Abstract
If G is a locally compact group, there is, up to a constant multiple, a unique regular Borel measure μ L that is invariant under left translation. Here left translation invariance means that μ(X) = μ(gX) for all measurable sets X.
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If G is a locally compact group, there is, up to a constant multiple, a unique regular Borel measure μ L that is invariant under left translation. Here left translation invariance means that μ(X) = μ(gX) for all measurable sets X. Regularity means that
Such a measure is called a left Haar measure. It has the properties that any compact set has finite measure and any nonempty open set has measure > 0.
We will not prove the existence and uniqueness of the Haar measure. See for example Halmos [61], Hewitt and Ross [69], Chap. IV, or Loomis [121] for a proof of this. Left-invariance of the measure amounts to left-invariance of the corresponding integral,
for any Haar integrable function f on G.
There is also a right-invariant measure, μ R , unique up to constant multiple, called a right Haar measure. Left and right Haar measures may or may not coincide. For example, if
then it is easy to see that the left- and right-invariant measures are, respectively,
They are not the same. However, there are many cases where they do coincide, and if the left Haar measure is also right-invariant, we call G unimodular.
Conjugation is an automorphism of G, and so it takes a left Haar measure to another left Haar measure, which must be a constant multiple of the first. Thus, if g ∈ G, there exists a constant δ(g) > 0 such that
If G is a topological group, a quasicharacter is a continuous homomorphism \(\chi: G\longrightarrow {\mathbb{C}}^{\times }\). If |χ(g)| = 1 for all g ∈ G, then χ is a (linear) character or unitary quasicharacter.
The function \(\delta: G\longrightarrow \mathbb{R}_{+}^{\times }\) is a quasicharacter. The measure δ(h)μ L (h) is right-invariant.
The measure \(\delta (h)\mu _{L}(h)\) is a right Haar measure, and we may write \(\mu _{R}(h) = \delta (h)\mu _{L}(h)\). The quasicharacter δ is called the modular quasicharacter.
Conjugation by first g 1 and then g 2 is the same as conjugation by g 1 g 2 in one step. Thus \(\delta (g_{1}g_{2}) = \delta (g_{1})\,\delta (g_{2})\), so δ is a quasicharacter. Using (1.1),
Replace f by f δ in this identity and then divide both sides by δ(g) to find that
Thus, the measure \(\delta (h)\,\mathrm{d}\mu _{L}(h)\) is right-invariant. □
FormalPara Proposition 1.2.If G is compact, then G is unimodular and \(\mu _{L}(G) < \infty.\)
FormalPara Proof.Since δ is a homomorphism, the image of δ is a subgroup of \(\mathbb{R}_{+}^{\times }\). Since G is compact, δ(G) is also compact, and the only compact subgroup of \(\mathbb{R}_{+}^{\times }\) is just \(\left \{1\right \}\). Thus δ is trivial, so a left Haar measure is right-invariant. We have mentioned as an assumed fact that the Haar volume of any compact subset of a locally compact group is finite, so if G is finite, its Haar volume is finite. □
If G is compact, then it is natural to normalize the Haar measure so that G has volume 1.
To simplify our notation, we will denote \(\int _{G}f(g)\,\mathrm{d}\mu _{L}(g)\) by \(\int _{G}f(g)\,\mathrm{d}g\).
If G is unimodular, then the map \(g\longrightarrow {g}^{-1}\) is an isometry.
FormalPara Proof.It is easy to see that \(g\longrightarrow {g}^{-1}\) turns a left Haar measure into a right Haar measure. If left and right Haar measures agree, then \(g\longrightarrow {g}^{-1}\) multiplies the left Haar measure by a positive constant, which must be 1 since the map has order 2. □
Exercises
Let \(d_{\mathbf{a}}X\) denote the Lebesgue measure on \(\mathrm{Mat}_{n}(\mathbb{R})\). It is of course a Haar measure for the additive group \(\mathrm{Mat}_{n}(\mathbb{R})\). Show that \(\vert \det (X){\vert }^{-n}d_{\mathbf{a}}X\) is both a left and a right Haar measure on \(\mathrm{GL}(n, \mathbb{R})\).
FormalPara Exercise 1.2.Let P be the subgroup of \(\mathrm{GL}(r + s, \mathbb{R})\) consisting of matrices of the form
Let dg 1 and dg 2 denote Haar measures on \(\mathrm{GL}(r, \mathbb{R})\) and \(\mathrm{GL}(s, \mathbb{R})\), and let \(d_{\mathbf{a}}X\) denote an additive Haar measure on \(\mathrm{Mat}_{r\times s}(\mathbb{R})\). Show that
are (respectively) left and right Haar measures on P, and conclude that the modular quasicharacter of P is
References
P. Halmos. Measure Theory. D. Van Nostrand Company, Inc., New York, N. Y., 1950.
E. Hewitt and K. Ross. Abstract Harmonic Analysis. Vol. I, Structure of topological groups, integration theory, group representations, volume 115 of Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences]. Springer-Verlag, Berlin, second edition, 1979.
L. Loomis. An Introduction to Abstract Harmonic Analysis. D. Van Nostrand Company, Inc., Toronto-New York-London, 1953.
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Bump, D. (2013). Haar Measure. In: Lie Groups. Graduate Texts in Mathematics, vol 225. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-8024-2_1
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