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Let be some domain (such as the real numbers). For any natural number , let denote the space of symmetric real-valued functions on variables , thus

for any permutation . For instance, for any natural numbers , the elementary symmetric polynomials

will be an element of . With the pointwise product operation, becomes a commutative real algebra. We include the case , in which case consists solely of the real constants.

Given two natural numbers , one can “lift” a symmetric function of variables to a symmetric function of variables by the formula

where ranges over all injections from to (the latter formula making it clearer that is symmetric). Thus for instance

and

Also we have

With these conventions, we see that vanishes for , and is equal to if . We also have the transitivity

if .

The lifting map is a linear map from to , but it is not a ring homomorphism. For instance, when , one has

In general, one has the identity

for all natural numbers and , , where range over all injections , with . Combinatorially, the identity (2) follows from the fact that given any injections and with total image of cardinality , one has , and furthermore there exist precisely triples of injections , , such that and .

Example 1When , one haswhich is just a restatement of the identity

Note that the coefficients appearing in (2) do not depend on the final number of variables . We may therefore abstract the role of from the law (2) by introducing the real algebra of formal sums

where for each , is an element of (with only finitely many of the being non-zero), and with the formal symbol being formally linear, thus

and

for and scalars , and with multiplication given by the analogue

of (2). Thus for instance, in this algebra we have

and

Informally, is an abstraction (or “inverse limit”) of the concept of a symmetric function of an unspecified number of variables, which are formed by summing terms that each involve only a bounded number of these variables at a time. One can check (somewhat tediously) that is indeed a commutative real algebra, with a unit . (I do not know if this algebra has previously been studied in the literature; it is somewhat analogous to the abstract algebra of finite linear combinations of Schur polynomials, with multiplication given by a Littlewood-Richardson rule. )

For natural numbers , there is an obvious specialisation map from to , defined by the formula

Thus, for instance, maps to and to . From (2) and (3) we see that this map is an algebra homomorphism, even though the maps and are not homomorphisms. By inspecting the component of we see that the homomorphism is in fact surjective.

Now suppose that we have a measure on the space , which then induces a product measure on every product space . To avoid degeneracies we will assume that the integral is strictly positive. Assuming suitable measurability and integrability hypotheses, a function can then be integrated against this product measure to produce a number

In the event that arises as a lift of another function , then from Fubini’s theorem we obtain the formula

is an element of the formal algebra , then

Note that by hypothesis, only finitely many terms on the right-hand side are non-zero.

Now for a key observation: whereas the left-hand side of (6) only makes sense when is a natural number, the right-hand side is meaningful when takes a fractional value (or even when it takes negative or complex values!), interpreting the binomial coefficient as a polynomial in . As such, this suggests a way to introduce a “virtual” concept of a symmetric function on a fractional power space for such values of , and even to integrate such functions against product measures , even if the fractional power does not exist in the usual set-theoretic sense (and similarly does not exist in the usual measure-theoretic sense). More precisely, for arbitrary real or complex , we now *define* to be the space of abstract objects

with and (and now interpreted as formal symbols, with the structure of a commutative real algebra inherited from , thus

In particular, the multiplication law (2) continues to hold for such values of , thanks to (3). Given any measure on , we formally define a measure on with regards to which we can integrate elements of by the formula (6) (providing one has sufficient measurability and integrability to make sense of this formula), thus providing a sort of “fractional dimensional integral” for symmetric functions. Thus, for instance, with this formalism the identities (4), (5) now hold for fractional values of , even though the formal space no longer makes sense as a set, and the formal measure no longer makes sense as a measure. (The formalism here is somewhat reminiscent of the technique of dimensional regularisation employed in the physical literature in order to assign values to otherwise divergent integrals. See also this post for an unrelated abstraction of the integration concept involving integration over supercommutative variables (and in particular over fermionic variables).)

Example 2Suppose is a probability measure on , and is a random variable; on any power , we let be the usual independent copies of on , thus for . Then for any real or complex , the formal integralcan be evaluated by first using the identity

(cf. (1)) and then using (6) and the probability measure hypothesis to conclude that

For a natural number, this identity has the probabilistic interpretation

whenever are jointly independent copies of , which reflects the well known fact that the sum has expectation and variance . One can thus view (7) as an abstract generalisation of (8) to the case when is fractional, negative, or even complex, despite the fact that there is no sensible way in this case to talk about independent copies of in the standard framework of probability theory.

In this particular case, the quantity (7) is non-negative for every nonnegative , which looks plausible given the form of the left-hand side. Unfortunately, this sort of non-negativity does not always hold; for instance, if has mean zero, one can check that

and the right-hand side can become negative for . This is a shame, because otherwise one could hope to start endowing with some sort of commutative von Neumann algebra type structure (or the abstract probability structure discussed in this previous post) and then interpret it as a genuine measure space rather than as a virtual one. (This failure of positivity is related to the fact that the characteristic function of a random variable, when raised to the power, need not be a characteristic function of any random variable once is no longer a natural number: “fractional convolution” does not preserve positivity!) However, one vestige of positivity remains: if is non-negative, then so is

One can wonder what the point is to all of this abstract formalism and how it relates to the rest of mathematics. For me, this formalism originated implicitly in an old paper I wrote with Jon Bennett and Tony Carbery on the multilinear restriction and Kakeya conjectures, though we did not have a good language for working with it at the time, instead working first with the case of natural number exponents and appealing to a general extrapolation theorem to then obtain various identities in the fractional case. The connection between these fractional dimensional integrals and more traditional integrals ultimately arises from the simple identity

(where the right-hand side should be viewed as the fractional dimensional integral of the unit against ). As such, one can manipulate powers of ordinary integrals using the machinery of fractional dimensional integrals. A key lemma in this regard is

Lemma 3 (Differentiation formula)Suppose that a positive measure on depends on some parameter and varies by the formula

for some function . Let be any real or complex number. Then, assuming sufficient smoothness and integrability of all quantities involved, we have

for all that are independent of . If we allow to now depend on also, then we have the more general total derivative formula

again assuming sufficient amounts of smoothness and regularity.

*Proof:* We just prove (10), as (11) then follows by same argument used to prove the usual product rule. By linearity it suffices to verify this identity in the case for some symmetric function for a natural number . By (6), the left-hand side of (10) is then

Differentiating under the integral sign using (9) we have

and similarly

where are the standard copies of on :

By the product rule, we can thus expand (12) as

where we have suppressed the dependence on for brevity. Since , we can write this expression using (6) as

where is the symmetric function

But from (2) one has

and the claim follows.

Remark 4It is also instructive to prove this lemma in the special case when is a natural number, in which case the fractional dimensional integral can be interpreted as a classical integral. In this case, the identity (10) is immediate from applying the product rule to (9) to conclude thatOne could in fact derive (10) for arbitrary real or complex from the case when is a natural number by an extrapolation argument; see the appendix of my paper with Bennett and Carbery for details.

Let us give a simple PDE application of this lemma as illustration:

Proposition 5 (Heat flow monotonicity)Let be a solution to the heat equation with initial data a rapidly decreasing finite non-negative Radon measure, or more explicitlyfor al . Then for any , the quantity

is monotone non-decreasing in for , constant for , and monotone non-increasing for .

*Proof:* By a limiting argument we may assume that is absolutely continuous, with Radon-Nikodym derivative a test function; this is more than enough regularity to justify the arguments below.

For any , let denote the Radon measure

Then the quantity can be written as a fractional dimensional integral

Observe that

and thus by Lemma 3 and the product rule

where we use for the variable of integration in the factor space of .

To simplify this expression we will take advantage of integration by parts in the variable. Specifically, in any direction , we have

and hence by Lemma 3

Multiplying by and integrating by parts, we see that

where we use the Einstein summation convention in . Similarly, if is any reasonable function depending only on , we have

and hence on integration by parts

We conclude that

and thus by (13)

The choice of that then achieves the most cancellation turns out to be (this cancels the terms that are linear or quadratic in the ), so that . Repeating the calculations establishing (7), one has

and

where is the random variable drawn from with the normalised probability measure . Since , one thus has

This expression is clearly non-negative for , equal to zero for , and positive for , giving the claim. (One could simplify here as if desired, though it is not strictly necessary to do so for the proof.)

Remark 6As with Remark 4, one can also establish the identity (14) first for natural numbers by direct computation avoiding the theory of fractional dimensional integrals, and then extrapolate to the case of more general values of . This particular identity is also simple enough that it can be directly established by integration by parts without much difficulty, even for fractional values of .

A more complicated version of this argument establishes the non-endpoint multilinear Kakeya inequality (without any logarithmic loss in a scale parameter ); this was established in my previous paper with Jon Bennett and Tony Carbery, but using the “natural number first” approach rather than using the current formalism of fractional dimensional integration. However, the arguments can be translated into this formalism without much difficulty; we do so below the fold. (To simplify the exposition slightly we will not address issues of establishing enough regularity and integrability to justify all the manipulations, though in practice this can be done by standard limiting arguments.)

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