The Haar Measure Existence and Uniqueness
Description : These are some notes on the existence and uniqueness of the Haar Measure. There is some extra material here and there but the main focus is the proof of Existence and Uniqueness. Most of these notes come from Folland’s Abstract Harmonic Analysis. My primary motivation for the Haar measure is that it is an essential tool to do probability on more exotic spaces. Moreover, the proof technique used here is very useful in other contexts. Some elements of the proof I presented here I have ended up using in problems in Ergodic Theory and Probability.
From now on I have decided to simply uplead PDFs as I think this is easier for everyone:
This post is licensed under CC BY 4.0 by the author.