Haar measure #
In this file we prove the existence of Haar measure for a locally compact Hausdorff topological group.
We follow the write-up by Jonathan Gleason, Existence and Uniqueness of Haar Measure. This is essentially the same argument as in https://en.wikipedia.org/wiki/Haar_measure#A_construction_using_compact_subsets.
We construct the Haar measure first on compact sets. For this we define (K : U)
as the (smallest)
number of left-translates of U
that are needed to cover K
(index
in the formalization).
Then we define a function h
on compact sets as lim_U (K : U) / (K₀ : U)
,
where U
becomes a smaller and smaller open neighborhood of 1
, and K₀
is a fixed compact set
with nonempty interior. This function is chaar
in the formalization, and we define the limit
formally using Tychonoff's theorem.
This function h
forms a content, which we can extend to an outer measure and then a measure
(haarMeasure
).
We normalize the Haar measure so that the measure of K₀
is 1
.
Note that μ
need not coincide with h
on compact sets, according to
[halmos1950measure, ch. X, §53 p.233]. However, we know that h(K)
lies between μ(Kᵒ)
and μ(K)
,
where ᵒ
denotes the interior.
We also give a form of uniqueness of Haar measure, for σ-finite measures on second-countable
locally compact groups. For more involved statements not assuming second-countability, see
the file MeasureTheory.Measure.Haar.Unique
.
Main Declarations #
haarMeasure
: the Haar measure on a locally compact Hausdorff group. This is a left invariant regular measure. It takes as argument a compact set of the group (with non-empty interior), and is normalized so that the measure of the given set is 1.haarMeasure_self
: the Haar measure is normalized.isMulLeftInvariant_haarMeasure
: the Haar measure is left invariant.regular_haarMeasure
: the Haar measure is a regular measure.isHaarMeasure_haarMeasure
: the Haar measure satisfies theIsHaarMeasure
typeclass, i.e., it is invariant and gives finite mass to compact sets and positive mass to nonempty open sets.haar
: some choice of a Haar measure, on a locally compact Hausdorff group, constructed ashaarMeasure K
whereK
is some arbitrary choice of a compact set with nonempty interior.haarMeasure_unique
: Every σ-finite left invariant measure on a second-countable locally compact Hausdorff group is a scalar multiple of the Haar measure.
References #
- Paul Halmos (1950), Measure Theory, §53
- Jonathan Gleason, Existence and Uniqueness of Haar Measure
- Note: step 9, page 8 contains a mistake: the last defined
μ
does not extend theμ
on compact sets, see Halmos (1950) p. 233, bottom of the page. This makes some other steps (like step 11) invalid.
- Note: step 9, page 8 contains a mistake: the last defined
- https://en.wikipedia.org/wiki/Haar_measure
We put the internal functions in the construction of the Haar measure in a namespace,
so that the chosen names don't clash with other declarations.
We first define a couple of the functions before proving the properties (that require that G
is a topological group).
The index or Haar covering number or ratio of K
w.r.t. V
, denoted (K : V)
:
it is the smallest number of (left) translates of V
that is necessary to cover K
.
It is defined to be 0 if no finite number of translates cover K
.
Equations
Instances For
additive version of MeasureTheory.Measure.haar.index
Equations
Instances For
prehaar K₀ U K
is a weighted version of the index, defined as (K : U)/(K₀ : U)
.
In the applications K₀
is compact with non-empty interior, U
is open containing 1
,
and K
is any compact set.
The argument K
is a (bundled) compact set, so that we can consider prehaar K₀ U
as an
element of haarProduct
(below).
Equations
- MeasureTheory.Measure.haar.prehaar K₀ U K = ↑(MeasureTheory.Measure.haar.index (↑K) U) / ↑(MeasureTheory.Measure.haar.index K₀ U)
Instances For
additive version of MeasureTheory.Measure.haar.prehaar
Equations
- MeasureTheory.Measure.haar.addPrehaar K₀ U K = ↑(MeasureTheory.Measure.haar.addIndex (↑K) U) / ↑(MeasureTheory.Measure.haar.addIndex K₀ U)
Instances For
haarProduct K₀
is the product of intervals [0, (K : K₀)]
, for all compact sets K
.
For all U
, we can show that prehaar K₀ U ∈ haarProduct K₀
.
Equations
- MeasureTheory.Measure.haar.haarProduct K₀ = Set.univ.pi fun (K : TopologicalSpace.Compacts G) => Set.Icc 0 ↑(MeasureTheory.Measure.haar.index (↑K) K₀)
Instances For
additive version of MeasureTheory.Measure.haar.haarProduct
Equations
- MeasureTheory.Measure.haar.addHaarProduct K₀ = Set.univ.pi fun (K : TopologicalSpace.Compacts G) => Set.Icc 0 ↑(MeasureTheory.Measure.haar.addIndex (↑K) K₀)
Instances For
The closure of the collection of elements of the form prehaar K₀ U
,
for U
open neighbourhoods of 1
, contained in V
. The closure is taken in the space
compacts G → ℝ
, with the topology of pointwise convergence.
We show that the intersection of all these sets is nonempty, and the Haar measure
on compact sets is defined to be an element in the closure of this intersection.
Equations
Instances For
additive version of MeasureTheory.Measure.haar.clPrehaar
Equations
Instances For
If K
is compact and V
has nonempty interior, then the index (K : V)
is well-defined,
there is a finite set t
satisfying the desired properties.
If K
is compact and V
has nonempty interior, then the index (K : V)
is well-defined, there is
a finite set t
satisfying the desired properties.
Lemmas about haarProduct
#
This is the "limit" of prehaar K₀ U K
as U
becomes a smaller and smaller open
neighborhood of (1 : G)
. More precisely, it is defined to be an arbitrary element
in the intersection of all the sets clPrehaar K₀ V
in haarProduct K₀
.
This is roughly equal to the Haar measure on compact sets,
but it can differ slightly. We do know that
haarMeasure K₀ (interior K) ≤ chaar K₀ K ≤ haarMeasure K₀ K
.
Equations
Instances For
additive version of MeasureTheory.Measure.haar.chaar
Equations
Instances For
The function chaar
interpreted in ℝ≥0
, as a content
Equations
- MeasureTheory.Measure.haar.haarContent K₀ = { toFun := fun (K : TopologicalSpace.Compacts G) => ⟨MeasureTheory.Measure.haar.chaar K₀ K, ⋯⟩, mono' := ⋯, sup_disjoint' := ⋯, sup_le' := ⋯ }
Instances For
additive version of MeasureTheory.Measure.haar.haarContent
Equations
- MeasureTheory.Measure.haar.addHaarContent K₀ = { toFun := fun (K : TopologicalSpace.Compacts G) => ⟨MeasureTheory.Measure.haar.addCHaar K₀ K, ⋯⟩, mono' := ⋯, sup_disjoint' := ⋯, sup_le' := ⋯ }
Instances For
We only prove the properties for haarContent
that we use at least twice below.
The variant of chaar_self
for haarContent
The variant of addCHaar_self
for addHaarContent
.
The variant of is_left_invariant_chaar
for haarContent
The variant of is_left_invariant_addCHaar
for addHaarContent
The Haar measure #
The Haar measure on the locally compact group G
, scaled so that haarMeasure K₀ K₀ = 1
.
Equations
- MeasureTheory.Measure.haarMeasure K₀ = ((MeasureTheory.Measure.haar.haarContent K₀).measure ↑K₀)⁻¹ • (MeasureTheory.Measure.haar.haarContent K₀).measure
Instances For
The Haar measure on the locally compact additive group G
, scaled so that
addHaarMeasure K₀ K₀ = 1
.
Equations
- MeasureTheory.Measure.addHaarMeasure K₀ = ((MeasureTheory.Measure.haar.addHaarContent K₀).measure ↑K₀)⁻¹ • (MeasureTheory.Measure.haar.addHaarContent K₀).measure
Instances For
Equations
- ⋯ = ⋯
Equations
- ⋯ = ⋯
The Haar measure is regular.
Equations
- ⋯ = ⋯
The additive Haar measure is regular.
Equations
- ⋯ = ⋯
The Haar measure is sigma-finite in a second countable group.
Equations
- ⋯ = ⋯
The additive Haar measure is sigma-finite in a second countable group.
Equations
- ⋯ = ⋯
The Haar measure is a Haar measure, i.e., it is invariant and gives finite mass to compact sets and positive mass to nonempty open sets.
Equations
- ⋯ = ⋯
The additive Haar measure is an additive Haar measure, i.e., it is invariant and gives finite mass to compact sets and positive mass to nonempty open sets.
Equations
- ⋯ = ⋯
haar
is some choice of a Haar measure, on a locally compact group.
Equations
- MeasureTheory.Measure.haar = MeasureTheory.Measure.haarMeasure (Classical.arbitrary (TopologicalSpace.PositiveCompacts G))
Instances For
addHaar
is some choice of a Haar measure, on a locally compact additive group.
Equations
- MeasureTheory.Measure.addHaar = MeasureTheory.Measure.addHaarMeasure (Classical.arbitrary (TopologicalSpace.PositiveCompacts G))
Instances For
Steinhaus theorem: if E
has positive measure, then E / E
contains a neighborhood of zero.
Note that this is not true for general regular Haar measures: in ℝ × ℝ
where the first factor
has the discrete topology, then E = ℝ × {0}
has infinite measure for the regular Haar measure,
but E / E
does not contain a neighborhood of zero. On the other hand, it is always true for
inner regular Haar measures (and in particular for any Haar measure on a second countable group).
Steinhaus Theorem In any locally compact group G
with an inner regular Haar measure μ
,
for any measurable set E
of positive measure, the set E / E
is a neighbourhood of 1
.
Steinhaus Theorem In any locally compact group G
with an inner regular Haar measure μ
,
for any measurable set E
of positive measure, the set E - E
is a neighbourhood of 0
.
In this section, we investigate uniqueness of left-invariant measures without assuming that the measure is finite on compact sets, but assuming σ-finiteness instead. We also rely on second-countability, to ensure that the group operations are measurable: in this case, one can bypass all topological arguments, and conclude using uniqueness of σ-finite left-invariant measures in measurable groups.
For more general uniqueness statements without second-countability assumptions,
see the file MeasureTheory.Measure.Haar.Unique
.
Uniqueness of left-invariant measures: In a second-countable locally compact group, any
σ-finite left-invariant measure is a scalar multiple of the Haar measure.
This is slightly weaker than assuming that μ
is a Haar measure (in particular we don't require
μ ≠ 0
).
See also isMulLeftInvariant_eq_smul_of_regular
for a statement not assuming second-countability.
Uniqueness of left-invariant measures: In a second-countable locally compact additive group,
any σ-finite left-invariant measure is a scalar multiple of the additive Haar measure.
This is slightly weaker than assuming that μ
is a additive Haar measure (in particular we don't
require μ ≠ 0
).
See also isAddLeftInvariant_eq_smul_of_regular
for a statement not assuming second-countability.
Let μ
be a σ-finite left invariant measure on G
. Then μ
is equal to the Haar measure
defined by K₀
iff μ K₀ = 1
.
To show that an invariant σ-finite measure is regular it is sufficient to show that it is finite on some compact set with non-empty interior.
To show that an invariant σ-finite measure is regular it is sufficient to show that it is finite on some compact set with non-empty interior.