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A compact group is a topological group whose underlying topological space is a compact Hausdorff space. The circle group is a compact group: the unit circle is a closed bounded subset of the complex plane, so the Heine-Borel theorem gives compactness. The additive group $(\mathbb{R},+)$ is a locally compact group and a Hausdorff space, but is not a compact group: the open cover $\{(-n,n):n\ge 1\}$ has no finite subcover. A finite group with the discrete topology is another compact group; compactness does not require a smooth manifold structure.

The great advantage of a compact group is that one can average over every element without choosing a preferred origin. Precisely, every locally compact group that is a Hausdorff space admits a nonzero left Haar measure $\mu$, a regular Borel measure finite on compact sets, unique up to a positive scalar. Left invariance means $\mu (gA)=\mu (A)$ for every Borel set $A$ and every $g\in G$. There is also a right Haar measure; in general left and right Haar measures can differ. On a compact group, $0<\mu (G)<\infty$, and normalizing to $\mu (G)=1$ gives a unique regular Borel probability measure invariant under both left and right translation. See Tornier, Haar Measures, Theorem 2.2 for existence and uniqueness, and Ram's notes on left and right Haar measure for the distinction.

For a finite group $G$, normalized Haar measure assigns each element mass $1/|G|$, so integration is simply $|G{|}^{-1}{\sum }_{g\in G}f(g)$. For the circle group, the corresponding integral is uniform angle averaging, computed below. On $(\mathbb{R},+)$, Lebesgue measure is a Haar measure, but its total mass is infinite: no positive scalar multiple makes it a probability measure. Thus the existence of Haar measure does not make every topological group a compact group.

Historically, Alfréd Haar introduced the general invariant-measure construction in Der Massbegriff in der Theorie der kontinuierlichen Gruppen, Annals of Mathematics 34 (1933), pp. 147-169. This bibliographic identification is also recorded in André Weil's archived seminar notes, Mesure de Haar, reference Haa33. The conceptual step is to let group symmetry itself determine the weights used in integration, rather than relying on coordinates in an ambient Euclidean space.

A left Haar measure on a locally compact group that is a Hausdorff space is a nonzero regular Borel measure, finite on compact sets, satisfying $\mu (gA)=\mu (A)$ for every Borel set $A$. Such a measure exists and is unique up to a positive scalar. Right Haar measure instead satisfies $\mu (Ag)=\mu (A)$; the two need not coincide. On a compact group, normalization gives total mass one and invariance on both sides. See Tornier, Haar Measures, Definition 2.1 and Theorem 2.2.

For a finite group, normalized Haar measure is uniform counting; for the circle group, it is normalized angle integration on the circle. These examples turn symmetry into a rule for averaging.