Definition

Let GG be a Hausdorff , and let Cc(G)C_c(G) denote the complex-valued continuous functions on GG with compact support. A left Haar integral is a nonzero

I:Cc(G)CI:C_c(G)\longrightarrow\mathbb C

such that I(Lgf)=I(f)I(L_gf)=I(f) for every gGg\in G, where Lgf(x)=f(g1x)L_gf(x)=f(g^{-1}x). Haar’s theorem asserts that such a functional exists and is unique up to multiplication by a positive scalar. By measure representation, it has the form

I(f)=GfdμI(f)=\int_G f\,d\mu

for a left μ\mu, so the functional and measure formulations are equivalent.

Positivity and normalization

Positivity means I(f)0I(f)\geq 0 whenever ff is real-valued and nonnegative. It forces compatibility with monotone approximation and makes II an actual , rather than merely an invariant linear functional. The uniqueness statement leaves one scale factor: choosing a normalization amounts to choosing that factor.

If GG is compact, one usually normalizes I(1)=1I(1)=1. If GG is discrete, counting measure gives

I(f)=xGf(x)I(f)=\sum_{x\in G}f(x)

for finitely supported ff. On Rn\mathbb R^n under addition, Lebesgue integration is a Haar integral.

Left and right invariance

Replacing by Rgf(x)=f(xg)R_gf(x)=f(xg) defines a right Haar integral. Every locally compact group has both kinds. They coincide up to scale exactly in the case; in general, the records how a left Haar integral changes under .

The functional construction, representation by invariant measures, and uniqueness theorem are presented in Hewitt and Ross, “Invariant Functionals”.

References
  1. Gerald B. Folland, A Course in Abstract Harmonic Analysis, 2nd ed., CRC Press, 2016. Routledge publisher record. Relevant: Chapter 2, “Haar Measure.”
  2. Edwin Hewitt and Kenneth A. Ross, Abstract Harmonic Analysis, Volume I, Springer, 1963. Springer DOI record. Relevant: “Invariant Functionals.”