I recently learned how to build a Haar measure on every locally compact group. It's a fact there is only one (up to positive scalar multiple) Haar measure on a locally compact group, and it's easy to see that Lie groups (which includes algebraic and finite groups) and all compact groups are locally compact, so they have a unique (up to scalar multiple) Haar measure, too.
But the Haar measure can be defined much easier for Lie groups, and it's even simpler for finite groups. I wanted to study the relation more directly than by the uniqueness proof one sees in the literature.
This text is intended to be read by anyone who is familiar with the notion of groups and measures. Maybe you will want to consult Wikipedia along the lines - I have included some links.
I give first a precise definition of Haar measure and a state its uniqueness on locally compact groups, then I compare the different types of topological groups I want to investigate, along with valid definitions of Haar measure.
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