Lemma 3
Tag 09FN, permanent. Cite it as [Bourbaki, Tag 09FN].
Integration, chapter VII, § 2. Quotient of a space by a group; homogeneous spaces
— Let G be a locally compact group, a left Haar measure on G, and two nonzero quasi-invariant measures on G. If, for every , the densities of with respect to and of with respect to are equal locally -almost everywhere, then and are proportional.
Write , , where are locally -integrable functions on and are everywhere nonzero (, No. 9, Prop. 11). For every ,
and the hypothesis implies that locally -almost everywhere. Set , which is a -measurable function on . For every , locally -almost everywhere. Therefore is equal to a constant locally -almost everywhere, by Cor. 2 of Prop. 6 applied with .
Let be a locally compact group, a closed subgroup of . Consider the homogeneous space of left cosets with respect to , on which operates continuously on the left. We are going to show that there exists one and only one class of nonzero quasi-invariant measures on .
Note that operates on continuously and properly by right translations; and the quotient space, which is none other than , is paracompact (GT, III, , No. 6, Prop. 13). We may therefore apply the results of Nos. 1 to 4, with . We thus have mappings of onto , and of into (once a left Haar measure on has been fixed). The fact that operates on the left in gives rise to a supplementary property:
Indeed, for every ,
whence formula (15), which implies formula (16).
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.