Definition

Let GG be a . A left Haar measure on GG is a nonzero μ\mu that is finite on , inner regular on open sets, outer regular on Borel sets, and left invariant:

μ(gE)=μ(E)\mu(gE)=\mu(E)

for every gGg\in G and Borel set EE. A right Haar measure instead satisfies μ(Eg)=μ(E)\mu(Eg)=\mu(E). Haar’s theorem states that left and right Haar measures exist on every locally compact Hausdorff group and that any two on the same side differ by multiplication by a positive constant.

Existence and uniqueness

Existence and uniqueness up to scale are the substantive content of Haar’s theorem, not formal consequences of invariance. The regularity and local finiteness conditions exclude pathological invariant set functions and make integration compatible with the topology. A left Haar measure has full support: every nonempty open set has positive measure Folland, §§2.2–2.3.

Left, right, and the modular function

If μ\mu is left Haar, then Eμ(E1)E\mapsto\mu(E^{-1}) is right Haar. of μ\mu is measured by the continuous homomorphism . With the convention used here,

μ(Eg)=Δ(g)μ(E),Gf(xg)dμ(x)=Δ(g)1Gf(x)dμ(x).\mu(Eg)=\Delta(g)\mu(E), \qquad \int_G f(xg)\,d\mu(x)=\Delta(g)^{-1}\int_G f(x)\,d\mu(x).

The group is unimodular exactly when Δ=1\Delta=1, in which case a left Haar measure is also right invariant. Abelian, discrete, and compact groups are unimodular.

Normalizations and analytic use

On a discrete group, counting measure is Haar measure. On (Rn,+)(\mathbb R^n,+), is Haar measure. A compact group has a unique Haar after imposing μ(G)=1\mu(G)=1. Haar integration defines convolution by

(fh)(x)=Gf(y)h(y1x)dμ(y),(f*h)(x)=\int_G f(y)h(y^{-1}x)\,d\mu(y),

and underlies , harmonic analysis, and group operator algebras.

References
  1. G. B. Folland, A Course in Abstract Harmonic Analysis, 2nd ed., CRC Press, 2016. DOI record. Relevant: §§2.2–2.3, Haar measure and the modular function.