This lecture is part of an online graduate course on Lie groups.
We show the existence of a left-invariant measure (Haar measure) on a Lie group. and work out several explicit examples of it.
Correction: At 21:40 There is an exponent of -1 missing: the parametrization of the unitary group is (I+iH)(I-iH)^(-1) not (I+iH)(I-iH).
For the other lectures in the course see https://www.youtube.com/playlist?list=PL8yHsr3EFj53RWBkiHKoOsTw-dGHAoJ-h