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# Contents

## 1 Introduction

In the late seventies two basic approaches to quantum integrable systems were formulated. Olshanetsky and Perelomov discovered a direct relation between the representation theory of non-compact semi-simple Lie groups and Sutherland-Calogero-Moser (SCM) systems -. The methods of Representation Theory provide a complete solution to the quantum SCM system. Soon after, Kostant and Kazhdan realized that more general classes of integrable systems, including open Toda chains, can be solved by the same method , . The wave functions of the SCM systems and of Toda chains appear as zonal spherical functions , , and Whittaker functions -, respectively. There is a generalization of the above method to a still more general class of integrable systems, formally corresponding to affine Lie algebras and affine quantum groups (see ,  and references therein). However, up to now this approach has not produced explicit representations of the wave functions in terms of integrals because of analytic difficulties in the corresponding representation theory.

At the same time, another approach to quantum integrability emerged. In the works of Faddeev, Sklyanin, Kulish and Takhtajan - 111 See the summary of the early period of the development in . , the Quantum Inverse Scattering Method (QISM) was formulated and successively applied to numerous quantum integrable systems . A related recent development is connected with the Separation of Variables (SoV) method , . Nevertheless, the interrelations of QISM with Representation Theory have remained unclear. The main objective of this paper is to outline an approach towards establishing such a connection.

Our starting point was a new method of deriving the wave function for the $`GL(N,)`$ Toda chain given in . This had no obvious relationship with the Representation Theory approach, but instead QISM was used to construct the wave function. The understanding of this construction in terms of Representation Theory, and the comparison of these two basic approaches to quantum integrability for this simple integrable system, should provide additional insight into the nature of QISM. In this paper we give an interpretation of the integral expression of the wave function of the open Toda chain, obtained in , in terms of the Representation Theory approach to quantum integrability. The basic tool is a generalization of the Gelfand-Zetlin method ,  to the case of infinite-dimensional representations of $`𝔤𝔩(N,)`$. This gives a construction of a representation of $`𝒰(𝔤𝔩(N,))`$ in terms of difference operators 222Incidentally, a version of this construction for the affine algebra $`\widehat{𝔰𝔩(2)}_k`$ has been discovered previously in . The generalization to the case $`\widehat{𝔰𝔩(N)}_k`$ will be given elsewhere. , which one can use for finding explicit expressions for Whittaker vectors. Thus, we reproduce the integral formula for Whittaker functions obtained previously in  by QISM.

Comparing the methods of  with those proposed in this paper reveals a deep connection between the SoV  and Gelfand-Zetlin type representations. In ,  the separated variables for the classical Toda chain were found. They could be successfully quantized to give an explicit solution to the corresponding quantum theory. In this paper we use the generalization of the Gelfand-Zetlin representation for $`𝔤𝔩(N,)`$, which gives rise to a much larger set of separated variables ($`\frac{1}{2}N(N1)`$ instead of $`(N1)`$). The idea of introducing the enlarged set of separated variables can be traced back to the work of Gelfand and Kirillov on the field of fractions of the universal enveloping algebra . On the other hand, the representation which we have constructed appears to be closely connected with the representation theory of the Yangian $`Y(𝔤𝔩(N))`$. The enlargement of the set of variables for solving the quantum problem is a crucial part of the Representation Theory approach to quantum integrability. One may hope that understanding the correct notion of separated variables in Representation Theory will turn out to be fruitful for both the theory of Quantum Integrable Systems and Representation Theory.

The plan of the paper is as follows. In section 2 we construct the main tool we will be using throughout the paper: we give a direct generalization of the Gelfand-Zetlin method to the case of infinite-dimensional representations of $`𝒰(𝔤𝔩(N))`$. The crucial point is to use continuous unconstrained variables instead of integer-valued Gelfand-Zetlin parameters. Another type of analytical continuation was considered in  (see also ). The main results of this section are the analytic construction of a representation of $`𝒰(𝔤𝔩(N))`$ and explicit description of mutually dual Whittaker modules.

In section 3 we give the interpretation of the representation described in section 2 in terms of the Kirillov-Kostant orbit method . We give an explicit parameterization of the finite cover of the open part of the coadjoint orbit of $`GL(N,)`$ with stabilizer $`H_N=GL(1,)^N`$. We show that this parameterization yields Darboux coordinates with respect to the canonical Kirillov-Kostant symplectic structure on the orbit. The above construction is a version of a construction by Alekseev, Faddeev and Shatashvili ,  adopted for non-compact groups. Our parameterization yields the classical counterparts for the generators of $`𝔤𝔩(N)`$ given in section 2. A subtle point of the orbit method interpretation is that we use only the finite cover of the open part of the orbit. This leads to a representation of $`𝔤𝔩(N,)`$ which cannot be integrated to a representation of the group. However, it is obvious that the action of the Cartan subalgebra integrates to the action of a Cartan torus which is sufficient for constructing solutions of the open Toda chain. We end this section by giving contour integral formulas for the generators of $`𝔤𝔩(N,)`$.

In section 4 we relate the Gelfand-Zetlin parameterization to the representation theory of the Yangian . (Closely connected ideas for the classical Gelfand-Zetlin construction were developed in -). In this section we derive explicit formulas in the Gelfand-Zetlin parameterization for the images of the Drinfeld generators $`𝒜_n(\lambda ),_n(\lambda ),𝒞_n(\lambda )`$ under the natural homomorphism: $`Y(𝔤𝔩(N))U(𝔤𝔩(N))`$. This result will be used in section 6 to establish the connection of the Gelfand-Zetlin parameterization with the QISM-based approach to the integrability of the quantum open Toda chain.

In section 5 we prove two of the main results of this paper, Theorems 5.1 and 5.2, by using the methods developed in section 2. We apply the representation constructed in section 2 to find the explicit solutions of the quantum open Toda chain and the quantum hyperbolic Sutherland model. For the Toda chain, we reproduce the results of . This bridges the gap between the Representation Theory and QISM approaches for these theories. The corresponding integral representation for the wave functions of the quantum hyperbolic Sutherland model appears to be new.

In the last section, we compare the QISM-based approach to the quantum integrability of the open Toda chain to the Representation Theory approach.

Acknowledgments: We would like to thank the Max Planck Institut für Mathematik (Bonn, Germany), where the paper was finished, for financial support and its stimulating atmosphere.

The authors are grateful to V. Gorbunov, A. Levin, Y. Neretin, M. Olshanetsky, and M. Semenov-Tian-Shansky for useful discussions.

The research was partly supported by grants RFBR 01-01-00548 (A. Gerasimov); INTAS OPEN 00-00055; RFBR 00-02-16477, (S. Kharchev); INTAS OPEN 00-00055; RFBR 01-01-00548 (D. Lebedev) and by grant 00-15-96557 for Support of Scientific Schools.

## 2 Whittaker modules in the Gelfand-Zetlin representation

### 2.1  Generalization of the Gelfand-Zetlin construction to infinite-dimensional representations

We start by recalling the original Gelfand-Zetlin construction for the canonical basis in the space of an irreducible finite-dimensional representation of $`GL(N,)`$ , . It is based on the two well-known facts.

Any irreducible finite-dimensional representation is uniquely determined by an $`n`$-dimensional vector $`m_N=(m_{N1},\mathrm{},m_{NN})`$ with integer entries such that $`m_{N1}\mathrm{}m_{NN}`$. The vector $`m_N`$ is called the label or the highest weight of the representation.

Consider $`GL(N1,)`$ as the subgroup of $`GL(N,)`$ embedded in standard way. Then, each of the irreducible representations of the subgroup $`GL(N1,)`$ enters into the decomposition of a finite-dimensional irreducible representation of $`GL(N,)`$ with multiplicity not greater than one. If we denote by $`m_{N1}`$ the labels of the representations involved in the decomposition, then their entries satisfy the additional conditions: $`m_{Nj}m_{N1,j}m_{N,j+1}`$, for all $`j=1,\mathrm{},N1`$.

If we continue the decomposition step by step, we obtain a decomposition of an irreducible finite-dimensional representation of $`GL(N,)`$ into a direct sum of one-dimensional subspaces. Fixing an element in each one-dimensional summand yields a Gelfand-Zetlin basis. The vectors in this basis are labeled by triangular arrays, consisting of all $`m_n`$, $`n=1,\mathrm{},N`$, with entries satisfying the above mentioned constraints.

Now, we wish to generalize the Gelfand-Zetlin (GZ) construction to infinite-dimensional representations of the universal enveloping algebra $`𝒰(𝔤𝔩(N))`$.

We start with the following generalization of the Gelfand-Zetlin representation of $`𝔤𝔩(N)`$. Namely, let $`(\gamma _1\mathrm{}\gamma _N)`$ be a triangular array consisting of $`\frac{1}{2}N(N+1)`$ variables $`\gamma _n=(\gamma _{n1},\mathrm{},\gamma _{nn})^n;n=1,\mathrm{},N`$.

###### Proposition 2.1

Let $`M`$ be the space of meromorphic functions in $`\frac{1}{2}N(N1)`$ variables $`\gamma _1,\mathrm{},\gamma _{N1}`$. Then the operators 333 Actually, we construct the family of representations depending on the auxiliary parameter $`\mathrm{}`$. One could rescale the variables $`\gamma _{nj}\mathrm{}\gamma _{nj}`$ to get rid of this parameter. However, we will retain $`\mathrm{}`$ in the formulas to make the connection with standard notations in the theory of quantum integrable systems more explicit.

$`\begin{array}{cc}E_{nn}=\frac{1}{i\mathrm{}}\left(_{j=1}^n\gamma _{nj}_{j=1}^{n1}\gamma _{n1,j}\right);(n=1,\mathrm{},N),& \end{array}`$ (2.1b)
$`\begin{array}{cc}E_{n,n+1}=\frac{1}{i\mathrm{}}_{j=1}^n\frac{\underset{r=1}{\overset{n+1}{}}(\gamma _{nj}\gamma _{n+1,r}\frac{i\mathrm{}}{2})}{\underset{sj}{}(\gamma _{nj}\gamma _{ns})}e^{i\mathrm{}_{\gamma _{nj}}};(n=1,\mathrm{},N1),& \end{array}`$ (2.1d)
$`\begin{array}{cc}E_{n+1,n}=\frac{1}{i\mathrm{}}_{j=1}^n\frac{\underset{r=1}{\overset{n1}{}}(\gamma _{nj}\gamma _{n1,r}+\frac{i\mathrm{}}{2})}{\underset{sj}{}(\gamma _{nj}\gamma _{ns})}e^{i\mathrm{}_{\gamma _{nj}}};(n=1,\mathrm{},N1)& \end{array}`$ (2.1f)
form a representation of $`𝔤𝔩(N)`$ in $`M`$.

Proof. It is sufficient to show that the generators (2.1) satisfy the standard commutation relations

$`\begin{array}{cc}[E_{nn},E_{m,m+1}]=(\delta _{nm}\delta _{n,m+1})E_{m,m+1},& \\ [E_{nn},E_{m+1,m}]=(\delta _{nm}\delta _{n,m+1})E_{m+1,m},& \\ [E_{n,n+1},E_{m+1,m}]=(E_{nn}E_{n+1,n+1})\delta _{nm}& \end{array}`$ (2.5)
and obey the Serre relations

$`\begin{array}{cc}[E_{n,n+1},[E_{n,n+1},E_{n+1,n+2}]]=\mathrm{\hspace{0.17em}0},& \\ [E_{n+1,n+2},[E_{n+1,n},E_{n+1,n+2}]]=\mathrm{\hspace{0.17em}0},& \\ [E_{n+1,n},[E_{n+1,n},E_{n+2,n+1}]]=\mathrm{\hspace{0.17em}0},& \\ [E_{n+2,n+1},[E_{n+1,n},E_{n+2,n+1}]]=\mathrm{\hspace{0.17em}0}.& \end{array}`$ (2.10)
These follow by direct verification. By defining the composite root generators recursively as $`E_{jk}=[E_{jm},E_{mk}]`$ for $`j<m<k`$ and $`j>m>k`$, one obtains the complete set of commutation relations

$`\begin{array}{cc}[E_{jk},E_{lm}]=E_{jm}\delta _{lk}E_{lk}\delta _{jm}.& \end{array}`$ (2.12)
The representation described above is parameterized by the label $`\gamma _N=(\gamma _{N1},\mathrm{},\gamma _{NN})`$ and extends to a representation of the universal enveloping algebra $`𝒰(𝔤𝔩(N))`$. Obviously, there is a natural representation of any subalgebra $`𝒰(𝔤𝔩(n))𝒰(𝔤𝔩(N)),n=1,\mathrm{},N1`$ on the same space $`M`$ with the label $`\gamma _n=(\gamma _{n1},\mathrm{},\gamma _{nn})`$. Let $`𝒵(𝔤𝔩(n))`$ be the centre of $`𝒰(𝔤𝔩(n))`$.

###### Definition 2.1

We say that a $`𝒰(𝔤𝔩(n))`$-module $`V`$ admits an infinitesimal character $`\xi `$ if there is a homomorphism $`\xi :𝒵(𝔤𝔩(n))`$ such that $`zv=\xi (z)v`$ for all $`z𝒵(𝔤𝔩(n)),vV.`$

It is possible to show that the $`𝒰(𝔤𝔩(N))`$-module $`M`$ defined above admits an infinitesimal character. Actually, a more general statement holds:

###### Proposition 2.2

Each central element of $`𝒰(𝔤𝔩(n))`$ acts on $`M`$ via multiplication by a symmetric polynomial in the variables $`\gamma _{nj}`$.

Proof. Let us use the induction over $`n`$. For $`n=1`$ the statement is obvious. Notice that the operators $`u𝒰(𝔤𝔩(m))`$ acting on $`M`$ are invariant under permutations in each subset of variables $`\gamma _1,\mathrm{},\gamma _m`$. Now suppose that the action of the centres $`𝒵(𝔤𝔩(m)),m=1,\mathrm{},n1`$ are given by the functionally independent symmetric polynomials of $`\gamma _m,m=1,\mathrm{},n1`$. Let us prove that the centres of $`𝒵(𝔤𝔩(n))`$ act on $`M`$ analogously. The elements of the centre $`𝒵(𝔤𝔩(n))`$ commute with $`𝒵(𝔤𝔩(m))`$ and thus do not depend on the shifts over $`\gamma _m`$. On the other hand, the elements of $`𝒵(𝔤𝔩(n))`$ commute with all root generators $`E_{ij},i,j=1,\mathrm{},n`$ and, hence, are $`i\mathrm{}`$\- periodic with respect to any variable $`\gamma _{mj},m=1,\mathrm{},n1`$. The polynomial generators of the centre of $`𝒰(𝔤𝔩(n))`$ may act only as rational functions in this representation and thus we conclude that they do not depend on the variables $`\gamma _{mj},m=1,\mathrm{},n1`$. Taking into account that the generators of $`𝒰(𝔤𝔩(n))`$ depend polynomially on $`\gamma _n`$ we conclude that the generators of the centre $`𝒵(𝔤𝔩(n))`$ act on $`M`$ via symmetric polynomials in $`\gamma _n`$. The functional independence may be directly verified on a particular subset of $`M`$.

Hence, the elements $`z𝒵(𝔤𝔩(n))`$ act on the $`𝒰(𝔤𝔩(n))`$-module $`M`$ as operators of scalar multiplication, and the $`𝒰(𝔤𝔩(n))`$-module $`M,`$ $`n=1,\mathrm{},N`$, admits an infinitesimal character.

In the next subsection we calculate the explicit action of the central elements on $`M`$ using the notion of Whittaker vectors.

### 2.2 Whittaker modules

Let us now give a construction for Whittaker modules using the representation of $`𝒰(𝔤𝔩(N))`$ described above. We first recall some facts from .

Let $`n_+`$ and $`n_{}`$ be the subalgebras of $`𝔤𝔩(N)`$ generated, respectively, by positive and negative root generators. The homomorphisms (characters) $`\chi _+:n_+`$, $`\chi _{}:n_{}`$ are uniquely determined by their values on the simple root generators, and are called non-singular if the (complex) numbers $`\chi _+(E_{n,n+1})`$ and $`\chi _{}(E_{n+1,n})`$ are non-zero for all $`n=1,\mathrm{},N1`$.

Let $`V`$ be any $`𝒰=𝒰(𝔤𝔩(N))`$-module. Denote the action of $`u𝒰`$ on $`vV`$ by $`uv`$. A vector $`wV`$ is called a Whittaker vector with respect to the character $`\chi _+`$ if

$`\begin{array}{cc}E_{n,n+1}w=\chi _+(E_{n,n+1})w,(n=1,\mathrm{},N1),& \end{array}`$ (2.14)
and an element $`w^{}V^{}`$ is called a Whittaker vector with respect to the character $`\chi _{}`$ if

$`\begin{array}{cc}E_{n+1,n}w^{}=\chi _{}(E_{n+1,n})w^{},(n=1,\mathrm{},N1).& \end{array}`$ (2.16)
A Whittaker vector is cyclic for $`V`$ if $`𝒰w=V`$, and a $`𝒰`$-module is a Whittaker module if it contains a cyclic Whittaker vector. The $`𝒰`$-modules $`V`$ and $`V^{}`$ are called dual if there exists a non-degenerate pairing $`.,.:V^{}\times V`$ such that $`Xv^{},v=v^{},Xv`$ for all $`vV,`$ $`v^{}V^{}`$ and $`X𝔤𝔩(N)`$.

We proceed with explicit formulas for Whittaker vectors corresponding to the representation given by (2.1).

###### Proposition 2.3

The equations

$`\begin{array}{cc}E_{n+1,n}w_N^{}=i\mathrm{}^1w_N^{},& \end{array}`$ (2.18)
$`\begin{array}{cc}E_{n,n+1}w_N=i\mathrm{}^1w_N& \end{array}`$ (2.20)
for all $`n=1,\mathrm{},N1`$, admit the solutions

$`\begin{array}{cc}w_N^{}=1,& \\ w_N=e^{\frac{\pi }{\mathrm{}}\underset{n=1}{\overset{N1}{}}(n1)\underset{j=1}{\overset{n}{}}\gamma _{nj}}_{n=1}^{N1}s_n(\gamma _n,\gamma _{n+1}),& \end{array}`$ (2.23)
where

$`\begin{array}{cc}s_n(\gamma _n,\gamma _{n+1})=_{k=1}^n_{m=1}^{n+1}\mathrm{}^{\frac{\gamma _{nk}\gamma _{n+1,m}}{i\mathrm{}}+\frac{1}{2}}\mathrm{\Gamma }\left(\frac{\gamma _{nk}\gamma _{n+1,m}}{i\mathrm{}}+\frac{1}{2}\right).& \end{array}`$ (2.25)
Proof. The following equality holds:

$`\begin{array}{cc}E_{n,n+1}w_N=i\mathrm{}^1w_N_{j=1}^n\frac{\underset{r=1}{\overset{n1}{}}(\gamma _{nj}\gamma _{n1,r}\frac{i\mathrm{}}{2})}{\underset{sj}{}(\gamma _{nj}\gamma _{ns})}.& \end{array}`$ (2.27)
Using the identity

$`\begin{array}{cc}_{j=1}^n\frac{x_j^m}{\underset{sj}{}(x_jx_s)}=_{\stackrel{k_r0}{k_1+\mathrm{}+k_n=mn+1}}x_1^{k_1}\mathrm{}x_n^{k_n}& \end{array}`$ (2.29)
one arrives at (2.20). Equation (2.18) is proved similarly.

Evidently, the solutions (2.23), (2.25) are not unique. The set of Whittaker vectors is closed under multiplication by an arbitrary $`i\mathrm{}`$-periodic function in the variables $`\gamma _{nj}`$. Hence, there are infinitely many invariant subspaces in $`M`$ corresponding to infinitely many Whittaker vectors.

To construct irreducible submodules, let us introduce the Whittaker modules $`W`$ and $`W^{},`$ generated cyclically by the Whittaker vectors $`w_N`$ and $`w_N^{},`$ respectively.

###### Theorem 2.1

Let $`m_n=(m_{n1},\mathrm{},m_{nn})`$ be the set of non-negative integers. The Whittaker module $`W=𝒰w_N`$ is spanned by the elements

$`\begin{array}{cc}w_{m_1,\mathrm{},m_{N1}}=\underset{n=1}{\overset{N1}{}}\underset{k=1}{\overset{n}{}}\sigma _k^{m_{nk}}(\gamma _n)w_N,& \end{array}`$ (2.31)
where $`\sigma _k(\gamma _n)`$ is the elementary symmetric function of the variables $`\gamma _{n1},\mathrm{},\gamma _{nn}`$ of order $`k`$:

$`\begin{array}{cc}\sigma _k(\gamma _n)=_{j_1<\mathrm{}<j_k}\gamma _{nj_1}\mathrm{}\gamma _{nj_k}.& \end{array}`$ (2.33)
Similarly, the Whittaker module $`W^{}=𝒰w_N^{}`$ is spanned by the polynomials

$`\begin{array}{cc}w_{m_1,\mathrm{},m_{N1}}^{}=\underset{n=1}{\overset{N1}{}}\underset{k=1}{\overset{n}{}}\sigma _k^{m_{nk}}(\gamma _n).& \end{array}`$ (2.35)
The Whittaker modules $`W`$ and $`W^{}`$ are irreducible.

Proof. Let us prove the statement for the module $`W`$. Using the identity $`e^{i\mathrm{}_{\gamma _{nj}}}\sigma _k(\gamma _n)=\sigma _k(\gamma _n)+i\mathrm{}\underset{r=1}{\overset{k1}{}}(1)^r\sigma _{kr1}(\gamma _n)\gamma _{nj}^r`$, and the explicit formula for the action of $`E_{n+1,n}`$ on the Whittaker vector:

$`\begin{array}{cc}E_{n+1,n}w_N=i\mathrm{}^1w_N_{j=1}^n\frac{\underset{r=0}{\overset{n+1}{}}(\gamma _{nj}\gamma _{n+1,r}+\frac{i\mathrm{}}{2})}{\underset{sj}{}(\gamma _{nj}\gamma _{ns})},& \end{array}`$ (2.37)
one shows, due to (2.29), that the Whittaker module is spanned by elements of the form (2.31).

To prove the irreducibility of Whittaker modules we need the following fact (, Theorem 3.6.2). Let $`M`$ be any $`𝒰`$-module which admits an infinitesimal character. Assume $`wM`$ is a Whittaker vector. Then the submodule $`𝒰wM`$ is irreducible.

Proposition 2.2 and the above theorem implies that the modules $`W`$ and $`W^{}`$ are irreducible.

Let us note that for any subalgebra $`𝒰(𝔤𝔩(n))𝒰(𝔤𝔩(N))`$, $`2n<N`$, the module over the ring of the polynomials in $`\gamma _n`$ with the basis $`\underset{s=1}{\overset{n1}{}}\underset{k=1}{\overset{s}{}}\sigma _k^{m_{sk}}(\gamma _s)w_N`$ is a $`𝒰(𝔤𝔩(n))`$ Whittaker module.

Now one can calculate the explicit form of the action of the central elements of $`𝒰(𝔤𝔩(n))`$ on the space $`M`$. It is well known that the generating function $`𝒜_n(\lambda )`$ of the central elements of $`𝒰(𝔤𝔩(n))`$ (the Casimir operators) can be represented as follows :

$`\begin{array}{cc}𝒜_n(\lambda )& \\ =_{pP_n}\mathrm{sign}p\left[(\lambda i\mathrm{}\rho _1^{(n)})\delta _{p(1),1}i\mathrm{}E_{p(1),1}\right]\mathrm{}\left[(\lambda i\mathrm{}\rho _n^{(n)})\delta _{p(n),n}i\mathrm{}E_{p(n),n}\right],& \end{array}`$ (2.40)
where $`\rho _k^{(n)}=\frac{1}{2}(n2k+1),k=1,\mathrm{},n`$ and the summation is over elements of the permutation group $`P_n`$.

###### Proposition 2.4

The operators (2.40) have the following form on $`M`$:

$`\begin{array}{cc}𝒜_n(\lambda )=_{j=1}^n(\lambda \gamma _{nj}),(n=1,\mathrm{},N).& \end{array}`$ (2.42)
Proof. By Proposition 2.2 it is sufficient to calculate the action of $`𝒜_n(\lambda )`$ on the Whittaker vector $`w_N`$ (or $`w_N^{}`$). Due to (2.20), one has

$`\begin{array}{cc}𝒜_n(\lambda )w_N=𝒜_{n1}(\lambda \frac{i\mathrm{}}{2})[\lambda i\mathrm{}\rho _n^{(n)}i\mathrm{}E_{nn}]w_N& \\ i\mathrm{}_{k=2}^n𝒜_{nk}(\lambda \frac{ik\mathrm{}}{2})E_{n,nk+1}w_N.& \end{array}`$ (2.45)
Furthermore, using the relation (2.37) it is easy to calculate the action of the composite generators:

$`\begin{array}{cc}E_{n,nk+1}w_N=i\mathrm{}^1w_N_{j_1=1}^{n1}\mathrm{}_{j_k=1}^{nk+1}_{p=1}^{k1}\frac{\underset{r_pj_{p1}}{}(\gamma _{np.j_p}\gamma _{np+1,r_p}+\frac{i\mathrm{}}{2})}{\underset{s_pj_p}{}(\gamma _{np,j_p}\gamma _{np,s_p})}.& \end{array}`$ (2.47)
By substituting (2.47) into (2.45) one arrives, after some combinatoric, at (2.42). Obviously, we can also do the analogous calculation for the Whittaker module $`W^{}`$.

It remains to construct a pairing between $`W`$ and $`W^{}`$, and to prove that the Whittaker modules $`W`$ and $`W^{}`$ are dual with respect to this pairing.

###### Definition 2.2

Let $`\varphi W^{}`$ and $`\psi W`$. Define the pairing $`,`$: $`W^{}W`$ by

$`\begin{array}{cc}\varphi ,\psi =\underset{^{\frac{N(N1)}{2}}}{}\mu _0(\gamma )\overline{\varphi }(\gamma )\psi (\gamma )\underset{\stackrel{n=1}{jn}}{\overset{N1}{}}d\gamma _{nj},& \end{array}`$ (2.49)
where

$`\begin{array}{cc}\mu _0(\gamma )=_{n=2}^{N1}\underset{s<p}{}(\gamma _{ns}\gamma _{np})(e^{\frac{2\pi \gamma _{np}}{\mathrm{}}}e^{\frac{2\pi \gamma _{ns}}{\mathrm{}}}).& \end{array}`$ (2.51)
The integral (2.49) converges absolutely. Actually, this is a simple corollary of a more general statement. Denote the integrand in the right hand side of (2.49) by $`I_N(\gamma )`$.

###### Lemma 2.1

For $`\gamma _{nj}`$, such that $`\underset{j}{\mathrm{min}}\{\mathrm{Im}\gamma _{nj}\}>\underset{k}{\mathrm{max}}\{\mathrm{Im}\gamma _{n+1,k}\}\frac{\mathrm{}}{2}`$, the following inequality holds:

$`\begin{array}{cc}|I_N(\gamma )||P(\gamma )|\mathrm{exp}\left\{\frac{1}{(2N3)!!}\underset{n=1}{\overset{N1}{}}\underset{j=1}{\overset{n}{}}|\mathrm{Re}\gamma _{nj}|\right\}& \end{array}`$ (2.53)
for some polynomial $`P(\gamma )`$ in $`\gamma _1,\mathrm{},\gamma _{N1}`$.

Proof. For any $`x>0`$ the inequality $`|\mathrm{\Gamma }(x+iy)|\mathrm{\Gamma }(x)|p_x(y)|\mathrm{cosh}^{\frac{1}{2}}(\pi y)`$ is valid for some polynomial $`p_x(y)`$ with degree depending on $`x`$. Hence, the integrand satisfies:

$`\begin{array}{cc}|I_N(\gamma )||P(\gamma )|e^{\frac{\pi }{\mathrm{}}S_N(\gamma )},& \end{array}`$ (2.55)
where

$`\begin{array}{cc}S_N(\gamma )=_{n=2}^{N1}_{s<p}|\mathrm{Re}\gamma _{ns}\mathrm{Re}\gamma _{sp}|& \\ \frac{1}{2}_{n=1}^{N2}_{j,k}|\mathrm{Re}\gamma _{nj}\mathrm{Re}\gamma _{n+1,k}|\frac{N}{2}_{j=1}^{N1}|\mathrm{Re}\gamma _{N1,j}|.& \end{array}`$ (2.58)
Using the inequality

$`\begin{array}{cc}_{j,k=1}^m|a_jb_k|_{j<k}^m|a_ja_k|_{j<k}^m|b_jb_k|0,& \end{array}`$ (2.60)
which holds for any set of real parameters $`\{a_j,b_j\};j=1,\mathrm{},m`$ (see (11.118) in ), one proves the recursive relation $`S_N\frac{1}{2N3}(S_{N1}_j|\mathrm{Re}\gamma _{N1,j}|)`$. This implies (2.53).

###### Proposition 2.5

Let $`\gamma _N^N`$. The Whittaker modules $`W`$ and $`W^{}`$ are dual with respect to the pairing defined by (2.49). I.e. for any $`\varphi W^{}`$ and $`\psi W,`$ the generators $`X𝔤𝔩(N,)`$ possess the property

$`\begin{array}{cc}\varphi ,X\psi =X\varphi ,\psi .& \end{array}`$ (2.62)
Proof. For example, consider $`\varphi ,E_{n,n+1}\psi `$, where $`E_{n,n+1}`$ is defined by (2.1d). It is easy to see that the expression $`\overline{E_{n,n+1}\varphi }\psi `$ does not have poles in the upper hyper-plane and it is therefore possible to deform the integration contour. Consider the shifts $`\gamma _{nj}\gamma _{nj}+i\mathrm{}`$ and note the difference equation

$`\begin{array}{cc}e^{i\mathrm{}_{\gamma _{nj}}}\mu _0(\gamma )=\mu _0(\gamma )_{sj}\frac{\gamma _{nj}\gamma _{ns}+i\mathrm{}}{\gamma _{nj}\gamma _{ns}}.& \end{array}`$ (2.64)
Then, using a deformation of the contour and the estimates (2.53), one obtains (2.62).

## 3 The orbit method for $`GL(N,)`$ and the Gelfand-Zetlin representation

In this section we discuss the orbit method interpretation of the explicit algebraic construction of the infinite-dimensional representation of $`𝒰(𝔤𝔩(N))`$ given in the previous section. Similar results for the case of a compact group were obtained in , .

Let $`G`$ be a Lie group, $`𝔤`$ the corresponding Lie algebra, and let $`𝔤^{}`$ be its dual. The coadjoint orbits $`𝒪`$ of $`G`$ are equipped with a canonical symplectic structure given by the Kirillov-Kostant two-form . The space of linear functions on $`𝔤^{}`$ is closed under the Kirillov-Kostant Poisson bracket and coincides with $`𝔤`$ as a Lie algebra. Consider the coadjoint orbits of $`GL(N,)`$ with stabilizer $`H_N`$ $`=GL(1,)^N`$. Below, we construct Darboux coordinates on the finite cover $`\stackrel{~}{𝒪}^{(0)}`$ of the open part $`𝒪^{(0)}`$ of such an orbit $`𝒪`$. We also give expressions in these coordinates for the restriction onto $`𝒪^{(0)}`$ of the linear functions on $`𝔤^{}`$. The corresponding Hamiltonian vector fields act on $`𝒪^{(0)}`$. The explicit realization of $`𝒰(𝔤𝔩(N))`$ by difference operators given in the previous section may be considered as a “quantization” of this Poisson algebra. Let us stress that this construction gives a representation of $`𝒰(𝔤𝔩(N))`$ which cannot be integrated to a representation of the group. Our discussion below shows that this is quite natural because part of the orbit $`𝒪^{(0)}`$ is not stable with respect to the action of the group on the orbit $`𝒪`$.

Let $`G=GL(N,)`$ and $`𝔤=𝔤𝔩(N,)`$. We identify $`𝔤`$ and its dual $`𝔤^{}`$ via the Killing form. Consider the coadjoint orbit $`𝒪`$ of the diagonal element $`u_N𝔤^{}`$ with pairwise different diagonal entries: $`\gamma _N=(\gamma _{N1},\gamma _{N2},\mathrm{},\gamma _{NN})`$:

$`u_N=\left(\begin{array}{ccc}\gamma _{N1}& \mathrm{}& 0\\ \mathrm{}& \mathrm{}& \mathrm{}\\ 0& \mathrm{}& \gamma _{NN}\end{array}\right).`$ (3.1)
The stabilizer of $`u_N`$ is $`H_N=GL(1,)^N`$and the general element of the orbit may be parameterized as $`u=g^1u_Ng`$, where $`gGL(N,)`$ is defined up to the left action of $`H_N`$. There is a canonical symplectic two-form on $`𝒪`$, given in this parameterization by

$`\begin{array}{cc}\mathrm{\Omega }=Tru_N(dgg^1)^2.& \end{array}`$ (3.3)
Consider the subspace in $`GL(N,)`$ which consists of the elements:

$`g=g_Ng_{N1}\mathrm{}g_2.`$ (3.4)
The matrices $`g_n`$ differ from the unit matrix only in the upper-left $`n\times n`$ corner and are defined recursively as follows. Denote the upper-left $`(n\times n)`$ sub-matrix of $`g_n`$ by $`f_n`$. There should exist certain $`\gamma _{n1,j},j=1,\mathrm{},n1`$ so that the following condition holds:

$`f_n^1\left(\begin{array}{cccc}\gamma _{n1}& 0& \mathrm{}& 0\\ 0& \mathrm{}& & \mathrm{}\\ \mathrm{}& & \gamma _{n,n1}& 0\\ 0& \mathrm{}& 0& \gamma _{nn}\end{array}\right)f_n=\left(\begin{array}{cccc}\gamma _{n1,1}& 0& \mathrm{}& \\ \mathrm{}& \mathrm{}& 0& \mathrm{}\\ 0& \mathrm{}& \gamma _{n1,n1}& \\ & \mathrm{}& & \end{array}\right).`$ (3.5)
This means that the diagonal matrix conjugated by $`f_n`$ can have non-zero, non-diagonal entries only in the last column and on the last row. The matrix $`f_n`$ is defined uniquely by $`\gamma _{nj},\gamma _{n1,k}`$ up to the left action by the diagonal matrix and the right action by the diagonal matrix with the last diagonal element being equal to one. Let us choose the following representatives for $`f_n`$ in the coset of $`G`$ by the left action by diagonal matrices:

$`\begin{array}{cc}(f_n)_{jk}=\frac{Q_{n1,k}}{\gamma _{nj}\gamma _{n1,k}}\frac{\underset{r=1}{\overset{n1}{}}(\gamma _{nj}\gamma _{n1,r})}{\underset{sj}{}(\gamma _{nj}\gamma _{ns})}(k=1,\mathrm{},n1),& \\ (f_n)_{jn}=\frac{\underset{r=1}{\overset{n1}{}}(\gamma _{nj}\gamma _{n1,r})}{\underset{sj}{}(\gamma _{nj}\gamma _{ns})},& \end{array}`$ (3.8)
where $`Q_{n1,k}`$, $`k=1,\mathrm{},n1`$ are additional coordinates on the orbit. This gives a map from $`^{N(N1)}\backslash \mathrm{\Delta }`$ to the open part $`𝒪^{(0)}`$ of the orbit. Here, $`\mathrm{\Delta }`$ is a union of three subspaces of $`^{N(N1)}`$: $`\mathrm{\Delta }=D_1D_2D_3`$. The subspace $`D_1`$ is a subspace where at least two $`\gamma `$-coordinates of the same level coincide: $`\gamma _{nj}=\gamma _{nk}`$. The subspace $`D_2`$ is defined as a subspace where at least two of the $`\gamma `$-coordinates from consecutive levels coincide $`\gamma _{nj}=\gamma _{n1,k}`$. Finally, the subspace $`D_3`$ is a subspace where at least one of $`Q_{nj}`$ is zero. Now, let us construct the inverse map. Consider the element of the orbit $`u=g^1u_Ng`$ shifted by the $`N\times N`$ unit matrix $`I`$ multiplied by a formal variable $`\lambda `$:

$`T(\lambda )=\lambda Iu.`$ (3.9)
The $`n`$-th principal minor $`a_n(\lambda )`$ of $`T(\lambda )`$ does not depend on $`g_m`$, $`m<n+1`$. For the general point of the orbit, the roots of the minors may be complex. Consider the open part $`𝒪^{(0)}`$ of the orbit $`𝒪`$ such that all upper-left sub-matrices are diagonalizable and their determinants have distinct real roots. We also impose the condition that there are no identical roots of minors with consecutive ranks. Then, define the $`\gamma `$-variables to be the roots of the minors:

$`a_n(\lambda )={\displaystyle \underset{j=1}{\overset{n}{}}}(\lambda \gamma _{nj}).`$ (3.10)
Note that, by this condition the roots are defined only up to the action of the symmetric group $`S_n`$. As a result we obtain the coordinates on the finite cover of an open part of the orbit.

Now, we give the explicit expressions for the coordinates $`Q_{nj}`$. Let $`b_n(\lambda )`$ be the determinant of the $`n\times n`$ corner sub-matrix of the matrix obtained from $`T(\lambda )`$ by interchanging the $`n`$-th and the $`(n+1)`$-th columns. I.e. $`b_n(\lambda )=\underset{n\times n}{det}T(\lambda )S_{n,n+1}`$, where the $`N\times N`$ matrix $`S_{n,n+1}`$ is a unit matrix with the diagonal $`2\times 2`$ sub-matrix in the $`n`$, $`n+1`$ columns and the $`n`$, $`n+1`$ rows replaced by the matrix $`\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)`$. Similarly, we define $`c_n(\lambda )`$ as the determinant of the $`n\times n`$ corner sub-matrix obtained from $`T(\lambda )`$ by interchanging the $`n`$-th and the $`(n+1)`$-th rows; i.e. $`c_n(\lambda )=\underset{n\times n}{det}S_{n,n+1}T(\lambda )`$. Then, the rest of the variables may be introduced as follows:

$`\begin{array}{cc}Q_{nj}=b_n^1(\gamma _{nj})a_{n+1}(\gamma _{nj})=c_n(\gamma _{nj})a_{n1}^1(\gamma _{nj}),& \end{array}`$ (3.12)
where the last equality can be proved by a straightforward check. It is not difficult to verify that this definition is compatible with the explicit parameterization in terms of $`(\gamma _{nj},Q_{nj})`$ given above. Due to the condition (3.5), the $`n`$-th left-upper corner sub-matrix of the matrix $`u_n=g_{n+1}^1\mathrm{}g_N^1u_Ng_N\mathrm{}g_{n+1}`$ is diagonal matrix; $`a_n(\lambda )`$ is given by (3.10). The determinant $`b_n(\lambda )`$ is invariant under conjugation by the matrix which differs from the unit matrix only in the upper-left $`(n1)\times (n1)`$ corner. Thus, $`b_n(\lambda )`$ may be represented as:

$`\begin{array}{cc}b_n(\lambda )=det(g_n^1)det_{n\times n}(\lambda u_n)g_nS_{n,n+1}.& \end{array}`$ (3.14)
A straightforward calculation gives

$`\begin{array}{cc}b_n(\lambda )=_{j=1}^nQ_{nj}^1\underset{r=1}{\overset{n+1}{}}(\gamma _{nj}\gamma _{n+1,r})_{sj}\frac{\lambda \gamma _{ns}}{\gamma _{nj}\gamma _{ns}}.& \end{array}`$ (3.16)
Similarly, for $`c_n(\lambda )`$ one has

$`\begin{array}{cc}c_n(\lambda )=_{j=1}^nQ_{nj}\underset{r=1}{\overset{n1}{}}(\gamma _{nj}\gamma _{n1,r})_{sj}\frac{\lambda \gamma _{ns}}{\gamma _{nj}\gamma _{ns}}.& \end{array}`$ (3.18)
This gives the inverse transformation from the finite cover of the open part of the orbit $`\stackrel{~}{𝒪}^{(0)}`$ to $`^{\frac{N(N1)}{2}}\backslash \mathrm{\Delta }`$.

A simple calculation of the Kirillov-Kostant symplectic form in the coordinates $`(\gamma _{nj},Q_{nj})`$ gives the following:

###### Proposition 3.1

1. The coordinates $`(\gamma _{nj},Q_{nj})`$ parameterize the finite cover $`\stackrel{~}{𝒪}^{(0)}`$ of the open part of the orbit $`𝒪^{(0)}`$. The product of the symmetric groups $`S=_{n=2}^NS_n`$ acts freely on the fibres of the projection: $`\pi :\stackrel{~}{𝒪}^{(0)}𝒪^{(0)}`$ and the factor is $`𝒪^{(0)}`$.
2. The lift of the 2-form $`\mathrm{\Omega }`$ on $`\stackrel{~}{𝒪}^{(0)}`$ has the canonical form

$`\begin{array}{cc}\pi ^{}\mathrm{\Omega }=_{n=1}^{N1}_{j=1}^nd\gamma _{nj}Q_{nj}^1dQ_{nj}.& \end{array}`$ (3.20)
The coordinates $`(\gamma _{nj},Q_{nj})`$ give Darboux coordinates on the finite cover of the open part $`𝒪^{(0)}`$ of the coadjoint orbit of $`GL(N,)`$ with the stabilizer conjugated to $`H_N=GL(1,)^N`$.

Now let us give explicit expressions for the elements on the super-diagonal, diagonal and over-diagonal of the matrix $`u=g^1u_Ng`$ in the GZ-coordinates. These give the classical counterparts of the generators (2.1).

###### Proposition 3.2

The linear functions $`u_{nn},u_{n,n+1},u_{n+1,n}`$ on $`𝔤𝔩(N,)^{}`$, being restricted to $`𝒪^{(0)}`$ and lifted by the projection map $`\pi :\stackrel{~}{𝒪}^{(0)}𝒪^{(0)}`$ to $`\stackrel{~}{𝒪}^{(0)}`$, have the following form in GZ-coordinates 444There is another representation with “square roots” which is closer to that given in . It may be obtained by a different choice of parameterization for the solution of (3.5).  :

$`\begin{array}{cc}u_{nn}=_{j=1}^n\gamma _{nj}_{j=1}^{n1}\gamma _{n1,j},& \\ u_{n,n+1}=_{j=1}^n\frac{\underset{r=1}{\overset{n+1}{}}(\gamma _{nj}\gamma _{n+1,r})}{\underset{sj}{}(\gamma _{nj}\gamma _{ns})}Q_{nj}^1,& \\ u_{n+1,n}=_{j=1}^n\frac{\underset{r=1}{\overset{n1}{}}(\gamma _{nj}\gamma _{n1,r})}{\underset{sj}{}(\gamma _{nj}\gamma _{ns})}Q_{nj}.& \end{array}`$ (3.24)
Proof. Let us start with the diagonal elements. The coadjoint action of the diagonal matrix $`\mathrm{\Phi }=\mathrm{diag}(e^{\varphi _1},\mathrm{}e^{\varphi _N})`$ on $`u`$ may be represented as the right action on the element $`g`$, (3.4). It is easy to see that this is equivalent to a shift of the variables:

$`\begin{array}{cc}Q_{nj}Q_{nj}e^{\varphi _n\varphi _{n+1}},& \\ Q_{Nj}Q_{Nj}e^{\varphi _N}.& \end{array}`$ (3.27)
Thus, the corresponding Hamiltonian functions $`u_{nn}`$ are:

$`\begin{array}{cc}u_{nn}=_{j=1}^n\gamma _{nj}_{j=1}^{n1}\gamma _{n1,j}.& \end{array}`$ (3.29)
This result could also be derived from the explicit representation of the matrix $`u`$. Moreover, from the structure of the matrices $`u_n,f_n`$ one could easily obtain expressions for the other generators. For example,

$`\begin{array}{cc}u_{n+1,n}=_{j=1}^n(u_n)_{n+1,j}(f_n)_{jn}=_{j=1}^n\frac{\underset{r=1}{\overset{n1}{}}(\gamma _{nj}\gamma _{n1,r})}{\underset{sj}{}(\gamma _{nj}\gamma _{ns})}Q_{nj}.& \end{array}`$ (3.31)
Quite similarly,

$`\begin{array}{cc}u_{n,n+1}=_{j=1}^n\frac{\underset{r=1}{\overset{n+1}{}}(\gamma _{nj}\gamma _{n+1,r})}{\underset{sj}{}(\gamma _{nj}\gamma _{ns})}Q_{nj}^1.& \end{array}`$ (3.33)
There is a representation for $`u_{n,n},u_{n,n+1},`$ and $`u_{n+1,n}`$ in terms of contour integrals using the polynomials $`a_n(\lambda ),b_n(\lambda ),`$ and $`c_n(\lambda )`$:

$`\begin{array}{cc}u_{n,n}=\frac{1}{2\pi i}\frac{a_n(\lambda )}{a_{n1}(\lambda )}\frac{d\lambda }{\lambda },& \\ u_{n,n+1}=\frac{1}{2\pi i}a_n^1(\lambda )b_n(\lambda )𝑑\lambda ,& \\ u_{n+1,n}=\frac{1}{2\pi i}c_n(\lambda )a_n^1(\lambda )𝑑\lambda .& \end{array}`$ (3.37)
In the next section we discuss the connection of this representation with Drinfeld’s “new realization” of the Yangian .

## 4 The Yangian $`Y(𝔤𝔩(N))`$ and the Gelfand-Zetlin representation

In the previous section we outlined the construction of the Gelfand-Zetlin parameterization of the coadjoint orbit of $`GL(N,)`$. The polynomials $`a_n(\lambda ),b_n(\lambda )`$ and $`c_n(\lambda )`$, which appear in the invariant formulation of this parameterization, bear an obvious similarity to the basic ingredients of Drinfeld’s “new realization” of the Yangian. In this section, we derive the explicit expressions for the Drinfeld generators of the Yangian $`Y(𝔤𝔩(N))`$ in the Gelfand-Zetlin realization555For the connection of the finite-dimensional Gelfand-Zetlin representation with the Yangian see , . . These explicit expressions will be important for a new interpretation of the QISM approach to the solution of the open Toda chain .

We recall some well-known facts about the Yangian $`Y(𝔤𝔩(N))`$,  (see also the recent review ). The Yangian $`Y(𝔤𝔩(N))`$ is an associative Hopf algebra generated by the elements $`T_{ij}^{(r)}`$, where $`i,j=1,\mathrm{},N`$ and $`r=0,\mathrm{},\mathrm{}`$, subject the following relations. Consider the $`N\times N`$ matrix $`T(\lambda )=T_{ij}(\lambda )_{i,j=1}^N`$ with operator valued entries

$`\begin{array}{cc}T_{ij}(\lambda )=\lambda \delta _{ij}+_{r=0}^{\mathrm{}}T_{ij}^{(r)}\lambda ^r.& \end{array}`$ (4.2)
Let

$`\begin{array}{cc}R_N(\lambda )=II+i\mathrm{}P/\lambda ;P_{ik,jl}=\delta _{il}\delta _{kj}& \end{array}`$ (4.4)
be an $`N^2\times N^2`$ numerical matrix (the Yang $`R`$-matrix). Then the relations between the generators $`T_{ij}^{(r)}`$ can be written in the standard form

$`\begin{array}{cc}R_N(\lambda \mu )(T(\lambda )I)(IT(\mu ))=(IT(\mu ))(T(\lambda )I)R_N(\lambda \mu ).& \end{array}`$ (4.6)
The centre of the Yangian is generated by the coefficients of the following formal Laurent series (the quantum determinant of $`T(\lambda )`$ in the sense of ):

$`\begin{array}{cc}\mathrm{det}_qT(\lambda )& \\ =_{pP_N}\mathrm{sign}pT_{p(1),1}(\lambda i\mathrm{}\rho _1^{(N)})\mathrm{}T_{p(k),k}(\lambda i\mathrm{}\rho _k^{(N)})\mathrm{}T_{p(N),N}(\lambda i\mathrm{}\rho _N^{(N)}),& \end{array}`$ (4.9)
where $`\rho _n^{(N)}=\frac{1}{2}(N2n+1),(n=1,\mathrm{},N)`$ and the summation is over elements of the permutation group $`P_N`$. Let $`X(\lambda )=X_{ij}(\lambda )_{i,j=1}^n`$ be an $`n\times n`$ sub-matrix of the matrix $`T_{ij}(\lambda )_{i,j=1}^N`$. It is obvious from the explicit form of $`R_N(\lambda )`$ that this sub-matrix satisfies an analogue of the relations (4.6). The quantum determinant $`\mathrm{det}_qX(\lambda )`$ is defined similarly to (4.9) (with the evident change $`Nn`$).

The following way to describe the Yangian $`Y(𝔤𝔩(N))`$ was introduced in . Let $`𝐀_n(\lambda )`$, $`n=1,\mathrm{},N`$, be the quantum determinants of the sub-matrices, determined by the first $`n`$ rows and columns, and let the operators $`𝐁_n(\lambda ),𝐂_n(\lambda )`$, $`n=1,\mathrm{},N1`$, be the quantum determinants of the sub-matrices with elements $`T_{ij}(\lambda )`$, where $`i=1,\mathrm{},n`$; $`j=1,\mathrm{},n1,n+1`$ and $`i=1,\mathrm{},n1,n+1`$; $`j=1,\mathrm{},n`$, respectively. The expansion coefficients of $`𝐀_n(\lambda ),𝐁_n(\lambda ),𝐂_n(\lambda )`$, $`n=1,\mathrm{},N1`$, with respect to $`\lambda `$, together with those of $`𝐀_N(\lambda )`$, generate the algebra $`Y(𝔤𝔩(N))`$. The parts of the relations between the Drinfeld generators, which we use below, are as follows:

$`\begin{array}{cc}[𝐀_n(\lambda ),𝐀_m(\mu )]=0;(n,m=1,\mathrm{},N),& \\ [𝐁_n(\lambda ),𝐁_m(\mu )]=0;[𝐂_n(\lambda ),𝐂_m(\mu )]=0;(mn\pm 1),& \\ (\lambda \mu +i\mathrm{})𝐀_n(\lambda )𝐁_n(\mu )=(\lambda \mu )𝐁_n(\mu )𝐀_n(\lambda )+i\mathrm{}𝐀_n(\mu )𝐁_n(\lambda ),& \\ (\lambda \mu +i\mathrm{})𝐀_n(\mu )𝐂_n(\lambda )=(\lambda \mu )𝐂_n(\lambda )𝐀_n(\mu )+i\mathrm{}𝐀_n(\lambda )𝐂_n(\mu ).& \end{array}`$ (4.14)
Let $`A(𝔤𝔩(N))`$ be the commutative subalgebra of $`Y(𝔤𝔩(N))`$ generated by $`𝐀_n(\lambda ),n=1,\mathrm{},N`$. It was proved in  that $`A(𝔤𝔩(N))`$ is the maximal commutative subalgebra of $`Y(𝔤𝔩(N))`$.

There is a natural epimorphism $`\pi _N:Y(𝔤𝔩(N))𝒰(𝔤𝔩(N))`$,

$`\begin{array}{cc}\pi _N(T_{jk}(\lambda ))=\lambda \delta _{jk}i\mathrm{}E_{jk},(j,k=1,\mathrm{},N).& \end{array}`$ (4.16)
Denote the images under $`\pi _N`$ of the generators $`𝐀_n(\lambda ),𝐁_n(\lambda )`$, and $`𝐂_n(\lambda )`$ by $`𝒜_n(\lambda ),_n(\lambda )`$ and $`𝒞_n(\lambda )`$, respectively. Let us describe the images of the Drinfeld generators. The images of the generators of $`A(𝔤𝔩(N))`$ under the homomorphism (4.16) have the form (2.40). In particular, the image of $`𝐀_N(\lambda )`$, which is a polynomial in $`\lambda `$ of order $`N`$, gives a generating function for the generators of the centre $`𝒵𝒰(𝔤𝔩(N))`$. For the other generators $`_n(\lambda )`$, $`𝒞_n(\lambda )`$ we have

###### Lemma 4.1

$`\begin{array}{cc}_n(\lambda )=[𝒜_n(\lambda ),E_{n,n+1}],& \end{array}`$ (4.18)
$`\begin{array}{cc}𝒞_n(\lambda )=[E_{n+1,n},𝒜_n(\lambda )],& \end{array}`$ (4.20)
where $`n=1,\mathrm{},N1`$.

Proof. A direct computation using (4.9) and the explicit expressions for the images of the generators $`𝐀_n(\lambda ),𝐁_n(\lambda )`$ and $`𝐂_n(\lambda )`$ under the homomorphism $`\pi _N`$.

Using (4.18), (4.20) and the explicit expressions for the generators $`E_{jk}`$ introduced in Proposition 2.1 we arrive at the following

###### Proposition 4.1

The operators

$`\begin{array}{cc}𝒜_n(\lambda )=\underset{j=1}{\overset{n}{}}(\lambda \gamma _{nj}),& \\ _n(\lambda )=_{j=1}^n_{sj}\frac{\lambda \gamma _{ns}}{\gamma _{nj}\gamma _{ns}}_{r=1}^{n+1}(\gamma _{nj}\gamma _{n+1,r}\frac{i\mathrm{}}{2})e^{i\mathrm{}_{\gamma _{nj}}},& \\ 𝒞_n(\lambda )=_{j=1}^n_{sj}\frac{\lambda \gamma _{ns}}{\gamma _{nj}\gamma _{ns}}_{r=1}^{n1}(\gamma _{nj}\gamma _{n1,r}+\frac{i\mathrm{}}{2})e^{i\mathrm{}_{\gamma _{nj}}}& \end{array}`$ (4.24)
define a representation of the Yangian.

We notice that the explicit expressions for $`𝒜_n(\lambda ),_n(\lambda ),𝒞_n(\lambda )`$ may be obtained directly from the defining relations of the Yangian. One may start with the following representation of the maximal commutative subalgebra $`A(𝔤𝔩(N))`$ by polynomials with real roots: $`𝒜_n(\lambda )=\underset{j=1}{\overset{n}{}}(\lambda \gamma _{nj}),n=1\mathrm{},N`$. Then, we should resolve the rest of the Yangian relations to find the explicit expressions for the generators $`_n(\lambda )`$ and $`𝒞_n(\lambda )`$ in terms of some operators acting on the space of functions depending on the variables $`\gamma _{nj},j=1,\mathrm{},n;n=1,\mathrm{},N1`$. The full set of Yangian relations in terms of $`𝐀_n(\lambda ),𝐁_n(\lambda ),𝐂_n(\lambda )`$ is known implicitly through the “new realization” by Drinfeld  (example after Theorem 1). This may be used to fix $`𝐁_n(\lambda ),𝐂_n(\lambda )`$ up to conjugation by an arbitrary function of $`\gamma _{nj}`$. The expressions in (4.24) are obtained by choosing the appropriate representative.

The following integral formulas (which may be considered as a “quantization” of the classical relations (3.37)) express the generators of $`𝒰(𝔤𝔩(N))`$ in terms of $`𝒜_n(\lambda ),_n(\lambda ),𝒞_n(\lambda )`$:

$`\begin{array}{cc}E_{n,n+1}=\frac{1}{2\pi \mathrm{}}𝒜_n^1(\lambda )_n(\lambda )𝑑\lambda ,& \\ E_{n+1,n}=\frac{1}{2\pi \mathrm{}}𝒞_n(\lambda )𝒜_n^1(\lambda )𝑑\lambda ,& \\ E_{nn}=\frac{1}{2\pi \mathrm{}}\frac{𝒜_n(\lambda )}{𝒜_{n1}(\lambda {\scriptscriptstyle \frac{i\mathrm{}}{2}})}\frac{d\lambda }{\lambda }\frac{1}{2}(n1).& \end{array}`$ (4.28)
Here, the integrands are understood as Laurent series and the contours of integrations are taken around $`\mathrm{}`$. This representation is similar to the expressions of the generators in the “new realization” of the Yangian through $`𝐀_n(\lambda ),𝐁_n(\lambda ),𝐂_n(\lambda )`$  (example after Theorem 1).

## 5 Application to quantum integrable systems

### 5.1 The open Toda chain

The open Toda chain corresponding to $`𝔤𝔩(N,))`$ is one of the simplest examples of an integrable quantum mechanical system with $`N`$ degrees of freedom (see  and references therein). It has $`N`$ mutually commuting Hamiltonians, the first two of which are given by

$`\begin{array}{cc}h_1=\underset{j=1}{\overset{N}{}}p_j,& \\ h_2=_{j<k}p_jp_k_{j=1}^{N1}e^{x_jx_{j+1}},& \end{array}`$ (5.3)
where $`[x_n,p_m]=i\mathrm{}\delta _{nm}`$.

Recall the general idea behind the Representation Theory approach to quantum integrability in the case of the open Toda chain. Let $`V`$ and $`V^{}`$ be any dual irreducible Whittaker $`𝒰(𝔤𝔩(N,))`$\- modules and $`wV`$ and $`w^{}V^{}`$ be the corresponding cyclic Whittaker vectors with respective characters $`\chi _+(E_{n,n+1})=i\mathrm{}^1`$ and $`\chi _{}(E_{n+1,n})=i\mathrm{}^1`$. We assume that the action of the Cartan subalgebra is integrated to the action of the Cartan torus, so that the following function is well defined

$`\begin{array}{cc}\psi _{\gamma _{N1},\mathrm{},\gamma _{NN}}=e^{x\rho ^{(N)}}w_N^{},e^{\underset{k=1}{\overset{N}{}}x_kE_{kk}}w_N.& \end{array}`$ (5.5)
This is nothing but the $`GL(N,)`$ Whittaker function  written in terms of the Gauss decomposition . In the case of irreducible Whittaker modules, the action of the elements of the centre $`𝒵`$ of the universal enveloping algebra $`𝒰(𝔤𝔩(N,))`$ is proportional to the action of the unit operator  (Theorem 3.6.1). Consider the function

$`\begin{array}{cc}\stackrel{~}{\psi }_{\gamma _{N1},\mathrm{},\gamma _{NN}}=e^{x\rho ^{(N)}}w_N^{},e^{\underset{k=1}{\overset{N}{}}x_kE_{kk}}zw_N,& \end{array}`$ (5.7)
where $`z`$ belongs to the centre $`𝒵`$. Using the properties of the Whittaker vectors one could show that there is a differential operator $`𝒟_z`$ in the variables $`x_k`$ such that $`\stackrel{~}{\psi }_{\gamma _{N1},\mathrm{},\gamma _{NN}}=𝒟_z\psi _{\gamma _{N1},\mathrm{},\gamma _{NN}}.`$ Thus, taking the first two Casimir operators, one gets the first two Hamiltonians (5.3). On the other hand, $`z`$ is an element of the centre $`𝒵`$ and $`\stackrel{~}{\psi }_{\gamma _{N1},\mathrm{},\gamma _{NN}}`$ is proportional to $`\psi _{\gamma _{N1},\mathrm{},\gamma _{NN}}`$ with some numerical coefficient. Hence, we get the common eigenfunction for the set of differential operators corresponding to the elements of $`𝒵`$.

Let us give an explicit realization of the representation of $`𝒰(𝔤𝔩(N,))`$ in terms of some difference/differential operators, which integrates to the representation of the Cartan group. This will lead to the integral formula for the wave function of the open Toda chain. To find such a formula for the GZ-representation, we substitute the expressions (2.23), (2.25), and (2.1b) into (5.5), thus obtaining

$`\begin{array}{cc}\psi _{\gamma _{N1},\mathrm{},\gamma _{NN}}=e^{x\rho ^{(N)}}& \\ \times \underset{^{\frac{N(N1)}{2}}}{}_{n=1}^{N1}\frac{\underset{k=1}{\overset{n}{}}\underset{m=1}{\overset{n+1}{}}\mathrm{}^{\frac{\gamma _{nk}\gamma _{n+1,m}}{i\mathrm{}}+\frac{1}{2}}\mathrm{\Gamma }(\frac{\gamma _{nk}\gamma _{n+1,m}}{i\mathrm{}}+\frac{1}{2})}{\underset{s<p}{}\left|\mathrm{\Gamma }(\frac{\gamma _{ns}\gamma _{np}}{i\mathrm{}})\right|^2}e^{\frac{i}{\mathrm{}}\underset{n,j=1}{\overset{N}{}}(\gamma _{nj}\gamma _{n1,j})x_n}_{\stackrel{n=1}{jn}}^{N1}d\gamma _{nj},& \end{array}`$ (5.10)
where by definition $`\gamma _{nj}=0`$ for $`j>n`$.

In the study of the analytic properties of this solution with respect to $`\gamma _N`$, the following reformulation is very useful:

###### Theorem 5.1

An analytical continuation of the eigenfunction (5.10) as a function of $`\gamma _N`$ can be expressed in the form

$`\begin{array}{cc}\psi _{\gamma _N}(x_1,\mathrm{},x_N)& \\ =\underset{𝒮}{}_{n=1}^{N1}\frac{\underset{k=1}{\overset{n}{}}\underset{m=1}{\overset{n+1}{}}\mathrm{}^{\frac{\gamma _{nk}\gamma _{n+1,m}}{i\mathrm{}}}\mathrm{\Gamma }(\frac{\gamma _{nk}\gamma _{n+1,m}}{i\mathrm{}})}{\underset{sp}{}\mathrm{\Gamma }(\frac{\gamma _{ns}\gamma _{np}}{i\mathrm{}})}e^{\frac{i}{\mathrm{}}\underset{n,j=1}{\overset{N}{}}(\gamma _{nj}\gamma _{n1,j})x_n}_{\stackrel{n=1}{jn}}^{N1}d\gamma _{nj},& \end{array}`$ (5.13)
where the domain of integration $`𝒮`$ is defined by the conditions $`\underset{j}{\mathrm{min}}\{\mathrm{Im}\gamma _{kj}\}>\underset{m}{\mathrm{max}}\{\mathrm{Im}\gamma _{k+1,m}\}`$ for all $`k=1,\mathrm{},N1`$. The integral (5.13) converges absolutely.

Proof.  Let us change the variables of integration in (5.10):

$`\begin{array}{cc}\gamma _{nj}\gamma _{nj}\frac{i\mathrm{}}{n}_{s=1}^n\rho _s^{(N)},(n=1,\mathrm{},N1),& \end{array}`$ (5.15)
and recall that $`\rho _s^{(N)}=\frac{1}{2}(N2s+1)`$. After elementary calculations, the integral in (5.10) acquires the form (5.13). It is worth mentioning that after the change of variables (5.15) we shift the domain of integration $`^{\frac{N(N1)}{2}}`$ to the complex plane in such a way that the domain of integration over the variables $`\gamma _{n1,j}`$ lies above the domain of integration over the variables $`\gamma _{nj}`$. Thus, we arrive at the analytic continuation of the wave function described in the theorem.

###### Example 5.1

Let $`N=2`$. In this case the general formula (5.13) acquires the form

$`\begin{array}{cc}\psi _{\gamma _{21},\gamma _{22}}(x_1,x_2)=\mathrm{}^{\frac{\gamma _{21}+\gamma _{22}}{i\mathrm{}}}e^{\frac{i}{\mathrm{}}(\gamma _{21}+\gamma _{22})x_2}& \\ \times \underset{i\sigma \mathrm{}}{\overset{i\sigma +\mathrm{}}{}}\mathrm{}^{\frac{2\gamma _{11}}{i\mathrm{}}}\mathrm{\Gamma }\left(\frac{\gamma _{11}\gamma _{21}}{i\mathrm{}}\right)\mathrm{\Gamma }\left(\frac{\gamma _{11}\gamma _{22}}{i\mathrm{}}\right)e^{\frac{i}{\mathrm{}}\gamma _{11}(x_1x_2)}d\gamma _{11},& \end{array}`$ (5.18)
where $`\sigma >\mathrm{max}\{\mathrm{Im}\gamma _{21},\mathrm{Im}\gamma _{22}\}`$. Using the formulas 7.2(15) and 7.12(34) from , one obtains the solution for the $`GL(2,)`$ Whittaker function in terms of the Macdonald function $`K_\nu (z)`$:

$`\begin{array}{cc}\psi _{\gamma _{21},\gamma _{22}}(x_1,x_2)=4\pi \mathrm{}e^{\frac{i}{2\mathrm{}}(\gamma _{21}+\gamma _{22})(x_1+x_2)}K_{\frac{\gamma _{21}\gamma _{22}}{i\mathrm{}}}\left(\frac{2}{\mathrm{}}e^{(x_1x_2)/2}\right).& \end{array}`$ (5.20)
The explicit form of the eigenfunction and the absolute convergence of the integral lead to a recursive relation between the wave functions corresponding to $`𝔤𝔩(n)`$ and $`𝔤𝔩(n1)`$; this relation is a direct consequence of the Gelfand-Zetlin inductive procedure:

###### Corollary 5.1

Let us fix the solution $`\psi _{\gamma _{11}}(x_1)=e^{\frac{i}{\mathrm{}}\gamma _{11}x_1}`$ of the $`GL(1,)`$ Toda chain. For any $`n=2,\mathrm{},N`$ there is a recursive relation between the wave functions $`\psi _{\gamma _n}`$ and $`\psi _{\gamma _{n1}}`$:

$`\begin{array}{cc}\psi _{\gamma _n}(x_1,\mathrm{},x_n)& \\ =\underset{𝒮_n}{}\mu ^{(n1)}(\gamma _{n1})f_n(\gamma _n,\gamma _{n1})e^{\frac{i}{\mathrm{}}(\underset{j=1}{\overset{n}{}}\gamma _{nj}\underset{k=1}{\overset{n1}{}}\gamma _{n1,k})x_n}\psi _{\gamma _{n1}}(x_1,\mathrm{},x_{n1})\underset{j=1}{\overset{n1}{}}d\gamma _{n1,j},& \end{array}`$ (5.23)
where

$`\begin{array}{cc}\mu ^{(n1)}(\gamma _{n1})=_{sp}\left[\mathrm{\Gamma }\left(\frac{\gamma _{n1,s}\gamma _{n1,p}}{i\mathrm{}}\right)\right]^1,& \end{array}`$ (5.25)
and

$`\begin{array}{cc}f_n(\gamma _n,\gamma _{n1})=_{k=1}^{n1}_{m=1}^n\mathrm{}^{\frac{\gamma _{n1,k}\gamma _{nm}}{i\mathrm{}}}\mathrm{\Gamma }\left(\frac{\gamma _{n1,k}\gamma _{nm}}{i\mathrm{}}\right).& \end{array}`$ (5.27)
The domain of integration $`𝒮_n`$ is defined by the conditions $`\underset{j}{\mathrm{min}}\{\mathrm{Im}\gamma _{n1,j}\}>\underset{m}{\mathrm{max}}\{\mathrm{Im}\gamma _{nm}\}.`$

The above results are in complete agreement with the recursive relations between the wave functions and the explicit solution in terms of the Mellin-Barnes representation obtained previously in  by the QISM-based approach.

### 5.2 The hyperbolic Sutherland model

In this section we give a short derivation of the integral representation for a wave function of the hyperbolic Sutherland model.

The quantum hyperbolic Sutherland model corresponding to $`𝔤𝔩(N)`$ is a integrable quantum mechanical system with $`N`$ degrees of freedom (see  and references therein). It has $`N`$ mutually commuting Hamiltonians, the first two of which are given by

$`\begin{array}{cc}h_1=_{n=1}^Np_n,& \\ h_2=_{m<n}\left\{p_np_m+\frac{\mathrm{}^2/4}{\mathrm{sinh}^2(x_mx_n)}\right\}.& \end{array}`$ (5.30)
The eigenfunction of the Hamiltonians of the quantum hyperbolic Sutherland model is defined by the equations:

$`\begin{array}{cc}_{n=1}^Np_n\mathrm{\Psi }=\sigma _1(\gamma _N)\mathrm{\Psi },& \\ _{m<n}\left\{p_np_m+\frac{\mathrm{}^2/4}{\mathrm{sinh}^2(x_mx_n)}\right\}\mathrm{\Psi }=\sigma _2(\gamma _N)\mathrm{\Psi }.& \end{array}`$ (5.33)
In a similar fashion to the open Toda chain, the hyperbolic Sutherland model can be explicitly solved using the Representation Theory approach. Let $`V`$ be a representation of $`𝒰(𝔤𝔩(N,))`$ and $`v_N`$ be a vector in $`V`$ such that

$`\begin{array}{cc}(E_{n,n+1}E_{n+1,n})v_N=0,(n=1,\mathrm{},N1).& \end{array}`$ (5.35)
Consider the matrix element $`\mathrm{\Phi }(x_1,\mathrm{},x_N)`$ of the form

$`\begin{array}{cc}\mathrm{\Phi }=v_N,e^{\underset{k=1}{\overset{N}{}}x_kE_{kk}}v_N.& \end{array}`$ (5.37)
One can show that (5.37) gives (up to a simple factor) the eigenfunction of the Hamiltonian of the hyperbolic Sutherland model. To derive this, consider the more general matrix elements:

$`\begin{array}{cc}\mathrm{\Phi }_r=v_N,e^{\underset{k=1}{\overset{N}{}}x_kE_{kk}}a_{Nr}v_N,& \end{array}`$ (5.39)
where $`a_{Nr}`$ are the coefficients of the expansion of $`𝒜_N(\lambda )`$ (see (2.40)): $`𝒜_N(\lambda )=\lambda ^N\lambda ^{N1}a_{N1}+\lambda ^{N2}a_{N2}+\mathrm{}`$. The first two have the form:

$`\begin{array}{cc}a_{N1}=i\mathrm{}_{n=1}^NE_{nn},& \\ a_{N2}=\mathrm{}^2\left\{_{m<n}E_{mm}E_{nn}_{n=1}^N\rho _n^{(N)}E_{nn}_{m<n}E_{nm}E_{mn}+\sigma _2(\rho ^{(N)})\right\}.& \end{array}`$ (5.42)
This should be compared with the discussion of the open Toda chain (5.7). The same line of reasoning shows that the matrix element (5.37) satisfies the differential equations

$`\begin{array}{cc}i\mathrm{}_{n=1}^N_{x_n}\mathrm{\Phi }=\sigma _1(\gamma _N)\mathrm{\Phi },& \\ \mathrm{}^2_{m<n}\left\{_{x_m}_{x_n}\frac{1}{2}\mathrm{coth}(x_mx_n)(_{x_m}_{x_n})\right\}\mathrm{\Phi }=\left(\sigma _2(\gamma _N)+\mathrm{}^2\sigma _2(\rho ^{(N)})\right)\mathrm{\Phi }.& \end{array}`$ (5.45)
Actually, $`\mathrm{\Phi }`$ is the $`GL(N,)`$ zonal spherical function -.

Finally, the wave function $`\mathrm{\Psi }`$ defined by

$`\begin{array}{cc}\mathrm{\Psi }=\mathrm{\Phi }_{j<k}\mathrm{sinh}^{1/2}(x_jx_k)& \end{array}`$ (5.47)
satisfies the equations (5.33).

Now, we give a new explicit integral formula for the eigenfunction of the hyperbolic Sutherland model using the GZ representation discussed in section 2. First, let us find the vector $`v_N`$ satisfying (5.35).

###### Lemma 5.1

Let

$`\begin{array}{cc}\varphi _n(\gamma _n,\gamma _{n+1})=_{k=1}^n_{m=1}^{n+1}\mathrm{}^{\frac{\gamma _{nk}\gamma _{n+1,m}}{2i\mathrm{}}+\frac{1}{4}}\mathrm{\Gamma }\left(\frac{\gamma _{nk}\gamma _{n+1,m}}{2i\mathrm{}}+\frac{1}{4}\right).& \end{array}`$ (5.49)
Then the vector

$`\begin{array}{cc}v_N=e^{\frac{\pi }{2\mathrm{}}\underset{n=1}{\overset{N1}{}}(n1)\underset{j=1}{\overset{n}{}}\gamma _{nj}}_{n=1}^{N1}\varphi _n(\gamma _n,\gamma _{n+1})& \end{array}`$ (5.51)
satisfies the equations (5.35).

Proof. Straightforward check.

Now we have the following

###### Theorem 5.2

The solution to (5.33) admits the integral representation:

$`\begin{array}{cc}\mathrm{\Psi }_{\gamma _{N1},\mathrm{},\gamma _{NN}}(x_1,\mathrm{},x_N)=_{j<k}\mathrm{sinh}^{1/2}(x_jx_k)& \\ \times \underset{^{\frac{N(N1)}{2}}}{}_{n=1}^{N1}\frac{\underset{k=1}{\overset{n}{}}\underset{m=1}{\overset{n+1}{}}\left|\mathrm{\Gamma }(\frac{\gamma _{nk}\gamma _{n+1,m}}{2i\mathrm{}}+\frac{1}{4})\right|^2}{\underset{s<p}{}\left|\mathrm{\Gamma }(\frac{\gamma _{ns}\gamma _{np}}{i\mathrm{}})\right|^2}e^{\frac{i}{\mathrm{}}\underset{n,j=1}{\overset{N}{}}(\gamma _{nj}\gamma _{n1,j})x_n}_{\stackrel{n=1}{jn}}^{N1}d\gamma _{nj}.& \end{array}`$ (5.54)
Proof. The only non-obvious thing is the convergence of the integral. However, the integral converges absolutely due to the inequality (2.53).

Example. Let $`N=2`$. Then

$`\begin{array}{cc}\mathrm{\Psi }_{\gamma _{21},\gamma _{22}}(x_1,x_2)=\mathrm{sinh}^{1/2}(x_1x_2)& \\ \times e^{\frac{i}{\mathrm{}}(\gamma _{21}+\gamma _{22})x_2}\underset{}{}\underset{m=1}{\overset{2}{}}\left|\mathrm{\Gamma }\left(\frac{\gamma _{11}\gamma _{2m}}{2i\mathrm{}}+\frac{1}{4}\right)\right|^2e^{\frac{i}{\mathrm{}}\gamma _{11}(x_1x_2)}d\gamma _{11}.& \end{array}`$ (5.57)
Assuming $`x_1x_2`$, one can close the contour in the upper half-plane thus calculating the integral by residues. The answer is given in terms of hypergeometric functions as follows:

$`\begin{array}{cc}\mathrm{\Psi }_{\gamma _{21},\gamma _{22}}(x_1,x_2)=\mathrm{sinh}^{1/2}(x_1x_2)\frac{4\pi ^{\frac{1}{2}}\mathrm{}}{\mathrm{cosh}\frac{\pi }{2\mathrm{}}(\gamma _{21}\gamma _{22})}e^{\frac{i}{\mathrm{}}(\gamma _{21}+\gamma _{22})(x_1+x_2)}& \\ \times e^{\frac{1}{2}(x_1x_2)}\{e^{\frac{i}{2\mathrm{}}(\gamma _{21}\gamma _{22})(x_1x_2)}\frac{\mathrm{\Gamma }(\frac{\gamma _{21}\gamma _{22}}{2i\mathrm{}})}{\mathrm{\Gamma }(\frac{1}{2}\frac{\gamma _{21}\gamma _{22}}{2i\mathrm{}})}F(\frac{1}{2},\frac{1}{2}+\frac{\gamma _{21}\gamma _{22}}{2i\mathrm{}},1+\frac{\gamma _{21}\gamma _{22}}{2i\mathrm{}};e^{2(x_1x_2)})& \\ +e^{\frac{i}{2\mathrm{}}(\gamma _{21}\gamma _{22})(x_1x_2)}\frac{\mathrm{\Gamma }(\frac{\gamma _{21}\gamma _{22}}{2i\mathrm{}})}{\mathrm{\Gamma }(\frac{1}{2}+\frac{\gamma _{21}\gamma _{22}}{2i\mathrm{}})}F(\frac{1}{2},\frac{1}{2}\frac{\gamma _{21}\gamma _{22}}{2i\mathrm{}},1\frac{\gamma _{21}\gamma _{22}}{2i\mathrm{}};e^{2(x_1x_2)})\}.& \end{array}`$ (5.61)
Up to a trivial factor this solution coincides with the Legendre function $`P_{\frac{\gamma _{21}\gamma _{22}}{2i\mathrm{}}\frac{1}{2}}(\mathrm{cosh}(x_1x_2))`$ (see , formulas 3.2(9), 3.2(27)), namely,

$`\begin{array}{cc}\mathrm{\Psi }_{\gamma _{21},\gamma _{22}}(x_1,x_2)=\mathrm{sinh}^{1/2}(x_1x_2)& \\ \times \frac{4\pi \mathrm{}}{\mathrm{cosh}\frac{\pi }{2\mathrm{}}(\gamma _{21}\gamma _{22})}e^{\frac{i}{\mathrm{}}(\gamma _{21}+\gamma _{22})(x_1+x_2)}P_{\frac{\gamma _{21}\gamma _{22}}{2i\mathrm{}}\frac{1}{2}}(\mathrm{cosh}(x_1x_2)).& \end{array}`$ (5.64)
Note, in the limit $`x_1x_2\mathrm{}`$ the wave function (5.57) has the asymptotic behaviour

$`\begin{array}{cc}\mathrm{\Psi }_{\gamma _{21},\gamma _{22}}(x_1,x_2)c(\gamma _{21},\gamma _{22})e^{\frac{i}{\mathrm{}}(\gamma _{21}x_1+\gamma _{22}x_2)}+c(\gamma _{22},\gamma _{21})e^{\frac{i}{\mathrm{}}(\gamma _{22}x_1+\gamma _{21}x_2)},& \end{array}`$ (5.66)
where

$`\begin{array}{cc}c(\lambda _1,\lambda _2)=\frac{\mathrm{\Gamma }(\frac{\lambda _1\lambda _2}{2i\mathrm{}})}{\mathrm{\Gamma }(\frac{1}{2}\frac{\lambda _1\lambda _2}{2i\mathrm{}})}& \end{array}`$ (5.68)
is the Harish-Chandra function.

###### Remark 5.1

Since the integrand in (5.54) is written in the factorized form, it is clear that there exists a recursive relation, similar to (5.23), between the $`n`$ and $`n1`$ particle eigenfunctions of the Sutherland model. This fact is the direct consequence of the Gelfand-Zetlin inductive procedure.

## 6 Connection with the QISM-based approach

In section 5 we have outlined the derivation of the integral representation of the wave function of an open Toda chain based on the GZ representation of $`𝒰(𝔤𝔩(N,))`$. As was stressed in section 4, this representation bears a direct relationship to $`Y(𝔤𝔩(N,))`$. This provides us with another point of view on the way to obtain the wave functions for the open Toda chain. In particular, the algebra generated by the images of the polynomials $`𝒜_n(\lambda )`$, $`_n(\lambda )`$, $`𝒞_n(\lambda )`$ under the homomorphism $`\pi _N:Y(𝔤𝔩(N))𝒰(𝔤𝔩(N))`$ can successfully be used to derive the recursive relations for the wave functions.

We begin with a short summary of the QISM-based approach to the $`GL(N,)`$ Toda chain due to Sklyanin . The model is described with the help of the auxiliary $`2\times 2`$ matrix Lax operator with spectral parameter:

$`\begin{array}{cc}L_n(\lambda )=\left(\begin{array}{cc}\lambda p_n& e^{x_n}\\ e^{x_n}& 0\end{array}\right),& \end{array}`$ (6.4)
where $`p_n=i\mathrm{}_{x_n}`$.

The operator (6.4) satisfies the usual quadratic relation

$`\begin{array}{cc}R_2(\lambda \mu )(L_n(\lambda )I)(IL_n(\mu ))=(IL_n(\mu ))(L_n(\lambda )I)R_2(\lambda \mu )& \end{array}`$ (6.6)
with the rational $`4\times 4`$ $`R`$-matrix (see (4.4)). The monodromy matrix

$`\begin{array}{cc}T_n(\lambda )=L_n(\lambda )\mathrm{}L_1(\lambda )\left(\begin{array}{cc}A_n(\lambda )& B_n(\lambda )\\ C_n(\lambda )& D_n(\lambda )\end{array}\right)& \end{array}`$ (6.10)
also satisfies the relation:

$`\begin{array}{cc}R_2(\lambda \mu )(T_n(\lambda )I)(IT_n(\mu ))=(IT_n(\mu ))(T_n(\lambda )I)R_2(\lambda \mu ).& \end{array}`$ (6.12)
In particular, the following commutation relations hold:

$`\begin{array}{cc}[A_n(\lambda ),A_n(\mu )]=[B_n(\lambda ),B_n(\mu )]=[C_n(\lambda ),C_n(\mu )]=0,& \\ (\lambda \mu +i\mathrm{})A_n(\lambda )B_n(\mu )=(\lambda \mu )B_n(\mu )A_n(\lambda )+i\mathrm{}A_n(\mu )B_n(\lambda ),& \\ (\lambda \mu +i\mathrm{})A_n(\mu )C_n(\lambda )=(\lambda \mu )C_n(\lambda )A_n(\mu )+i\mathrm{}A_n(\lambda )C_n(\mu ).& \end{array}`$ (6.16)
The polynomial $`A_n(\lambda )`$ is a generating function for the quantum Hamiltonians of the $`GL(n,)`$ Toda chain, and the wave functions $`\psi _{\gamma _n}(x_1,\mathrm{},x_n),n=1,\mathrm{},N`$ are defined as solutions of the differential equations

$`\begin{array}{cc}A_n(\lambda )\psi _{\gamma _{n1},\mathrm{},\gamma _{nn}}=_{j=1}^n(\lambda \gamma _{nj})\psi _{\gamma _{n1},\mathrm{},\gamma _{nn}}.& \end{array}`$ (6.18)
The idea of the QISM approach is to solve iteratively these equations for $`\psi _{\gamma _n},n=1,\mathrm{},N`$ using the additional operators $`B_n(\lambda )`$ and $`C_n(\lambda )`$. From the results of  (eq. (2.7)), the following expressions for the operators $`A_n(\lambda ),B_n(\lambda ),`$ and $`C_n(\lambda )`$ can be obtained:

$`\begin{array}{cc}A_n(\lambda )=_{j=1}^n(\lambda \gamma _{nj}),& \\ B_n(\lambda )=i^{1+n}_{j=1}^n_{sj}\frac{\lambda \gamma _{ns}}{\gamma _{nj}\gamma _{ns}}e^{i\mathrm{}_{\gamma _{nj}}},& \\ C_n(\lambda )=i^{1n}_{j=1}^n_{sj}\frac{\lambda \gamma _{ns}}{\gamma _{nj}\gamma _{ns}}e^{i\mathrm{}_{\gamma _{nj}}}.& \end{array}`$ (6.22)
A simple check shows that, thus defined, the operators (6.22) satisfy the relations (6.16). Hence, one establishes the connection between the generators $`𝒜_n(\lambda ),_n(\lambda )`$ and $`𝒞_n(\lambda )`$ entering the description of the GZ representation (4.24), and the corresponding QISM generators (6.22):

$`\begin{array}{cc}A_n(\lambda )=𝒜_n(\lambda ),& \\ B_n(\lambda )=s_n^1_n(\lambda )s_n,& \\ C_n(\lambda )=s_{n1}^1𝒞_n(\lambda )s_{n1},& \end{array}`$ (6.26)
where $`s_n`$ is defined by (2.25). Therefore, the expressions (6.16) should be compared with (4.14).

At the end of this section, we illustrate the connection between the differential operator $`A_n(\lambda )`$ entering in (6.10) and the generator $`𝒜_n(\lambda )`$ defined by (2.40). First, note that (6.4), (6.10) define the relations between the operators $`A_n(\lambda )`$ for different levels:

$`\begin{array}{cc}A_n(\lambda )=(\lambda p_n)A_{n1}(\lambda )e^{x_{n1}x_n}A_{n2}(\lambda ),& \end{array}`$ (6.28)
where $`n=1,\mathrm{},N`$ and $`A_1=0,A_0=1`$.

###### Proposition 6.1

Let $`\psi _{\gamma _{N1},\mathrm{},\gamma _{NN}}`$ be defined by (5.5). Then the operators $`A_n(\lambda )`$ and $`𝒜_n(\lambda )`$ are related by

$`\begin{array}{cc}A_n(\lambda )\psi _{\gamma _{N1},\mathrm{},\gamma _{NN}}=e^{x\rho ^{(N)}}w_N^{},e^{\underset{k=1}{\overset{N}{}}x_kE_{kk}}𝒜_n(\lambda \frac{i(Nn)\mathrm{}}{2})w_N.& \end{array}`$ (6.30)
Proof. We prove the statement by showing that the operators $`A_n(\lambda )`$ defined by (6.30) satisfy the recursive relations (6.28). Consider the relation (2.45). The generators $`E_{nn}`$ and $`E_{n,nk+1}`$ commute with $`𝒜_{n1}(\lambda )`$ and $`𝒜_{nk}(\lambda )`$, respectively. Therefore, due to (2.62) and (2.18),

$`\begin{array}{cc}w_N^{},e^{\underset{k=1}{\overset{N}{}}x_kE_{kk}}𝒜_n(\lambda \frac{i(Nn)\mathrm{}}{2})w_N& \\ =(\lambda i\mathrm{}\rho _n^{(N)}+i\mathrm{}_{x_n})w_N^{},e^{\underset{k=1}{\overset{N}{}}x_kE_{kk}}𝒜_{n1}(\lambda \frac{i(Nn+1)\mathrm{}}{2})w_N& \\ e^{x_{n1}x_n}w_N^{},e^{\underset{k=1}{\overset{N}{}}x_kE_{kk}}𝒜_{n2}(\lambda \frac{i(Nn+2)\mathrm{}}{2})w_N.& \end{array}`$ (6.34)
We leave a more systematic discussion of the interrelation between the two sets of operators $`𝒜_n(\lambda )`$,$`_n(\lambda )`$,$`𝒞_n(\lambda )`$ and $`A_n(\lambda )`$,$`B_n(\lambda )`$,$`C_n(\lambda )`$ for a future publication.


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# Untitled Document

Luminosity Effects in Projected Fractals

R. Thieberger and E.A. Spiegel

Department of Astronomy, Columbia University, New York, 10021, USA

Abstract. The use of two-dimensional catalogues in unraveling the large-scale distribution of extra-galactic objects can reveal more information than has been supposed if the objects have approximate scaling properties such as observations suggest. After a brief general discussion of this issue, we turn to specific examples of projected fractals for the case where the objects studied have a Schechter luminosity function. We analyze the effects of projection on the characteristics of such a fractal distribution. Our results indicate that two-dimensional catalogues of sources could be of value in detecting the effects of luminosity functions as well as of large-scale structure.

Key words: Large-scale structure, fractals

1. Introduction

What we now call large scale structure — the patterns revealed in the spatial distribution of galaxies — was first detected in attempts to quantify the distribution of galaxies on the sky as revealed in position catalogues. Those first studies were mainly statistical and were carried out in terms of correlation functions of the galaxy positions (Neyman, et al., 1953; Neyman and Scott, 1959; Peebles 1980), though one should also note the less objective but revealing studies by de Vaucouleurs (1970). In the early statistical work, the galaxies were considered to be points, as they were in the related studies of catalogues of radio sources under the rubric of $`\mathrm{log}N\mathrm{log}S`$ studies (Ryle and Clarke, 1961; Peebles, 1983); that picture is also adopted here. From those positional studies, Mandelbrot (1975) recognized that the galaxy distribution is well modeled by what he has called a fractal distribution **We use the term fractal in its most general sense to include the special cases called multifractals and monofractals, which terms have come into common use in recent years. (Mandelbrot, 1982).

In more recent times, three-dimensional galaxy catalogues have been made available in which the three coordinates assigned to each galaxy are two coordinates on the sky and a redshift. Though these data are not as abundant as those in the two-dimensional catalogues, they nevertheless support the findings of approximate self-similarity in the large-scale distribution of galaxies within prescribed scale intervals (Provenzale, 1991). However such conclusions depend on the transformation from redshift space to geometrical space, which is not completely accurate because of the peculiar velocities of the objects in question. Above all, since the data in two-dimensional catalogues are more plentiful than those in three dimensions and are likely to remain so for a time (Cress, et al., 1996), it seems worthwhile to discuss further the ways in which the two-dimensional data may be used to unravel the nature of the three-dimensional distribution of extra-galactic objects.

The basic issue in analyzing a two-dimensional catalogue goes back to work on stellar statistics (Trumpler and Weaver, 1953), with some added complications. In stellar statistics, the effect of fractality was not considered much, though in the galaxy case it is important. What was significant in the stellar studies was the effect of the luminosity distribution of the observed objects on the projected distributions, an issue is our main concern here. However, rather than deal with the inverse problem implied by the integral equation known as the fundamental equation of stellar statistics (Trumpler and Weaver, 1953), we shall study the effects of projection by directly simulating the projection of some simple point sets. In this way, we can explicitly study the role of luminosity functions in the projection of fractals. However, for the present, we shall leave out of account some other features of the galaxy case that remain to be considered in detail, namely source evolution and cosmological effects (Spedalere and Schucking, 1980; Ribeiro, 1995). Our main concern then is not so far from that of the study of stellar statistics: disentangling the luminosity function of the observed objects from their complex distribution on the sky. Naturally, the stellar case has difficulties of its own, such as interstellar absorption. Although an analogous issue has been examined for the galaxy distribution by Durrer, et al. (1997), that is also something for another exploration.

One of our motivations for raising these issues comes from our interest in trying to distinguish the different scaling regimes that may exist in the galaxy distribution, though on different length scales. It has been suggested (Murante et al., 1998) that three scaling regimes may be discerned in the distribution of galaxies: on the smallest scales the results are consistent with a distribution of density singularities; in the intermediate range, there is scaling behaviour suggestive of flat structures such as Zeldovitch (1970) favored; on the largest scales, the data indicate a homogeneous distribution of galaxies with nonfractal behavior. This categorization is based on the results of an analysis of three-dimensional catalogues. However, it has to be admitted that those data may as yet not be adequate for clearly deciding such issues and that is why we wish to consider whether we may reliably use two-dimensional catalogues for immediate needs.

Before describing how projection effects are to be treated, we devote the next section to a brief outline of how structure in the galaxy distribution may be quantified. Then we turn to the distinction between theoretical predictions and numerical calculations of the effects of projection on the basis of simple examples. To understand this, we must try to minimize the influence of details such as the number of points in the sets and the parameters of the luminosity functions.

Then we go on to investigate the influence of luminosity effects by imposing a Schechter luminosity function on the objects of study and attempt to see how this influences the distribution of the projected objects, or rather of their apparent magnitudes. We conclude that luminosity effects can indeed make themselves felt in the macroscopic parameters of the projected fractals and suggest how these issues may be included in quantitative analyses of two-dimensional catalogues.

2. Quantifying Cosmic Scaling

In a rarefied gas, the usual definition of density breaks down as we go to the limit of small volumes. The situation is even worse for fractals where the density as usually understood is singular, as we shall see presently. Since the correlation functions used in the early analyses of the galaxy distribution (Neyman Scott, 1959; Peebles 1980) are defined in terms of the density, this has led to questioning of the use of correlations for the study of fractal sets (Bhavsar, 1980; Coleman and Pietronero 1992). Fortunately, only a slight change in approach is needed to obtain a more robust characterization of the structures of point sets by way of the correlation integral (Grassberger and Procaccia, 1983; Paladin and Vulpiani, 1984; Borgani, 1995). Indeed, the change seems so slight that one may be surprised at the difference it makes. Nevertheless, explicit calculations performed on analytically understood point sets have shown that the correlation integral is the more reliable tool of analysis of the properties of point distributions (Thieberger et al. 1990). For these reasons, the correlation integral has been used increasingly in the study of large-scale structure (Provenzale, 1991) and, in this section, we briefly summarize its properties and generalizations. A deeper discussion of this question is provided by Bessis and Fournier (1989).

Consider then a set of $`N`$ galaxies — or points — for which the correlation integral may be defined as

$`C_2(r)={\displaystyle \frac{1}{N(N1)}}{\displaystyle \underset{i}{}}{\displaystyle \underset{ji}{}}\mathrm{\Theta }(r|𝐗_i𝐗_j|)`$ (2.1)
where $`\mathrm{\Theta }`$ is the Heaviside function and the summations are over $`N1`$ galaxies with coordinates $`𝐗_j`$, $`ji`$ (Grassberger and Procaccia 1983). Modifications of this formula to allow for the effects of the finiteness of the sample may be introduced when dealing with real data (Murante et al., 1997; Kerscher, 1999), but we pass over such technical details here.

We may interpret $`C_2(r)`$ as $`𝒩(r)/N`$ where $`𝒩(r)`$ is the average number of galaxies within a distance $`r`$ of a typical galaxy in the set. As $`r`$ goes to zero, $`C_2`$ should go to zero and, for general distributions, we express this conclusion as $`C_2r^{D_2}`$. The exponent $`D_2`$ is called the correlation dimension and it is necessarily $`3`$ for an embedding space of dimension three. When $`D_2`$ is not an integer, the distribution is called fractal (Mandelbrot, 1982) and, in that case, the density, $`n(r)𝒩/R^3r^{D_23}`$, has a singularity, as mentioned above.

As with correlation functions, it is possible to study higher order statistics. To generalize the correlation integral formalism, one introduces (Paladin and Vulpiani 1987)

$`C_q(r)=\left({\displaystyle \frac{1}{N}}{\displaystyle \underset{i}{}}\left[{\displaystyle \frac{1}{N1}}{\displaystyle \underset{ji}{}}\mathrm{\Theta }(r|𝐗_i𝐗_j|)\right]^{q1}\right)^{\frac{1}{q1}},`$ (2.2)
where $`q`$ is a parameter that defines the order of the moment. For $`q=2`$, a two-point probability (second-order moment) is evaluated and the standard correlation integral is recovered. For any integer value of $`q`$, $`C_q(r)`$ is the fraction of $`q`$-tuples in the set whose members lie within a distance $`r`$ of one another. For sufficiently small $`r`$, $`C_q`$ will go to zero for $`q>1`$ and, for a typically well-behaved set, it will vanish like $`r^{D_q}`$, where the index $`D_q`$ is called a generalized or Renyi dimension (Renyi 1970, Halsey et al. 1986).

A fractal whose dimensions are all the same ($`D_q`$ independent of $`q`$) is called a homogeneous fractal, or monofractal. The more general cases with $`D_q`$ depending on $`q`$ are called multifractals. Some authors reserve the term fractal for the special case of a monofractal but, as mentioned at the outset, we here retain the general sense of the term, with the multifractal as a particular case. For small $`r`$, in leading order, a plot of $`\mathrm{log}C_q`$ versus $`\mathrm{log}r`$ is approximately linear and the slope is $`D_q`$. The dimensions are therefore easily found if the data are adequate, which may not be the case for the three-dimensional distribution of galaxies. Some hints of the next term in the expansion for small $`r`$ — the lacunarity function (Thieberger et al., 1990) — have been found for the galaxy distribution (Provenzale et al., 1997), though it has yet to be confirmed that the observed fluctuations about the linear plot are intrinsic to the geometrical distribution of galaxies.

3. Projecting Fractals

Having dealt with the polemical and pedagogical aspects of this problem, we may now turn to our basic question: how are the fractal properties of a distribution of points in three-dimensional space transformed by projection of the set onto a subspace like the celestial sphere? The main features of this question can already be seen in projecting from two dimensions into one dimension and, as this version of the problem is more economical of computing resources, we adopt it here for our illustrative examples. The work for the full case of projection from three dimensions is very much the same, as we have verified by performing a few explicit tests. By way of introduction to these problems the reader may wish to look at the analytic study of a specific case, performed by Mandelbrot (1975; see also Dogterom and Pietronero, 1991).

Before describing results obtained with actual examples, we recall some of the relevant mathematical theorems. As in most sciences, we must then face the uncomfortable gap that arises between theory and practice because the quantities most easily measured, here the $`D_q`$, for $`q>1`$, are not those that conform best to mathematical usage. For the simplest systems, that is for the monofractals for which $`D_q`$ is independent of $`q`$, these distinctions do not arise, while for most practical cases they are slight. So we shall not enter here into the details; these are discussed in Beck and Schloegl (1993), for example.

An empirically useful characterization of a set of points is by way of its fractal dimension $`D`$ evaluated in a space of dimension $`𝒟`$. To define this, we first find the smallest number of balls — the mathematician’s word for the interiors of spheres of dimension $`𝒟`$ — of diameter $`\mathrm{}`$ that are needed to cover all the points. As $`\mathrm{}0`$, this number will vary like $`\mathrm{}^D`$. The quantity $`D`$ is the fractal dimension of the set of points; it is also called the box-counting dimension and it is almost always the same as $`D_0`$. Computing it from data is less reliable than determining $`D_2`$ but, if we know the recipe by which a mathematically conceived set is constructed, it is not difficult to find the exact values of $`D_0`$ and to compare them with those determined from the exponents found by the use of correlation functions (Thieberger, et al.. 1990).

For subtle reasons, for some sets that we will rarely encounter in real life, the box-counting procedure just described may not work and so the definition may be relaxed to allow balls of all sizes in a covering of the set by balls. For each such generalized covering, an effective dimension may be obtained and the least upper bound of these is called the Hausdorff dimension, $`D_H`$. It may be shown that $`D_HD_0`$. The Hausdorff dimension is the one that many mathematicians work with and, of course, they also prefer to be more precise in defining it. However, we almost never need to distinguish $`D_H`$ from $`D_0`$ (Mainieri, 1993), which has an intuitive appeal and brings us closer to the way that de Vaucouleurs (1970) thought about these things than to the more conventional statistical treatments of galaxy distributions. (When asked how he happened to employ such a seemingly mathematical approach, de Vaucouleurs (private communication) explained that this was simply what he had observed in the sky.) Although many of the theorems about fractal sets are stated in terms of the Hausdorff dimension, Sauer and Yorke (1995) showed that the theorems which apply to Hausdorff dimension apply also to the correlation dimension, which may be shown to be a lower bound on the Hausdorff dimension.

Since the actual examples we study here concern solely projections from a two-dimensional point set onto a one-dimensional space such as a line or a circle, we denote the original set by S2 and the projected set by S1. Then we inquire into what can be said about the relation between these two sets.

Generally speaking, one finds that $`D_h(S1)=1`$, if $`D_h(S2)>1`$, and that $`D_h(S1)=D_h(S2)`$, if $`D_h(S2)<1`$, as might have been expected intuitively. The theorems on which this rough summary is based were already proven by Besicovitch (1939). Moreover, Radons (1993) has shown that, if $`D_{\mathrm{}}(S2)<1`$, not all $`D_q(S1)`$ are the same for different $`q`$. Hunt et al. (1997) proved a theorem whose relevant part for us is that, under almost all linear transformations, from two dimensions to one dimension, $`D_2(S1)=\mathrm{min}[1,D_2(S2)]`$. In their paper, they give a nonpathological example showing that for $`q>2`$ an analogous equality does not hold.

Though the results just outlined as representing the theory of the projection of fractals suggest how well-developed that theory is, we must stress that it typically applies only when very large numbers of points are involved. Since it is sometimes true that the results of asymptotic treatments do not accurately reflect the outcome of a real situation with a finite number of points in the set, we have carried out some explicit examples of the effects of projection on point sets. We now describe these. In choosing such examples, we must be aware that projection onto a circle and onto a plane are fundamentally different. When we project onto a plane here, we do it unidirectionally, while our projections onto the unit circle will be along radii extending from the center. These differences demand special care in the numerical work. The sectors used in the projections onto the circle must be such that a high enough density of points is encountered in each if we are to obtain reproducible results. And, in comparing different cases, one should take care to use the same angles of projection.

To check on our procedures, we have verified that in projecting homogeneous two-dimensional sets onto lines we obtain the theoretical results to good accuracy, even for a sample of moderate size. For fractals, however, the situation is more complicated and to standardize the procedures we have worked with Cantor fractals constructed as follows. We first make a Cantor set by decimation. That is, from the unit interval $`[0,1]`$ we remove the open set $`(\frac{1}{a},1\frac{1}{a})`$, where $`a>1`$. This leaves the two outer segments $`[0,\frac{1}{a}]`$ and $`[1\frac{1}{a},1]`$. The choice of the parameter $`a`$, which is $`3`$ for the standard Cantor set, is left open for the moment. A fractal set is then constructed by repeating the procedure on the two remaining segments and continuing in this way with each of the remaining segments in successive generations. The result is a monofractal whose $`D_q`$ is $`\mathrm{log}2/\mathrm{log}a`$ for all $`q`$.

To construct a two-dimensional fractal we formed the Cartesian product of two one-dimensional fractals, each with its own value of $`a`$. We designate the set constructed in this way as $`S2=(a_1,a_2)`$. Such composite sets are also monofractals whose dimension is the sum of those of the two Cantorial sets (Falconer,1990):

$`D(S2)={\displaystyle \frac{\mathrm{ln}2}{\mathrm{ln}a_1}}+{\displaystyle \frac{\mathrm{ln}2}{\mathrm{ln}a_2}}.`$ (3.1)
This fractal typically produces a different fractal dimension according to the line on which it is projected.

Our calculations on these sets were performed using a procedure called iterated function schemes (Barnsley, 1988). Results for the projection of three such multiplicative fractal sets are presented in the following two tables. In Table 1, we give the projected dimensions for the three sets, designated $`(a_1,a_2)`$, chosen to illustrate the projection effects for cases with small, medium and large values of D(S2). In this table we also show that projections onto a circle or onto a (generic) line give, to good approximation, the same results, though care was taken to chose the appropriate angles.

For the smallest number of points used in our analysis, we performed the calculations with many different angles to limit our sample. Because of the nature of projecting onto a circle, we obtained different projected dimensions for different sets of angles. We then selected that set which gave us the largest dimension. By using this procedure we eliminate problematic regions (i.e. sparse regions) in our projection. We then adopted this set of angles for the remainder of our calculations.

In Table 2, we show the convergence of the dimensions with increasing numbers of points in the set, for the case of $`D_2`$. In seeking convergence, we doubled the number of points when going from one line to the next. Our results indicate that for the fractal $`S2=(6.54,3.)`$ we do not get the value of two for $`D(S1)`$ as suggested in the aforementioned work of Hunt et al. (1997). Of course, we are dealing with finite sets and, from these, it is not clear that we can achieve convergence to the value predicted by theory. We also give in Table 2 the cases of projecting a line and projecting a homogeneous (randomly distributed) two-dimensional set on a circle. It is interesting that we cannot distinguish between the results of these two projections.

Table 1: The Projected Dimensions.

Set $`D_{th}`$ $`D_2`$ $`D_4`$ $`D_6`$ N                     (6.54,3.) 1.000 0.89 0.86 0.84 62000   (6.54,3.)* 1.000 0.88 0.83 0.79 62000   (15.,14.) 0.519 0.52 0.50 0.50 58000   (3.,2.68) 1.334 0.98 0.98 0.97 58000            \*This case is projection on a line.

Table 2: Variation of the calculated $`D_2`$ with N.\*

N (6.54,3.) (15.,14.) (3.,2.68 line 2D random                     15 .876$`\pm `$.007 .520$`\pm `$.007 .969$`\pm `$.003 .972$`\pm `$.001 .975$`\pm `$.002   30 .883$`\pm `$.003 .519$`\pm `$.002 .978$`\pm `$.002 .985$`\pm `$.001 .987$`\pm `$.001   60 .885$`\pm `$.003 .519$`\pm `$.002 .984$`\pm `$.001 .993$`\pm `$.001 .993$`\pm `$.001   120 .888$`\pm `$.001 .518$`\pm `$.002 .987$`\pm `$.001 .996$`\pm `$.001 .996$`\pm `$.001            \*The number of points,N, is given in thousands

4. Luminosity effects.

In considering the distribution on the celestial sphere of galaxies or of radio sources the role of the intrinsic luminosities of the observed objects must be allowed for (Maurogordato and Lachièze-Rey, 1991). Such effects appear in $`N(>f)`$, the number of galaxies detected whose flux density exceeds a given value, $`f`$ (Peebles, 1993). This function is a more reliable indicator of the dimension of the set under study than the dimension obtained directly from projection without regard to luminosity effects.

As is often done in first approximation in the stellar case, we assume that the luminosity function of the objects in our study is independent of position and of time. Though such dependences (especially the latter) may be important and ought to be included in more advanced studies, they involve uncertainties and, in any case, we prefer to take things one at a time as we learn how the various influences make themselves felt.

Then, for a homogeneous distribution of galaxies with no evolution, we have (Peebles, 1993)

$`N(>f)=Kf^{1.5}.`$ (4.1)
The constant, $`K`$, in this relation incorporates the luminosity function, which for galaxies, is often chosen to be the function (Schechter, 1976),

$`\sigma w^\alpha \mathrm{exp}(w)`$ (4.2)
where $`w=L/L_{}`$, $`L`$ is the luminosity, $`L_{}`$ is some characteristic luminosity and obervations give $`\alpha =1.07\pm 0.05`$.

Equation (4.1) is the consequence of integrating all the points over the range from zero to infinity. In that case, the value of $`\alpha `$ influences only the constant and not the power of $`f`$ in (4.1). In the case where one can write down the fractal distribution in the same way as the homogeneous one, the equation becomes (Peebles, 1993)

$`N(>f)=kf^\beta .`$ (4.3)
where $`\beta `$ can be approximated by $`D_2/2`$. The derivation is approximate and does not allow for lacunarity oscillations (Provenzale et al., 1997) that are washed out in projection according to Durrer et al. (1997).

In the calculations described here, we project a two dimensional space onto a one-dimensional one. We nevertheless keep the same luminosity versus distance law as for the three dimensional case, namely

$`f={\displaystyle \frac{L}{4\pi r^2}}.`$ (4.4)
Therefore, instead of eq. (4.1), we obtain the form

$`N(>f)=Kf^1.`$ (4.5)
We also consider the case of projecting a line onto a circle. To explain the results in this case, we have to go into more detail concerning how one obtains the equations. According to Peebles (1993) we can write

$`N(>f)={\displaystyle _0^{\mathrm{}}}r^2𝑑r\psi (Ar^2f)`$ (4.6)
where

$`\psi (x)=n{\displaystyle _x^{\mathrm{}}}w^\alpha \mathrm{exp}^wdw`$ (4.7)
and $`\alpha `$ is the exponent from Eq. (4.2).

In the case of the projection of a line, where the variation in r is not very large (for example, for the case of Table 2: $`84>r>71`$), the limits will depend on f. Therefore we cannot assume that we can incorporate the luminosity function into K as in the other cases. Now K will depend on the luminosity function, that is, on the value of $`\alpha `$.

To illustrate our point let us assume that we could approximate the different r values by their means. Then we could introduce a $`\delta `$-function into the integral with argument $`(rr_m)`$ so that

$`N(>f)={\displaystyle _0^{\mathrm{}}}r𝑑r\delta (rr_m)\psi (Afr^2)=r_m\psi (Afr_m^2).`$ (4.8)
Thus we can expect the power of f to be influenced by $`\alpha `$, as confirmed by our numerical calculations. It is therefore convenient to write

$`N(>f)=\mathrm{const}.f^\beta `$ (4.9)
and to evaluate the parameters in this expression from the calculations.

Table 3: Dependence of $`N(>f)`$ on $`f`$.

Set type Specification $`D_{th}`$ $`\beta _{th}`$ $`\beta _{cal}`$ $`\alpha `$                     random 2D 2.00000 -1.000 -0.99$`\pm `$0.01 -1.25   random 2D 2.00000 -1.000 -1.00$`\pm `$0.01 -3.25   random 1D 1.00000  -2.0$`\pm `$0.1 -1.25   random 1D 1.00000  -2.7$`\pm `$0.1 -3.25   cantor (6.54,3.) 1.00003 -0.500 -0.51$`\pm `$0.03 -1.25   cantor (6.54,3.) 1.00003 -0.500 -0.51$`\pm `$0.02 -3.25   cantor (4.7,2.7) 1.14575 -0.573 -0.57$`\pm `$0.02 -1.25   cantor (7.,4.) 0.85621 -0.428 -0.41$`\pm `$0.05 -1.25

In Table 3, we compare the $`\beta `$ obtained for the different sets on which we performed our calculations. The values are obtained by least square fit of $`N(>f)`$ for different $`f`$ values. As $`f`$ increases, the number of rejected points increases. The higher the $`r_{max}`$ the fewer retained points remain out of a given sample. The larger $`f`$, the steeper this decrease is. In the calculations used for Table 3, we kept the number of projected points at the constant value of 40000 throughout by appropriately increasing the number of points processed as the number of rejected points rose. Even a smaller sample gives quite reasonable results.

As our $`R_{max}`$ is perforce finite, we have to take care not to include too small values of $`f`$. If this point is ignored we obtain a more complicated dependence of $`N(>f)`$ on $`f`$. To get the appropriate range where $`R_{max}`$ does not influence the results, we look for the $`R`$ for which almost no projected points reach the unit circle, for a given $`f`$. Only those $`f`$ that are not eliminated because of $`R_{max}`$ are then included in the calculations. We also examined the influence of the results on $`\alpha `$ (Eq. (4.2)). As might be expected, $`\alpha `$ does not influence the results except in the case of projecting a line onto a circle. Our results are in good agreement with the analysis described by Peebles (1993).

5. Conclusion

We conclude that extensive two-dimensional catalogues of extraterrestrial objects can reveal more about the statistics of these objects than may have been supposed. We have illustrated the possibilities with a simple exercise in fractal projection that shows how the existing mathematical results on this subject may be brought to bear on the study of large-scale structure. Though we have included only one feature not explicitly mentioned in most mathematical studies, namely the luminosity distribution, we see already the emergence of an interesting aspect of the projection process. To appreciate the usefulness of this result, we should recall that, in the projection of a homogeneous (or randomly distributed) set, there is no real difference in the dimension between the original and the projected dimension once the change in embedding dimension is allowed for. However, if a suitable luminosity function is folded into the projection process, pronounced differences emerge. This makes it possible to distinguish among sets with different dimensions after projection through the influence of the luminosity function.

Thus even when plentiful three-dimensional data become available, projection effects will be worth studying since they avoid some of the problems in the measurement and interpretation of redshifts, while still revealing the influence of the luminosity function. For example, the three regimes mentioned in Murante et al. (1998), give appreciably different results on projection if the luminosity effects are included. It is also possible to include the effects of source evolution or of galaxy merger by making the parameters in the Schechter distribution time-dependent.

In conclusion, we thank Antonello Provenzale for his critical reading of the manuscript. We are also grateful to S. Bhavsar, I. Grenier J. Yorke for for providing some references. E.A.S. would like to express his gratitude to the Tata Institute for Fundamental Research for hospitality in March, 1999 with special thanks to Kumar Chitre for his many kindnesses during that visit.

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