Theorem 27.2.6 (Haar).label Let $G$ be a locally compact group, then:
- (1)
There exists a left/right Haar measure on $G$.
- (2)
For any two left/right Haar measures $\mu$ and $\nu$ on $G$, there exists $\lambda > 0$ such that $\mu = \lambda \nu$.
Proof, [Theorem 2.10, 2.20, Fol16]. (1): Fix $h \in C_{c}^{+}(G)$ with $h \ne 0$. For each $g \in C_{c}^{+}(G)$ with $g \ne 0$, let
then by (5) of Proposition 27.2.4, for each $f \in C_{c}^{+}(G)$ with $f \ne 0$,
Thus $\mathcal{I}(f) = \bracs{I_g(f)|g \in C_c^+(G) \setminus \bracs{0}}$ is precompact for each $f \in C_{c}^{+}(G)$.
For each $V \in \cn_{G}(1)$, let $E_{V} = \bracs{I_g|g \in C_c^+(V) \setminus \bracs{0}}$, then $\fF = \bracs{E_V|V \in \cn_G(1)}$ is a filter on the product space $\prod_{f \in C_c^+(G)}\ol{\mathcal{I}(f)}$. By Tychonoff’s Theorem, there exists $\bigcap_{V \in \cn_G(1)}\ol{E_V}\ne \emptyset$.
Let $I \in \bigcap_{V \in \cn_G(1)}\ol{E_V}$, then by continuity,
- (i)
For each $f \in C_{c}^{+}(G) \setminus \bracs{0}$, $I(f) \in [(h: f)^{-1}, (f: h)]$.
- (ii)
For every $\lambda \ge 0$ and $f \in C_{c}^{+}(G)$, $I(\lambda f) = \lambda I(f)$.
- (iii)
For any $x \in G$, $I(L_{x}f) = I(f)$.
- (iv)
For each $f, f' \in C_{c}^{+}(G)$, $I(f + g) \le I(f) + I(g)$.
Let $f, f' \in C_{c}^{+}(G)$ and $\eps > 0$. By Lemma 27.2.5, there exists $V \in \cn_{G}(1)$ such that for each $g \in E_{V}$,
- (a)
$|I_{g}(f) - I(f)|, |I_{g}(f') - I(f')| < \eps$.
- (b)
$I_{g}(f) + I_{g}(f') \le I_{g}(f + f') + \eps$.
In which case, $I(f) + I(f') \le I(f + f') + 3\eps$. Since this holds for all $\eps > 0$,
- (v)
For each $f, f' \in C_{c}^{+}(G)$, $I(f + g) \ge I(f) + I(g)$.
Using Lemma 16.1.13, $I$ extends to a positive linear functional on $C_{c}(G; \real)$, with $I(f) > 0$ for all $f \in C_{c}^{+}(G) \setminus \bracs{0}$, and
- (LH)
For each $f \in C_{c}(G)$ and $x \in G$, $I(L_{x}f) = I(f)$.
By (i) and the Riesz Representation Theorem, there exists a unique non-zero Radon measure $\mu: \cb_{G} \to [0, \infty]$ such that for each $f \in C_{c}^{+}(G)$, $I(f) = \int_{G} f d\mu$. Finally, by density of $C_{c}(\mu; \real)$ in $L^{1}(\mu; \real)$ and (LH), $\mu$ is a left Haar measure.$\square$
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