Haar measure

In mathematical analysis, the Haar measure assigns an "invariant volume" to subsets of locally compact topological groups, consequently defining an integral for functions on those groups.

This measure was introduced by Alfréd Haar in 1933, though its special case for Lie groups had been introduced by Adolf Hurwitz in 1897 under the name "invariant integral". Haar measures are used in many parts of analysis, number theory, group theory, representation theory, statistics, probability theory, and ergodic theory.