The previous lecture in this series is here.
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).
This video is part of a lecture course by Richard Borcherds from 2021.