Integration, VII, p. 85
Bourbaki marks this one as harder than the rest.
Let G be a locally compact group, μ a left Haar measure on G, k an integer ≥1, and A an integrable set. Show that for every ε>0, there exists a neighborhood U of e in G having the following property: for every finite subset S of k elements in U, the set of s∈G such that sS⊂A has measure ≥(1−ε)μ(A). (Reduce to the case that A is compact and take U to be such that
μ(AU)≤(1−k−1ε)μ(A).
For every finite subset H of G, set p(H)=Card(H) and q(H)=1 if H=∅, q(H)=0 if H=∅; by evaluating the integrals
∫Gp(A∩sS)dsand∫Gq(A∩sS)ds,
show that if, for h≤k, Mh denotes the set of s∈G for which Card(A∩sS)=h, then
h=1∑khμ(Mh)=k⋅μ(A)andh=1∑kμ(Mh)≤μ(AU).
From this, conclude that ∑h=1k−1hμ(Mh)≤kε⋅μ(A).