6.1 Haar Measure

This section summarizes [$\S$2.2 Haar Measure, Fol15]

Definition 6.1.1 (Haar Measure).label Let $G$ be a locally compact group and denote $C_{c}^{+}(G)\define\curl{f\in C_c(G;\com):f\geq 0,f\no\equiv 0}$ whose linear span is $C_{c}(G;\com)$. Let $\mu$ be a nonzero Radon measure on $G$ then using notation as in Definition 3.7.3 the following are equivalent:

  1. (1)

    (Left Invariant) $(L_{x})_{*}\mu\equiv \mu$ on Borel sets of $G$, $\fall x\in G$

  2. (2)

    (Right Invariant) $(R_{x})_{*}(\iota_{*}\mu)\equiv \iota_{*}\mu$ on Borel sets of $G$, $\fall x\in G$

  3. (3)

    $\integral{}{}L_{y}fd\mu=\integral{}{}fd\mu$, $\fall f\in C_{c}^{+}(G),y\in G$

  4. (4)

    $\integral{}{}R_{y}fd\mu=\integral{}{}fd\mu$, $\fall f\in C_{c}^{+}(G),y\in G$

If the above conditions hold, we say $\mu$ is a left (and $\iota_{*}\mu$ a right) Haar measure on $G$.

Every locally compact group $G$ possesses a left Haar measure $\mu$ which is unique up to rescaling. In addition $\mu$ is positive in the following sense:

  • For each $\emp\neq U\suf G$ open, $\mu(U)>0$.

  • For each $f\in C_{c}^{+}(G)$, $\integral{}{}fd\mu>0$.

  • For each left Haar measure $\lam$ the map

    \begin{align*}L_{\lam}:C_{c}^{+}(G)\to (0,\infty)&&f\mto \frac{\integral{}{}fd\lam}{\integral{}{}fd\mu}\end{align*}

    is constant.

Proof. Since (1) and (2) are equivalent to

  1. (1)

    $\mu(L_{x}\inv E)=\mu(x\inv E)=\mu(E)$ for each $x\in G,E\suf G$

  2. (2)

    $\iota_{*}\mu(R_{x}\inv E)=\mu(x E\inv)=\mu(E\inv)$ for each $x\in G,E\suf G$

respectively and inversion is a homeomorphism (1)$\iff$(2). For any Radon measure $\mu$ we have for each $f\in C_{c}(G;\com)$

\begin{align*}\integral{}{}L_{y} fd\mu= \integral{}{}fd((L_{y\inv})_{*}\mu)\end{align*}

by approximating $f$ by simple functions hence (1) implies (3). Conversely suppose (3) holds then (3) holds for $f\in C_{c}(G;\com)$ and by Riesz Representation Theorem on LCH space (1) holds. Similarly one can show (2)$\iff$(4).

Fix $f_{0}\in C_{c}^{+}(G)$ then for each $\phi\in C_{c}^{+}(G)$, the functional

\begin{align*}I_{\phi}:C_{c}^{+}(G)\to (0,\infty)&&f\mto \frac{(f:\phi)}{(f_{0}:\phi)}\end{align*}

inherits the properties of the Outer Integral and Definition 6.1.2(7) gives

\begin{align*}(f_{0}:f)\inv=\frac{(f:\phi)}{(f_{0}:f)(f:\phi)}\leq I_{\phi}(f)=\frac{(f:f_{0})(f_{0}:\phi)}{(f_{0}:\phi)}\leq (f:f_{0})\end{align*}

For each $V\in\cali{N}(1)$, define

\begin{align*}F_{V}=\curl{I_\phi:\phi\in C_c^+(G),\supp{\phi}\suf V}\end{align*}

Since $\cali{N}_{G}(1)$ is a filter, $\curl{F_V:V\in\cali{N}_G(1)}$ is a filter base on $\cali{I}=\curl{I_\phi:\phi\in C_c^+(G)}$ by Definition 3.4.1(F2) and Urysohn’s Lemma so let $\scr{F}$ be the filter generated by $\curl{F_V:V\in\cali{N}_G(1)}$. By Tychonoff’s theorem the product space

\begin{align*}X=\prods{}{f\in C_c^+(G)}\braks{(f_0:f)\inv,(f:f_0)}\end{align*}

is compact. Each $I_{\phi}$ defines a point on $X$ by evaluation hence $\scr{F}$ induces a filter on $X$ which has a cluster point $I\in X$ by compactness. In particular $I\in \caps{}{F\in \scr{F}}\cl{F}=\caps{}{V\in\cali{N}_G(1)}\cl{F_V}$. By continuity of coordinate projections, each properties of the functionals $\curl{I_\phi}_{\phi\in C_c^+(G)}$ from Definition 6.1.2 determines a closed subset of $X$ which contains $F_{V}$ and hence $\cl{F_V}$. Let $\e>0$ and $f_{1},f_{2}\in C_{c}^{+}(G)$ then there exists $\phi\in C_{c}^{+}(G)$ such that $\abs{I_\phi(f_j)-I(f_j)}<\e$ for each $j=1,2$ and pick $V$ as in Lemma 6.1.3 then

\begin{align*}I(f_{1})+I(f_{2})\leq I(f_{1}+f_{2})+3\e\end{align*}

Since $\e$ was arbitrary, $I$ is additive on $C_{c}^{+}(G)$. Let $0\neq f\in C_{c}(G)$ the $f=g-h$ for some $g,h\in C_{c}^{+}(G)$ so define

\begin{align*}I(f)=I(g)-I(h)\end{align*}

which is well-defined for if $g-h=g'-h'$ then $g+h'=g'+h$ and additivity gives

\begin{align*}I(g)+I(h')=I(g')+I(h)\end{align*}

Existence of $\mu$ then follows from Riesz representation theorem and (3).

Suppose $\mu(U)=0$ for some open nonempty $U$ then $\mu(xU)=0$ for each $x\in G$. For any compact set $K$, there exists a finite subcover $\curl{x_i U}$ of $K$ so $\mu(K)=0$ since $\mu$ is a Radon measure hence $\mu(G)=0$ by inner regularity which contradicts $\mu$ is a Haar measure. Let $f\in C_{c}^{+}(G)$ and $U\define \curl{x\in G:f(x)>\frac{\normu{f}}{2}}$ then $\integral{}{}f d\mu>\frac{\normu{f}}{2}\mu(U)>0$.

For uniqueness, by (a) and Riesz Representation Theorem on LCH space it is equivalent to prove $L_{\lam}$ is constant. Let $f,g\in C_{c}^{+}(G)$ then uniform continuity there exists a symmetric neighborhood $V$ of $1$ such that $\abs{f(xy)-f(yx)},\abs{g(xy)-g(yx)}<\e$ for all $x$ whenever $y\in V$. By Definition 3.7.6 and Theorem 3.8.2 there exists $h\in C_{c}^{+}(G)$ with $h(x)=h(x\inv)$ and $\supp{h}\suf V$. By left invariance of $\lam$ and Fubini’s Theorem

\begin{align*}\integral{}{}hd\mu\integral{}{}fd\lam&=\integral{}{}\integral{}{}h(y)f(x)d\lam(x)d\mu(y)=\integral{}{}\integral{}{}h(y)f(yx)d\lam(x)d\mu(y)\end{align*}

Similarly by symmetry of $h$

\begin{align*}\integral{}{}hd\lam \integral{}{}fd\mu&=\integral{}{}\integral{}{}h(x)f(y)d\lam(x)d\mu(y)\\&\integral{}{}\integral{}{}h(y\inv x)f(y)d\lam(x)d\mu(y)\\&\integral{}{}\integral{}{}h(x\inv y)f(y)d\mu(y)d\lam(x)\\&\integral{}{}\integral{}{}h(y)f(xy)d\mu(y)d\lam(x)\\&\integral{}{}\integral{}{}h(y)f(xy)d\lam(x)d\mu(y)\end{align*}

Therefore,

\begin{align*}\abs{\integral{}{}hd\lam \integral{}{}fd\mu-\integral{}{}hd\mu \integral{}{}fd\lam}&=\abs{\integral{}{}\integral{}{}h(y)\braks{f(xy)-f(yx)}d\lam(x)d\mu(y)}\leq C\e\\ \abs{\integral{}{}hd\lam \integral{}{}gd\mu-\integral{}{}hd\mu \integral{}{}gd\lam}&=\abs{\integral{}{}\integral{}{}h(y)\braks{g(xy)-g(yx)}d\lam(x)d\mu(y)}\leq C\e\end{align*}

for some constant $C>0$ depending only on $f,g,h,\lam,\mu$. In particular dividing by $\integral{}{}hd\mu \integral{}{}fd\mu$ and $\integral{}{}hd\mu \integral{}{}gd\mu$ respectively, there exists a constant depending only on $f,g,h,\lam,\mu$ such that

\begin{align*}\abs{L_\lam(h)-L_\lam(f)},\abs{L_\lam(h)-L_\lam(g)}\leq C'\e\end{align*}

hence

\begin{align*}\abs{L_\lam(f)-L_\lam(g)}\leq 2C'\e\end{align*}

since $\e$ was arbitrary we conclude $L_{\lam}$ is constant.$\square$

Definition 6.1.2 (Outer Integral).label Let $G$ be a locally compact group and $f,\phi\in C_{c}^{+}(G)$ then a covering of $f$ by $\phi$ is any finite sum $\sums{}{j}c_{j}L_{x_j}\phi,c_{j}\geq 0,x_{j}\in G$ such that $f\leq \sums{}{j}c_{j}L_{x_j}\phi$. The outer pseudo integral of $f$ with respect to $\phi$

\begin{align*}(f:\phi)\define \inf \curl{\sums{n }{j=1} c_j:n\in\N,f\leq \sums{n }{j=1}c_jL_{x_j}\phi,\curl{x_k}^n_1\suf G}\end{align*}

has the following properties:

  1. (1)

    For each $\al\in (0,1)$, there exists $N_{\al}\in\N$ depending on $f,\phi,\al$ such that $(f:\phi)\leq \frac{N_{\al}\normu{f}}{\al\normu{\phi}}<\infty$

  2. (2)

    $(f:\phi)=(L_{y}f:\phi),\fall y\in G$

  3. (3)

    $(f_{1}+f_{2}:\phi)\leq (f_{1}:\phi)+(f_{2}:\phi)$

  4. (4)

    $(cf:\phi)=c(f:\phi),\fall c>0$

  5. (5)

    $(f_{1}:\phi)\leq (f_{2}:\phi),\fall f_{1}\leq f_{2}$

  6. (6)

    $(f:\phi)\geq \normu{f}/\normu{\phi}$

  7. (7)

    $(f:\phi)\leq (f:\psi)(\psi:\phi),\fall \psi\in C_{c}^{+}(G)$

Proof.

  1. (1)

    Since $\emp\neq U_{\al}\define \curl{x\in G:\phi(x)>\al\supp{\phi}}\suf G$ is open, $\curl{xU_\al:x\in G}$ is an open cover of $G$ by compactness of $\supp{f}$ there exists $x_{1},...,x_{N_\al}$ such that $\supp{f}\suf \cups{N_\al}{j=1}x_{j}U_{\al}$. For each $x\in \supp{f}$ there exists $j$ such that $x\in x_{j}U$ hence $\phi(x_{j}\inv x)>\al\normu{\phi}$. Thus

    \begin{align*}\sums{N_\al }{j=1}\frac{\normu{f}}{\al\normu{\phi}}L_{x_j}\phi(x)=\sums{N_\al }{j=1}\frac{\normu{f}}{\al\normu{\phi}}\phi(x_{j}\inv x)> \normu{f}\geq f(x)\end{align*}

  2. (2)

    It suffices to prove $(f:\phi)\leq (L_{y}f:\phi)$ since $x\mto L_{x}$ is a group homomorphism. Let $\e>0$ then $L_{y}f\leq \sums{n }{j=1}c_{j}L_{x_j}\phi$ for $c_{1},...,c_{n}$ satisfying $\sums{n }{j=1}c_{j}\leq (L_{y}f:\phi)+\e$ hence $f\leq \sums{n }{j=1}c_{j}L_{y\inv x_j}\phi$.

  3. (3)

    The sum of two coverings is a covering of the sum

  4. (4)

    Covering respects scaling up to the scaling constant

  5. (5)

    By transitivity of $\leq$

  6. (6)

    For any covering we have

    \begin{align*}f(x)\leq \sums{}{j}c_{j}L_{x_j}\phi(x)\leq \sums{}{j }c_{j}\normu{\phi}\end{align*}

    for each $x\in G$ hence taking supremum over $x$ gives the desired result.

  7. (7)

    If $f\leq \sums{}{j }c_{j}L_{x_j}\psi$ and $\psi\leq \sums{}{k }b_{k} L_{y_k}\phi$ then $f\leq \sums{}{j,k }c_{j}b_{k}L_{x_jy_k}\phi$.

$\square$

Lemma 6.1.3.label Let $G$ be a locally compact group, $f,g\in C_{c}^{+}(G)$ and $\e>0$ then $\exists V\in\cali{N}_{G}(1)$ such that $I_{\phi}(f)+I_{\phi}(g)\leq I_{\phi}(f+g)+\e$ whenever $\supp{\phi}\suf V$.

Proof. $\square$

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