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The following is from Walters' Ergodic Theory book :

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I have studied Measure Theory but I have no knowledge of Haar measure more than what I know from here. I can't understand some parts of the proof of Theorem (4) and its following example for that :

1- Why $m$ is regular? (the answer is in this theorem below which I couldn't prove it) :

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(any easy for self-study reference for proving Theorem 0.13 including a friendly introduction to Haar measure would be much appreciated)

2- How regularity of $m$ implies regularity of $\mu$?

3- How $m(A^{-1}(Ax • E)) = m(x • A^{-1} E)$ holds? (I know $m(x • E) = m(E)$.)

4- How $T(z)=z^n$ is measure preserving? Roughly speaking $m(T^{-1}(B))=m(B)$ is not consistent with what happens with $T$ which 'expands' sets by a factor of $n$ for example intervals on a unit circle so not a measure preserving.

1 Answers1

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1 As you said the Theorem proving the existsence of the Haar measure gives regularity. To understand why this holds, you must read the proof of Theorem 0.13.

2 Let $E \subset G$ be any Borel set. Then $$ \mu(E)=m(A^{-1}E)= \sup \{ m(K) : K\subseteq A^{-1}E , K \mbox{ compact } \} $$ Now use the fact that $A$ is onto and $G$ is compact to show that each compact $ K\subseteq A^{-1}E$ can be written in the form $K=A^{-1}K'$ for some $K' \subseteq E$. This gives $$ \mu(E)=m(A^{-1}E)= \sup \{ m(A^{-1}K') : K'\subseteq E , K' \mbox{ compact } \} = \sup \{ \mu(K') : K'\subseteq E , K' \mbox{ compact } \} $$ which is the inner regularity of $\mu$.

The outher regularity is proven similarly.

3 This is about sets not measures. $$ A^{-1}(Ax\cdot E)= \{ y : Ay \in Ax\cdot E \}= \{ y : \exists z \in E Ay= Ax\cdot z \}= \{ y : \exists z \in E Ax^{-1}\cdot Ay= z \}= \{ y : \exists zz \in E A(x^{-1}\cdot y) =z \}= \{ y : \exists z \in, x^{-1}\cdot y = A^{-1}z \}= \{ y : \exists z \in, y = x\cdot A^{-1}z \} =x \cdot A^{-1}E $$

4 You are pulling back intervals, not pushing them forward.

Roughly speaking, if $E$ is an interval of lenght $\epsilon$, then $T^{-1}(E)$ consists of $n$ intervals of lenght $\frac{\epsilon}{n}$, which gives the measure preserving. The fact that you get $n$ intervals compensates for the fact that $T^{-1}$ contracts by a factor of $n$.

This is exactly why the definition uses $T^{-1}$ to pull back the measure, and not $T$.

N. S.
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  • The book hasn't written any proof for Theorem 0.13! Do you know any book that introduces Haar measure, says some theorems for that and especially including Theorem 0.13 and its proof? Any search I did I failed! –  Apr 06 '21 at 03:52
  • @L.G. I think that you can find a proof here: https://www.math.uchicago.edu/~may/VIGRE/VIGRE2010/REUPapers/Gleason.pdf – N. S. Apr 06 '21 at 16:32