Here is a small collection of properties that amenable groups enjoy.
Definition: A discrete group G is called amenable, if there exists a function μ:2G→[0,1] such that
μ(G)=1.
For all A,B⊆G with A∩B=∅ we have μ(A∪B)=μ(A)+μ(B).
For all A⊆G and g∈G we have μ(Ag)=μ(A).
Hence, μ is a finitely additive right-invariant probability measure on G. We call such a function μ an invariant mean of G.
Remark: Since μ is not σ-additive, we cannot directly apply the results of measure theory here. So first we have to convince ourselves, that we can integrate at least bounded functions with respect to invariant means.
Definition: A simple function on G is a function f:G→R which is a linear combination of indicator functions
f(x)=i=1∑nλi1Ai(x)
where n∈N,λi∈R,Ai⊆G. The simple functions form a vector space E(G).
Remark: From measure theory we know that simple functions have a standard form in which the indicators are of disjoint sets. Furthermore, every simple function has a finite range and is therefore bounded. The integral on simple functions can be defined exactly as for σ-additive measures.
Proposition: Let (B(G),∥⋅∥∞) be the Banach space of bounded functions on G equipped with the sup norm. The subspace E(G)≤B(G) is dense.
Proof: Let f:G→R be a bounded function. Suppose f is positive. Then f(G)⊆[0,b) for some b>0. Partition [0,b) into n subintervals [ai,bi). Then the Ai:=f−1([ai,bi)) form a partition of G. Now the function g=∑i=1nai1Ai∈E(G) satisfies ∥f−g∥∞≤ε where ε>0 is the mesh size of the partition. For the general case, split f=f+−f− and apply the same argument to f+ and f−. By refining the partition we can make the mesh size as small as needed, hence E(G) is dense in B(G).
Corollary: The integral of bounded functions with respect to invariant means is well-defined.
Proof: Let μ be an invariant mean of G. Notice that integration with respect to μ defines a linear map
E(G)→R,f↦∫Gfdμ
which is Lipschitz. Indeed, we have
∫Gfdμ≤∫G∣f∣dμ≤∥f∥∞∫G1Gdμ=∥f∥∞.
Since E(G) is dense in B(G), we obtain a unique continuous extension B(G)→R. This defines the integral of bounded functions.
Theorem: Every subgroup of an amenable group is amenable.
Proof: Let G be amenable group with invariant mean μ and H≤G. Choose a left transversal L⊆G of H and define
ν:2H→[0,1],A↦μ(LA).
Then ν has all the required properties. In particular ν(H)=μ(LH)=μ(G)=1.
Theorem: Every quotient of an amenable group is amenable.
Proof: Let μ be an invariant mean of G and let N⊴G with projection π:G→G/N. Then the pushforward measure
ν:2G/N→[0,1],A↦μ(π−1(A))
has the required properties.
Theorem: Let 1→N→G→G/N→1 be an extension. Then G is amenable if and only if both N and G/N are amenable.
Proof: Due to the previous results it suffices to show that if N and G/N are amenable, then so is G. Let μ and ν be invariants of N and G/N respectively. For each A⊆G define
fA:G→[0,1],g↦μ(Ag−1∩N).
Notice that fA is constant on each coset of N. Indeed, if x=ny for some n∈N then
fA(x)=μ(Ax−1∩N)=μ((Ay−1∩N)n−1)=μ(Ay−1∩N)=fA(y).
Hence, the fA descend to the quotient fˉA:G/N→[0,1]. Since bounded functions are integrable, we can define an invariant mean for G via
m:2G→[0,1],A↦∫G/NfˉAdν.
This map has the desired properties due to the following facts.
fG=μ(G(⋅)−1∩N)=μ(N)=1.
For disjoint A,B⊆G we have fA∪B=fA+fB.
For A⊆G and g∈G we have fAg(x)=fA(xg−1).
ν is right-invariant and thus ∫G/NfˉA(Nxg−1)dν(Nx)=∫G/NfˉA(Nx)dν(Nx)
Corollary: G and H are amenable groups if and only if G×H is amenable.
Proof: Observe that 1→G→G×H→H→1 is an extension.
Theorem: Directed colimits of amenable groups are amenable.
Proof: Let (Gi)i∈I be a directed system of amenable groups with invariant means (mi)i∈I and let G=colimGi. Using the cocone maps fi:Gi→G we extend the mi to
μi:2G→[0,1],A↦mi(fi−1(A)).
To define the invariant mean of G we use an appropriate ultrafilter limit. For g∈G define
Ig={i∈I:μi(Ag)=μi(A) for all A⊆G}.
The family {Ig:g∈G}⊆2I has the finite intersection property. Indeed, let g1,…,gn∈G. Each gk has a preimage under some fik:Gk→G. Since I is directed, the set {i1,…,in}⊆I has an upper bound s∈I which satisfies fik=fs∘fik,s so that μs is invariant under the right action of all gk. We conclude s∈⋂k=1nIgk=∅.
We can therefore extend the family {Ig:g∈G} to an ultrafilter U on I and define
μ:2G→[0,1],A↦i→Ulimμi(A).
The ultralimit inherits finite additivity and μ(G)=1 from the μi and since all Ig∈U, we see that μ is right invariant under the action of G.
Corollary: All abelian groups are amenable.
Proof: Let G be an abelian group. Then G is the directed colimit of its finitely generated subgroups (Gi)i∈I ordered by inclusion. Each Gi is of the form Zn×Z/q1Z×⋯×Z/qrZ. By the previous results Gi is amenable if Z is amenable. To construct the invariant mean on Z, let Fn:=[−n,n]∩Z and define
μn:2Z→[0,1],A↦∣Fn∣∣Fn∩A∣.
It is easy to see that each μn is a finitely additive probability measure. Furthermore, we have