Suppose that is a locally compact group and that
is a closed subgroup with an
-left-invariant regular Borel measure
such that
possesses a
-left-invariant regular Borel measure
. For instance,
,
, and
. The following is how you then induce a Haar measure on
. (Technically, it’s easier to construct Haar measure on compact groups, so this extends that construction slightly.)
For , define
by
Let . Then
, as a function of
is supported on
, so the above integral is finite. Moreover, if
and
is compact, then
Because a continuous function on a compact set is uniformly continuous (in the sense that there exists a neighbourhood of
such that
implies
),
is continous. Since
is
-right-invariant,
descends to a continuous function
defined on
. Moreover, if
is the quotient map
, then
is supported on
, so
. Finally, define
by
This linear functional is positive (in the sense that
implies
), so the Riesz representation theorem guarantees the existence of a regular Borel measure
on
such that
for all . It is now a simple matter to check that
is
-left-invariant.