Here is a simpler argument, combining 1--6 into one step.
Let G be a countable abelian group generated by x1,x2,ldots. Then a Følner sequence is given by taking Sn to be the pyramid consisting of elements which can be written as
a1x2+a2x2+cdots+anxn with lverta1rvertleqn,lverta2rvertleqn−1,ldots,lvertanrvertleq1.
The invariant probability measure is then defined by mu(A)=undersetomegalimlvertAcapSnrvert/lvertSnrvert as usual.
A more natural way to phrase this argument is:
- The countable group mathbbZinfty is amenable.
- All countable abelian groups are amenable, because amenability descends to quotients.
But I would like to emphasize that there is really only one step here, because the proof for mathbbZinfty automatically applies to any countable abelian group. This two-step approach is easier to remember, though. (The ideas here are the same as in my other answer, but I think this formulation is much cleaner.)
2016 Edit: Here is an argument to see that Sn is a Følner sequence. It is quite pleasant to think about precisely where commutativity comes into play.
Fix ginG and any finite subset SsubsetG. We first analyze the size of the symmetric difference gSbigtriangleupS. Consider the equivalence relation on S generated by the relation xsimy if y=x+g (which is itself neither symmetric, reflexive, or transitive). We will call an equivalence class under this relation a "g-string". Every g-string consists of elements x1,ldots,xkinS with xj+1=xj+g.
The first key observation is that lvertgSbigtriangleupSrvert is at most twice the number of g-strings. Indeed, if zinS belongs to gSbigtriangleupS, then z must be the "leftmost endpoint" of a g-string; if znotinS belongs to gSbigtriangleupS, then z−g must be the "rightmost endpoint" of a g-string; and each g-string has at most 2 such endpoints (it could have 1 if the endpoints coincide, or 0 if g has finite order).
Our goal is to prove for all ginG that fraclvertgSnbigtriangleupSnrvertlvertSnrvertto0 as ntoinfty. Since lvertabSbigtriangleupSrvertleqlvertabSbigtriangleupbSrvert+lvertbSbigtriangleupSrvert=lvertaSbigtriangleupSrvert+lvertbSbigtriangleupSrvert, it suffices to prove this for all gi in a generating set.
By the observation above, to prove that fraclvertgiSnbigtriangleupSnrvertlvertSnrvertto0, it suffices to prove that frac{text{# of $g_i$-strings in $S_n$}}{lvert S_nrvert}to 0. Equivalently, we must prove that the reciprocal frac{lvert S_nrvert}{#text{ of $g_i$-strings in $S_n$}} diverges, or in other words that the average size of a gi-string in Sn diverges.
We now use the specific form of our sets Sn=a1g1+cdots+angn,|,lvertairvertleqn−i. For any i and any n, set k=n−i (so that lvertairvertleqk in Sn). The second key observation is that every gi-string in Sn has cardinality at least 2k+1 unless gi has finite order. Indeed given xinSn, write it as x=a1g1+cdots+aigi+cdots+angn; then the elements a1g1+cdots+bgi+cdots+angninSn for b=−k,ldots,−1,0,1,ldots,k belong to a single gi-string containing x. If gi does not have finite order, these 2k+1 elements must be distinct. This shows that the minimum size of a gi-string in Sn is 2n−2i+1, so for fixed gi the average size diverges as ntoinfty.
When gi has finite order N this argument does not work (a gi-string has maximum size N, so the average size cannot diverge). However once N<2k+1, the subset containing the 2k+1 elements above is closed under multiplication by gi. In other words, once ngeqi+N/2 the set Sn is gi-invariant, so lvertgiSnbigtriangleupSnrvert=0.
I'm grateful to David Ullrich for pointing out that this claim is not obvious, since the quotient of a Følner sequence need not be a Følner sequence (Yves Cornulier gives an example here).
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