Let $G$ be a locally compact group with left Haar measure $\mu$.
Let $\delta:G\to(0,\infty)$ the unique modular function such that $\delta(x)\mu(E) = \mu(Ex)$ for all Borel sets $E$ and $x\in G$.
How is this definition used in integration?
Are the following steps correct? (Please alert me of even the slightest mistake!)
For fixed $x\in G$, and Borel set $E$, we have $\delta(x)\mu(E) = \mu(Ex)$.
$\int_{G}f(y)\mu(dy) = \int_{G}f(yx)\mu(dy\cdot x) = \int_{G}\delta(x)f(yx)\mu(dy)$
For a $\mu$-integrable function $f$, I write $\int_{G}f(g)\mu(dy)$ to be mean the same as $\int_{G}fd\mu$, with the indication that $y$ is my variable of integration.
By $\mu(dy\cdot x)$ in the middle step, I mean I am integrating with respect to the measure $\lambda$ defined by $\lambda(E) = \mu(Ex)$.
My motivation is that I am trying to solve this problem: Verifying Convolution Identities
$\bf{\text{Next}}$:
When trying to verify the Convolution identity
$$(f*g)(x) := \int_{G}f(y)g(y^{-1}x)\mu(dy) = \int_{G}\delta(y)^{-1}f(y^{-1})g(yx)\mu(dy)$$
How do I deal with the fact that the argument of $\delta$ is the variable of integration??
I will accept your answer I just didn't want the question to look like it was totally done and be ignored. :>
– roo May 12 '13 at 20:01