Bourbaki

Corollary 3

Tag 01F4, permanent. Cite it as [Bourbaki, Tag 01F4].

Lie Groups and Lie Algebras, chapter IX, § 6. Integration on compact Lie groups

Let H be a connected closed subgroup of G containing T, h\mathfrak{h} its Lie algebra, and dhdh the Haar measure on H of total mass 1. Let φ\varphi be an integrable central function on G, with values in a Banach space or in R‾\overline{\mathbf{R}}. Then the function h→φ(hh \rightarrow \varphi (h)det(Adg/h(h)−1_{\mathfrak{g}/\mathfrak{h}}(h)-1) is integrable and central on H and we have

∫Gφ(g)dg=w(H)w(G)∫Hφ(h\int_G\varphi (g)dg=\frac{w(H)}{w(G)}\int_H\varphi (h)det(Adg/h(h)−1_{\mathfrak{g}/\mathfrak{h}}(h)-1)dhdh. (7)

Indeed, the function h→φ(hh \rightarrow \varphi (h)det(Adg/h(h)−1_{\mathfrak{g}/\mathfrak{h}}(h)-1) is a central function on H whose restriction to T is the function t→φ(t)δG(t)δH(t)−1t \rightarrow \varphi (t)\delta_G(t)\delta_H(t)^{-1}. Thus, the corollary follows from Cor. 2 applied to G and to H.

Bourbaki sets the proof directly after the statement, and the corpus does not separate them, so what is above is the statement and its proof together.

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Transcribed from the printed volume. Not translated.