Bourbaki

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, μ\mu a left Haar measure on G, ν\nu and ν′\nu' two nonzero quasi-invariant measures on G. If, for every s∈Gs \in G, the densities of γ(s)ν\gamma(s)\nu with respect to ν\nu and of γ(s)ν′\gamma(s)\nu' with respect to ν′\nu' are equal locally μ\mu-almost everywhere, then ν\nu and ν′\nu' are proportional.

Write ν=ρ⋅μ\nu = \rho \cdot \mu, ν′=ρ′⋅μ\nu' = \rho' \cdot \mu, where ρ,ρ′\rho, \rho' are locally μ\mu-integrable functions on GG and are everywhere nonzero (§1§ 1, No. 9, Prop. 11). For every s∈Gs \in G,

γ(s)ν=(γ(s)ρ)⋅μ,γ(s)ν′=(γ(s)ρ′)⋅μ, \gamma(s)\nu = (\gamma(s)\rho) \cdot \mu, \qquad \gamma(s)\nu' = (\gamma(s)\rho') \cdot \mu,

and the hypothesis implies that ρ−1⋅γ(s)ρ=ρ′−1⋅γ(s)ρ′\rho^{-1} \cdot \gamma(s)\rho = {\rho'}^{-1} \cdot \gamma(s)\rho' locally μ\mu-almost everywhere. Set σ=ρ′/ρ\sigma = \rho'/\rho, which is a μ\mu-measurable function on GG. For every s∈Gs \in G, γ(s)σ=σ\gamma(s)\sigma = \sigma locally μ\mu-almost everywhere. Therefore σ\sigma is equal to a constant locally μ\mu-almost everywhere, by Cor. 2 of Prop. 6 applied with X=H=GX = H = G.

Let GG be a locally compact group, HH a closed subgroup of GG. Consider the homogeneous space G/HG/H of left cosets with respect to HH, on which GG operates continuously on the left. We are going to show that there exists one and only one class of nonzero quasi-invariant measures on G/HG/H.

Note that HH operates on GG continuously and properly by right translations; and the quotient space, which is none other than G/HG/H, is paracompact (GT, III, §4§ 4, No. 6, Prop. 13). We may therefore apply the results of Nos. 1 to 4, with X=GX = G. We thus have mappings f↦fbf \mapsto f^b of K(G)\mathscr{K}(G) onto K(G/H)\mathscr{K}(G/H), and λ↦λ#\lambda \mapsto \lambda^\# of M(G/H)\mathscr{M}(G/H) into M(G)\mathscr{M}(G) (once a left Haar measure β\beta on HH has been fixed). The fact that GG operates on the left in G/HG/H gives rise to a supplementary property:

(15)γG/H(s)⋅fb=(γG(s)⋅f)b(s∈G, f∈K(G))(16)(γG/H(s)⋅λ)#=γG(s)⋅λ#(s∈G, λ∈M(G/H)). \begin{align*} (15) \qquad & \gamma_{G/H}(s) \cdot f^b = (\gamma_G(s) \cdot f)^b \qquad (s \in G,\ f \in \mathscr{K}(G)) \\ (16) \qquad & (\gamma_{G/H}(s) \cdot \lambda)^\# = \gamma_G(s) \cdot \lambda^\# \qquad (s \in G,\ \lambda \in \mathscr{M}(G/H)). \end{align*}

Indeed, for every x∈Gx \in G,

(γG/H(s)⋅fb)(π(x))=fb(s−1π(x))=fb(π(s−1x))=∫Hf(s−1xξ) dβ(ξ)=∫H(γG(s)f)(xξ) dβ(ξ)=(γG(s)f)b(π(x)), (\gamma_{G/H}(s) \cdot f^b)(\pi(x)) = f^b(s^{-1}\pi(x)) = f^b(\pi(s^{-1}x)) = \int_H f(s^{-1}x\xi)\, d\beta(\xi) = \int_H (\gamma_G(s)f)(x\xi)\, d\beta(\xi) = (\gamma_G(s)f)^b(\pi(x)),

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.

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Transcribed from the printed volume. Not translated.