Bourbaki

Proposition 1

Tag 09D1, permanent. Cite it as [Bourbaki, Tag 09D1].

Integration, chapter VII, § 1. Construction of a Haar measure

— Assume that G is locally compact. Let μ\mu be a nonzero relatively invariant measure on X. Then its multiplier χ\chi is a continuous function on G.

For, let f∈K(X)f \in \mathscr{K}(X), S the support of ff, s0s_0 a point of G, and V a compact neighborhood of s0s_0 in G; then, the set

⋃s∈Vγ(s)−1(S)=V−1S \bigcup_{s \in V} \gamma(s)^{-1}(S) = V^{-1}S

is compact in X; by Lemma 1 and formula (8), χ(s−1)⟨μ,f⟩\chi(s^{-1}) \langle \mu, f \rangle depends continuously on ss; if ff is chosen so that ⟨μ,f⟩≠0\langle \mu, f \rangle \neq 0, one sees that χ\chi is continuous.

Now let G be a topological group operating continuously on the right in a locally compact space X; for s∈Gs \in G and x∈Xx \in X, let xsxs be the transform of xx by ss. We denote by δX(s)\delta_X(s), or δ(s)\delta(s), the homeomorphism of X defined by

(1')

δ(s)x=xs−1. \delta(s)x = xs^{-1}.

We have

(2')

δ(st)=δ(s)δ(t). \delta(st) = \delta(s)\delta(t).

By transport of structure, one defines the action of δ(s)\delta(s) on functions and measures on X:

(3')

(δ(s)f)(x)=f(xs) (\delta(s)f)(x) = f(xs)
(4')
⟨f,δ(s)μ⟩=⟨δ(s−1)f,μ⟩ \langle f, \delta(s)\mu \rangle = \langle \delta(s^{-1})f, \mu \rangle
(5')
∫Xf(x)d(δ(s)μ)(x)=∫Xf(xs−1)dμ(x) \int_X f(x) d(\delta(s)\mu)(x) = \int_X f(xs^{-1}) d\mu(x)
(6')
(δ(s)μ)(A)=μ(As). (\delta(s)\mu)(A) = \mu(As).

We agree to write dμ(xs)d\mu(xs) in place of d(δ(s)μ)(x)d(\delta(s)\mu)(x), and (5') then takes the form

∫Xf(x)dμ(xs)=∫Xf(xs−1)dμ(x). \int_X f(x) d\mu(xs) = \int_X f(xs^{-1}) d\mu(x).

One defines in an analogous manner the measures on X invariant, relatively invariant and quasi-invariant under G. If μ\mu is relatively invariant, its multiplier χ\chi is defined by the formulas

(7′)δ(s)μ=χ(s)μ (7') \quad \delta(s)\mu = \chi(s)\mu
(8′)∫Xf(xs) dμ(x)=χ(s)−1∫Xf(x) dμ(x) (8') \quad \int_X f(xs)\,d\mu(x) = \chi(s)^{-1} \int_X f(x)\,d\mu(x)
(9′)μ(As)=χ(s)μ(A) (9') \quad \mu(As) = \chi(s)\mu(A)
(10′)dμ(xs)=χ(s) dμ(x). (10') \quad d\mu(xs) = \chi(s)\,d\mu(x).

If one regards the group G0G^0 opposite to G as operating in X by (x,s)↦xs(x,s) \mapsto xs, then μ\mu is relatively invariant under G0G^0 with the same multiplier χ\chi.

Finally, let G be a locally compact group. It operates on itself by left and right translations, according to the formulas γ(s)x=sx\gamma(s)x = sx, δ(s)x=xs−1\delta(s)x = xs^{-1}. Then

(11)γ(s)δ(t)=δ(t)γ(s). (11) \quad \gamma(s)\delta(t) = \delta(t)\gamma(s).

All of the foregoing is applicable here, thus we have on G the concepts of measures that are left-invariant, right-invariant, relatively left-invariant, relatively right-invariant, left quasi-invariant, right quasi-invariant (however, see Nos. 8 and 9).

The mapping x↦x−1x \mapsto x^{-1} is a homeomorphism of G onto G. For every function ff on G, we define the function fˇ\check{f} on G by

(12)fˇ(x)=f(x−1). (12) \quad \check{f}(x) = f(x^{-1}).

For every measure μ\mu on G, we define the measure μˇ\check{\mu} by

(13)μˇ(f)=μ(fˇ)for f∈K(G). (13) \quad \check{\mu}(f) = \mu(\check{f}) \quad \text{for } f \in \mathscr{K}(G).

In other words,

(14)∫Gf(x) dμˇ(x)=∫Gf(x−1) dμ(x). (14) \quad \int_G f(x)\,d\check{\mu}(x) = \int_G f(x^{-1})\,d\mu(x).

If A is a μˇ\check{\mu}-integrable set, then A−1A^{-1} is μ\mu-integrable and

(15)μˇ(A)=μ(A−1). (15) \quad \check{\mu}(A) = \mu(A^{-1}).

We agree to write dμ(x−1)d\mu(x^{-1}) in place of dμˇ(x)d\check{\mu}(x), and (14) then takes the form

∫Gf(x) dμ(x−1)=∫Gf(x−1) dμ(x). \int_G f(x)\, d\mu(x^{-1}) = \int_G f(x^{-1})\, d\mu(x).

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Transcribed from the printed volume. Not translated.