Write . Since and , the orthogonal reflection satisfies and . Thus, for every Borel set , invariance under the orthogonal group gives
The spherical average must use normalized surface measure without an additional area factor. Let be the normalized surface measure on a sphere, and setThe correct radial disintegration of an orthogonally invariant measure isIndeed, take normalized Haar measure on the compact orthogonal group . Invariance and Fubini's theorem giveRight invariance of Haar measure and transitivity of the orthogonal group on each sphere show that the inner average depends only on . Averaging it once more over , using invariance of surface measure on a sphere and Fubini's theorem, identifies its value as . At the same identity reads . The definition of pushforward measure now proves the boxed formula. This argument also works for invariant probability measures with an atom of a measure at the origin.
For the printed normalization, choose a smooth cutoff function equal to one on a ball containing the support of a measure . Its left integral is one, whereas the printed right integral is . Thus the extra cannot be retained. Equivalently, with unnormalized area measure , the average is .
The reflection-averaging hint also fails in general dimension. For ,The first equality uses , which follows from coordinate reflections, coordinate permutations, and . Taking a test function equal to the first coordinate near the unit sphere disproves the hint when . Averaging over the full orthogonal group, as above, proves the required corrected result without that hint.
Past exam of the random matrix theory course of the University of Oxford 2025 3 d Solution 2026-10-25
- Generate an -by- real matrix with independent entries having the standard normal distribution.
- Compute a QR decomposition with an orthogonal matrix and an upper triangular matrix.
- Put and return . Then with having strictly positive diagonal.
The matrix is invertible almost surely. Indeed, successively sampled Gaussian columns have probability zero of lying in the proper linear subspace spanned by the previous columns. Thus the diagonal signs used above exist with probability one. Equivalently, apply the Gram-Schmidt process to the columns, always dividing each residual by its positive Euclidean norm; this produces directly.
To prove uniformity, fix . Each column of has density proportional to , so orthogonal transformations preserve its probability distribution. Column independence therefore gives .
The QR decomposition with positive diagonal is unique: if , then is both an orthogonal matrix and an upper triangular matrix, hence diagonal with entries . Its diagonal entries are positive, so it is the identity. It follows that the orthogonal factor of is . ThereforeBy uniqueness of normalized Haar measure on the compact group , the returned matrix has exactly the required probability distribution. Reflection invariance gives each determinant sign probability , so the algorithm samples both components of the orthogonal group. The positive-diagonal correction is essential when a numerical QR decomposition chooses its own signs.
Past exam of the real and harmonic analysis course of the University of Oxford 2007 3 d Solution 2026-10-31
Define . Limits preserve linearity and positivity, and , . The Riesz-Markov-Kakutani representation theorem supplies a unique Radon probability measure . By its definition,which is exactly weak-star convergence in .
If in lowest terms, the orbit has exactly points. Averaging a periodic sequence givesThis includes . If is irrational, then for every nonzero integer . The preceding calculation gives for and , exactly the integrals against normalized Haar measure . Density of trigonometric polynomials implies equality on all continuous functions, and uniqueness givesThese are the periodic-orbit and irrational-rotation cases of equidistribution.
Past exam of the real and harmonic analysis course of the University of Oxford 2007 4 a Solution 2026-10-31
Use normalized Haar measure . A homogeneous Banach space on the circle is a Banach subspace with , such that translations preserve , satisfy , and obey as .
For continuous , the map is continuous with values in the complete space . Define its Banach-valued Riemann integral, equivalently its Bochner integral, byThe triangle inequality for Riemann sums and passage to their norm limit give the canonical estimateThe continuous inclusion into carries the same Riemann sums to the ordinary convolution, so this definition agrees almost everywhere with . Density of continuous functions in , completeness of , and the estimate extend the operation uniquely to all . The ordinary convolution estimate identifies that extension with the same integral formula.
Past exam of the real and harmonic analysis course of the University of Oxford 2008 3 c Solution 2026-10-31
Write for the normalized Haar measure. The identity gives . For any fixed trigonometric polynomial, orthogonality of complex exponentials makes the oscillatory integral zero once exceeds its largest frequency. The norms satisfy , so the dense-test criterion applies. ThereforeIn particular the limit has mass one half; treating these measures as probabilities would introduce a factor-of-two error.
Pauli-coordinate Haar measure on SU(2) 2026-10-14
The hemisphere graph of SU(2) as the three-sphere has induced metric , whose determinant is . Its volume density is therefore . Fixed left or right multiplication preserves the Euclidean norm on the four Pauli coefficients, so the round volume is Haar measure. Both hemispheres have volume , giving total volume and normalized density on each hemisphere. The apparent equatorial divergence is an integrable coordinate singularity.
Peter-Weyl theorem 2026-10-14
For a compact group, the matrix coefficients of its finite-dimensional irreducible unitary representations span a dense subspace of and form a complete orthogonal decomposition of with Haar measure. If is a closed subgroup and is a finite-dimensional unitary -representation, the space of L2 sections of the associated homogeneous bundle has multiplicity for each irreducible -representation . This is the compact-group form of Frobenius reciprocity and determines homogeneous-bundle multiplicities from isotropy weights.
On the torus with normalized Haar measure, choose so that . The kernel is a nonnegative trigonometric polynomial. Its base has unique maximum four at the origin. Outside any fixed neighborhood its maximum is , while in a smaller neighborhood of positive measure it is at least some . Normalization consequently bounds the exterior kernel by , which tends to zero. Convolution with these kernels gives uniform trigonometric polynomial approximation to every continuous function on the torus.
An orthogonally invariant random vector has a probability measure determined by its radial pushforward measure. Here is normalized surface measure on a sphere, and the formula holds for bounded measurable and for nonnegative measurable . It includes an atom of a measure at zero: the inner integral there is simply .
To prove the formula first for continuous bounded , average over normalized Haar measure of the compact orthogonal group. Right invariance makes this average depend only on ; averaging also over surface measure on a sphere identifies it with the spherical average. Invariance of and Fubini's theorem then give the identity. Uniqueness of finite Borel measures and measurable approximation extend it to the stated classes of . No extra sphere-area factor belongs in an average against normalized surface measure on a sphere.
Radial kernel of the Kac collision operator 2026-10-06
Zero Dirichlet form of the Kac collision operator forces invariance under every pair rotation; strong continuity upgrades almost every angle to every angle. Coordinate-plane rotations generate the special orthogonal group, whose action is transitive on each sphere for . Averaging over normalized Haar measure therefore identifies the invariant functions with radial functions. Conversely radial functions are fixed by every pair rotation.
Real torus 2026-10-14
A real torus is the compact Lie group obtained by identifying real vectors differing by integer vectors, with addition induced from Euclidean addition. It is a finite product of circle groups and has normalized Haar measure. Dimension two is the familiar surface torus, but toral dynamics and Fourier characters naturally use arbitrary finite dimension.
Self-dual Haar measure 2026-10-06
Relative to a nontrivial additive character, the self-dual additive Haar measure makes the twice-applied Fourier transform over a local field equal to reflection. If the annihilator of the valuation ring is and its residue field has elements, the normalization is . Volumes of a compact open subgroup and its character annihilator then multiply to one.
For a locally compact Hausdorff space , consists of continuous functions whose support is compact. A positive linear functional on this space, bounded on each fixed compact support, is represented by a Radon measure. For a locally compact group with Haar measure, these functions are dense in for .
Summability kernel on the circle 2026-10-31
A sequence of continuous periodic functions satisfying the displayed conditions, with normalized Haar measure and every , is a summability kernel. For in a homogeneous Banach space on the circle, subtract from its convolution with . Translation continuity controls the resulting integral near zero, while boundedness by and the vanishing tails control its complement. Thus . The nonnegative Fejér kernel is an example with norm one.
Toral automorphism 2026-10-14
An integer matrix with determinant induces an invertible transformation of the real torus, preserving normalized Haar measure. It is a mixing measure-preserving transformation exactly when none of its eigenvalues is a root of unity. Indeed Fourier frequencies evolve by : a nonzero integer frequency cannot revisit a fixed frequency unless some power has eigenvalue one. Conversely a root of unity gives a nonzero integer vector fixed by a power of , and its nonconstant character obstructs mixing.
For left Haar measure, is an isometry on , . For compactly supported continuous functions, uniform continuity on a slightly enlarged compact support proves norm continuity. Approximation by those functions and the triangle inequality extend it to all . The continuous image of a compact set of translation parameters is consequently compact in .
Uniform pure-qubit average 2026-10-14
The rotation-invariant average of pure qubit states is uniform area measure on the Bloch sphere, induced by Haar measure on unitary transformations. For a uniformly distributed unit Bloch vector , rotational symmetry gives and . Uniform polar angle without the factor is a different distribution.
Unitarization of a compact-group representation Created 2026-09-24 Updated 2026-09-24
For a compact group with normalized Haar measure, averaging any positive-definite Hermitian form,produces an invariant positive-definite Hermitian form.
Weight decomposition 2026-10-14
For a representation on which a commuting torus or Cartan action is semisimple, the weight decomposition is the direct sum of simultaneous weight spaces. A finite-dimensional representation of a compact torus can be made unitary by Haar measure averaging; its commuting unitary matrices are simultaneously diagonalizable. Each diagonal character is an integral weight of a representation. The decomposition makes tensor and exterior-power weights additive. For nonsemisimple actions, simultaneous generalized eigenspaces give a generalized weight decomposition instead.
Weyl integration formula 2026-10-14
Let be a connected compact Lie group, a maximal torus, and its Weyl group. With normalized Haar measures and , every continuous class function satisfies . For a general continuous function, replace by its average . Conjugation from covers the regular elements times, and its real Jacobian determinant is .