The Weil group appears for several reasons.
Firstly: if K is a non-archimedean local field with residue field k,
the local reciprocity law induces an embedding
KtimeshookrightarrowGabK. The image consists of all
elements in Gk whose image is an integral power of Frobenius.
This is the abelianized Weil group; it just appears naturally.
Secondly: suppose that K is a global field of positive characteristic,
i.e. the function field of a curve over a finite field k. Then the
global reciprocity map identifies the idele class group of K with
a subgroup of GabK consisting of elements which act on k
by integral powers of Frobenius. So again, it is the abelianized Weil group
that appears.
Thirdly: suppose that E is an elliptic curve over a quadratic imaginary
field K
with complex multipliction by mathcalO, the ring of integers in K. (Thus I am implicity fixing K to
have class number one, but this is not so important for what I am going to say next.)
If ell is a prime, then the ell-adic Tate module is then free of rank one over
mathcalOell (the ell-adic completion of mathcalO), and the GK-action
on this Tate module induces a character psiell:GabKrightarrowmathcalOtimesell.
There is a sense in which the various psiell are indepenent of ell,
but what is that sense?
Well, suppose that wp is a prime of K, not dividing ell and at which
E has good reduction. Then the value of psiell on Frobwp is indepenent
of ell, in the sense that its value is an element of mathcalO, and this value
is independent of ell.
More generally, provided that wp is prime to ell,
the restriction of psiell to the local Weil group at wp is independent of ell
(in the sense that the value at a lift of Frobenius will be an algebraic integer that
is independent of ell, and its restriction to inertia at wp will be a finite image
representation, hence defined over algebraic integers, which again is then independent
of ell).
Note that independence of ell doesn't make sense for psiell
on the full local Galois group at wp, since on this whole group it will
certainly take values that are not algebraic, but rather just some ell-adic
integers, which can't be compared with one another as ell changes.
Now there is also a sense in which the psiell, as global Galois characters, are independent of ell. Indeed, we can glue together the
various local Weil group representations to get a representation psi of the global Weil
group WK. Since it is abelian, this will just be an idele class character psi,
or what is also called a Hecke character or Grossencharacter. It will take values
in complex numbers. (At the finite places it even takes algebraic number values, but
when we organize things properly at the infinite places, we are forced to think of it
as complex valued.)
Note that psi won't factor through the connected component group, i.e. it won't be
a character of GabK. It is not a Galois character, but a Weil group character.
It stores in one object the information contained in a whole collection of
ell-adic Galois characters, and gives a precise sense to the idea that these various ell-adic characters are independent of ell.
This is an important general role of Weil groups.
Fourthly: The Hecke character psi above will be an algebraic Hecke character, i.e.
at the infinite places, it will involve raising to integral powers. But we can also
raise real numbers to an arbitrary complex power s, and so there are Hecke characters
that do not come from the preceding construction (or ones like it); in other words,
there are non-algebraic, or non-motivic, Hecke characters. But they are abelian characters
of the global Weil group, and they have a meaning; the variable s to which we can raise
real numbers is the same variable s as appears in zeta- or L-functions.
In summary: Because Weil groups are "less completed", or "less profinite", than Galois
groups, they play an important role in describing how a system of ell-adic representations can be independent of ell. Also, they allow one to describe
phenomena which are automorphic, but not motivic (i.e. which correspond to non-integral
values of the L-function variable s). (They don't describe all automorphic phenomena,
though --- one would need the entire Langlands group for that.)
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