Projections of orbital measures for classical Lie groups (Q508820)

Let \(G_n\) be one of the compact groups \(\mathrm{SO}(2n+1)\), \(\mathrm{Sp}(2n)\) or \(\mathrm{SO}(2n)\). Let \(g_n\) be the corresponding Lie algebra. Each orbit \(X\) of an adjoint action of \(G_n\) onto \(g_n\) carries a unique invariant probability measure \(\mu_X\). The set of all orbits is denoted by \(X_n\). Take a natural projection \(p_n^k:g_n\rightarrow g_k\), \(k<n\). The projection of \(\mu_X\) can be represented as a continuous combination of orbital measures in the following manner \[ p_n^k(\mu_X)(S)=\int_{Y\in X_k} \mu_Y(S) \nu_{X, k}(dY), \] where \(\nu_{X, k}(dY)\) is a certain probability measure on \(X_n\). The main result of the paper is an explicit formula for \(\nu_{X, k}(dY)\). The case of \(U(n)\) was considered in [\textit{G. Olshanski}, J. Lie Theory 23, No. 4, 1011--1022 (2013; Zbl 1281.22003)] and [\textit{J. Faraut}, Adv. Pure Appl. Math. 6, No. 4, 261--283 (2015; Zbl 1326.15058)].