Past exam of the mathematics course of the University of Cambridge / 2003 / iii / Paper 11 / 2

There is an essential qualification to the printed hypothesis. If compactly generated group means merely generated algebraically by a compact subset, the claim is false. In the additive group $\mathbb{Q}$ with its usual topology,is compact, being a convergent sequence together with its limit, and generates every rational number since any integer denominator divides some factorial. The group is metrizable. However, an invariant Radon measure has a common mass $c$ on each singleton. If $c>0$, the compact set $K$ has infinite measure, contradicting finiteness on compact sets. If $c=0$, countable additivity makes the entire countable group have measure zero. Thus it has no nonzero Haar measure. This proves that compact generation does not imply local compactness and disproves the literal unrestricted statement.

The intended existence statement is valid when local compactness is included, either explicitly or in the convention that the group has a compact generating neighbourhood. Here is a construction for a locally compact, compactly generated, metrizable Hausdorff group. No invariant measure is assumed during its construction.

Enlarge a compact generating set to a symmetric compact neighbourhood of the identity element $S$. Then $G={\bigcup }_n{S}^n$, and each $S^n$ is compact. Moreover $S^n$ lies in the interior of $S^{n+1}$, since multiplication by the open neighbourhood of the identity element contained in $S$ supplies an open neighbourhood of every point of $S^n$. This gives a compact exhaustion. Every compact metric space has a countable dense subset: take finite $1/k$-nets and unite them. Their union over this exhaustion is dense in $G$, so the metric space is separable and has a countable open basis.

We use nonnegative compactly supported continuous functions and cutoffs equal to one on specified compact sets. Their existence is covered by the source's permission concerning auxiliary functions. Fix a nonzero such function $h$. For nonzero $u\ge 0$ define the weighted covering quantityThe quantities are finite: an open set where $u$ is bounded below has translates covering the compact support of $f$, so finitely many sufficiently large weighted translates dominate it. The denominator is positive, since evaluation at a point where $h>0$ gives $(h:u)\ge h(y)/\Vert u{\Vert }_{\infty }>0$.

Each $I_u$ is nonnegative, homogeneous, monotone, left invariant and subadditive; these follow respectively by rescaling, comparing or combining covers, and translating their centers. Also $I_u(h)=1$. Composing a cover of $f$ by translates of $h$ with a cover of $h$ by translates of $u$ givesThis is a bound independent of $u$. On functions supported in a fixed compact set $C$, choose a cutoff $k\ge 1$ on $C$. Monotonicity and subadditivity implyThus the covering functionals are uniformly Lipschitz on each fixed support.

Choose a nonzero $u_n\ge 0$ with support in an neighbourhood of the identity element shrinking to $e$. The nonnegative functions supported in each compact member of the exhaustion form a separable metric cone in the supremum norm, as a subspace of continuous functions on that compact metric space. Select a countable dense family from each cone and include $h$. The uniform scalar bounds permit a diagonal subsequence along which $I_{u_n}$ converges on their countable union. The displayed Lipschitz estimate extends convergence to every nonnegative member of $C_c(G)$. Denote the limit by $I$. It inherits positivity, homogeneity, monotonicity, subadditivity, invariance and $I(h)=1$.

The crucial remaining step is additivity. Fix $f_1,f_2\ge 0$ with combined support $C$, and fix a compact neighbourhood of the identity element $V_0$. Choose a cutoff $k$ equal to one on $C{V}_0^{-1}{V}_0$. For $\delta >0$, putsetting the ratio to zero off the denominator's nonzero set. These ratios are continuous: $k=1$ on a neighbourhood of the supports, and off those supports the numerator vanishes. Their sum is at most one. Compactness and continuity give, for each $\eta >0$, an neighbourhood of the identity element $V$ small enough that each $r_i$ oscillates by at most $\eta$ on any translate of $V$ meeting $C$. To justify this uniform choice, such translates lie inside the fixed compact set $C{V}_0^{-1}{V}_0$ when $V\subset V_0$; continuity of $(y,v)\mapsto r_i(yv)$ and a finite cover of that compact set give a single small right-increment neighbourhood, then choose $V^{-1}V$ inside it.

If $u$ has support in $V$ and $F\le {\sum }_j{c}_j{T}_{x_j}u$, discard translates not meeting $C$ when covering $f_i$. Let $a_{ij}$ be the supremum of $r_i$ on the remaining translate's support. Then $f_i\le {\sum }_j{a}_{ij}{c}_j{T}_{x_j}u$, and comparing both suprema with the ratios at one common point gives $a_{1j}+a_{2j}\le 1+2\eta$. Taking covering infima yieldsAlong the subsequence this holds eventually, since its supports shrink. Pass to $I$, then let $\eta \downarrow 0$ and $\delta \downarrow 0$; the uniform bound on $I_u(k)$ gives $I(f_1)+I(f_2)\le I(f_1+f_2)$. Subadditivity gives the reverse inequality. Thus $I$ is additive.

Extend $I$ linearly to real functions using positive and negative parts, and then complex-linearly to $C_c(G)$. The compact-support bounds above make it a positive, locally bounded functional. The Riesz representation on compactly supported continuous functions gives a Radon measure $\mu$ with $I(f)=\int fd\mu$. Translation invariance of $I$ and uniqueness in that representation give $\mu (xE)=\mu (E)$ for Borel $E$. It is nonzero because $I(h)=1$, and finite on compact sets because a cutoff dominating their indicators has finite integral. Finally every nonempty open set has positive measure: otherwise its translates cover the compact support of $h$, a finite subcover would give that support measure zero, contradicting $I(h)=1$. Hence $\mu$ is a Haar measure under the stated local-compactness qualification. This is Haar measure from normalized covering functionals, with the limiting additivity proved explicitly.