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Lie algebras are algebraic structures which were introduced to study the concept of infinitesimal transformations. The term "Lie algebra" (after Sophus Lie) was introduced by Hermann Weyl in the 1930s. In older texts, the name "infinitesimal group" is used. Related mathematical concepts include Lie groups and differentiable manifolds.

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finite dimensional modules are highest weight modules

This is contained in section 1.5.3 of the book "Dualities and representations of Lie superalgebras" by Cheng and Wang. Chapter 1 of their book happens to be available for free on the AMS bookstore web …
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Constructing $E_8$ from its branching to $A_8$

An excellent reference for this kind of descriptions (and for many other facts about $E_8$!) is Skip Garibaldi's paper "$E_8$, the most exceptional algebraic group" in the Bulletin of the AMS (here). …
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