A statement on a connected semisimple non-compact Lie group with finite center In the book `Ergodic Theory and Semisimple groups' (1984 Edition, page 64, Proposition 4.1.8),  Zimmer has made this statement "if G is a connected semisimple non-compact Lie group with finite center, then G admits an irreducible representation with a non-relatively compact projective image". 
How do we prove this fact?
 A: Let us first show that a semisimple Lie group with finite center is non-compact if and only if its Lie algebra contains a copy of $sl(2,R)$. 
Indeed, if $G$ is compact, the Killing form is negative definite, and its restriction to a copy of $sl(2,R)$ would be a definite negative invariant form, but such forms do not exist on $sl(2,R)$. Conversely, if $G$ is not compact, then $Lie(G)$ contains "real roots" for suitable Cartan sub-algebras. Any root vector associated to such a real root will be part of a copy of $sl(2,R)$ inside $Lie(G)$.
Now let $V$ be the adjoint representation of $G$. It induces a faithful representation of $Lie(G)$, hence a non-trivial representation of a fixed copy of $sl(2,R)$ inside $Lie(G)$.
So it has an irreducible subrepresentation $(\rho,W)$ which induces a non-trivial, hence faithful, representation of $sl(2,R)$. So the Lie algebra of the closure $\rho(G)$ contains a copy of $sl(2,R)$ and in fact, so does the Lie algebra of the closure of the image of $G$ in $PGL(W)$. Therefore the latter closure is non-compact.
