Integration, VII, p. 79
Bourbaki marks this one as harder than the rest.
Let G be a locally compact group operating continuously on the left in a locally compact Polish space T, β a left Haar measure on G, and ν a positive measure on T quasi-invariant under G. a) There exists a function (s,x)↦χ(s,x)>0 on G×T, locally (β⊗ν)-integrable, such that for every s∈G, the function x↦χ(s−1,x) is locally ν-integrable and satisfies γ(s)ν=χ(s−1,⋅)⋅ν. (Show that (s,x)↦(s,sx) transforms β⊗ν into an equivalent measure, by making use of criterion 3) of Th. 2 of Ch. V, §5, No. 5; let χ(s−1,x)dβ(s)dν(x) be this equivalent measure. For φ∈H(G) and ψ∈H(T),
∫φ(s)dβ(s)∫ψ(sx)dν(x)=∫φ(s)dβ(s)∫ψ(x)χ(s−1,x)dν(x),
whence ∫ψ(sx)dν(x)=∫ψ(x)χ(s−1,x)dν(x) except on a locally β-negligible set N(ψ). Next make use of Lemma 1 of Ch. VI, §3, No. 1; then modify χ on a (β⊗ν)-negligible set.)
b) Show that for any s,t in G, one has
χ(st,x)=χ(s,tx)χ(t,x)
except on a ν-negligible set of values of x (make use of the relation γ(st)ν=γ(s)(γ(t)ν)).
c) Show that the function χ of a) is determined up to a locally (β⊗ν)-negligible subset of G×T.