How to prove that,
for any $w$ $\in$ $W$ (Weyl group), $ \delta - w \delta $ is in positive part (non negative part) of the root lattice $\mathbb{Z}[\Delta]$ ? where
$\Delta$ is a simple system in the root system $\Phi$
$\delta$ is the half sum of all positive roots (Weyl vector).
Thanks in Advance.
Prove that $$w\delta = \frac12\sum_{r \in \Phi^+}c_rr$$ where $c_r \in \{\pm 1\}$ for all $r$. You'll do this by induction on the length of $w$, so you just need to show that multiplying by a simple root will preserve the set of elements in that form (and you should know that a simple reflection sends one root to it's negative and permutes the remaining positive roots).
One you've done that, the difference $\delta - w\delta$ is just a sum of some subset of the positive roots, because the coefficients are either $\frac12 - \frac12 = 0$ or $\frac12 - (-\frac12) = 1$.