Added existence of the Haar measure.
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src/measure/lcg/haar.tex Normal file
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\section{Haar Measures}
\label{section:haar}
\begin{definition}[Haar Measure]
\label{definition:haar-measure}
Let $G$ be a locally compact group and $\mu: \cb_G \to [0, \infty]$ be a non-zero Radon measure, then $\mu$ is a \textbf{left Haar measure} if
\begin{enumerate}
\item[(LH)] For each $g \in G$ and $A \in \cb_G$, $\mu(gA) = \mu(A)$.
\end{enumerate}
and a \textbf{right Haar measure} if
\begin{enumerate}
\item[(RH)] For each $g \in G$ and $A \in \cb_G$, $\mu(Ag) = \mu(A)$.
\end{enumerate}
\end{definition}
\begin{lemma}
\label{lemma:lc-sigma-compact}
Let $G$ be a locally compact group, then there exists an open and closed subgroup $H$ that is $\sigma$-compact.
\end{lemma}
\begin{proof}
Let $K \in \cn_G(1)$ and $K^{(1)} = K$. For each $n \in \natp$, let $K^{(n+1)} = KK^{(n)}$, then $K^{(n+1)}$ is compact by \autoref{proposition:compact-extensions} with $K^{(n+1)} \in \cn_G(K^{(n)})$. Let $H = \bigcup_{n \in \natp}K^{(n)}$, then $H$ is a subgroup of $G$, which is open by \autoref{lemma:openneighbourhood}. Since $H$ admits an exhaustion by compact sets, it is $\sigma$-compact.
Finally, since
\[
G \setminus H = G \setminus \bigcup_{n \in \natp} K^{(n)} = \bigcap_{n \in \natp}G \setminus K^{(n)}
\]
and $K^{(n)}$ is closed for each $n \in \natp$ by \autoref{proposition:compact-closed}, $G \setminus H$ is closed, and hence $H$ is open.
\end{proof}
\begin{definition}[Covering Ratio]
\label{definition:lcg-covering-ratio}
Let $G$ be a locally compact group and $f, g \in C_c^+(G)$, then
\[
(f: g) = \inf\bracs{\sum_{j = 1}^n c_j \bigg | \seqf{c_j} \subset [0, \infty), \seqf{x_j} \subset G, f \le \sum_{j = 1}^n c_j L_{x_j}g}
\]
is the \textbf{covering ratio} of $f$ by $g$.
\end{definition}
\begin{proposition}
\label{proposition:covering-ratio-gymnastics}
Let $G$ be a locally compact group and $f, h, g \in C_c^+(G)$, then:
\begin{enumerate}
\item If $g \ne 0$, then $(f: g) < \infty$.
\item $(f, h: g) \le (h: g) + (h: g)$.
\item For each $\lambda \ge 0$, $(\lambda f: g) = \lambda(f: g)$.
\item If $f \le h$, then $(f: g) \le (h: g)$.
\item $(f: g) \le (f: h)(h: g)$.
\item $(f: g) \ge \norm{f}_u/\norm{g}_h$.
\item For each $x \in G$, $(L_xf: g) = (f: g)$.
\end{enumerate}
\end{proposition}
% Proof omitted due to obviousness.
\begin{lemma}
\label{lemma:haar-approx}
Let $G$ be a locally compact group, $f, f'\in C_c^+(G)$, and $\eps > 0$, then there exists $V \in \cn_G(1)$ such that for any $g \in C_c^+(V)$ with $g \ne 0$,
\[
(f: g) + (f': g) \le (f + f': g) + \eps
\]
\end{lemma}
\begin{proof}[Proof, {{\cite[Lemma 2.18]{FollandHarmonic}}}. ]
By \hyperref[Urysohn's Lemma]{lemma:lch-urysohn}, there exists $\eta \in C_c^+(G; [0, 1])$ such that $\eta|_{\supp{f} \cup \supp{f'}} = 1$.
Let $\delta > 0$, and define
\[
H = f + f' + \delta \eta \quad h = \frac{f}{H} \quad h' = \frac{f'}{H}
\]
By \autoref{proposition:lcg-cc-uc}, there exists $V \in \cn_G(1)$ such that for any $x, y \in G$ with $x^{-1}y \in V$,
\[
|h(x) - h(y)|, |h'(x) - h'(y)| < \delta
\]
Let $g \in C_c^+(V)$, $\seqf{c_j} \subset [0, \infty)$, and $\seqf{x_j} \subset G$ such that $H \le \sum_{j = 1}^n c_j L_{x_j}\phi$, then for each $x \in G$,
\begin{align*}
f(x) &= H(x)h(x) \le \sum_{j = 1}^n c_j L_{x_j}g(x)h(x) = \sum_{j = 1}^n c_jg(x_j^{-1}x)h(x) \\
&\le \sum_{j = 1}^n c_j[h(x_j) + \delta] \cdot L_{x_j}g(x)
\end{align*}
Likewise,
\[
f'(x) \le \sum_{j = 1}^n c_j[h'(x_j) + \delta] \cdot L_{x_j}g(x)
\]
As $h + h' \le 1$,
\[
(f: g) + (f': g) \le \sum_{j = 1}^n c_j[h(x_j) + h'(x_j) + 2\delta]
\]
Since the above holds for all such $\seqf{c_j} \subset [0, \infty)$ and $\seqf{x_j} \subset G$,
\begin{align*}
(f: g) + (f': g) &\le (1 + 2\delta)(H: g) \\
&\le (1 + 2\delta)[(f + f': g) + \delta(\eta: g)]
\end{align*}
\end{proof}
\begin{theorem}[Haar]
\label{theorem:haar}
Let $G$ be a locally compact group, then:
\begin{enumerate}
\item There exists a left/right Haar measure on $G$.
\item For any two left/right Haar measures $\mu$ and $\nu$ on $G$, there exists $\lambda > 0$ such that $\mu = \lambda \nu$.
\end{enumerate}
\end{theorem}
\begin{proof}[Proof, {{\cite[Theorem 2.10, 2.20]{FollandHarmonic}}}. ]
(1): Fix $h \in C_c^+(G)$ with $h \ne 0$. For each $g \in C_c^+(G)$ with $g \ne 0$, let
\[
I_g: C_c^+(G) \to [0, \infty) \quad f \mapsto \frac{(f: g)}{(h: g)}
\]
then by (5) of \autoref{proposition:covering-ratio-gymnastics}, for each $f \in C_c^+(G)$ with $f \ne 0$,
\[
\frac{1}{(h: f)} = \frac{(f: g)}{(h: f)(f: g)} \le I_g(f) \le \frac{(f: h)(h: g)}{(h: g)} = (f: h)
\]
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 \hyperref[Tychonoff's Theorem]{theorem:tychonoff}, 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,
\begin{enumerate}[label=(\roman*)]
\item For each $f \in C_c^+(G) \setminus \bracs{0}$, $I(f) \in [(h: f)^{-1}, (f: h)]$.
\item For every $\lambda \ge 0$ and $f \in C_c^+(G)$, $I(\lambda f) = \lambda I(f)$.
\item For any $x \in G$, $I(L_xf) = I(f)$.
\item For each $f, f' \in C_c^+(G)$, $I(f + g) \le I(f) + I(g)$.
\end{enumerate}
Let $f, f' \in C_c^+(G)$ and $\eps > 0$. By \autoref{lemma:haar-approx}, there exists $V \in \cn_G(1)$ such that for each $g \in E_V$,
\begin{enumerate}[label=(\alph*)]
\item $|I_g(f) - I(f)|, |I_g(f') - I(f')| < \eps$.
\item $I_g(f) + I_g(f') \le I_g(f + f') + \eps$.
\end{enumerate}
In which case, $I(f) + I(f') \le I(f + f') + \eps$. Since this holds for all $\eps > 0$,
\begin{enumerate}[start=4, label=(\roman*)]
\item For each $f, f' \in C_c^+(G)$, $I(f + g) \ge I(f) + I(g)$.
\end{enumerate}
Using \autoref{lemma:positive-functional-extension}, $I$ 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
\begin{enumerate}
\item[(LH)] For each $f \in C_c(G)$ and $x \in G$, $I(L_xf) = I(f)$.
\end{enumerate}
By (i) and the \hyperref[Riesz Representation Theorem]{theorem:riesz-radon}, 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 \hyperref[density of $C_c(\mu; \real)$ in $L^1(\mu; \real)$]{proposition:radon-cc-dense} and (LH), $\mu$ is a left Haar measure.
\end{proof}

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@@ -6,4 +6,10 @@
Let $G$ be a topological group, then $G$ is \textbf{locally compact} if $G$ is a LCH space.
\end{definition}
\begin{proposition}
\label{proposition:lcg-cc-uc}
Let $G$ be a locally compact group, $E$ be a TVS over $K \in \RC$, and $\phi \in C_c(G; E)$, then $\phi$ is left and right uniformly continuous.
\end{proposition}
\begin{proof}
By \autoref{lemma:lch-compact-neighbour}, there exists a compact neighbourhood $U \in \cn_G(\text{supp}(\phi))$. By \autoref{proposition:uniform-continuous-compact}, $\phi|_{U}$ and $\phi|_{\supp(\phi)^c}$ are both left and right uniformly continuous. Therefore $\phi$ is left and right uniformly continuous.
\end{proof}

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@@ -40,7 +40,7 @@
\label{lemma:lch-urysohn}
Let $X$ be a LCH space, $K \subset X$ be compact, and $U \in \cn(K)$, then there exists $f \in C_c(X; [0, 1])$ such that $\supp{f} \subset U$.
\end{lemma}
\begin{proof}[Proof {{\cite[Lemma 4.32]{Folland}}}. ]
\begin{proof}[Proof, {{\cite[Lemma 4.32]{Folland}}}. ]
By \autoref{lemma:lch-compact-neighbour}, there exists $V, W \in \cn^o(K)$ precompact such that
\[
K \subset V \subset \ol{V} \subset W \subset \ol{W} \subset U
@@ -106,7 +106,7 @@
\begin{proposition}[{{\cite[Proposition 4.39]{Folland}}}]
\begin{proposition}
\label{proposition:lch-sigma-compact}
Let $X$ be a LCH space, then the following are equivalent:
\begin{enumerate}
@@ -114,7 +114,7 @@
\item There exists an exhaustion of $X$ by compact sets.
\end{enumerate}
\end{proposition}
\begin{proof}
\begin{proof}[Proof, {{\cite[Proposition 4.39]{Folland}}}. ]
(1) $\Rightarrow$ (2): Let $\seq{K_n} \subset 2^X$ be compact such that $\bigcup_{n \in \natp}K_n = X$, and $U_0 = \emptyset$.
Assume inductively that $\bracs{U_j}_0^n$ has been constructed such that:
@@ -132,11 +132,11 @@
Thus $\bracs{U_j}_0^{n+1}$ satisfies (a), (b), and (c), and $\seq{U_n}$ is an exhaustion of $X$ by compact sets.
\end{proof}
\begin{proposition}[{{\cite[Proposition 4.41]{Folland}}}]
\begin{proposition}
\label{proposition:lch-partition-of-unity}
Let $X$ be a LCH space, $K \subset X$ be compact, and $\seqi{U}$ be an open cover of $K$, then there exists a $C_c$ partition of unity on $K$ subordinate to $\seqi{U}$.
\end{proposition}
\begin{proof}
\begin{proof}[Proof, {{\cite[Proposition 4.41]{Folland}}}. ]
Since $K$ is compact, assume without loss of generality that $\seqi{U} = \seqf{U_j}$.
For every $x \in K$, there exists $1 \le j \le n$ and $N_x \in \cn(x)$ compact such that $x \in N_x \subset U_j$. By compactness of $K$, there exists $\seqf[m]{x_j} \subset K$ such that $K = \bigcup_{j = 1}^m N_{x_j}$.
@@ -260,6 +260,14 @@
(6) $\Rightarrow$ (2): Let $\seqi{f} \subset C_c(X; [0, 1])$ be a partition of unity. For each $i \in I$, let $V_i = \bracs{f_i > 0}$, then $\seqi{V}$ is a locally finite precompact open cover of $\mathcal{U}$.
\end{proof}
\begin{proposition}
\label{proposition:paracompact-lch-normal}
Let $X$ be a paracompact LCH space, then $X$ is normal.
\end{proposition}
\begin{proof}
Let $A, B \subset X$ be disjoint closed sets. By \autoref{proposition:lch-paracompact}, there exists a partition of unity $\seqi{f}$ subordinate to $\bracs{A^c, B^c}$. Let $I = I_A \sqcup I_B$ such that for each $i \in I_A$, $\supp{f_i} \subset B^c$, and for each $i \in I_B$, $\supp{f_i} \subset A^c$. Take $f = \sum_{i \in I_A}f_i$ and $g = \sum_{i \in I_B}f_i$, then since $f|_B = 0$ and $g|_A = 0$, $\bracs{f \ge 2/3} \in \cn_X(A)$ and $\bracs{f \le 1/3} \in \cn_X(B)$.
\end{proof}
\begin{proposition}
\label{proposition:lch-sigma-paracompact}
Let $X$ be a $\sigma$-compact LCH space, then $X$ is paracompact.
@@ -270,4 +278,3 @@
Let $x \in X$, then there exists $n \in \natp$ such that $x \in U_n \setminus U_{n-1}$. In which case, if $n > 1$, then $x \in U_{n} \setminus \ol{U_{n - 2}} = V_{n-1}$. If $n = 1$, then $x \in U_{2} = V_1$. Thus $\seq{V_n}$ is an open cover of $X$. In addition, for any $m, n \in \natp$ with $m \le n$, $V_m \cap V_n \ne \emptyset$ implies that $n - m < 2$, so $\seq{V_n}$ is locally finite. By (2) of \autoref{proposition:lch-paracompact}, $X$ is paracompact.
\end{proof}

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@@ -8,9 +8,20 @@
\begin{definition}[Compactly Supported]
\label{definition:compactly-supported}
Let $X$ be a topological space, $E$ be a TVS over $K \in \RC$, and $f \in C(X; E)$, then $f$ is \textbf{compactly supported} if $\supp{f}$ is compact. The set $C_c(X; E)$ is the vector space of all $E$-valued compactly supported functions on $X$.
Let $X$ be a topological space, $E$ be a TVS over $K \in \RC$, and $f \in C(X; E)$, then $f$ is \textbf{compactly supported} if $\supp{f}$ is compact. The set $C_c(X; E)$ is the space of $E$-valued compactly supported continuous functions on $X$.
\end{definition}
\begin{definition}[Non-negative Compactly Supported Functions]
\label{definition:non-negative-compactly-supported}
Let $X$ be a topological space, then
\[
C_c^+(X) = \bracs{f \in C_c(X)|f \ge 0}
\]
is the space of \textbf{non-negative compactly supported continuous functions} on $X$.
\end{definition}
\begin{definition}
\label{definition:compactly-supported-01}
Let $X$ be a topological space, $f \in C_c(X; [0, 1])$ and $U \subset X$ be open, then $f \prec U$ if $\supp{f} \subset U$.

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@@ -22,6 +22,7 @@
% Function Spaces
$\mathrm{supp}(f)$ & Support of $f$. & \autoref{definition:support} \\
$C_c(X; E)$ & Compactly supported continuous functions $X \to E$. & \autoref{definition:compactly-supported} \\
$C_c^+(X)$ & Compactly supported continuous functions $X \to [0, \infty)$ & \autoref{definition:non-negative-compactly-supported}
$f \prec U$ & $f \in C_c(X; [0,1])$ with $\mathrm{supp}(f) \subset U$. & \autoref{definition:compactly-supported-01} \\
$C_0(X; E)$ & Continuous functions vanishing at infinity. & \autoref{definition:vanish-at-infinity} \\
$BC(X; E)$ & Bounded continuous functions $X \to E$. & \autoref{definition:bounded-continuous-function-space} \\