Let $G$ be (the rational points of) a connected, reductive group over a $p$-adic field $F$. Let $A$ be a maximal $F$-split torus of $G$, and $P$ a minimal parabolic subgroup containing $A$. Let $M = Z(A)$ be the centralizer of $A$ in $G$, and $N(A)$ the normalizer. Let $W = N(A)/M$.
The apartments of the building associated to $G$ correspond to maximal $F$-split tori of $G$. Through some buildings shenanigans I don't understand, one obtains a special, good, maximal compact open subgroup $K$ of $G$, and a certain subgroup $B$ of $K$ called an Iwahori subgroup.
Each element $w$ of $W$ has a representative $\omega(w)$ in $K \cap N(A)$. The Iwasawa decomposition says that $G$ is the disjoint union of the double cosets
$$ Pw(\omega)B$$
for $w \in W$. In particular, $G = PK$. Since $K$ is open in $G$, its Haar measure $dk$ is the restriction of the one on $G$, which we normalize to make $K$ have measure one. We also normalize a left Haar measure $d_lp$ on $P$ so that $P \cap K$ has measure one.
Apparently, one can use the Iwasawa decomposition to relate the Haar measures $dg, d_lp$, and $dk$. This is explained in P. Cartier's article Representations of $\mathfrak p$-adic Groups in the Corvallis proceedings, volume one. I am confused on a couple of details in the proof.
First, I understand why the function $u_h: G \rightarrow \mathbb{C}$ is well defined. What I don't understand is how we can conclude that it is continuous and of compact support.
Next, I don't understand how we can conclude that $h \mapsto \int\limits_G u_h(g)dg$ is left $K \times P$-invariant. It seems difficult to compute change of variables when integrating the function $u_h(g)$, since for each $g$ one can only compute $u_h(g)$ by a choice of $p$ and $k$ such that $g = pk^{-1}$.
