33,675 research outputs found

    A new integral formula for Heckman-Opdam hypergeometric functions

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    We provide Harish-Chandra type formulas for the multivariate Bessel functions and Heckman-Opdam hypergeometric functions as representation-valued integrals over dressing orbits. Our expression is the quasi-classical limit of the realization of Macdonald polynomials as traces of intertwiners of quantum groups given by Etingof-Kirillov Jr. Integration over the Liouville tori of the Gelfand-Tsetlin integrable system and adjunction for higher Calogero-Moser Hamiltonians recovers and gives a new proof of the integral realization over Gelfand-Tsetlin polytopes which appeared in the recent work of Borodin-Gorin on the beta-Jacobi corners ensemble.Comment: 30 pages. v4: corrected sign convention in definition of CM Hamiltonians and Dunkl operators; corrected computations of adjoints in Sections 4 and 5; main results are unchange

    Axiomatic Attribution for Multilinear Functions

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    We study the attribution problem, that is, the problem of attributing a change in the value of a characteristic function to its independent variables. We make three contributions. First, we propose a formalization of the problem based on a standard cost sharing model. Second, we show that there is a unique attribution method that satisfies Dummy, Additivity, Conditional Nonnegativity, Affine Scale Invariance, and Anonymity for all characteristic functions that are the sum of a multilinear function and an additive function. We term this the Aumann-Shapley-Shubik method. Conversely, we show that such a uniqueness result does not hold for characteristic functions outside this class. Third, we study multilinear characteristic functions in detail; we describe a computationally efficient implementation of the Aumann-Shapley-Shubik method and discuss practical applications to pay-per-click advertising and portfolio analysis.Comment: 21 pages, 2 figures, updated version for EC '1