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Mathlib.MeasureTheory.Measure.Haar.Unique

Uniqueness of Haar measure in locally compact groups #

In a locally compact group, we prove that two left-invariant measures which are finite on compact sets give the same value to the integral of continuous compactly supported functions, in integral_isMulLeftInvariant_eq_smul_of_hasCompactSupport. From this, we deduce various uniqueness statements for left invariant measures (up to scalar multiplication):

The scalar factor that appears in these identities is defined as haarScalarFactor μ' μ.

In general, uniqueness statements for Haar measures in the literature make some assumption of regularity, either regularity or inner regularity. We have tried to minimize the assumptions in the theorems above (notably in integral_isMulLeftInvariant_eq_smul_of_hasCompactSupport, which doesn't make any regularity assumption), and cover the different results that exist in the literature.

The main result is integral_isMulLeftInvariant_eq_smul_of_hasCompactSupport, and the other ones follow readily from this one by using continuous compactly supported functions to approximate characteristic functions of set.

To prove integral_isMulLeftInvariant_eq_smul_of_hasCompactSupport, we use a change of variables to express integrals with respect to a left-invariant measure as integrals with respect to a given right-invariant measure (with a suitable density function). The uniqueness readily follows.

On second-countable groups, one can arrive to slightly different uniqueness results by using that the operations are measurable. In particular, one can get uniqueness assuming σ-finiteness of the measures but discarding the assumption that they are finite on compact sets. See haarMeasure_unique in the file MeasureTheory.Measure.Haar.Basic.

theorem IsCompact.measure_eq_biInf_integral_hasCompactSupport {X : Type u_1} [TopologicalSpace X] [MeasurableSpace X] [BorelSpace X] {k : Set X} (hk : IsCompact k) (μ : MeasureTheory.Measure X) [MeasureTheory.IsFiniteMeasureOnCompacts μ] [MeasureTheory.Measure.InnerRegularCompactLTTop μ] [LocallyCompactSpace X] [RegularSpace X] :
μ k = ⨅ (f : X), ⨅ (_ : Continuous f), ⨅ (_ : HasCompactSupport f), ⨅ (_ : Set.EqOn f 1 k), ⨅ (_ : 0 f), ENNReal.ofReal (∫ (x : X), f xμ)

In a locally compact regular space with an inner regular measure, the measure of a compact set k is the infimum of the integrals of compactly supported functions equal to 1 on k.

The parameterized integral x ↦ ∫ y, g (y⁻¹ * x) ∂μ depends continuously on y when g is a compactly supported continuous function on a topological group G, and μ is finite on compact sets.

theorem MeasureTheory.Measure.integral_isAddLeftInvariant_isAddRightInvariant_combo {G : Type u_1} [TopologicalSpace G] [AddGroup G] [TopologicalAddGroup G] [MeasurableSpace G] [BorelSpace G] {μ : MeasureTheory.Measure G} {ν : MeasureTheory.Measure G} [MeasureTheory.IsFiniteMeasureOnCompacts μ] [MeasureTheory.IsFiniteMeasureOnCompacts ν] [MeasureTheory.Measure.IsAddLeftInvariant μ] [MeasureTheory.Measure.IsAddRightInvariant ν] [MeasureTheory.Measure.IsOpenPosMeasure ν] {f : G} {g : G} (hf : Continuous f) (h'f : HasCompactSupport f) (hg : Continuous g) (h'g : HasCompactSupport g) (g_nonneg : 0 g) {x₀ : G} (g_pos : g x₀ 0) :
∫ (x : G), f xμ = (∫ (y : G), f y * (∫ (z : G), g (-z + y)ν)⁻¹ν) * ∫ (x : G), g xμ
theorem MeasureTheory.Measure.integral_isMulLeftInvariant_isMulRightInvariant_combo {G : Type u_1} [TopologicalSpace G] [Group G] [TopologicalGroup G] [MeasurableSpace G] [BorelSpace G] {μ : MeasureTheory.Measure G} {ν : MeasureTheory.Measure G} [MeasureTheory.IsFiniteMeasureOnCompacts μ] [MeasureTheory.IsFiniteMeasureOnCompacts ν] [MeasureTheory.Measure.IsMulLeftInvariant μ] [MeasureTheory.Measure.IsMulRightInvariant ν] [MeasureTheory.Measure.IsOpenPosMeasure ν] {f : G} {g : G} (hf : Continuous f) (h'f : HasCompactSupport f) (hg : Continuous g) (h'g : HasCompactSupport g) (g_nonneg : 0 g) {x₀ : G} (g_pos : g x₀ 0) :
∫ (x : G), f xμ = (∫ (y : G), f y * (∫ (z : G), g (z⁻¹ * y)ν)⁻¹ν) * ∫ (x : G), g xμ

In a group with a left invariant measure μ and a right invariant measure ν, one can express integrals with respect to μ as integrals with respect to ν up to a constant scaling factor (given in the statement as ∫ x, g x ∂μ where g is a fixed reference function) and an explicit density y ↦ 1/∫ z, g (z⁻¹ * y) ∂ν.

Uniqueness of left-invariant measures: Given two left-invariant measures which are finite on compacts, they coincide in the following sense: they give the same value to the integral of continuous compactly supported functions, up to a multiplicative constant.

Given two left-invariant measures which are finite on compacts, addHaarScalarFactor μ' μ is a scalar such that ∫ f dμ' = (addHaarScalarFactor μ' μ) ∫ f dμ for any compactly supported continuous function f.

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  • One or more equations did not get rendered due to their size.
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    Given two left-invariant measures which are finite on compacts, haarScalarFactor μ' μ is a scalar such that ∫ f dμ' = (haarScalarFactor μ' μ) ∫ f dμ for any compactly supported continuous function f.

    Equations
    • One or more equations did not get rendered due to their size.
    Instances For

      Uniqueness of left-invariant measures: Given two left-invariant measures which are finite on compacts and inner regular for finite measure sets with respect to compact sets, they coincide in the following sense: they give the same value to finite measure sets, up to a multiplicative constant.

      Uniqueness of left-invariant measures: Two Haar measures coincide up to a multiplicative constant in a second countable group.