Bourbaki

Proposition 4

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

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

The measure dzdz on g\mathfrak{g} is the image under the proper map (g,x)→(g, x) \rightarrow (Ad gg)(x)(x) from G×tG\times \mathfrak{t} to g\mathfrak{g} of the measure dg⊗1w(G)πgdxdg\otimes \frac{1}{w(G)}\pi_{\mathfrak{g}}dx.

We leave to the reader the statement and proof of the analogues of Cor. 1 to 3 and Remarks 1 to 3 of no. 2. For example, let φ\varphi be an integrable function on g\mathfrak{g} (with values in a Banach space or R‾\overline{\mathbf{R}}); then

∫gφ(z)dz=1w(G)∫t(∫Gφ\int_{\mathfrak{g}}\varphi (z)dz=\frac{1}{w(G)}\int_{\mathfrak{t}}(\int_G\varphi((Ad gg)xx)dg)πg(x)dxdg)\pi_{\mathfrak{g}}(x)dx, (12)

and, in particular, if φ\varphi is invariant under Ad(G),

∫gφ(z)dz=1w(G)∫tφ(x)πg(x)dx(13) \int_{\mathfrak{g}}\varphi (z)dz=\frac{1}{w(G)}\int_{\mathfrak{t}}\varphi (x)\pi_{\mathfrak{g}}(x)dx \tag{13}

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.