homogeneous space build the class of isotropy subgroups or by having a subgroup define respective homogeneous spaces. The next two subsections explore both directions in detail.

2.2.1 From a Homogeneous Space to the Isotropy Subgroup

Let X be a set and let us define, for a group G, an operation G: XX of G on X. We say that a subset SX is G-invariant if g· sS for all gG and sS.

Exercise 15 Show that if SX is G-invariant then its complement XS is G-invariant as well.

Thus, if X has a non-trivial invariant subset, we can split X into disjoint parts. The finest such decomposition is obtained from the following equivalence relation on X, say, x1x2, if and only if there exists gG such that gx1=x2, with respect to which X is a disjoint union of distinct orbits [239]*§ I.5, that is subsets of all gx0 with a fixed x0X and arbitrary gG.

Exercise 16 Let the group SL2(ℝ) act on by means of linear-fractional transformations (1). Show that there exist three orbits: the real axis , the upper ℝ+2 and lower ℝ2 half-planes:
    ℝ+2={ x± iy  ∣  x,y∈ ℝ, y>0}  and  ℝ2={ x± iy  ∣  x,y∈ ℝ, y<0}.

Thus, from now on, without loss of generality, we assume that the action of G on X is transitive, i.e. for every xX we have

  Gx:=
 
g∈ G
gx=X.

In this case, X is G-homogeneous space.

Exercise 17 Show that either of the following conditions define a transitive action of G on X:
  1. For two arbitrary points x1, x2X, there exists gG such that g x1 =x2.
  2. There is a point x0X with the property that for an arbitrary point xX, there exists gG such that g x0 = x.
Exercise 18 Show that, for any group G, we can define its action on X=G as follows:
  1. The conjugation g: xg x g−1.
  2. The left shift Λ(g): xg x and the right shift R(g): xx g−1.
The above actions define group homomorphisms from G to the transformation group of G. However, the conjugation is trivial for all commutative groups.
Exercise 19 Show that:
  1. The set of elements Gx={gG ∣  gx=x} for a fixed point xX forms a subgroup of G, which is called the isotropy (sub)group of x in G [239]*§ I.5.
  2. For any x1, x2X, isotropy subgroups Gx1 and Gx2 are conjugated, that is, there exists gG such that Gx1=g−1Gx2g.

This provides a transition from a G-action on a homogeneous space X to a subgroup of G, or even to an equivalence class of such subgroups under conjugation.

Exercise 20 Find a subgroup which corresponds to the given action of G on X:
  1. Action of ax+b group on by the formula: (a,b): xax+b for the point x=0.
  2. Action of SL2(ℝ) group on one of three orbit from Exercise 16 with respective points x=0, i and i.

2.2.2 From a Subgroup to the Homogeneous Space

We can also go in the opposite direction—given a subgroup of G, find the corresponding homogeneous space. Let G be a group and H be its subgroup. Let us define the space of cosets X=G/H by the equivalence relation: g1g2 if there exists hH such that g1=g2h.

There is an important type of subgroups:

Definition 20(a) A subgroup H of a group G is said to be normal if H is invariant under conjugation, that is g−1hgH for all gG, hH.

The special role of normal subgroups is explained by the following property:

Exercise 20(b) Check that, the binary operation g1H· g2H=(g1g2)H, where g1, g2G, is well-defined on X=G/H. Furthermore, this operation turns X into a group, called the quotient group.

In our studies normal subgroup will not appear and the set X=G / H will not be a group. However, for any subgroup HG the set X=G / H is a homogeneous space under the left G-action g: g1H↦ (gg1)H. For practical purposes it is more convenient to have a parametrisation of X and express the above G-action through those parameters, as shown below.

We define a function (section) [159]*§ 13.2 s: XG such that it is a right inverse to the natural projection p: GG/H, i.e. p(s(x))=x for all xX. Depending on situation some additional properties of s may be required, e.g. continuity. In our work we will usually need only that the section s is a measurable function.

Exercise 21 Check that, for any gG, we have s(p(g))=gh, for some hH depending on g.

Then, any gG has a unique decomposition of the form g=s(x)h, where x=p(g)∈ X and hH. We define a map r associated to s through the identities:

  x=p(g),   h=r(g):=s(x)−1g.
Exercise 22 Show that:
  1. X is a left G-space with the G-action defined in terms of maps s and p as follows:
    g: x  ↦ g· x=p(g* s(x)), (3)
    where * is the multiplication on G. This is illustrated by the diagram:
    G <.5ex>[d]p [r]g*G <.5ex>[d]p         X  <.5ex>[u]s [r]g·X    <.5ex>[u]s(4)
  2. The above action of G: XX is transitive on X, thus X is a G-homogeneous space.
  3. The choice of a section s is not essential in the following sense. Let s1 and s2 be two maps, such that p(si(x))=x for all xX, i=1, 2. Then, p(g*s1(x))=p(g*s2(x)) for all gG.

Thus, starting from a subgroup H of a group G, we can define a G-homogeneous space X=G/H.

2.3 Differentiation on Lie Groups and Lie Algebras

To do some analysis on groups, we need suitably-defined basic operations: differentiation and integration.

Differentiation is naturally defined for Lie groups. If G is a Lie group and Gx is its closed subgroup, then the homogeneous space G/Gx considered above is a smooth manifold (and a loop as an algebraic object) for every xX [159]*Thm. 2 in § 6.1. Therefore, the one-to-one mapping G/GxX from § 2.2.2 induces a structure of C-manifold on X. Thus, the class C0(X) of smooth functions with compact supports on X has the natural definition.

For every Lie group G there is an associated Lie algebra g. This algebra can be realised in many different ways. We will use the following two out of four listed in [159]*§ 6.3.

2.3.1 One-parameter Subgroups and Lie Algebras

For the first realisation, we consider a one-dimensional continuous subgroup x(t) of G as a group homomorphism of x: (ℝ,+)→ G. For such a homomorphism x, we have x(s+t)=x(s)x(t) and x(0)=e.

Exercise 23 Check that the following subsets of elements parametrised by t∈ℝ are one-parameter subgroups:
  1. For the affine group: a(t)=(et,0) and n(t)=(1,t).
  2. For the Heisenberg group 1:
          s(t)=(t,0,0),   x(t)=(0,t,0)  and  y(t)=(0,0,t).
  3. For the group SL2(ℝ):
         
          a(t)
    =


            et/20
    0et/2


    ,  
    n(t)
    =


            1t
    01


    ,
          (5)
    b(t)
    =








            cosh
    t
    2
    sinh
    t
    2
            sinh
    t
    2
    cosh
    t
    2








    ,  
    z(t)
    =


            costsint
            −sintcost


    .
          (6)

The one-parameter subgroup x(t) defines a tangent vector X=x′(0) belonging to the tangent space Te of G at e=x(0). The Lie algebra g can be identified with this tangent space. The important exponential map exp: gG works in the opposite direction and is defined by expX=x(1) in the previous notations. For the case of a matrix group, the exponent map can be explicitly realised through the exponentiation of the matrix representing a tangent vector:

  exp(A)=I+A+
A2
2
+
A3
3!
+
A4
4!
+… .
Exercise 24
  1. Check that subgroups a(t), n(t), b(t) and z(t) from Exercise 3 are generated by the exponent map of the following zero-trace matrices:
         
          a(t)
    =exp








            −
    t
    2
    0
            0
    t
    2








    ,  
    n(t)
    =exp


            0t
    00


    ,  
          (7)
    b(t)
    =exp








            0
    t
    2
            
    t
    2
    0








    ,  
    z(t)
    =exp


            0t
            −t0


    . 
          (8)
  2. Check that for any gSL2(ℝ) there is a unique (up to a parametrisation) one-parameter subgroup passing g. Alternatively, the identity etX=esY for some X, Ysl2 and t, s∈ℝ implies X=uY for some u∈ℝ.

2.3.2 Invariant Vector Fields and Lie Algebras

In the second realisation of the Lie algebra, g is identified with the left (right) invariant vector fields on the group G, that is, first-order differential operators X defined at every point of G and invariant under the left (right) shifts: XΛ = Λ X (XR=RX). This realisation is particularly usable for a Lie group with an appropriate parametrisation. The following examples describe different techniques for finding such invariant fields.

Example 25 Let us build left (right) invariant vector fields on G—the ax+b group using the plain definition. Take the basis {∂a, ∂b} ({−∂a, −∂b}) of the tangent space Te to G at its identity. We will propagate these vectors to an arbitrary point through the invariance under shifts. That is, to find the value of the invariant field at the point g=(a,b), we
  1. make the left (right) shift by g,
  2. apply a differential operator from the basis of Te,
  3. make the inverse left (right) shift by g−1=(1/a,−b/a).
Thus, we will obtain the following invariant vector fields:
Al=aa,   Nl=ab;   and   Ar=−aabb,   Nr=−∂b. (9)
Example 26 An alternative calculation for the same Lie algebra can be done as follows. The Jacobians at g=(a,b) of the left and the right shifts
    Λ(u,v):f(a,b)↦ f


a
u
, 
bv
u



,    and   R(u,v): f(a,b)↦ f(ua, va+b)
by h=(u,v) are:
    JΛ(h)=








      
1
u
0
0
1
u








,   and   JR(h)=


      u0
v1


.
Then the invariant vector fields are obtained by the transpose of Jacobians:
    


      Al
Nl


=
JΛt(g−1)


      ∂a
b


=


      a0
0a




      ∂a
b


=


      aa
ab


        


      Ar
Nr


=
JRt(g)


      −∂a
−∂b


=


      ab
01




      −∂a
−∂b


=


      −aabb
−∂b


This rule is a very special case of the general theorem on the change of variables in the calculus of pseudo-differential operators (PDO), cf. [305]*§ 4.2 [136]*Thm. 18.1.17.
Example 27 Finally, we calculate the invariant vector fields on the ax+b group through a connection to the above one-parameter subgroups. The left-invariant vector field corresponding to the subgroup a(t) from Exercise 1 is obtained through the differentiation of the right action of this subgroup:
    [Alf](a,b)=
d
dt
f((a,b)*(et,0))


 



t=0
=
d
dt
f(aet,b)


 



t=0
=  afa(a,b),
    [Nlf](a,b)=
d
dt
f((a,b)*(1,t))


 



t=0
=
d
dt
f(a,at+b)


 



t=0
=afb(a,b).
  
Similarly, the right-invariant vector fields are obtained by the derivation of the left action:
    [Arf](a,b)=
d
dt
f((et,0)*(a,b))


 



t=0
 =
d
dt
f(eta ,etb)


 



t=0
=   −afa(a,b)− bfb(a,b) ,
    [Nrf](a,b)=
d
dt
f((1,−t)*(a,b))


 



t=0
=
d
dt
f(a,bt)


 



t=0
=−fb(a,b).
  
Exercise 28 Use the above techniques to calculate the following left (right) invariant vector fields on the Heisenberg group:
  Sl(r)=±∂s,   Xl(r)=±∂x
1
2
ys,    Yl(r)=±∂y+
1
2
xs. (10)

2.3.3 Commutator in Lie Algebras

The important operation in a Lie algebra is a commutator. If the Lie algebra of a matrix group is realised by matrices, e.g. Exercise 24, then the commutator is defined by the expression [A,B]=ABBA in terms of the respective matrix operations. If the Lie algebra is realised through left (right) invariant first-order differential operators, then the commutator [A,B]=ABBA again defines a left (right) invariant first-order operator—an element of the same Lie algebra.

Among the important properties of the commutator are its anti-com­mu­ta­ti­vi­ty ([A,B]=−[B,A]) and the Jacobi identity

[A,[B,C]]+[B,[C,A]]+[C,[A,B]]=0. (11)
Exercise 29 Check the following commutation relations:
  1. For the Lie algebra (9) of the ax+b group
          [Al(r),Nl(r)]=Nl(r).
  2. For the Lie algebra (10) of Heisenberg group
    [Xl(r),Yl(r)]=Sl(r),    [Xl(r),Sl(r)]= [Yl(r),Sl(r)]=0. (12)
    These are the celebrated Heisenberg commutation relations, which are very important in quantum mechanics.
  3. Denote by A, B and Z the generators of the one-parameter subgroups a(t), b(t) and z(t) in (7) and (8). The commutation relations in the Lie algebra sl2 are
    [Z,A]=2B,    [Z,B]=−2A,    [A,B]=− 
    1
    2
    Z. (13)

The procedure from Example 27 can also be used to calculate the derived action of a G-action on a homogeneous space.

Example 30 Consider the action of the ax+b group on the real line associated with group’s name:
    (a,b): x↦ ax+b,   x∈ℝ.
Then, the derived action on the real line is:
    [Adf](x)=
d
dt
f(etx)


 



t=0
=−xf′(x),
    [Ndf](a,b)=
d
dt
f(xt)


 



t=0
=−f′(x).
  

2.4 Integration on Groups

In order to perform an integration we need a suitable measure. A measure dµ on X is called (left) invariant measure with respect to an operation of G on X if

 


X
f(x)  dµ(x) = 
 


X
f(g· x)  dµ(x),  for all  g∈ G,  f(x)∈C0(X). (14)
Exercise 31 Show that measure y−2dydx on the upper half-plane +2 is invariant under action from Exercise 16.

Left invariant measures on X=G is called the (left) Haar measure. It always exists and is uniquely defined up to a scalar multiplier [321]*§ 0.2. An equivalent formulation of (14) is: G operates on L2(X,dµ) by unitary operators. We will transfer the Haar measure dµ from G to g via the exponential map exp: gG and will call it as the invariant measure on a Lie algebra g.

Exercise 32 Check that the following are Haar measures for corresponding groups:
  1. The Lebesgue measure dx on the real line .
  2. The Lebesgue measure dφ on the unit circle T.
  3. dx/x is a Haar measure on the multiplicative group +;
  4. dxdy/(x2+y2) is a Haar measure on the multiplicative group ℂ∖ {0}, with coordinates z=x+iy.
  5. a−2dadb and a−1dadb are the left and right invariant measure on ax+b group.
  6. The Lebesgue measure dsdxdy of 3 for the Heisenberg group1.

In this notes we assume all integrations on groups performed over the Haar measures.

Exercise 33 Show that invariant measure on a compact group G is finite and thus can be normalised to total measure 1.

The above simple result has surprisingly important consequences for representation theory of compact groups.

Definition 34 The left convolution f1*f2 of two functions f1(g) and f2(g) defined on a group G is
    f1*f2(g)=
 


G
f1(h) f2(h−1g) dh
Exercise 35 Let k(g)∈ L1(G,dµ) and operator K on L1(G,dµ) is the left convolution operator with k, .i.e. K: fk*f. Show that K commutes with all right shifts on G.

The following Lemma characterizes linear subspaces of L1(G,dµ) invariant under shifts in the term of ideals of convolution algebra L1(G,dµ) and is of the separate interest.

Lemma 36 A closed linear subspace H of L1(G,dµ) is invariant under left (right) shifts if and only if H is a left (right) ideal of the right group convolution algebra L1(G,dµ).

Proof. Of course we consider only the “right-invariance and right-convolution” case. Then the other three cases are analogous. Let H be a closed linear subspace of L1(G,dµ) invariant under right shifts and k(g)∈ H. We will show the inclusion

[f*k]r(h)=
 


G
f(g)k(hg) dµ(g)∈ H, (15)

for any fL1(G,dµ). Indeed, we can treat integral (15) as a limit of sums

N
j=1
f(gj)k(hgjj. (16)

But the last sum is simply a linear combination of vectors k(hgj)∈ H (by the invariance of H) with coefficients f(gj). Therefore sum (16) belongs to H and this is true for integral (15) by the closeness of H.

Otherwise, let H be a right ideal in the group convolution algebra L1(G,dµ) and let φj(g)∈L1(G,dµ) be an approximate unit of the algebra [84]*§ 13.2, i.e. for any fL1(G,dµ) we have

    [φj*f]r(h)=
 


G
 φj(g)f(hg)  dµ(g) → f(h), when  j→∞.

Then for k(g)∈ H and for any h′∈ G the right convolution

    [φj*k]r(hh′)=
 


G
 φj(g)k(hhg)  dµ(g)= 
 


G
φj(h−1g′)k(hg′)  dµ(g′), g′=hg,

from the first expression is tensing to k(hh′) and from the second one belongs to H (as a right ideal). Again the closeness of H implies k(hh′)∈ H that proves the assertion.


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Last modified: October 28, 2024.
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