Integration, VII, p. 89
Let X be a locally compact space, H a compact group operating continuously (hence properly) on the right in X. Denote by β the normalized Haar measure on H, by π:X→X/H the canonical mapping. Let λ be a positive measure on X/H, λ# the corresponding measure on X.
a) Show that if N is a λ-negligible subset of X/H, then π−1(N) is λ#-negligible. (Calculate the measure of a set π−1(U), where U is open in X/H.)
b) Let p be a finite number ⩾1, and let f be a function in LFp(X,λ#) (F a Banach space or F=R). Show that the set of x∈X such that ξ↦f(xξ) is not β-integrable on H is of the form π−1(N), where N is λ-negligible. Moreover, if fb is the function on X/H, defined almost everywhere (for λ), such that fb(π(x))=∫Hf(xξ)dβ(ξ), then fb belongs to LFp(X/H,λ), and Np(fb)⩽Np(f).
c) Conversely, if g∈LFp(X/H,λ), then the function g∘π belongs to LFp(X,λ#). If p,q are conjugate exponents, F′ is the dual of F, f∈LFp(X,λ#) and g∈LF′q(X/H,λ), then
∫X⟨f(x),g(π(x))⟩dλ#(x)=∫X/H⟨fb(z),g(z)⟩dλ(z).