Math 2.0

Measure and integration Definition

Left-invariant measure

Builds on Topological groupBorel sigma-algebraMeasure

Definition

Let GG be a topological group and let ℬ\mathcal{B} be the Borel sigma-algebra of GG. For g∈Gg \in G and A⊆GA \subseteq G, let gA={ga:a∈A}gA = \set{ga : a \in A}. A measure μ\mu on ℬ\mathcal{B} is left-invariant if μ(gA)=μ(A)for every g∈G and every A∈ℬ.\mu(gA) = \mu(A) \quad \text{for every } g \in G \text{ and every } A \in \mathcal{B}. A measure is right-invariant if μ(Ag)=μ(A)\mu(Ag) = \mu(A) for every g∈Gg \in G and every A∈ℬA \in \mathcal{B}, where Ag={ag:a∈A}Ag = \set{ag : a \in A}.

Remarks

The set gAgA is again a Borel set, since left translation by gg is a homeomorphism of GG. Equivalently, the pushforward of μ\mu under each left translation x↦gxx \mapsto gx equals μ\mu. In integral form, ∫Gf(gx) dμ(x)=∫Gf(x) dμ(x)\int_G f(gx) \, d\mu(x) = \int_G f(x) \, d\mu(x) for every g∈Gg \in G and every nonnegative Borel function ff.

Example: Lebesgue measure λ\lambda on (ℝ,+)(\R, +). Here gA=g+AgA = g + A, and λ(g+A)=λ(A)\lambda(g + A) = \lambda(A) for every Borel set AA, since length does not change under shifts.

Non-example: the Dirac measure δ0\delta_0 on (ℝ,+)(\R, +). One has δ0({0})=1\delta_0(\set{0}) = 1 but δ0(1+{0})=δ0({1})=0\delta_0(1 + \set{0}) = \delta_0(\set{1}) = 0.

The zero measure and the counting measure are left-invariant on every group, but they are not Haar measures on ℝ\R. The first is zero, and the second is infinite on infinite compact sets. A Haar measure is a left-invariant measure that is a nonzero Radon measure.

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  1. Borel sigma-algebra concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Haar_measure
About this page
TagFTAQH7M58N
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Kinddefinition
WritingW0 stub
MSC28C10, 43A05
DefinesLeft-invariant measure
UsesTopological group, Borel sigma-algebra, Measure
Changed3 November 2026

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