Haar measure #
In this file we prove the existence of Haar measure for a locally compact Hausdorff topological group.
For the construction, 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
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 μ
(haar_outer_measure
), and obtain the Haar measure from that (haar_measure
).
We normalize the Haar measure so that the measure of K₀
is 1
.
We show that for second countable spaces any left invariant Borel measure is a scalar multiple of
the Haar measure.
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.
Main Declarations #
haar_measure
: 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.haar_measure_self
: the Haar measure is normalized.is_left_invariant_haar_measure
: the Haar measure is left invariant.regular_haar_measure
: the Haar measure is a regular 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
- measure_theory.measure.haar.index K V = Inf (finset.card '' {t : finset G | K ⊆ ⋃ (g : G) (H : g ∈ t), (λ (h : G), g * h) ⁻¹' V})
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 haar_product
(below).
Equations
haar_product K₀
is the product of intervals [0, (K : K₀)]
, for all compact sets K
.
For all U
, we can show that prehaar K₀ U ∈ haar_product K₀
.
Equations
- measure_theory.measure.haar.haar_product K₀ = set.univ.pi (λ (K : topological_space.compacts G), set.Icc 0 ↑(measure_theory.measure.haar.index K.val K₀))
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.
Lemmas about index
#
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 prehaar
#
Lemmas about haar_product
#
Lemmas about chaar
#
This is the "limit" of prehaar K₀.1 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 cl_prehaar K₀ V
in haar_product K₀
.
This is roughly equal to the Haar measure on compact sets,
but it can differ slightly. We do know that
haar_measure K₀ (interior K.1) ≤ chaar K₀ K ≤ haar_measure K₀ K.1
.
These inequalities are given by measure_theory.measure.haar_outer_measure_le_echaar
and
measure_theory.measure.echaar_le_haar_outer_measure
.
Equations
The function chaar
interpreted in ℝ≥0∞
Equations
- measure_theory.measure.haar.echaar K₀ K = ↑((λ (this : ℝ≥0), this) ⟨measure_theory.measure.haar.chaar K₀ K, _⟩)
We only prove the properties for echaar
that we use at least twice below.
The variant of chaar_sup_le
for echaar
The variant of chaar_mono
for echaar
The variant of chaar_self
for echaar
The variant of is_left_invariant_chaar
for echaar
The Haar outer measure #
The Haar outer measure on G
. It is not normalized, and is mainly used to construct
haar_measure
, which is a normalized measure.
The Haar measure #
the Haar measure on G
, scaled so that haar_measure K₀ K₀ = 1
.
Equations
The Haar measure is unique up to scaling. More precisely: every σ-finite left invariant measure is a scalar multiple of the Haar measure.