Integration, VIII, p. 65
Bourbaki marks this one as harder than the rest.
Let G be a locally compact group countable at infinity, β a left Haar measure on G, a∈R+∗, and (νu)0≤u≤a a family of positive measures on G satisfying the following conditions: (i) ν0=εe; νu+v=νu∗νv if u+v≤a; νu=νu∨; (ii) for 0<u≤a, νu=fu⋅β with fu≥0 lower semi-continuous; (iii) νu is a vaguely continuous function of u. a) Let f∈K+(G). Show that, for 0<u≤a,
∫(fu/2∗f)(z)2dβ(z)=∫f(x)(fu∗f)(x)dβ(x).
b) Let f∈K(G). Show that fu/2∗f has β-integrable square for 0<u≤a, and that (1) again holds.
c) Let f∈K(G) be such that νa∗f=0. Show that f=0. (One has νa/2n∗f=0 for every integer n>0 by b), therefore f=0 by §3, No. 3, Remark 1).)
d) Let ν∈C′(G) be such that νa∗ν=0. Show that ν=0. (Regularize ν by functions in K(G) and apply c).)