Section 22.3

Invariant Borel Measures on Compact Groups: von Neumann's Theorem

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Problem 22.19

Let μ\mu be a Borel probability measure on a compact group G\mathcal{G}. Show that μ\mu is Haar measure if and only if

∫Gf∘φgdμ=∫Gfdμ for all g∈G,f∈C(G) \int _{\mathcal{G}} f \circ \varphi _{g} d \mu = \int _{\mathcal{G}} f d \mu \text{ for all } g \in \mathcal{G}, f \in C(\mathcal{G})

where φg(g′)=g⋅g′\varphi_{g}\left(g^{\prime }\right) = g \cdot g^{\prime } for all g′∈Gg^{\prime } \in \mathcal{G}.

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Problem 22.20

Let μ\mu be Haar measure on a compact group G\mathcal{G}. Show that μ×μ\mu \times \mu is Haar measure on G×G\mathcal{G} \times \mathcal{G}.

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Problem 22.21

Let G\mathcal{G} be a compact group whose topology is given by a metric. Show that there is a G\mathcal{G} invariant metric.

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Problem 22.22

Let μ\mu be Haar measure on a compact group G\mathcal{G}. If G\mathcal{G} has infinitely many members, show that μ({g})=0\mu (\left\{ g\right\} ) = 0 for each g∈Gg \in \mathcal{G}. If G\mathcal{G} is finite, explicitly describe μ\mu.

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Problem 22.23

Show that if μ\mu is Haar measure on a compact group, then μ(O)>0\mu (\mathcal{O}) > 0 for every open subset O\mathcal{O} of G\mathcal{G}.

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Problem 22.24

Let S1={z=eiθ∣θ∈R}S^{1} = \left\{ z = e^{i \theta } \mid \theta \in \mathbb {R}\right\} be the circle with the group operation of complex multiplication and the topology it inherits from the Euclidean plane.

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(i)

Show that S1S^{1} is a topological group.

(ii)

Define Λ={(α,β)∣α,β∈R,0<β−α<2π}\Lambda = \left\{ (\alpha , \beta ) \mid \alpha , \beta \in \mathbb {R}, 0 < \beta -\alpha < 2 \pi \right\}. For λ=(α,β)∈Λ\lambda = (\alpha , \beta ) \in \Lambda, define Iα={eiθ∣α<θ<β}I_{\alpha } = \left\{ e^{i \theta } \mid \alpha < \theta < \beta \right\}. Show that every proper open subset of S1S^{1} is the countable disjoint union of sets of the form Iλ,λ∈ΛI_{\lambda }, \lambda \in \Lambda.

(iii)

For λ=(α,β)∈Λ\lambda = (\alpha , \beta ) \in \Lambda, define μ(Iα)=(β−α)/2π\mu \left(I_{\alpha }\right) = (\beta -\alpha ) / 2 \pi. Define μ(S1)=1\mu \left(S^{1}\right) = 1. Use part (ii) to extend μ\mu to set-function defined on the topology T\mathcal{T} of S1S^{1}. Then verify that, by Proposition 9 from the preceding chapter, μ\mu may be extended to a Borel measure μ\mu on B(S1)\mathcal{B}\left(S^{1}\right). (Proposition 9 of Chapter 21: Let (X,T)(X, \mathcal{T}) be a topological space and μ:T→[0,∞]\mu : \mathcal{T} \rightarrow [0, \infty ] a premeasure. Assume that for each open set OO for which μ(O)<∞\mu (O) < \infty, μ(O)=sup⁡{μ(U)∣U open and U⊆O}\mu (O) = \sup \left\{ \mu (U) \mid U \text{ open and } U \subseteq O\right\}. Then every open set is μ∗\mu^{*}-measurable and the measure μ∗:B(X)→[0,∞]\mu^{*}: \mathcal{B}(X) \rightarrow [0, \infty ] is an extension of μ\mu.)

(iv)

Show that the measure defined in part (ii) is Haar measure on S1S^{1}.

(v)

The torus TnT^{n} is the topological group consisting of the Cartesian product of nn copies of S1S^{1} with the product topology and group structure. What is Haar measure on TnT^{n} ?

Problem 22.25

Let μ\mu be a Borel measure on a topological group G\mathcal{G}. For a Borel set EE, define μ′(E)=μ(E−1)\mu^{\prime }(E) = \mu \left(E^{-1}\right), where E−1={g−1∣g∈E}E^{-1} = \left\{ g^{-1} \mid g \in E\right\}. Show that μ′\mu^{\prime } also is a Borel measure. Moreover, show that μ\mu is left-invariant if and only if μ′\mu^{\prime } is right-invariant.

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