Reflection groups and a convolution theorem
\(G\)-decreasing functionsconvolution theoremCoxeter representationsfaithful representationsfinite linear groupsorthogonal groupsreflection groups
Reflection and Coxeter groups (group-theoretic aspects) (20F55) Other geometric groups, including crystallographic groups (20H15) Inequalities involving derivatives and differential and integral operators (26D10) Reflection groups, reflection geometries (51F15) Inequalities and extremum problems involving convexity in convex geometry (52A40) (n)-dimensional polytopes (52B11)
A converse to a theorem of \textit{M. L. Eaton} and \textit{M. D. Perlman} [Pac. J. Math. 73, 73-80 (1977; Zbl 0365.15007) and Ann. Probab. 5, 829-860 (1977; Zbl 0401.51006)] on convolutions of \(G\)-decreasing functions is proved. The original theorem states that the Convolution Theorem is satisfied by reflection subgroups of the orthogonal group. In this paper it is shown that if \(G\) is a finite linear group that satisfies the Convolution Theorem, then \(G\) is a reflection group. Furthermore, it is shown that if \(\rho\colon G\hookrightarrow\text{GL}(V)\) is a faithful representation that satisfies the Convolution Theorem, then \(\rho\) is a direct sum of the canonical Coxeter representation of \(G\) and a trivial representation. Both of these results concern a connection between the theory of reflection groups and a class of probability inequalities that is of interest to statisticians.
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