§ 1. Construction of a Haar measure
1. Definitions and notations
Let G be a topological group operating continuously on the left (GT, III, §2, No. 4) in a locally compact space X; for s∈G and x∈X, let sx be the transform of x by s. We denote by γX(s), or γ(s), the homeomorphism of X onto X defined by
(1)
γ(s)x=sx.
We have
(2)
γ(st)=γ(s)γ(t).
If f is a function defined on X, γ(s)f will be defined by transport of structure, that is, by the formula (γ(s)f)(γ(s)x)=f(x); in other words,
(3)
(γ(s)f)(x)=f(s−1x).
If μ is a measure defined on X, γ(s)μ will also be defined by transport of structure, which leads to
(4)
⟨f,γ(s)μ⟩=⟨γ(s−1)f,μ⟩for f∈K(X).
In other words,
(5)
∫Xf(x)d(γ(s)μ)(x)=∫Xf(sx)dμ(x).
If A is a (γ(s)μ)-integrable set, then s−1A is μ-integrable and
(6)
(γ(s)μ)(A)=μ(s−1A).
The measure γ(s)μ may also be defined as the image of μ under γ(s).
Instead of writing d(γ(s)μ)(x), it is sometimes useful to write dμ(s−1x); the formula (5) then takes the following form:
∫Xf(x)dμ(s−1x)=∫Xf(sx)dμ(x);
the expression on the right may then be deduced from that on the left by 'replacing x by sx.'
Definition 1
Let μ be a measure on X.* a) μ is said to be invariant under G if γ(s)μ=μ for every s∈G. b) μ is said to be relatively invariant under G if γ(s)μ is proportional to μ for every s∈G. c) μ is said to be quasi-invariant under G if γ(s)μ is equivalent to μ for every s∈G.
Lemma 1
— *Let X,Y,Z be three topological spaces, with Y locally compact. Let (x,y)↦xy be a continuous mapping of X×Y into Z, which defines a mapping x↦ux of X into F(Y;Z) by the relation ux(y)=xy. Let f be a continuous function on Z with values in R or in a Banach space, S the support of f, and μ a measure on Y. Assume that for every x0∈X, there exists a neighborhood V of x0 in X such that ⋃x∈Vux−1(S) is relatively compact in Y. Then: a) for every x∈X, f∘ux is continuous on Y, with compact support; b) the mapping x↦∫Yf(xy)dμ(y), which is defined by a), is continuous on X.
The assertion a) is obvious. Let us prove b). Since continuity is a local property, we may reduce to the case that ⋃x∈Xux−1(S) is contained in a compact subset Y′ of Y. Since the function (x,y)↦f(xy) is continuous on X×Y, f∘ux tends to f∘ux0 uniformly on Y′ as x tends to x0
(GT, X, §3, No. 4, Th. 3), therefore μ(f∘ux) tends to μ(f∘ux0). Whence the lemma.
Let us now return to the previous notations.
Proposition 1
— *Assume that G is locally compact. Let μ be a nonzero relatively invariant measure on X. Then its multiplier χ is a continuous function on G.
For, let f∈K(X), S the support of f, s0 a point of G, and V a compact neighborhood of s0 in G; then, the set
s∈V⋃γ(s)−1(S)=V−1S
is compact in X; by Lemma 1 and formula (8), χ(s−1)⟨μ,f⟩ depends continuously on s; if f is chosen so that ⟨μ,f⟩=0, one sees that χ is continuous.
Now let G be a topological group operating continuously on the right in a locally compact space X; for s∈G and x∈X, let xs be the transform of x by s. We denote by δX(s), or δ(s), the homeomorphism of X defined by
(1')
δ(s)x=xs−1.
We have
(2')
δ(st)=δ(s)δ(t).
By transport of structure, one defines the action of δ(s) on functions and measures on X:
(3')
(δ(s)f)(x)=f(xs) (4')
⟨f,δ(s)μ⟩=⟨δ(s−1)f,μ⟩ (5')
∫Xf(x)d(δ(s)μ)(x)=∫Xf(xs−1)dμ(x) (6')
(δ(s)μ)(A)=μ(As).
We agree to write dμ(xs) in place of d(δ(s)μ)(x), and (5') then takes the form
∫Xf(x)dμ(xs)=∫Xf(xs−1)dμ(x).
One defines in an analogous manner the measures on X invariant, relatively invariant and quasi-invariant under G. If μ is relatively invariant, its multiplier χ is defined by the formulas
(7′)δ(s)μ=χ(s)μ
(8′)∫Xf(xs)dμ(x)=χ(s)−1∫Xf(x)dμ(x)
(9′)μ(As)=χ(s)μ(A)
(10′)dμ(xs)=χ(s)dμ(x).
If one regards the group G0 opposite to G as operating in X by (x,s)↦xs, then μ is relatively invariant under G0 with the same multiplier χ.
Finally, let G be a locally compact group. It operates on itself by left and right translations, according to the formulas γ(s)x=sx, δ(s)x=xs−1. Then
(11)γ(s)δ(t)=δ(t)γ(s).
All of the foregoing is applicable here, thus we have on G the concepts of measures that are left-invariant, right-invariant, relatively left-invariant, relatively right-invariant, left quasi-invariant, right quasi-invariant (however, see Nos. 8 and 9).
The mapping x↦x−1 is a homeomorphism of G onto G. For every function f on G, we define the function fˇ on G by
(12)fˇ(x)=f(x−1).
For every measure μ on G, we define the measure μˇ by
(13)μˇ(f)=μ(fˇ)for f∈K(G).
In other words,
(14)∫Gf(x)dμˇ(x)=∫Gf(x−1)dμ(x).
If A is a μˇ-integrable set, then A−1 is μ-integrable and
(15)μˇ(A)=μ(A−1).
We agree to write dμ(x−1) in place of dμˇ(x), and (14) then takes the form
∫Gf(x)dμ(x−1)=∫Gf(x−1)dμ(x).
2. The existence and uniqueness theorem
Definition 2
Let G be a locally compact group. A nonzero positive measure on G that is left (resp. right) invariant is called a left (resp. right) Haar measure on G.
Theorem 1
On every locally compact group, there exists a left (resp. right) Haar measure, and, up to a constant factor, there exists only one.
A) Existence. — Set K(G)=K, K+(G)=K+, K+∗=K+−{0}. If C is a compact subset of G, we denote by K+∗(C) the set of f∈K+∗ with support in C. For f∈K and g∈K+∗, there exist numbers c1,…,cn≥0 and elements s1,…,sn of G such that f≤∑i=1nciγ(si)g: for, there exists a nonempty open set U in G such that infs∈Ug(s)>0, and the support of f can be covered by a finite number of left-translates of U. Let (f:g) be the infimum of the numbers ∑i=1nci for all systems (c1,…,cn,s1,…,sn) of numbers ≥0 and elements of G such that f≤∑i=1nciγ(si)g. Then:
(i) (γ(s)f:g)=(f:g) for f∈K, g∈K+∗, s∈G; (ii) (λf:g)=λ(f:g) for f∈K, g∈K+∗, λ≥0; (iii) ((f+f′):g)≤(f:g)+(f′:g) for f∈K, f′∈K, g∈K+∗; (iv) (f:g)≥(supf)/(supg) for f∈K, g∈K+∗; (v) (f:h)≤(f:g)(g:h) for f∈K, g∈K+∗, h∈K+∗; (vi) 0<(f0:f)1≤(f0:g)(f:g)≤(f:f0) for f,f0,g in K+∗; (vii) let f,f′,h be in K+ with h(s)≥1 on the support of f+f′, and let ε>0; there exists a compact neighborhood V of e such that, for every g∈K+∗(V),
(f:g)+(f′:g)≤((f+f′):g)+ε(h:g).
The properties (i), (ii), (iii) are obvious. Let f∈K, g∈K+∗; if f≤∑i=1nciγ(si)g with the ci≥0, then supf≤∑i=1ncig(si−1s) for some s \in G, therefore supf≤(∑i=1nci)supg, whence (iv). Let us now prove (v); let f∈K, g,h in K+∗; if f≤∑i=1nciγ(si)g and g≤∑j=1pdjγ(tj)h (ci≥0,dj≥0,si,tj in G), then f≤∑i,jcidjγ(sitj)h, therefore (f:h)≤∑i,jcidj=(∑ici)(∑jdj); thus (f:h)≤(f:g)(g:h). Applying (v) to f0,f,g on the one hand and to f,f0,g on the other, one obtains (vi). Finally, let f,f′,h be in K+ with h(s)≥1 on the support of f+f′, and let ε>0. Set F=f+f′+21εh; the functions φ,φ′, that coincide respectively with f/F and f′/F on the support of f+f′ and are zero outside it, belong to K+; for every η>0, there exists a compact neighborhood V of e such that ∣φ(s)−φ(t)∣≤η and ∣φ′(s)−φ′(t)∣≤η for s−1t∈V. Then let g∈K+∗(V); for every s∈G,
φ⋅γ(s)g≤(φ(s)+η)⋅γ(s)g;
for, this is obvious at the points where γ(s)g is zero, therefore outside of sV; and in sV, φ≤φ(s)+η; similarly, φ′⋅γ(s)g≤(φ′(s)+η)⋅γ(s)g. This stated, let c1,…,cn be numbers ≥0 and s1,…,sn elements of G such that F≤∑i=1nciγ(si)g; then
f=φF≤i=1∑nciφ⋅γ(si)g≤i=1∑nci(φ(si)+η)⋅γ(si)g
and similarly for f′; consequently
(f:g)+(f′:g)≤i=1∑nci(φ(si)+φ′(si)+2η)≤(1+2η)i=1∑nci
since φ+φ′≤1. Applying the definition of F, then (ii), (iii) and (v), one infers that
(f:g)+(f′:g)≤(1+2η)(F:g)≤
(1+2η)[((f+f′):g)+21ε(h:g)]≤
(((f+f′):g)+21ε(h:g)+2η((f+f′):h)(h:g)+εη(h:g)
and, if η has been chosen so that η[2((f+f′):h)+ε]≤21ε, one obtains (vii).
As V runs over the set of compact neighborhoods of e, the K+∗(V) form a base of a filter B on K+∗. Let F be an ultrafilter on K+∗ finer than B. On the other hand, let us fix f0∈K+∗ and let us set, for f∈K+∗ and g∈K+∗,
Ig(f)=(f0:g)(f:g).
By (vi), limg,FIg(f)=I(f) exists in the compact space [1/(f0:f),(f:f0)].
By (iii), I(f+f′)≤I(f)+I(f′). By (vii), I(f)+I(f′)≤I(f+f′)+εI(h) for all ε>0 provided h is ≥1 on the support of f+f′; it follows that I(f+f′)=I(f)+I(f′). By Ch. II, §2, No. 1, Prop. 2, I is extendible to a linear form on K; this linear form is a nonzero positive measure on G, left-invariant by (i); this is the sought-for left Haar measure. Passing to the opposite group, one deduces from this the existence of a right Haar measure.
B) Uniqueness. — Let μ be a left Haar measure, ν a right Haar measure. Then νˇ is a left Haar measure. We are going to show that μ and νˇ are proportional. This will prove that any two left Haar measures are indeed proportional.
Let f∈K be such that μ(f)=0. By Lemma 1, the function Df defined on G by the formula
Df(s)=μ(f)−1∫f(t−1s)dν(t)
is continuous on G. Let g∈K. The function (s,t)↦f(s)g(ts) is continuous with compact support in G×G. By Ch. III, §4, No. 1, Th. 2,
μ(f)ν(g)=(∫f(s)dμ(s))(∫g(t)dν(t))=∫dμ(s)∫f(s)g(ts)dν(t)=∫dν(t)∫f(s)g(ts)dμ(s)=∫dν(t)∫f(t−1s)g(s)dμ(s)=∫g(s)[∫f(t−1s)dν(t)]dμ(s)=μ(g⋅μ(f)Df),
whence
ν(g)=μ(Df⋅g).
This proves, first, that Df does not depend on f. For, if f′∈K is such that μ(f′)=0, then Df⋅μ=Df′⋅μ, therefore Df=Df′ locally almost everywhere for μ, hence everywhere, since Df and Df′ are continuous and the support of μ is G. We may therefore write Df=D. The formula (16) gives
μ(f)D(e)=νˇ(f).
The formula (19) may be extended by linearity to the functions f∈K such that μ(f)=0. We have D(e)=0 since νˇ=0. This indeed establishes the proportionality of μ and νˇ.
Corollary
— Every left-invariant (resp. right-invariant) measure on G is proportional to a left (resp. right) Haar measure.
Example
— 1) On the additive group R, the Lebesgue measure dx is a Haar measure (Ch. III, §1, No. 3, Example).
2) For every function f∈K(R+∗), we have (FRV, II, §1, formula (12))
∫0+∞xf(x)dx=∫0+∞txf(tx)tdx=∫0+∞xf(tx)dx
for all t>0; the measure x−1dx is thus a Haar measure on the multiplicative group R+∗.
3) Let us take for G the torus T=R/Z. Let φ be the canonical mapping of R onto T. For f∈K(T), the function f∘φ is continuous and periodic with period 1 on R, and the integral
I(f)=∫aa+1f(φ(x))dx
is independent of the choice of a∈R; it is immediate that it is invariant under translation; it therefore defines a Haar measure on T. By transport of structure, one deduces from this that I(f)=∫aa+1f(e2πit)dt is a Haar measure on the multiplicative group U of complex numbers of absolute value 1 (GT, VIII, §2, No. 1).
Proposition 2
— Let G be a locally compact group, μ a left or right Haar measure on G. For G to be discrete, it is necessary and sufficient that μ({e})>0. For G to be compact, it is necessary and sufficient that μ∗(G)<+∞.
The conditions are obviously necessary. Let us show their sufficiency. Let V be a compact neighborhood of e. If μ({e})>0, then V is a finite set since μ(V)<+∞; since G is Hausdorff, it is therefore discrete. Suppose μ∗(G)<+∞ and μ is, for example, left-invariant. Consider the set E of finite subsets {s1,…,sn} of G such that siV∩sjV=∅ for i=j; then
nμ(V)=μ(s1V∪…∪snV)≤μ∗(G),
therefore n≤μ∗(G)/μ(V). We may therefore choose in E a maximal element {s1,…,sn}. Then, for every s∈G, there exists an i such that sV∩siV=∅, hence such that s∈siVV−1. Thus G is the union of the compact sets siVV−1, hence is compact.
3. Modulus
Let μ be a left Haar measure on G. For every s∈G, δ(s)μ is also left-invariant (No. 1, formula (11)), therefore (Th. 1) there exists a unique number ΔG(s)>0 such that δ(s)μ=ΔG(s)μ. By virtue of Th. 1, the number ΔG(s) is independent of the choice of μ.
Definition 3
The function ΔG on G is called the modulus (or modular function) of G. If ΔG=1, the group G is said to be unimodular.
One can also say that μ is relatively right-invariant with multiplier ΔG. Thus ΔG is a continuous representation of G in R+∗ (No. 1, Prop. 1).
Proposition 3
If there exists in G a compact neighborhood V of e invariant under the inner automorphisms, then G is unimodular.
For, let μ be a left Haar measure on G. For every s∈G,
μ(V)=μ(s−1Vs)=ΔG(s)μ(V),
whence ΔG(s)=1 since 0<μ(V)<+∞.
From this, one deduces immediately:
Corollary
If G is discrete, or compact, or commutative, then G is unimodular.
This is moreover trivial when G is commutative. Note also that if G is discrete, then the measure on G for which each point has mass 1 is obviously a left and right Haar measure on G, called the normalized Haar measure on G. If G is compact, there exists one and only one Haar measure on G such that μ(G)=1; it is called the normalized Haar measure of G. The preceding two conventions are not in accord when G is both discrete and compact, that is, finite; when we are in this case we shall always explicitly specify what is meant by normalized Haar measure.
Subgroups and quotient groups of a unimodular group are not always unimodular (§ 2, Exer. 5). See, however, Prop. 10 of § 2, No. 7.
We shall see later that semi-simple or nilpotent connected Lie groups are unimodular.
4. Modulus of an automorphism
Let G be a locally compact group, φ an automorphism of G, and μ a left Haar measure on G. It is clear that φ−1(μ) is also a left Haar measure on G. Therefore there exists (No. 2, Th. 1) one and only one number a>0 such that φ−1(μ)=aμ. By No. 2, Th. 1, this number is independent of the choice of μ. Note that if one had started with a right Haar measure, for example ΔG−1⋅μ (No. 3), one would have arrived at the same scalar a: for, since φ−1 leaves ΔG invariant (No. 3, Remark), one has φ−1(ΔG−1⋅μ)=ΔG−1⋅φ−1(μ)=aΔG−1⋅μ.
Definition 4
The number a>0 such that φ−1(μ)=aμ is called the modulus of the automorphism φ and is denoted modGφ or simply modφ.
If f is a μ-integrable function on G, then
∫f(φ−1(x))dμ(x)=(modφ)∫f(x)dμ(x).
If A is a μ-integrable subset of G, then
μ(φ(A))=(modφ)μ(A).
In particular, for s∈G, let is be the inner automorphism x↦s−1xs. Then is−1=δ(s)γ(s), therefore
is−1(μ)=δ(s)μ=ΔG(s)μ,
consequently
modis=ΔG(s).
If G is either discrete or compact, then its normalized Haar measure is transformed into itself by every automorphism φ of G, as one sees immediately by transport of structure. Thus an automorphism of a discrete or compact group has modulus 1.
Proposition 4
Let G be a locally compact group, Γ a topological group, and γ↦uγ a homomorphism of Γ into the group G of automorphism of G, such that (γ,x)↦uγ(x) is a continuous mapping of Γ×G into G. Then, the mapping γ↦mod(uγ) is a continuous representation of Γ in R+∗.
This mapping is obviously a representation (algebraic) of Γ in R+∗; it will suffice to prove its continuity. Let f∈K(G) and let S be its support.
Let γ0∈Γ and let U be a relatively compact neighborhood of uγ0−1(S). The mapping γ↦uγ is a continuous mapping of Γ into G equipped with the topology of compact convergence (GT, X, §3, No. 4, Th. 3); therefore uγ−1(S)⊂U for γ sufficiently near γ0. Lemma 1 of No. 1 then proves that ∫f(uγ(x))dμ(x) (where μ denotes a left Haar measure of G) depends continuously on γ; whence the proposition.
5. Haar measure of a product
Proposition 5
— Let (Gι)ι∈I be a family of locally compact groups. For every ι∈I let μι be a left (resp. right) Haar measure on Gι. Assume that there exists a finite subset J of I such that, for every ι∈I−J, Gι is compact and μι(Gι)=1. Then the product measure ⨂ι∈Iμι is a left (resp. right) Haar measure on G=∏ι∈IGι. If x=(xι)∈G then
ΔG(x)=ι∈I∏ΔGι(xι). For every finite subset
J of
I,
⨂ι∈Jμι is a left (resp. right) Haar measure on
∏ι∈JGι, as follows immediately from the definitions. Therefore
⨂ι∈Iμι is a left (resp. right) Haar measure on
G (Ch. III, §4, No. 6, Prop. 9). On the other hand, if the
μι are left Haar measures then
δ(x)(ι∈I⨂μι)=ι∈I⨂δ(xι)μι=ι∈I⨂(ΔGι(xι)μι)=(ι∈I∏ΔGι(xι))ι∈I⨂μι, whence
ΔG(x)=∏ι∈IΔGι(xι).
Example
— 1) Lebesgue measure on Rn is a Haar measure of the additive group Rn.
2) The mapping (r,u)↦ru is an isomorphism of R+∗×U onto C∗ (GT, VIII, §1, No. 3). If C∗ is identified with R+∗×U by means of this isomorphism, and if du denotes a Haar measure on U, then r−1drdu is a Haar measure on C∗ by Example 2 of No. 2. On the other hand, the bijection θ↦e2iπθ of [0,1[ onto U transforms the Lebesgue measure dθ on [0,1[ into a Haar measure on U by Example 3 of No. 2. It follows that if f∈H(C∗), the integral
∫0+∞∫01f(re2iπθ)r−1drdθ defines a Haar measure on
C∗.
6. Haar measure of an inverse limit*
Let G be a locally compact group (hence complete). Let (Kα)α∈A be a decreasing directed family of compact normal subgroups of G, with intersection {e} (so that the filter base formed by the Kα converges to e). Set Gα=G/Kα; let φα:G→Gα and φβα:Gα→Gβ (α≥β) be the canonical homomorphisms. Then, the inverse limit of the inverse system (Gα,φβα) may be identified with G, and the canonical mapping of this inverse limit into Gα is identified with φα (GT, III, §7, No. 3, Prop. 2). The mappings φα and φβα are proper (loc. cit., §4, No. 1, Cor. 2 of Prop. 1). These assumptions remain fixed throughout this subsection.
\* Lemma 2. — a) *Let f∈K+(G), S a compact subset of G containing Supp f, U an open neighborhood of S in G, and ε>0. There exist an α∈A and a function g∈K+(G), zero outside U and constant on the cosets of Kα, such that ∣f−g∣≤ε.
b) *Let μ and μ′ be two measures on G such that φα(μ)=φα(μ′) for all α∈A. Then μ=μ′.
There exists an α1∈A such that Kα1S∩Kα1(G−U)=∅ (GT, II, §4, No. 3, Prop. 4). Augmenting S and diminishing U, we may therefore assume that S and U are unions of cosets of Kα1. Consider the continuous numerical functions h on S having the following property: there exists an α≥α1 such that h is constant on the cosets of Kα. These functions form a subalgebra of K(S) (because (Kα) is a decreasing directed family) that contains the constants and separates the points of S: for, let x,y be two distinct points of S; since the intersection of the Kα is {e}, there exists an α≥α1 such that φα(x)=φα(y), then a numerical function u continuous on φα(S) such that u(φα(x))=u(φα(y)). By the Stone–Weierstrass theorem, there exist an α≥α1 and a continuous function h≥0 on S, constant on the cosets of Kα, such that ∣f−h∣≤2ε on S. For every t∈R, set δ(t)=(t−2ε)+, and set h′=δ∘h. Then h′ is a function ≥0, continuous on S, constant on the cosets of Kα, and ∣h−h′∣≤2ε on S, therefore ∣f−h′∣≤ε on S. On the other hand, h′(x)=0 if x belongs to the boundary of S in G, because then h(x)≤2ε. If h′ is extended by 0 on the complement of S, one obtains a function g that meets the requirements, which proves a).
Now let μ,μ′ be two measures on G such that φα(μ)=φα(μ′) for all α∈A. Let v∈K(G) be a function constant on the cosets of Kα for some α∈A, so that we may write v=w∘φα with w∈K(Gα); then
\* Cf. Ch. III, §4, No. 5.
μ(v)=(φα(μ))(w)=(φα(μ′))(w)=μ′(v); it follows that μ=μ′ by virtue of a).
Proposition 6
For every* α∈A, let μα be a positive measure on Gα. Suppose that φβα(μα)=μβ for α≥β. Then, there exists one and only one positive measure μ on G such that φα(μ)=μα for all α∈A.
Uniqueness follows immediately from Lemma 2 b). Let us prove the existence of μ. Let V be the vector space of functions belonging to K(G) and constant on the cosets of some Kα (α may depend on the function). It follows from Lemma 2 a) that V satisfies the condition (P) of Ch. III, §1, No. 7, Prop. 9: for, let K be a compact set in G and choose f∈K+(G) with f(x)>0 for all x∈K; let a>0 be the smallest value of f on K; by Lemma 2 a), there exists a function g∈V∩K+(G) such that ∣f−g∣≤a/2, therefore g(x)>0 for all x∈K, and condition (P) is verified. Let f∈V. There exists an α∈A such that f is constant on the cosets of Kα. By passage to the quotient, f defines a function fα∈K(Gα). The number μ(f)=μα(fα) does not depend on the choice of α: for, let β be any index such that f is constant on the cosets of Kβ; let γ∈A be such that γ≥α,γ≥β; then f defines functions fβ∈K(Gβ), fγ∈K(Gγ) such that f=fβ∘φβ=fγ∘φγ; then fα∘φαγ=fγ, therefore μγ(fγ)=(φαγ(μγ))(fα)=μα(fα), and similarly μγ(fγ)=μβ(fβ), whence our assertion. This established, it is clear that μ is a linear form on V and that μ(f)≥0 for f≥0. By Prop. 9 of Ch. III, §1, No. 7, μ may be extended to a positive measure on G, which we again denote by μ. One has φα(μ)=μα for all α∈A by the very construction of μ.
Definition 5
The measure* μ is said to be the inverse limit (or projective limit) of the μα.
Proposition 7
We retain the notations of Prop. 6. If each* μα is a left (resp. right) Haar measure on Gα, then μ is a left (resp. right) Haar measure on G.
Suppose, for example, that the μα are left Haar measures. Let s∈G. For every x∈G,
(φα∘γ(s))(x)=φα(sx)=φα(s)φα(x)=(γ(φα(s))∘φα)(x);
therefore φα(γ(s)μ)=γ(φα(s))μα=μα. Therefore γ(s)μ=μ by Lemma 2 b), thus μ is a left Haar measure.
We suppose henceforth the Kα to be not only compact, but open in G. The Gα are then discrete and, for β≥α, Kα/Kβ is a compact and discrete group, hence is finite. The group G is unimodular (Prop. 3).
Proposition 8
a) Let μ and μ′ be two positive measures on G such that, for every α and for every coset C of Kα, μ(C)=μ′(C). Then μ=μ′.
b) Fix an α0∈A. For every α≥α0 let nα be the number of elements of the finite group Kα0/Kα. There exists one and only one positive measure μ on G such that, for every α≥α0, each coset of Kα has measure nα−1. Moreover, μ is a Haar measure on G, such that μ(Kα0)=1.
Let μ and μ′ be two positive measures on G satisfying the condition a). The points of the discrete group Gα then have the same measure for φα(μ) and φα(μ′), whence φα(μ)=φα(μ′), and this for all α. Therefore μ=μ′ (Lemma 2 b)).
Let us prove b). For every α≥α0, let μα be the Haar measure of the discrete group Gα such that every point has measure nα−1. Let α,β be such that α≥β≥α0. Then Kβ/Kα has nα/nβ elements. Therefore φβα(μα) is the measure on Gβ such that each point has measure nα−1⋅nβnα=nβ−1; in other words, φβα(μα)=μβ. It then suffices to apply Props. 6 and 7.
Example
— Let Qp be the p-adic field, the completion of Q for the p-adic absolute value ∣x∣p=p−vp(x) (GT, IX, §3, No. 2, Example 3). The elements of Qp are called p-*adic numbers*. We denote again by ∣x∣p the continuous extension of the p-adic absolute value to Qp. One has
∣x+y∣p≤sup(∣x∣p,∣y∣p)
for x,y in Q (loc. cit.), hence for x,y in Qp; moreover, if ∣y∣p<∣x∣p then ∣x+y∣p=∣x∣p, because ∣x∣p=∣(x+y)−y∣p≤sup(∣x+y∣p,∣y∣p). If (xn) is a sequence of points of Qp tending to x∈Qp∗, then ∣x−xn∣p<∣x∣p and ∣x−xn∣p<∣xn∣p for n sufficiently large, therefore ∣x∣p=∣xn∣p. This proves that, for every x∈Qp∗, ∣x∣p is a power of p.
Let Zp be the closure of Z in Qp; this is a subring of Qp; its elements are called p-*adic integers*. One has ∣x∣p≤1 for every x∈Zp. Conversely, let x be an element of Qp such that ∣x∣p≤1, and let us show that x∈Zp; there exists a sequence (xn) of elements of Q tending to x, and ∣xn∣p≤1 for n sufficiently large by what we have seen above; it suffices to show that xn belongs to Zp for n sufficiently large; in other words, we are reduced to the case that x∈Q; then x=a/b with b relatively prime to p; for every integer n>0, there exist bn′∈Z and hn∈Z such that bbn′+hnpn=1, whence x=babbn′+ahnpn=abn′+bahnpn and ∣x−abn′∣p≤p−n, therefore abn′ tends to x.
From this, it follows that the closed ball with center 0 and radius p−n, identical to the open ball with center 0 and radius p−n+1, is pnZp. The topological space Qp is therefore zero-dimensional, hence totally disconnected (GT, IX, §6, No. 4).
Let us show that the integers 0,1,…,pn−1 constitute a system of representatives of Zp modulo pnZp. First, ∣k−k′∣p>p−n for two such integers k and k′, therefore the classes modulo pnZp of these integers are distinct. On the other hand, let x∈Zp; there exists a k∈Z such that ∣x−k∣p≤p−n; adding a suitable multiple of pn to k, one can suppose that k∈[0,pn−1], and x is congruent to k modulo pnZp. Whence our assertion. This shows that Zp/pnZp is canonically isomorphic to Z/pnZ. One sees, moreover, that Zp is precompact, hence compact since it is complete. Since Zp is an open subgroup of Qp, Qp is locally compact. The topology of Qp has a countable base (GT, IX, §2, No. 9, Cor. of Prop. 16). The additive group Qp may be identified with the inverse limit of the discrete groups Qp/pnZp.
There exists one and only one Haar measure α on the additive group Qp such that α(Zp)=1; it is called the normalized Haar measure on Qp. Since Zp is the union of pn disjoint cosets of pnZp (n an integer ≥0), one has α(pnZp)=p−n; similarly α(p−nZp)=pn, so that, finally, α(pnZp)=p−n for every n∈Z. By Prop. 8 b), α is the only positive measure on Qp such that every coset of pnZp (n an integer ≥0) has measure p−n.
The restriction of α to Zp is obviously a Haar measure on Zp.
7. Local definition of a Haar measure
Proposition 9
Let G be a locally compact group, V an open subset of G, and μ a nonzero positive measure on V having the following property: if U is an open subset of V and if s∈G is such that sU⊂V, then the image of the measure μU induced by μ on U, under the homeomorphism x↦sx of U onto sU, is μsU. Then, there exists one and only one left Haar measure α on G that induces μ on V.
For every s∈G, let μs be the image of μ under the homeomorphism x↦sx of V onto sV. The restriction of μs to V∩sV is the image of μs−1V∩V under the restriction of x↦sx to s−1V∩V; by hypothesis, this image is μV∩sV. By translation, one concludes from this that μs and μt have the same restriction to sV∩tV for any s,t. Therefore, by Prop. 1 of Ch. III, §2, No. 1, there exists a measure α on G that induces μs on sV for every s. It is clear that α is the unique left Haar measure on G inducing μ on V.
Corollary
Let G, G' be two locally compact groups, V (resp. V') an open neighborhood of the neutral element of G (resp. G'), and φ a local isomorphism of G' with G (GT, III, §1, No. 3, Def. 2) defined on V', such that φ(V′)=V. Let α′ be a left Haar measure on G', and αV′, its restriction to V′. Then φ(αV′′) is the restriction to V of a unique left Haar measure α on G.
Let V1 be an open neighborhood of e in G such that V1V1−1⊂V. Let μ be the restriction of φ(αV′′) to V1. Let U be an open subset of V1 and let s∈G be such that sU⊂V1. Then s∈V1V1−1⊂V, therefore s=φ(s′) for some s′∈V′. Let x∈U. Then x=φ(x′) for some x′∈V′, therefore sx=φ(s′)φ(x′)=φ(s′x′) since sx∈sU⊂V. Since the left translations in G′ preserve α′, one sees that V1 and μ satisfy the conditions of Prop. 9. Let α be the left Haar measure on G inducing μ on V1. For every t∈V, there exists an open neighborhood W of e in V1 such that tW⊂V. Then the restriction of φ(αV′′) to tW may be deduced by translation from the restriction of μ to W, hence is the restriction of α to tW. Therefore φ(αV′′) is the restriction of α to V.
One says that α is deduced from α′ by means of the local isomorphism φ.
Example
— The Haar measure on T obtained in No. 2, Example 3 may be deduced from the Lebesgue measure on R by a local isomorphism of R with T.
8. Relatively invariant measures
Proposition 10
Let G be a locally compact group, μ a relatively left-invariant measure on G with multiplier χ. If χ1 is a continuous representation of G in C∗, the measure χ1⋅μ is relatively left-invariant with multiplier χ1χ.
For,
γ(s)(χ1⋅μ)=(γ(s)χ1)⋅(γ(s)μ)=(χ1(s−1)χ1)⋅(χ(s)−1μ)=(χ1χ)(s)−1(χ1⋅μ).
Corollary 1
Let μ be a left Haar measure on G. For a nonzero measure ν on G to be relatively left-invariant, it is necessary and sufficient that it be of the form aχ⋅μ, where a∈C∗ and χ is a continuous representation of G in C∗; its multiplier is then χ.
The condition is sufficient (Prop. 10). On the other hand, if ν is a nonzero relatively left-invariant measure with multiplier χ, then χ−1⋅ν is left-invariant (Prop. 10) hence is of the form aμ with a∈C∗ (No. 2, Cor. of Th. 1).
Corollary 2
Every relatively left-invariant measure is relatively right-invariant.
For, with the notations of Cor. 1,
δ(s)(χ⋅μ)=(δ(s)χ)⋅(δ(s)μ)=(χ(s)χ)⋅(ΔG(s)μ)=(χΔG)(s)(χ⋅μ).
On account of Cor. 2, we shall henceforth speak of relatively invariant measures on G, without further specification. The relatively invariant measures admit as special cases the left Haar measures and the right Haar measures. Given a relatively invariant measure ν on G, it is convenient to distinguish between its left multiplier χ and its right multiplier χ′, defined by γ(s)ν=χ(s)−1ν, δ(s)ν=χ′(s)ν. By (34), these multipliers satisfy the relation
χ′=χΔG.
Still denoting by μ a left Haar measure, we have
ν′=(χ⋅μ)′=χ˙⋅μ˙=(χ−1ΔG−1)⋅μ,
thus ν′ is relatively invariant with left multiplier χ−1ΔG−1 and right multiplier χ−1.
The concepts of negligible, locally negligible, measurable and locally integrable function are the same for every relatively invariant measure.
9. Quasi-invariant measures
Proposition 11
Let G be a locally compact group, μ a left Haar measure on G. For a measure ν=0 on G to be left quasi-invariant, it is necessary and sufficient that ν be equivalent to μ.
Sufficiency is obvious. Let ν=0 be a left quasi-invariant measure, and let us show that ν is equivalent to μ. We can restrict ourselves to the case that ν>0. Let A be a compact subset of G. We will show, as will establish the proposition, that the conditions μ(A)=0, ν(A)=0 are equivalent (Ch. V, §5, No. 5, Th. 2).
a) For every f∈K+(G), the function (x,y)↦f(x)φA(xy) on G×G is (ν⊗μ)-integrable, because it is upper semi-continuous, bounded, and its support is contained in the compact set K×K−1A if one sets K=Suppf. Therefore, by the Lebesgue–Fubini theorem,
∫dν(y)∫φA(xy)f(x)dμ(x)=∫f(x)dμ(x)∫φA(xy)dν(y).
b) Suppose ν(A)=0. By hypothesis, ν(xA)=0 for all x∈G, therefore the right side of (36) is zero. Therefore there exists a ν-negligible set Nf such that, for y∈/Nf,
(37)0=∫φA(xy)f(x)dμ(x)=ΔG(y)−1∫φA(x)f(xy−1)dμ(x).
Let B be a compact subset of G such that ν(B)=0, and take for f a function in K+(G) equal to 1 on AB−1. There then exists a y∈B such that (37) is verified. But since φA(x)f(xy−1)=φA(x) for y∈B, this proves that μ(A)=0.
c) Suppose μ(A)=0. Then, for every f∈K+(G), the left side of (36) is zero, hence also the right side. Consequently, there exists a locally μ-negligible set M such that ∫φA(xy)dν(y)=0 for x∈/M. Since μ=0, it follows that ν(xA)=0 for some x∈G, whence ν(A)=0.
Applying Prop. 11 to G0, one sees that the right quasi-invariant measures are identical with the left quasi-invariant measures. They are called simply quasi-invariant measures on G.
10. Locally compact fields
Definition 6
— Let K be a locally compact field(1). For a∈K∗, one calls modulus of a, and denotes by modK(a) or simply mod(a), the modulus of the automorphism x↦ax of the additive group K+ underlying K; one sets mod(0)=0.
Example
— 1) Let K=R. If s>0 then s⋅[0,1]=[0,s]; if s<0, s⋅[0,1]=[s,0]. Thus modRt=∣t∣ for all t∈R.
2) Let K=Qp. If s∈Qp∗ is such that ∣s∣p=p−n, then sZp is the set of x∈Qp such that ∣x∣p≤p−n; therefore, if μ denotes the normalized Haar measure on Qp, then μ(sZp)=p−n. Thus modQpt=∣t∣p for all t∈Qp.
Proposition 12
— The function mod is continuous on K, and mod(ab)=mod(a)mod(b) for all a,b in K.
The last assertion is obvious. Prop. 4 of No. 4 shows that the function mod is continuous at every point of K∗. It remains only to show its continuity at 0. This is obvious for discrete K; we shall therefore assume K nondiscrete. Let α be a Haar measure on K+ and let C be a compact subset of K such that α(C)>0; for a∈K∗, we have α(aC)=mod(a)α(C).
(1) Corps (A, I, §9, No. 1), also translated as "division ring" (GT, III, §6, No. 7).
Since K is not discrete, α({0})=0 (No. 2, Prop. 2); therefore, for every ε>0 there exists an open neighborhood U of 0 such that α(U)≤ε. Since the product in K is continuous, aC⊂U for a sufficiently near 0, and then mod(a)≤ε/α(C).
Proposition 13
— For every M>0, let VM be the set of x∈K such that mod(x)≤M. If K is nondiscrete, the VM form a fundamental system of compact neighborhoods of 0 in K.
The VM are closed neighborhoods of 0 by Prop. 12. Let us show that they are compact. Let U be a compact neighborhood of 0. There exists an r=0 in K such that mod(r)<1 and rn∈U for all n>0: for, let W be a neighborhood of 0 such that WU⊂U; by Prop. 12, there exists an r=0 in K such that mod(r)<1 and r∈U∩W; then r2∈WU⊂U, and rn∈U for all n>0 by induction on n. We are going to show that VM is contained in a finite union of sets r−qU (q an integer ≥0), which will prove that the VM are indeed compact. If x is a cluster point of the sequence (rn), then mod(x) is a cluster point of the sequence (mod(r)n), therefore mod(x)=0, x=0; since U is compact, it follows (GT, I, §9, No. 1, Cor. of Th. 1) that limn→∞rn=0. Now let a∈VM. Since the sequence (rna)n≥0 tends to 0, there exists a smallest integer n≥0 such that rna∈U. If n>0 then rn−1a∈/U, therefore rna∈U∩C(rU); the closure X of U∩C(rU) is compact since U is compact, and it does not contain 0 since rU is a neighborhood of 0; therefore, in X, mod(x) is bounded below by a number m>0. Thus, if n>0, we have m≤mod(rna), whence mod(r−1)n≤M/m. Since mod(r−1)>1, the integer n can only take on a finite number of values, a number not depending on a, which completes the proof of our assertion.
This being so, since the intersection of the VM reduces to {0} the VM form a fundamental system of neighborhoods of 0 (GT, I, §9, No. 2, Prop. 1).
Corollary
— *The topology of a nondiscrete locally compact field admits a countable base.
For, K is the union of compact sets V1,V2,…. On the other hand, K is metrizable by Prop. 1 of GT, IX, §3, No. 1. Therefore the topology of K admits a countable base (loc. cit., §2, No. 9, Cor. of Prop. 16).
Proposition 14
— Let α be a Haar measure on K+. Then the measure β=(modK)−1⋅α on K∗ is a left Haar measure on the multiplicative group K∗.
For, if b∈K∗, the mapping a↦b−1a of K into K transforms α into (modKb)α, hence (modK)−1⋅α into itself, whence the proposition.
Corollary
— Let f be a function defined on K∗, with values in R or in a Banach space. For f to be β-*integrable, it is necessary and sufficient* that (modK)−1f be α-integrable, in which case
∫K∗f(x)dβ(x)=∫K+(modK(x))−1f(x)dα(x).
This follows from Prop. 14, the Cor. of Prop. 13, and Ch. V, §5, No. 3, Th. 1.
Proposition 15
— *Assume K to be commutative. Let u be an automorphism of the vector space E = K^n. Then
modEu=modK(detu).
It suffices to verify the formula when u runs over a system of generators of GL(E). Now, GL(E) is generated by the following elements (A, II, §10, No. 13, Cor. 2 of Prop. 14): (a) The elements u1 of the form
(x1,…,xn)↦(xσ(1),…,xσ(n)),
where σ∈Sn; (b) the elements u2 of the form
(x1,…,xn)↦(ax1,x2,…,xn)
with a∈K∗; (c) the elements u3 of the form
(x1,…,xn)↦(x1+i=2∑ncixi,x2,…,xn).
If f∈H(E) then, denoting by α a Haar measure on K+,
∫⋯∫Knf(x1+i=2∑ncixi,x2,…,xn)dα(x1)dα(x2)…dα(xn)
=∫⋯∫Kn−1dα(x2)…dα(xn)∫Kf(x1+i=2∑ncixi,x2,…,xn)dα(x1)
=∫⋯∫Kn−1dα(x2)…dα(xn)∫Kf(x1,x2,…,xn)dα(x1)
=∫⋯∫Knf(x1,…,xn)dα(x1)…dα(xn),
and on the other hand modK(detu3)=modK(1)=1, whence the result for u3. It is established in an analogous manner for u1 and u2.
Let K be a commutative locally compact field, E a vector space of finite dimension n over K. If φ is an isomorphism of the vector space Kn onto the vector space E, φ transforms the topology of Kn into a topology on E that makes E a locally compact vector space. This topology (called canonical) is independent of φ since every automorphism of the vector space Kn is bicontinuous. Absent express mention to the contrary, when we speak of E as a topological vector space, the topology will always be understood to be the one just defined. Every automorphism u of the vector space E is bicontinuous, therefore modEu is defined. If, on the other hand, u is a noninvertible endomorphism of E, one sets modEu=0. Then:
Corollary 1
— Let K be a commutative locally compact field, E a finite-dimensional vector space over K, and u an endomorphism of the vector space E. Then modE(u)=modK(detu).
If u is invertible, this follows from Prop. 15. If u is not invertible then detu=0, therefore modK(detu)=0=modEu.
Corollary 2
— Let E be a real vector space of finite dimension n, (e1,e2,…,en) a basis of E, P the set of x=∑i=1nξiei∈E such that 0≤ξi≤1 for all i, and μ the unique Haar measure on the additive group E such that μ(P)=1. Let x1,…,xn be points of E, S the closed convex envelope in E of the set {0,x1,…,xn}. Writing xi=∑j=1nαijej, *one has
μ(S)=μ(S˙)=n!1∣det(αij)∣.
We shall identify E with Rn by means of the isomorphism that transforms (ei) into the canonical basis of Rn. Then μ is identified with the Lebesgue measure μn on Rn.
Suppose first that xi=ei for all i. Then S is the set Sn of x=(ξi) in Rn such that
ξi≥0 for all iandξ1+⋯+ξn≤1.
Set μn(Sn)=an. Let λ∈R. Identifying Rn with Rn−1×R, we may consider the section Cλ of Sn at λ. This section is empty if λ<0 or λ>1; if 0≤λ≤1, Cλ is the set of (ξ1,…,ξn−1)∈Rn−1 such that
ξ1≥0,…,ξn−1≥0,ξ1+⋯+ξn−1≤1−λ,
hence may be deduced from Sn−1 by a homothety of ratio 1−λ, so that μn−1(Cλ)=(1−λ)n−1an−1. By the Lebesgue–Fubini theorem,
an=∫01(1−λ)n−1an−1dλ=n1an−1.
Since a1=1, one sees that an=n!1.
Let us return to the general case of the corollary. Let u be the endomorphism of Rn such that u(ei)=xi for all i. One has u(Sn)=S. If u is invertible, Prop. 15 proves that
μn(S)=n!1∣detu∣=n!1∣det(αij)∣.
Since S−S∘ is contained in a finite number of hyperplanes, μ(S∘)=μ(S). Finally, if u is not invertible, then S is contained in a hyperplane, so that μ(S)=0=det(αij).
11. Finite-dimensional algebras over a locally compact field
Let K be a commutative field, A a K-algebra of finite rank with unity element. For every a∈A, let La,Ra be the endomorphisms x↦ax, x↦xa of the vector space A, and let NA/K(a)∈K, NA0/K(a)∈K be the norms of a in the regular representations of A and the opposite algebra A0; recall that NA/K(a)=det(La), NA0/K(a)=det(Ra) (A, III, §9, No. 3). The following conditions are equivalent: a invertible, La invertible in HomK(A,A), Ra invertible in HomK(A,A), NA/K(a)=0, NA0/K(a)=0. We denote by A∗ the set of invertible elements of A.
Now assume the field K to be locally compact, hence the algebra A to be locally compact. Then NA/K and NA0/K are continuous mappings of A into K, therefore A∗ is open in A. By Cor. 1 of Prop. 15 of No. 10,
modALa=modKNA/K(a),modARa=modKNA0/K(a).
Proposition 16
— *Let α be a Haar measure of the additive group of A. The measures
(modKNA/K(a))−1dα(a),(modKNA0/K(a))−1dα(a)
on A∗ are, respectively, left and right Haar measures of the multiplicative group A∗.
Let α′ be the restriction of α to the open set A∗. For a∈A∗, one has La(α′)=(modKNA/K(a))−1α′, therefore (modKNA/K(a))−1dα′(a) is a left Haar measure on A∗ (No. 8, Cor. 1 of Prop. 10). Passing to the opposite algebra, one sees that (modKNA0/K(a))−1dα′(a) is a right Haar measure on A∗.
Proposition 17
— *Suppose A is a field (locally compact). For every a∈A, modA(a)=modKNA/K(a).
This is a translation of the first formula of (38).
Example
— 1) Take K=R, A=C. Taking into account Alg., chap. VIII, §12, n° 2, prop. 4, we obtain modC(z)=∣z∣2 for all z∈C. (2)
2) Take K=R, and for A the quaternion field H (GT, VIII, §1, No. 4). Consider the following elements of M2(C):
X1=(0ii0)X2=(01−10)X3=(i00−i)
which, together with I2, form a basis of M2(C) over C. One verifies easily that
X12=X22=X32=−I2,X1X2=−X2X1=X3,
X2X3=−X3X2=X1,X3X1=−X1X3=X2.
The mapping a+bi+cj+dk↦aI2+bX1+cX2+dX3 may therefore be extended to a C-isomorphism of the algebra C⊗RH onto the algebra M2(C). Since [H:R]=4, C is a neutralizing field of H (Alg., chap. VIII, §10, n° 5), and the reduced norm of q=a+bi+cj+dk∈H is
Nrd(q)=det(aI2+bX1+cX2+dX3)
=det(a+idc+ib−c+iba−id)=a2+b2+c2+d2=∥q∥2.
By Alg., chap. VIII, §12, n° 3, prop. 8, one has
NH/R(q)=(NrdH/R(q))2=∥q∥4.
This stated, Prop. 17 shows that
modH(q)=∥q∥4.
A deeper study of the structure of locally compact fields will be made in CA, VI, §9.
(2) This also follows from Cor. 1 of Prop. 15 and the fact that left-multiplication by z=a+ib has matrix (ab−ba) with respect to the canonical basis 1,i of C over R.
Exercises
See the exercises for § 1.